Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 3,917,102 : : Positions : :1,600,160 1,037,179 167,043 905,531 566,932 311,526 111,925 926,696 32,519 66,995 290,961 : : : : Changes from: October 12, 2010 : : 9,489 29,881 6,246 -3,026 -881 34,339 9,170 -23,496 -5,860 11,655 -4,126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 26.5 4.3 23.1 14.5 8.0 2.9 23.7 0.8 1.7 7.4 : : : : Number of Traders in Each Category Total Traders: 218 : : 100 88 15 20 32 21 17 35 9 28 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 361,326 : : Positions : : 196,927 246,859 60,950 21,682 62,950 15,756 10,587 14,940 1,389 0 668 : : : : Changes from: October 12, 2010 : : 13,976 3,526 831 2,640 -4,233 -6,755 2,926 -2,275 879 0 -458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 68.3 16.9 6.0 17.4 4.4 2.9 4.1 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 28 7 7 9 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 179,716 : : Positions : : 134,393 110,797 13,850 41,491 17,401 7,808 330 4,933 0 0 0 : : : : Changes from: October 12, 2010 : : 1,585 1,399 -372 -595 -313 -614 0 -529 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 61.7 7.7 23.1 9.7 4.3 0.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 24 4 7 10 6 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 364,090 : : Positions : : 201,994 172,457 39,403 84,494 74,037 16,859 1,412 25,799 0 2,412 31 : : : : Changes from: October 12, 2010 : : 10,305 14,717 -3 3,020 3,248 7,746 -434 -3,346 0 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 47.4 10.8 23.2 20.3 4.6 0.4 7.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 23 . 11 13 6 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 643,775 : : Positions : : 429,269 234,379 101,903 283,599 63,144 0 18,253 37,340 6,596 0 1,159 : : : : Changes from: October 12, 2010 : : 8,765 8,496 3,553 12,102 3,440 0 -5,744 6,560 2,407 0 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 36.4 15.8 44.1 9.8 0.0 2.8 5.8 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 26 9 11 19 0 8 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 194,807 : : Positions : : 142,388 125,923 11,540 54,430 1,338 28,664 465 2,521 0 0 0 : : : : Changes from: October 12, 2010 : : 2,718 922 355 -161 580 -1,755 465 128 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 64.6 5.9 27.9 0.7 14.7 0.2 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 . 4 5 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 377,906 : : Positions : : 252,532 142,764 31,131 91,958 33,856 28,151 81,997 21,863 0 0 0 : : : : Changes from: October 12, 2010 : : 6,064 -1,327 945 1,390 474 887 8,489 2,024 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 37.8 8.2 24.3 9.0 7.4 21.7 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 25 5 12 14 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 137,708 : : Positions : : 84,985 29,803 10,865 53,839 16,384 17,141 25,133 3,786 0 0 0 : : : : Changes from: October 12, 2010 : : -3,491 1,481 -623 -113 201 1,559 -6,450 88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 21.6 7.9 39.1 11.9 12.4 18.3 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 18 . 9 7 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 889,527 : : Positions : : 118,055 130,354 181,491 73,451 98,043 127,084 227,205 166,094 28,545 60,267 88,045 : : : : Changes from: October 12, 2010 : : 6,738 3,029 -12,631 -1,811 5,511 -6,820 -11,641 14,071 -1,376 1,684 4,558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 14.7 20.4 8.3 11.0 14.3 25.5 18.7 3.2 6.8 9.9 : : : : Number of Traders in Each Category Total Traders: 286 : : 56 46 25 12 30 50 66 71 35 32 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 49,290 : : Positions : : 27,214 24,837 6,222 13,504 3,175 0 1,625 532 0 0 0 : : : : Changes from: October 12, 2010 : : -447 -875 0 0 0 0 440 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 50.4 12.6 27.4 6.4 0.0 3.3 1.1 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 19, 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 12, 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 19, 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 12, 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 19, 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 65,456 : : Positions : : 35,549 44,734 12,367 4,997 280 2,147 2,341 5,583 0 0 0 : : : : Changes from: October 12, 2010 : : -604 72 0 0 0 -302 -432 494 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 68.3 18.9 7.6 0.4 3.3 3.6 8.5 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 19, 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 58,293 : : Positions : : 48,361 22,026 0 13,971 564 0 4,503 2,126 0 0 0 : : : : Changes from: October 12, 2010 : : -360 -46 0 0 0 0 -314 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 37.8 0.0 24.0 1.0 0.0 7.7 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 19, 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 68,890 : : Positions : : 35,111 19,646 10,291 36,282 3,765 4,357 0 3,731 0 0 0 : : : : Changes from: October 12, 2010 : : 600 -8 37 127 -7 -632 0 530 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 28.5 14.9 52.7 5.5 6.3 0.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 1,769,698 : : Positions : : 335,335 311,865 67,077 68,138 682,974 23,898 92,589 194,078 54,933 9,424 404,613 : : : : Changes from: October 12, 2010 : : 10,493 7,481 649 2,312 12,721 1,926 3,340 13,207 213 133 14,459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 17.6 3.8 3.9 38.6 1.4 5.2 11.0 3.1 0.5 22.9 : : : : Number of Traders in Each Category Total Traders: 147 : : 41 41 11 14 24 20 22 30 27 9 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 35,576 : : Positions : : 7,227 3,686 6,941 1,567 3,637 219 7,469 13,238 1,090 2,836 2,872 : : : : Changes from: October 12, 2010 : : 581 -104 336 323 -218 -54 825 582 62 -27 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 10.4 19.5 4.4 10.2 0.6 21.0 37.2 3.1 8.0 8.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 6 . 4 . . 8 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 47,054 : : Positions : : 26,706 42,266 18,702 3,452 0 840 0 0 0 0 0 : : : : Changes from: October 12, 2010 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 89.8 39.7 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 19, 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 129,586 : : Positions : : 73,712 68,128 35,122 33,211 10,491 436 8,610 3,111 0 0 0 : : : : Changes from: October 12, 2010 : : 879 -595 0 0 0 0 34 -320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 52.6 27.1 25.6 8.1 0.3 6.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 6 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 103,266 : : Positions : : 55,221 61,899 27,747 21,943 11,401 0 1,648 1,102 0 0 0 : : : : Changes from: October 12, 2010 : : 142 -10 -152 0 0 0 4 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 59.9 26.9 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 19, 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 171,181 : : Positions : : 92,824 69,460 29,241 64,538 23,705 5,932 0 7,126 0 0 0 : : : : Changes from: October 12, 2010 : : 1,500 351 -2,028 0 1,424 170 -1,010 874 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 40.6 17.1 37.7 13.8 3.5 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 5 9 9 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 2,635,280 : : Positions : : 837,171 487,613 99,303 785,068 398,182 393,339 60,823 578,619 94,011 94,336 212,587 : : : : Changes from: October 12, 2010 : : 13,357 -14,032 13,104 14,596 -1,680 -44,500 -1,363 -8,878 1,995 -16,297 18,389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 18.5 3.8 29.8 15.1 14.9 2.3 22.0 3.6 3.6 8.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 76 65 10 19 27 22 14 35 12 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 977,555 : : Positions : : 240,575 267,113 194,456 130,439 263,101 50,529 88,107 79,836 37,143 34,266 109,907 : : : : Changes from: October 12, 2010 : : 9,698 15,159 -1,844 3,659 3,988 17,535 4,932 97 -1,518 -1,049 22,026 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 27.3 19.9 13.3 26.9 5.2 9.0 8.2 3.8 3.5 11.2 : : : : Number of Traders in Each Category Total Traders: 98 : : 23 22 12 9 18 9 16 15 11 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 27,429 : : Positions : : 23,371 16,849 135 7,646 2,018 194 0 505 80 0 126 : : : : Changes from: October 12, 2010 : : 1,208 1,088 -10 145 -22 25 0 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 61.4 0.5 27.9 7.4 0.7 0.0 1.8 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 21 . 7 7 . 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 14,835 : : Positions : : 13,776 6,334 260 7,899 120 0 0 0 460 0 15 : : : : Changes from: October 12, 2010 : : -120 -195 180 275 -52 0 0 0 55 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 42.7 1.8 53.2 0.8 0.0 0.0 0.0 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 10,000 : : Positions : : 7,622 6,378 145 1,277 1,643 126 0 142 0 0 0 : : : : Changes from: October 12, 2010 : : 85 198 60 62 40 15 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 63.8 1.5 12.8 16.4 1.3 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . 7 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 10,294 : : Positions : : 9,120 6,961 511 2,396 278 0 0 0 0 0 0 : : : : Changes from: October 12, 2010 : : 105 80 145 0 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 67.6 5.0 23.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 4,611 : : Positions : : 3,727 2,978 265 1,027 483 0 0 0 0 0 0 : : : : Changes from: October 12, 2010 : : 155 145 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 64.6 5.7 22.3 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 4 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 22, 2010