Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 3,901,827 : : Positions : :1,590,671 1,007,298 160,797 908,557 567,813 277,187 102,755 950,192 38,379 55,340 295,087 : : : : Changes from: October 5, 2010 : : 81,213 47,431 3,722 19,907 -37,338 -7,898 10,491 40,231 1,637 958 21,605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 25.8 4.1 23.3 14.6 7.1 2.6 24.4 1.0 1.4 7.6 : : : : Number of Traders in Each Category Total Traders: 218 : : 100 89 16 19 32 24 14 34 9 29 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 360,221 : : Positions : : 182,951 243,333 60,119 19,042 67,183 22,511 7,661 17,215 510 0 1,126 : : : : Changes from: October 5, 2010 : : 17,509 15,528 -1,701 3,611 715 3,313 282 3,476 510 -487 792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 67.6 16.7 5.3 18.7 6.2 2.1 4.8 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 28 8 5 9 5 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 180,346 : : Positions : : 132,808 109,398 14,222 42,086 17,714 8,422 330 5,462 0 0 0 : : : : Changes from: October 5, 2010 : : -2,792 2,754 -44 -4,570 1,395 1,292 0 398 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 60.7 7.9 23.3 9.8 4.7 0.2 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 23 4 7 11 6 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 347,112 : : Positions : : 191,689 157,740 39,406 81,474 70,789 9,113 1,846 29,145 0 2,267 31 : : : : Changes from: October 5, 2010 : : 2,744 -45 -1,242 -4,193 5,690 -100 1,846 4,201 -34 2,267 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 45.4 11.4 23.5 20.4 2.6 0.5 8.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 18 4 10 13 5 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 619,899 : : Positions : : 420,504 225,883 98,350 271,497 59,704 0 23,997 30,780 4,189 0 1,305 : : : : Changes from: October 5, 2010 : : 15,022 -858 1,818 15,794 2,489 0 3,522 1,333 1,253 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 36.4 15.9 43.8 9.6 0.0 3.9 5.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 25 9 11 19 0 8 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 192,633 : : Positions : : 139,670 125,001 11,185 54,591 758 30,419 0 2,393 0 0 0 : : : : Changes from: October 5, 2010 : : 8,244 4,861 -497 798 335 194 0 13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 64.9 5.8 28.3 0.4 15.8 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . 4 5 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 368,144 : : Positions : : 246,468 144,091 30,186 90,568 33,382 27,264 73,508 19,839 0 0 0 : : : : Changes from: October 5, 2010 : : -5,560 8,773 753 -1,048 626 2,626 -6,620 8,466 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 39.1 8.2 24.6 9.1 7.4 20.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 22 5 12 14 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 142,559 : : Positions : : 88,476 28,322 11,488 53,952 16,183 15,582 31,583 3,698 0 0 0 : : : : Changes from: October 5, 2010 : : -1,724 -7,726 -2,959 2,166 -760 2,494 2,245 -1,595 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 19.9 8.1 37.8 11.4 10.9 22.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 20 . 9 7 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 873,896 : : Positions : : 111,317 127,325 194,122 75,262 92,532 133,904 238,846 152,023 29,921 58,584 83,487 : : : : Changes from: October 5, 2010 : : -1,255 -5,885 3,717 -1,038 9,968 -4,408 -2,364 -4,025 566 3,503 6,030 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 14.6 22.2 8.6 10.6 15.3 27.3 17.4 3.4 6.7 9.6 : : : : Number of Traders in Each Category Total Traders: 301 : : 57 46 26 11 31 51 72 76 36 34 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 49,787 : : Positions : : 27,661 25,712 6,222 13,504 3,175 0 1,185 594 0 0 0 : : : : Changes from: October 5, 2010 : : -3,959 -1,116 372 -650 -342 -224 1,185 -831 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 51.6 12.5 27.1 6.4 0.0 2.4 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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: October 5, 2010 : : 0 0 0 0 0 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 12, 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: October 5, 2010 : : 0 0 0 0 0 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 12, 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 65,334 : : Positions : : 36,153 44,662 12,367 4,997 280 2,449 2,773 5,089 0 0 0 : : : : Changes from: October 5, 2010 : : -6 -344 0 0 0 -144 302 -86 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 68.4 18.9 7.6 0.4 3.7 4.2 7.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 58,653 : : Positions : : 48,721 22,072 0 13,971 564 0 4,817 2,126 0 0 0 : : : : Changes from: October 5, 2010 : : -173 -10 0 0 0 0 -193 111 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 37.6 0.0 23.8 1.0 0.0 8.2 3.6 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 12, 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 68,158 : : Positions : : 34,511 19,654 10,254 36,155 3,772 4,989 0 3,201 0 0 0 : : : : Changes from: October 5, 2010 : : -120 -40 0 0 0 1,232 0 -136 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 28.8 15.0 53.0 5.5 7.3 0.0 4.7 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 12, 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 1,716,232 : : Positions : : 324,843 304,385 66,428 65,826 670,253 21,972 89,249 180,871 54,720 9,291 390,154 : : : : Changes from: October 5, 2010 : : 4,396 7,738 -2,364 775 12,787 526 -2,445 6,800 4,826 1,140 12,690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 17.7 3.9 3.8 39.1 1.3 5.2 10.5 3.2 0.5 22.7 : : : : Number of Traders in Each Category Total Traders: 141 : : 38 39 11 13 23 19 21 29 29 6 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 34,213 : : Positions : : 6,647 3,790 6,605 1,244 3,854 273 6,644 12,656 1,027 2,863 2,870 : : : : Changes from: October 5, 2010 : : 372 66 128 -41 -186 -92 955 479 582 -72 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 11.1 19.3 3.6 11.3 0.8 19.4 37.0 3.0 8.4 8.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 6 . 4 . . 6 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 47,354 : : Positions : : 27,006 42,566 18,702 3,452 0 840 0 0 0 0 0 : : : : Changes from: October 5, 2010 : : 280 0 0 280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 89.9 39.5 7.3 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 12, 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 129,883 : : Positions : : 72,833 68,723 35,122 33,211 10,491 436 8,576 3,431 0 0 0 : : : : Changes from: October 5, 2010 : : -1,317 -360 -453 0 183 30 36 -153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 52.9 27.0 25.6 8.1 0.3 6.6 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 6 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 103,280 : : Positions : : 55,079 61,909 27,899 21,943 11,401 0 1,644 1,106 0 0 0 : : : : Changes from: October 5, 2010 : : -151 111 0 0 0 0 -214 -0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 59.9 27.0 21.2 11.0 0.0 1.6 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 10 9 4 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 169,241 : : Positions : : 91,324 69,110 31,269 64,538 22,281 5,762 1,010 6,252 0 0 0 : : : : Changes from: October 5, 2010 : : -71 888 1,262 476 1,303 -406 -602 -452 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 40.8 18.5 38.1 13.2 3.4 0.6 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 5 9 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 2,644,528 : : Positions : : 823,814 501,645 86,199 770,472 399,862 437,839 62,186 587,497 92,016 110,633 194,198 : : : : Changes from: October 5, 2010 : : 13,608 621 9,448 4,914 -5,045 -6,956 3,782 -19,287 -2,622 2,235 -2,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 19.0 3.3 29.1 15.1 16.6 2.4 22.2 3.5 4.2 7.3 : : : : Number of Traders in Each Category Total Traders: 174 : : 74 64 10 19 27 23 14 36 12 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 928,624 : : Positions : : 230,877 251,954 196,300 126,780 259,113 32,994 83,175 79,739 38,661 35,315 87,881 : : : : Changes from: October 5, 2010 : : 21,135 12,932 -17,304 -10,316 14,249 1,521 10,000 3,194 4,580 -2,947 10,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 27.1 21.1 13.7 27.9 3.6 9.0 8.6 4.2 3.8 9.5 : : : : Number of Traders in Each Category Total Traders: 95 : : 23 21 13 8 18 9 15 16 12 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 26,245 : : Positions : : 22,163 15,761 145 7,501 2,040 169 0 517 80 0 126 : : : : Changes from: October 5, 2010 : : 404 379 0 555 450 95 0 -36 -25 -470 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.1 0.6 28.6 7.8 0.6 0.0 2.0 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 22 . 7 6 . 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 14,867 : : Positions : : 13,896 6,529 80 7,624 172 0 0 0 405 0 45 : : : : Changes from: October 5, 2010 : : 1,007 347 80 1,015 35 0 0 0 -45 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 43.9 0.5 51.3 1.2 0.0 0.0 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 9,705 : : Positions : : 7,537 6,180 85 1,215 1,603 111 0 147 0 0 0 : : : : Changes from: October 5, 2010 : : 395 219 -25 -35 218 -75 0 -5 0 -105 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 63.7 0.9 12.5 16.5 1.1 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 7 8 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 10,207 : : Positions : : 9,015 6,881 366 2,396 286 0 0 0 0 0 0 : : : : Changes from: October 5, 2010 : : 361 80 0 321 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 67.4 3.6 23.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 12, 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 4,456 : : Positions : : 3,572 2,833 275 1,027 473 0 0 0 0 0 0 : : : : Changes from: October 5, 2010 : : 70 40 180 30 0 0 0 0 -180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 63.6 6.2 23.0 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 . 4 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 15, 2010