Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 3,803,685 : : Positions : :1,509,458 959,867 157,075 888,650 605,151 285,085 92,264 909,961 36,742 54,382 273,482 : : : : Changes from: September 28, 2010 : : 29,743 34,369 13,802 -32,639 21,805 -33,661 19,527 -3,427 3,918 -11,282 17,956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 25.2 4.1 23.4 15.9 7.5 2.4 23.9 1.0 1.4 7.2 : : : : Number of Traders in Each Category Total Traders: 216 : : 102 90 15 20 31 22 15 35 14 22 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 335,872 : : Positions : : 165,442 227,805 61,820 15,431 66,468 19,198 7,379 13,739 0 487 334 : : : : Changes from: September 28, 2010 : : -10,137 -20,344 164 -7,089 -2,152 -20,228 -3,125 -2,314 0 -77 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 67.8 18.4 4.6 19.8 5.7 2.2 4.1 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 9 4 10 4 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 179,950 : : Positions : : 135,600 106,644 14,266 46,656 16,319 7,130 330 5,064 0 0 0 : : : : Changes from: September 28, 2010 : : -5,378 -2,584 -82 -3,002 -2,934 801 -26 -187 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 59.3 7.9 25.9 9.1 4.0 0.2 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 23 4 7 10 5 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 338,484 : : Positions : : 188,945 157,785 40,648 85,667 65,099 9,213 0 24,944 34 0 270 : : : : Changes from: September 28, 2010 : : -19,943 -23,221 -4,174 -7,116 -1,951 -7,263 -3,007 11,332 34 -121 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 46.6 12.0 25.3 19.2 2.7 0.0 7.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 18 5 8 13 5 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 598,023 : : Positions : : 405,482 226,741 96,532 255,703 57,215 0 20,475 29,447 2,936 0 1,274 : : : : Changes from: September 28, 2010 : : -9,387 -6,440 -2,275 -9,154 -1,020 0 3,593 -9,438 2,255 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 37.9 16.1 42.8 9.6 0.0 3.4 4.9 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 26 9 11 18 0 8 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 186,723 : : Positions : : 131,426 120,140 11,682 53,793 423 30,225 0 2,380 0 0 0 : : : : Changes from: September 28, 2010 : : -13,452 -11,276 -1,579 -2,575 -65 634 0 -1,654 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 64.3 6.3 28.8 0.2 16.2 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . 4 . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 358,330 : : Positions : : 252,028 135,318 29,433 91,616 32,756 24,638 80,128 11,373 0 0 0 : : : : Changes from: September 28, 2010 : : -36,657 -13,163 3,227 -6,481 -4,438 3,790 -9,379 -6,691 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 37.8 8.2 25.6 9.1 6.9 22.4 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 22 6 11 14 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 147,169 : : Positions : : 90,200 36,048 14,447 51,786 16,943 13,088 29,338 5,293 0 0 0 : : : : Changes from: September 28, 2010 : : -29,950 -28,737 -465 -3,619 -988 -7,470 -4,589 -2,821 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 24.5 9.8 35.2 11.5 8.9 19.9 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 19 . 9 7 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 868,489 : : Positions : : 112,572 133,210 190,404 76,300 82,564 138,312 241,211 156,047 29,355 55,081 77,457 : : : : Changes from: September 28, 2010 : : -2,957 515 5,971 -912 -6,751 4,582 11,054 -10,602 743 361 4,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 15.3 21.9 8.8 9.5 15.9 27.8 18.0 3.4 6.3 8.9 : : : : Number of Traders in Each Category Total Traders: 297 : : 54 44 24 11 28 53 68 77 37 34 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 56,895 : : Positions : : 34,783 31,342 10,549 10,413 4,274 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -4,440 -5,324 -1,049 -155 -279 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 55.1 18.5 18.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 62,702 : : Positions : : 35,878 30,250 11,788 24,035 4,852 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -244 242 -748 -1,430 -364 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 48.2 18.8 38.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 65,432 : : Positions : : 36,159 45,006 12,367 4,997 280 2,593 2,471 5,175 0 0 0 : : : : Changes from: September 28, 2010 : : -5,703 -5,225 -243 -2,045 -625 -1,469 -172 -885 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 68.8 18.9 7.6 0.4 4.0 3.8 7.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 58,715 : : Positions : : 48,894 22,082 0 13,971 564 0 5,010 2,015 0 0 0 : : : : Changes from: September 28, 2010 : : -3,547 -4,747 -2,102 -841 -946 -248 -769 76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 37.6 0.0 23.8 1.0 0.0 8.5 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 0 5 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 67,182 : : Positions : : 34,631 19,694 10,254 36,155 3,772 3,757 0 3,337 0 0 0 : : : : Changes from: September 28, 2010 : : -4,352 -2,191 -280 -1,520 -425 -1,305 -2,149 -1,242 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 29.3 15.3 53.8 5.6 5.6 0.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 1,676,395 : : Positions : : 320,446 296,646 68,792 65,050 657,466 21,446 91,694 174,071 49,894 8,151 377,464 : : : : Changes from: September 28, 2010 : : 10,595 12,491 -4,387 321 19,433 2,818 2,002 10,988 4,293 -901 19,802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 17.7 4.1 3.9 39.2 1.3 5.5 10.4 3.0 0.5 22.5 : : : : Number of Traders in Each Category Total Traders: 140 : : 37 38 9 14 22 20 21 31 29 6 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 32,758 : : Positions : : 6,275 3,723 6,477 1,285 4,040 365 5,689 12,177 445 2,935 2,738 : : : : Changes from: September 28, 2010 : : 692 -14 54 524 108 -196 -189 2,315 194 237 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 11.4 19.8 3.9 12.3 1.1 17.4 37.2 1.4 9.0 8.4 : : : : 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 October 5, 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 47,074 : : Positions : : 26,726 42,566 18,702 3,172 0 840 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -6,632 -3,922 -1,240 -3,422 -604 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 90.4 39.7 6.7 0.0 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 130,280 : : Positions : : 74,150 69,084 35,575 33,211 10,308 406 8,540 3,584 0 0 0 : : : : Changes from: September 28, 2010 : : -8,457 -13,477 -3,197 -90 -1,931 -1,712 1,400 -1,371 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 53.0 27.3 25.5 7.9 0.3 6.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 6 5 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 103,383 : : Positions : : 55,230 61,798 27,899 21,943 11,401 0 1,858 1,106 0 0 0 : : : : Changes from: September 28, 2010 : : -3,525 -3,806 -1,431 -1,450 -1,109 -609 -296 -112 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 59.8 27.0 21.2 11.0 0.0 1.8 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 9 4 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 167,794 : : Positions : : 91,395 68,221 30,007 64,062 20,978 6,168 1,612 6,704 0 0 0 : : : : Changes from: September 28, 2010 : : -7,996 -8,096 -2,774 -3,547 -2,089 -1,889 -248 -1,418 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 40.7 17.9 38.2 12.5 3.7 1.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 5 9 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 2,660,234 : : Positions : : 810,206 501,024 76,751 765,558 404,907 444,795 58,404 606,784 94,638 108,398 196,604 : : : : Changes from: September 28, 2010 : : -33,157 -17,901 795 -45,676 6,036 16,388 20,638 -21,283 -19,945 9,404 -5,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 18.8 2.9 28.8 15.2 16.7 2.2 22.8 3.6 4.1 7.4 : : : : Number of Traders in Each Category Total Traders: 176 : : 74 62 10 19 27 23 15 36 14 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 891,174 : : Positions : : 209,742 239,022 213,604 137,096 244,864 31,473 73,175 76,545 34,081 38,262 77,735 : : : : Changes from: September 28, 2010 : : 7,327 2,481 497 -570 3,371 4,052 28 4,111 -4,278 5,666 5,947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 26.8 24.0 15.4 27.5 3.5 8.2 8.6 3.8 4.3 8.7 : : : : Number of Traders in Each Category Total Traders: 94 : : 22 21 13 8 18 9 14 14 12 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 25,818 : : Positions : : 21,759 15,382 145 6,946 1,590 74 0 553 105 470 576 : : : : Changes from: September 28, 2010 : : -791 -1,298 -133 307 -323 44 0 0 15 195 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 59.6 0.6 26.9 6.2 0.3 0.0 2.1 0.4 1.8 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 22 . 6 5 . 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 13,725 : : Positions : : 12,889 6,182 0 6,609 137 0 0 0 450 0 0 : : : : Changes from: September 28, 2010 : : -1,052 -883 0 -130 -31 0 0 0 405 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 45.0 0.0 48.2 1.0 0.0 0.0 0.0 3.3 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 October 5, 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 9,237 : : Positions : : 7,142 5,961 110 1,250 1,385 186 0 152 0 105 40 : : : : Changes from: September 28, 2010 : : -358 -170 10 -222 68 116 0 -20 -57 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 64.5 1.2 13.5 15.0 2.0 0.0 1.6 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 9,846 : : Positions : : 8,654 6,801 366 2,075 316 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -24 42 -183 118 -81 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 69.1 3.7 21.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 4,386 : : Positions : : 3,502 2,793 95 997 473 0 0 0 180 0 0 : : : : Changes from: September 28, 2010 : : -367 -198 -5 -100 -35 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 63.7 2.2 22.7 10.8 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 4 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 8, 2010