Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 3,748,623 : : Positions : :1,479,715 925,498 143,273 921,289 583,346 318,746 72,737 913,388 32,824 65,664 255,526 : : : : Changes from: September 21, 2010 : : -169,455 -109,616 14,894 -44,987 -8,980 -12,956 -29,042 -63,231 -2,531 14,979 -33,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 24.7 3.8 24.6 15.6 8.5 1.9 24.4 0.9 1.8 6.8 : : : : Number of Traders in Each Category Total Traders: 229 : : 107 92 15 20 32 26 15 36 18 21 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 370,784 : : Positions : : 175,579 248,149 61,656 22,520 68,620 39,426 10,504 16,053 0 564 462 : : : : Changes from: September 21, 2010 : : 3,637 -10,805 -8,625 -1,166 7,672 -4,486 2,685 -1,536 0 217 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 66.9 16.6 6.1 18.5 10.6 2.8 4.3 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 29 6 7 10 4 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 188,361 : : Positions : : 140,978 109,228 14,348 49,658 19,253 6,329 356 5,251 0 0 0 : : : : Changes from: September 21, 2010 : : 1,839 5,905 6,449 1,846 -1,002 -424 -156 -1,277 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 58.0 7.6 26.4 10.2 3.4 0.2 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 26 5 8 12 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 361,734 : : Positions : : 208,888 181,006 44,822 92,783 67,050 16,476 3,007 13,612 0 121 273 : : : : Changes from: September 21, 2010 : : -136 -17,620 -8,055 4,579 4,683 -2,410 1,788 5,451 0 -392 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 50.0 12.4 25.6 18.5 4.6 0.8 3.8 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 18 4 10 14 4 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 614,233 : : Positions : : 414,869 233,181 98,807 264,857 58,235 0 16,882 38,885 681 0 1,184 : : : : Changes from: September 21, 2010 : : 16,190 -10,012 6,586 44,948 -3,743 0 -11,318 274 681 -757 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 38.0 16.1 43.1 9.5 0.0 2.7 6.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 28 9 12 20 0 8 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 200,669 : : Positions : : 144,878 131,416 13,261 56,368 488 29,591 0 4,034 0 0 0 : : : : Changes from: September 21, 2010 : : 4,763 684 -318 5,686 0 1,706 -1,090 -1,459 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 65.5 6.6 28.1 0.2 14.7 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 21 . 4 . 5 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 397,153 : : Positions : : 288,685 148,481 26,206 98,097 37,194 20,848 89,507 18,064 0 0 0 : : : : Changes from: September 21, 2010 : : 1,832 3,383 1,660 -5,183 3,604 902 6,420 -666 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 37.4 6.6 24.7 9.4 5.2 22.5 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 29 4 13 14 . 6 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 186,551 : : Positions : : 120,150 64,785 14,912 55,405 17,931 20,558 33,927 8,114 0 0 0 : : : : Changes from: September 21, 2010 : : 1,811 1,133 2,466 19,244 -287 6,186 -8,542 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 34.7 8.0 29.7 9.6 11.0 18.2 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 22 . 11 8 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 867,006 : : Positions : : 115,529 132,695 184,434 77,212 89,315 133,731 230,156 166,649 28,612 54,720 72,958 : : : : Changes from: September 21, 2010 : : -8,385 -1,876 6,762 -3,298 -5,055 -6,454 13,055 -28,365 4,760 -15,406 -15,870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.3 21.3 8.9 10.3 15.4 26.5 19.2 3.3 6.3 8.4 : : : : Number of Traders in Each Category Total Traders: 283 : : 58 47 24 10 27 52 64 72 31 31 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 53,414 : : Positions : : 31,620 26,828 5,850 14,154 3,517 224 0 1,425 0 0 0 : : : : Changes from: September 21, 2010 : : -330 -28 0 0 0 -116 0 68 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 50.2 11.0 26.5 6.6 0.4 0.0 2.7 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 28, 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 32,412 : : Positions : : 14,987 6,821 4,859 8,408 6,369 655 170 2,672 0 0 0 : : : : Changes from: September 21, 2010 : : 0 0 0 124 0 124 0 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 21.0 15.0 25.9 19.7 2.0 0.5 8.2 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 28, 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 62,274 : : Positions : : 39,223 36,666 11,598 10,568 4,553 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 0 -60 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 58.9 18.6 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 28, 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 21, 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 28, 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 73,058 : : Positions : : 41,862 50,231 12,610 7,042 905 4,062 2,643 6,060 0 0 0 : : : : Changes from: September 21, 2010 : : 124 0 0 0 0 0 124 232 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 68.8 17.3 9.6 1.2 5.6 3.6 8.3 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 28, 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 63,654 : : Positions : : 52,441 26,829 2,102 14,812 1,510 248 5,779 1,939 0 0 0 : : : : Changes from: September 21, 2010 : : -198 232 0 2,373 564 0 -256 306 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.1 3.3 23.3 2.4 0.4 9.1 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 39,416 : : Positions : : 28,667 25,788 0 806 0 3,113 2,329 2,126 0 0 0 : : : : Changes from: September 21, 2010 : : 382 350 0 0 0 0 -120 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 65.4 0.0 2.0 0.0 7.9 5.9 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 73,764 : : Positions : : 38,983 21,885 10,534 37,675 4,197 5,062 2,149 4,579 0 0 0 : : : : Changes from: September 21, 2010 : : 399 -217 428 420 958 -307 829 513 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 29.7 14.3 51.1 5.7 6.9 2.9 6.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 4 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 1,612,792 : : Positions : : 309,851 284,156 73,179 64,729 638,033 18,628 89,693 163,083 45,601 9,052 357,662 : : : : Changes from: September 21, 2010 : : -33,694 -48,898 -4,536 -9,871 -48,013 -3,942 -9,219 -33,082 -26,046 177 -44,295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 17.6 4.5 4.0 39.6 1.2 5.6 10.1 2.8 0.6 22.2 : : : : Number of Traders in Each Category Total Traders: 139 : : 36 37 9 15 22 21 21 30 26 7 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 29,471 : : Positions : : 5,584 3,738 6,424 761 3,932 560 5,879 9,863 251 2,698 2,515 : : : : Changes from: September 21, 2010 : : -6,382 -9,872 -1,384 -3,692 -621 -4,092 -3,545 -6,356 -4,484 1,108 -2,494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 12.7 21.8 2.6 13.3 1.9 19.9 33.5 0.9 9.2 8.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 6 . 4 . . 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 55,212 : : Positions : : 33,358 46,488 19,942 6,594 604 840 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 773 589 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 84.2 36.1 11.9 1.1 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 144,924 : : Positions : : 82,607 82,560 38,772 33,301 12,239 2,118 7,140 4,955 0 0 0 : : : : Changes from: September 21, 2010 : : 1,558 411 132 -217 -132 -1,154 249 239 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 57.0 26.8 23.0 8.4 1.5 4.9 3.4 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 28, 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 110,699 : : Positions : : 58,756 65,604 29,330 23,393 12,510 609 2,154 1,218 0 0 0 : : : : Changes from: September 21, 2010 : : -164 60 122 0 0 0 -706 185 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 59.3 26.5 21.1 11.3 0.6 1.9 1.1 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 28, 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 183,735 : : Positions : : 99,391 76,317 32,781 67,609 23,067 8,057 1,860 8,122 0 0 0 : : : : Changes from: September 21, 2010 : : 2,188 -2,580 0 1,024 0 -1,772 0 827 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 41.5 17.8 36.8 12.6 4.4 1.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 6 9 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 2,712,600 : : Positions : : 843,363 518,925 75,956 811,234 398,871 428,407 37,766 628,067 114,583 98,994 202,466 : : : : Changes from: September 21, 2010 : : 25,108 15,985 5,534 24,125 -42,093 -30,477 -15,547 63,325 16,764 -7,036 -26,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 19.1 2.8 29.9 14.7 15.8 1.4 23.2 4.2 3.6 7.5 : : : : Number of Traders in Each Category Total Traders: 189 : : 85 67 11 20 29 23 15 36 16 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 869,163 : : Positions : : 202,415 236,541 213,107 137,666 241,493 27,421 73,147 72,434 38,359 32,596 71,788 : : : : Changes from: September 21, 2010 : : -57,872 -29,825 -62,492 -43,731 -75 -31,820 -39,206 -10,122 914 -38,550 -31,144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 27.2 24.5 15.8 27.8 3.2 8.4 8.3 4.4 3.8 8.3 : : : : Number of Traders in Each Category Total Traders: 92 : : 23 21 13 8 18 8 13 15 12 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 26,853 : : Positions : : 22,550 16,680 278 6,639 1,913 30 0 553 90 275 591 : : : : Changes from: September 21, 2010 : : 867 399 25 180 -157 -110 0 103 0 225 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 62.1 1.0 24.7 7.1 0.1 0.0 2.1 0.3 1.0 2.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 24 . 6 6 . 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 14,844 : : Positions : : 13,941 7,065 0 6,739 168 0 0 0 45 0 0 : : : : Changes from: September 21, 2010 : : -389 -514 0 170 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 47.6 0.0 45.4 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 28, 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 9,491 : : Positions : : 7,500 6,131 100 1,472 1,317 70 0 172 57 105 70 : : : : Changes from: September 21, 2010 : : 552 391 0 90 -17 -30 0 70 -1 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 64.6 1.1 15.5 13.9 0.7 0.0 1.8 0.6 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . 6 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 9,867 : : Positions : : 8,678 6,759 549 1,957 397 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 767 407 20 80 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 68.5 5.6 19.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 4,799 : : Positions : : 3,869 2,991 100 1,097 508 0 0 0 130 0 50 : : : : Changes from: September 21, 2010 : : 161 221 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 62.3 2.1 22.9 10.6 0.0 0.0 0.0 2.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 1, 2010