Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 3,987,513 : : Positions : :1,655,544 1,058,579 176,236 885,902 574,416 300,197 172,785 922,368 27,779 51,148 299,773 : : : : Changes from: October 19, 2010 : : 55,384 21,400 9,193 -19,629 7,484 -11,329 60,860 -4,328 -4,740 -15,847 8,812 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 26.5 4.4 22.2 14.4 7.5 4.3 23.1 0.7 1.3 7.5 : : : : Number of Traders in Each Category Total Traders: 221 : : 101 91 15 20 31 21 15 36 12 26 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 353,361 : : Positions : : 181,218 231,843 63,520 23,670 62,367 11,466 11,251 18,259 3,129 0 216 : : : : Changes from: October 19, 2010 : : -15,709 -15,016 2,570 1,988 -583 -4,290 664 3,319 1,740 0 -452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 65.6 18.0 6.7 17.6 3.2 3.2 5.2 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 26 7 8 10 . 5 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 186,930 : : Positions : : 139,270 112,503 14,161 44,459 18,082 7,503 330 5,885 0 0 0 : : : : Changes from: October 19, 2010 : : 4,877 1,706 311 2,968 681 -305 0 952 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 60.2 7.6 23.8 9.7 4.0 0.2 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 25 4 7 11 7 . 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 365,367 : : Positions : : 204,738 167,692 40,846 86,280 73,535 10,414 1,392 30,823 0 2,771 93 : : : : Changes from: October 19, 2010 : : 2,744 -4,765 1,443 1,786 -502 -6,445 -20 5,024 0 359 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 45.9 11.2 23.6 20.1 2.9 0.4 8.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 22 4 10 13 6 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 662,665 : : Positions : : 440,399 237,822 90,727 283,894 74,969 1,357 16,484 40,853 10,110 0 1,159 : : : : Changes from: October 19, 2010 : : 11,130 3,443 -11,176 295 11,825 1,357 -1,769 3,513 3,514 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 35.9 13.7 42.8 11.3 0.2 2.5 6.2 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 26 8 12 19 . 6 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 201,043 : : Positions : : 149,183 128,022 13,686 54,634 1,682 22,483 465 7,108 0 0 0 : : : : Changes from: October 19, 2010 : : 6,795 2,099 2,146 204 344 -6,181 0 4,587 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 63.7 6.8 27.2 0.8 11.2 0.2 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 . 4 5 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 362,120 : : Positions : : 242,758 158,597 26,603 95,069 36,228 27,275 46,746 19,456 0 0 0 : : : : Changes from: October 19, 2010 : : -9,774 15,833 -4,528 3,111 2,372 -876 -35,251 -2,407 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 43.8 7.3 26.3 10.0 7.5 12.9 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 25 5 12 14 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 137,018 : : Positions : : 86,920 28,602 11,830 54,394 15,227 12,513 25,635 4,513 0 0 0 : : : : Changes from: October 19, 2010 : : 1,935 -1,201 965 555 -1,157 -4,628 502 727 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 20.9 8.6 39.7 11.1 9.1 18.7 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 19 . 9 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 882,561 : : Positions : : 111,586 127,800 183,658 74,080 98,476 126,419 213,181 177,999 27,900 63,964 76,868 : : : : Changes from: October 19, 2010 : : -6,469 -2,554 2,167 629 432 -665 -14,024 11,905 -645 3,697 -11,178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 14.5 20.8 8.4 11.2 14.3 24.2 20.2 3.2 7.2 8.7 : : : : Number of Traders in Each Category Total Traders: 289 : : 54 47 23 14 29 50 69 72 35 34 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 48,708 : : Positions : : 27,065 24,095 6,222 13,436 2,995 0 2,477 88 0 0 0 : : : : Changes from: October 19, 2010 : : -149 -742 0 -68 -180 0 852 -444 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 49.5 12.8 27.6 6.1 0.0 5.1 0.2 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 26, 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 58,057 : : Positions : : 35,517 32,504 10,549 9,985 4,702 0 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 734 1,162 0 -428 428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 56.0 18.2 17.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 19, 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 26, 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 65,236 : : Positions : : 35,197 44,518 12,367 4,997 280 2,831 2,281 5,171 0 0 0 : : : : Changes from: October 19, 2010 : : -352 -216 0 0 0 684 -60 -412 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 68.2 19.0 7.7 0.4 4.3 3.5 7.9 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 26, 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 58,245 : : Positions : : 48,539 21,537 0 15,679 804 0 5,418 1,628 0 0 0 : : : : Changes from: October 19, 2010 : : 178 -489 0 1,708 240 0 915 -498 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 37.0 0.0 26.9 1.4 0.0 9.3 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 0 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 69,299 : : Positions : : 35,107 19,712 10,291 36,284 3,765 4,661 0 3,736 0 0 0 : : : : Changes from: October 19, 2010 : : -4 66 0 2 0 304 0 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 28.4 14.9 52.4 5.4 6.7 0.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 1,687,362 : : Positions : : 311,726 288,805 70,518 69,920 665,450 20,293 87,026 184,694 49,815 8,415 377,312 : : : : Changes from: October 19, 2010 : : -23,609 -23,061 3,441 1,782 -17,524 -3,605 -5,564 -9,384 -5,118 -1,009 -27,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 17.1 4.2 4.1 39.4 1.2 5.2 10.9 3.0 0.5 22.4 : : : : Number of Traders in Each Category Total Traders: 137 : : 38 39 11 13 23 21 18 31 27 5 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 31,306 : : Positions : : 6,157 4,296 6,946 1,788 4,206 538 5,947 9,624 1,074 2,864 2,365 : : : : Changes from: October 19, 2010 : : -1,070 610 5 221 570 319 -1,523 -3,615 -15 29 -506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 13.7 22.2 5.7 13.4 1.7 19.0 30.7 3.4 9.1 7.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 6 . 4 . . 6 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 132,023 : : Positions : : 76,037 67,681 35,122 33,211 10,491 0 11,367 3,653 0 0 0 : : : : Changes from: October 19, 2010 : : 2,325 -448 0 0 0 -436 2,757 542 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 51.3 26.6 25.2 7.9 0.0 8.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 6 5 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 103,395 : : Positions : : 55,221 61,899 27,747 21,943 11,401 0 1,243 1,323 0 0 0 : : : : Changes from: October 19, 2010 : : 0 0 0 0 0 0 -405 221 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 59.9 26.8 21.2 11.0 0.0 1.2 1.3 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 26, 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 171,565 : : Positions : : 93,642 69,100 28,619 64,538 24,039 4,680 0 7,376 0 0 0 : : : : Changes from: October 19, 2010 : : 818 -360 -622 0 334 -1,252 0 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 40.3 16.7 37.6 14.0 2.7 0.0 4.3 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 26, 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 2,693,544 : : Positions : : 864,185 498,181 94,683 802,202 404,107 375,048 39,823 612,179 106,449 99,152 218,504 : : : : Changes from: October 19, 2010 : : 27,014 10,568 -4,620 17,134 5,925 -18,291 -21,000 33,560 12,438 4,816 5,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 18.5 3.5 29.8 15.0 13.9 1.5 22.7 4.0 3.7 8.1 : : : : Number of Traders in Each Category Total Traders: 191 : : 84 69 11 19 27 21 15 35 14 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,022,315 : : Positions : : 256,533 280,761 191,394 120,001 282,512 58,013 88,077 87,281 32,861 48,678 111,540 : : : : Changes from: October 19, 2010 : : 15,958 13,648 -3,062 -10,438 19,411 7,484 -30 7,445 -4,282 14,412 1,633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 27.5 18.7 11.7 27.6 5.7 8.6 8.5 3.2 4.8 10.9 : : : : Number of Traders in Each Category Total Traders: 99 : : 23 22 12 10 19 12 14 17 8 18 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 27,689 : : Positions : : 23,598 16,723 260 7,891 2,140 0 0 500 80 0 126 : : : : Changes from: October 19, 2010 : : 227 -126 125 245 122 -194 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.4 0.9 28.5 7.7 0.0 0.0 1.8 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 23 . 7 8 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,054 : : Positions : : 13,975 6,434 280 7,874 120 0 0 0 460 0 15 : : : : Changes from: October 19, 2010 : : 199 100 20 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 42.7 1.9 52.3 0.8 0.0 0.0 0.0 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 10,244 : : Positions : : 7,800 6,511 145 1,202 1,694 0 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 178 133 0 -75 51 -126 0 -142 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 63.6 1.4 11.7 16.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 10,643 : : Positions : : 9,357 7,089 595 2,541 261 0 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 237 128 84 145 -17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 66.6 5.6 23.9 2.5 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 26, 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 4,656 : : Positions : : 3,772 3,013 265 1,027 483 0 0 0 0 0 0 : : : : Changes from: October 19, 2010 : : 45 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 64.7 5.7 22.1 10.4 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 29, 2010