Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,027,298 : : Positions : :1,649,170 1,035,114 128,379 966,276 592,326 331,702 101,779 976,619 35,355 50,685 288,574 : : : : Changes from: September 14, 2010 : : 88,205 54,333 -14,003 97,539 21,476 17,143 -84,017 54,434 -3,228 23,486 12,581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 25.7 3.2 24.0 14.7 8.2 2.5 24.2 0.9 1.3 7.2 : : : : Number of Traders in Each Category Total Traders: 230 : : 109 95 15 20 32 24 17 36 19 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 373,438 : : Positions : : 171,942 258,954 70,281 23,686 60,948 43,912 7,819 17,589 0 347 524 : : : : Changes from: September 14, 2010 : : -1,739 6,159 -10,420 -3,295 7,919 16,154 -6,162 -191 -7,262 347 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 69.3 18.8 6.3 16.3 11.8 2.1 4.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 30 5 8 10 6 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 182,821 : : Positions : : 139,139 103,323 7,899 47,812 20,255 6,753 512 6,528 0 0 0 : : : : Changes from: September 14, 2010 : : -5,527 -7,128 491 3,711 768 -806 -2,389 -231 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 56.5 4.3 26.2 11.1 3.7 0.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 25 4 8 11 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 363,437 : : Positions : : 209,024 198,626 52,877 88,204 62,367 18,886 1,219 8,161 0 513 510 : : : : Changes from: September 14, 2010 : : -11,994 -14,475 -4,513 453 2,362 583 -57 266 -128 513 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 54.7 14.5 24.3 17.2 5.2 0.3 2.2 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 18 4 10 14 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 594,314 : : Positions : : 398,679 243,193 92,221 219,909 61,978 0 28,200 38,611 0 757 459 : : : : Changes from: September 14, 2010 : : 15,135 -25,502 31,192 70,185 -14,410 -1,521 401 4,910 -504 -728 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 40.9 15.5 37.0 10.4 0.0 4.7 6.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 28 9 12 20 0 9 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 196,183 : : Positions : : 140,115 130,732 13,579 50,682 488 27,885 1,090 5,493 0 0 0 : : : : Changes from: September 14, 2010 : : 829 -2,047 151 4,088 90 980 315 -1,218 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 66.6 6.9 25.8 0.2 14.2 0.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 . 4 . 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 390,745 : : Positions : : 286,853 145,098 24,546 103,280 33,590 19,946 83,087 18,730 0 0 0 : : : : Changes from: September 14, 2010 : : 4,396 -5,634 3,249 816 1,463 -57 12,650 -8,554 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 37.1 6.3 26.4 8.6 5.1 21.3 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 27 5 11 13 . 6 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 174,463 : : Positions : : 118,339 63,652 12,446 36,161 18,218 14,372 42,469 8,069 0 0 0 : : : : Changes from: September 14, 2010 : : -296 2,011 2,766 6,485 -3,227 1,973 -3,048 793 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 36.5 7.1 20.7 10.4 8.2 24.3 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 24 . 9 8 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 923,545 : : Positions : : 123,914 134,571 177,672 80,510 94,370 140,185 217,102 195,014 23,852 70,126 88,827 : : : : Changes from: September 14, 2010 : : 7,858 3,707 -1,038 -996 -1,145 -4,665 -3,440 -9,072 572 4,182 4,845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 14.6 19.2 8.7 10.2 15.2 23.5 21.1 2.6 7.6 9.6 : : : : Number of Traders in Each Category Total Traders: 304 : : 63 49 23 11 26 59 63 75 32 40 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 53,468 : : Positions : : 31,950 26,856 5,850 14,154 3,517 340 0 1,357 0 0 0 : : : : Changes from: September 14, 2010 : : 2 -273 0 0 0 -323 0 69 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 50.2 10.9 26.5 6.6 0.6 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 32,398 : : Positions : : 14,987 6,821 4,859 8,284 6,369 531 170 2,782 0 0 0 : : : : Changes from: September 14, 2010 : : 0 -120 0 0 340 -304 0 198 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 21.1 15.0 25.6 19.7 1.6 0.5 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 62,334 : : Positions : : 39,223 36,726 11,658 10,568 4,553 0 0 0 0 0 0 : : : : Changes from: September 14, 2010 : : 304 -736 -1,040 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 58.9 18.7 17.0 7.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 64,410 : : Positions : : 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0 : : : : Changes from: September 14, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 46.6 19.5 39.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 72,702 : : Positions : : 41,738 50,231 12,610 7,042 905 4,062 2,519 5,828 0 0 0 : : : : Changes from: September 14, 2010 : : 2,050 -354 0 0 0 -846 1,860 -143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 69.1 17.3 9.7 1.2 5.6 3.5 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . 5 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 63,186 : : Positions : : 52,639 26,597 2,102 12,439 946 248 6,035 1,633 0 0 0 : : : : Changes from: September 14, 2010 : : 36 -20 0 0 0 0 56 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365M Open Interest is 38,941 : : Positions : : 28,285 25,438 0 806 0 3,113 2,449 2,095 0 0 0 : : : : Changes from: September 14, 2010 : : 240 -862 0 0 0 -580 312 243 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 65.3 0.0 2.1 0.0 8.0 6.3 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 71,735 : : Positions : : 38,584 22,102 10,106 37,255 3,239 5,369 1,320 4,066 0 0 0 : : : : Changes from: September 14, 2010 : : -1,642 306 0 0 0 1,938 0 -592 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 30.8 14.1 51.9 4.5 7.5 1.8 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,806,130 : : Positions : : 343,545 333,054 77,714 74,600 686,046 22,569 98,912 196,164 71,648 8,875 401,958 : : : : Changes from: September 14, 2010 : : 8,631 6,276 -800 -138 7,361 2,446 6,339 5,644 3,120 957 11,389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 18.4 4.3 4.1 38.0 1.2 5.5 10.9 4.0 0.5 22.3 : : : : Number of Traders in Each Category Total Traders: 148 : : 40 40 8 15 21 23 23 35 25 11 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 55,438 : : Positions : : 11,966 13,610 7,808 4,452 4,553 4,652 9,424 16,218 4,734 1,589 5,009 : : : : Changes from: September 14, 2010 : : 1,505 1,266 783 194 -135 52 1,125 2,939 -314 -480 739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 24.5 14.1 8.0 8.2 8.4 17.0 29.3 8.5 2.9 9.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 14 13 6 4 9 4 11 10 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 54,623 : : Positions : : 32,585 45,899 19,942 6,594 604 840 0 0 0 0 0 : : : : Changes from: September 14, 2010 : : -3,784 -3,660 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 84.0 36.5 12.1 1.1 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 144,374 : : Positions : : 81,049 82,149 38,640 33,518 12,371 3,272 6,890 4,717 0 0 0 : : : : Changes from: September 14, 2010 : : 899 670 0 0 0 -585 -356 486 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.9 26.8 23.2 8.6 2.3 4.8 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 7 5 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 110,555 : : Positions : : 58,919 65,544 29,208 23,393 12,510 609 2,860 1,033 0 0 0 : : : : Changes from: September 14, 2010 : : 26 490 0 0 0 0 -468 245 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 59.3 26.4 21.2 11.3 0.6 2.6 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 12 9 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 184,553 : : Positions : : 97,203 78,897 32,781 66,585 23,067 9,829 1,860 7,295 0 0 0 : : : : Changes from: September 14, 2010 : : -962 238 321 430 426 2,001 0 -247 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 42.8 17.8 36.1 12.5 5.3 1.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 21 6 9 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,699,227 : : Positions : : 818,255 502,940 70,422 787,109 440,964 458,884 53,313 564,742 97,819 106,030 228,598 : : : : Changes from: September 14, 2010 : : 2,618 -4,256 -10,141 6,969 13,921 4,623 -8,578 8,128 -2,775 1,699 -6,102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 18.6 2.6 29.2 16.3 17.0 2.0 20.9 3.6 3.9 8.5 : : : : Number of Traders in Each Category Total Traders: 186 : : 83 70 10 21 29 22 14 36 14 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,062,158 : : Positions : : 260,287 266,366 275,599 181,397 241,568 59,241 112,353 82,556 37,445 71,146 102,932 : : : : Changes from: September 14, 2010 : : 7,945 162 3,524 7,513 309 1,063 19,650 -430 5,025 -9,839 13,803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 25.1 25.9 17.1 22.7 5.6 10.6 7.8 3.5 6.7 9.7 : : : : Number of Traders in Each Category Total Traders: 99 : : 26 22 14 7 18 10 15 18 11 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 26,205 : : Positions : : 21,683 16,281 253 6,459 2,070 140 0 450 90 50 696 : : : : Changes from: September 14, 2010 : : 790 720 0 -73 150 -24 0 222 -70 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 62.1 1.0 24.6 7.9 0.5 0.0 1.7 0.3 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 22 . 6 6 . 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,215 : : Positions : : 14,330 7,579 0 6,569 160 0 0 0 45 0 0 : : : : Changes from: September 14, 2010 : : 187 167 0 245 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 49.8 0.0 43.2 1.1 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,966 : : Positions : : 6,948 5,740 100 1,382 1,334 100 0 102 58 105 69 : : : : Changes from: September 14, 2010 : : 89 -59 100 295 -113 25 0 -25 58 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 64.0 1.1 15.4 14.9 1.1 0.0 1.1 0.6 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 12 . 6 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,295 : : Positions : : 7,911 6,352 529 1,877 392 0 0 0 0 0 0 : : : : Changes from: September 14, 2010 : : 95 40 0 190 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 68.3 5.7 20.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,638 : : Positions : : 3,708 2,770 100 1,157 508 0 0 0 130 0 50 : : : : Changes from: September 14, 2010 : : 79 99 0 -20 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 59.7 2.2 24.9 11.0 0.0 0.0 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . 4 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 24, 2010