NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 3,849,990: 1,560,965 980,781 142,382 868,737 570,850 314,559 185,796 922,185 38,583 27,199 275,993: 24,473 18,449
Old : 3,849,990: 1,560,965 980,781 142,382 868,737 570,850 314,559 185,796 922,185 38,583 27,199 275,993: 24,473 18,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 43,415: 46,682 10,851 4,628 3,568 16,160 10,710 9,544 -31,488 -37,754 1,324 36,524: -2,047 -3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 25.5 3.7 22.6 14.8 8.2 4.8 24.0 1.0 0.7 7.2: 0.6 0.5
Old : 100.0: 40.5 25.5 3.7 22.6 14.8 8.2 4.8 24.0 1.0 0.7 7.2: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 225: 107 92 14 21 32 22 19 35 22 17 34:
Old : 225: 107 92 14 21 32 22 19 35 22 17 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 26.9 36.5 41.2 11.0 16.1 17.3 23.8
Old : 21.3 26.9 36.5 41.2 11.0 16.1 17.3 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 369,064: 173,681 252,795 80,701 26,981 53,029 27,758 13,981 17,780 7,262 0 811: 8,042 3,687
Old : 369,064: 173,681 252,795 80,701 26,981 53,029 27,758 13,981 17,780 7,262 0 811: 8,042 3,687
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 14,716: 10,911 10,785 3,448 -1,249 -3,427 -4,163 2,887 6,197 -283 -1,444 5: 2,028 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 68.5 21.9 7.3 14.4 7.5 3.8 4.8 2.0 0.0 0.2: 2.2 1.0
Old : 100.0: 47.1 68.5 21.9 7.3 14.4 7.5 3.8 4.8 2.0 0.0 0.2: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 29 30 5 8 10 5 4 5 . 0 .:
Old : 59: 29 30 5 8 10 5 4 5 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 46.1 61.7 64.7 24.2 31.0 36.1 39.4
Old : 45.3 46.1 61.7 64.7 24.2 31.0 36.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 188,483: 144,666 110,451 7,408 44,101 19,487 7,559 2,901 6,759 0 0 0: 2,604 4,784
Old : 188,483: 144,666 110,451 7,408 44,101 19,487 7,559 2,901 6,759 0 0 0: 2,604 4,784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 3,371: 3,512 164 -1,996 651 2,327 259 -798 830 -1,712 0 0: 151 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 58.6 3.9 23.4 10.3 4.0 1.5 3.6 0.0 0.0 0.0: 1.4 2.5
Old : 100.0: 76.8 58.6 3.9 23.4 10.3 4.0 1.5 3.6 0.0 0.0 0.0: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 19 25 . 8 10 4 . 5 0 0 0:
Old : 45: 19 25 . 8 10 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 34.7 71.5 56.4 54.6 33.9 66.7 52.5
Old : 55.7 34.7 71.5 56.4 54.6 33.9 66.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 374,025: 221,018 213,101 57,390 87,751 60,005 18,303 1,276 7,895 128 0 775: 8,511 3,222
Old : 374,025: 221,018 213,101 57,390 87,751 60,005 18,303 1,276 7,895 128 0 775: 8,511 3,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,358: -1,987 -2,594 -2,543 698 4,483 820 467 -181 128 -660 474: 1,164 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 57.0 15.3 23.5 16.0 4.9 0.3 2.1 0.0 0.0 0.2: 2.3 0.9
Old : 100.0: 59.1 57.0 15.3 23.5 16.0 4.9 0.3 2.1 0.0 0.0 0.2: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 25 19 4 10 13 4 . 4 . 0 .:
Old : 48: 25 19 4 10 13 4 . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 61.3 58.7 82.8 39.7 53.7 54.2 67.7
Old : 40.3 61.3 58.7 82.8 39.7 53.7 54.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 559,837: 383,544 268,695 61,029 149,724 76,388 1,521 27,799 33,701 504 1,485 523: 2,627 1,522
Old : 559,837: 383,544 268,695 61,029 149,724 76,388 1,521 27,799 33,701 504 1,485 523: 2,627 1,522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 3,175: -548 -9,694 -6,913 10,992 1,943 1,521 -5,890 7,994 122 394 -366: -578 -2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 48.0 10.9 26.7 13.6 0.3 5.0 6.0 0.1 0.3 0.1: 0.5 0.3
Old : 100.0: 68.5 48.0 10.9 26.7 13.6 0.3 5.0 6.0 0.1 0.3 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 70: 36 29 8 13 20 . 8 5 . . .:
Old : 70: 36 29 8 13 20 . 8 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 35.5 54.0 52.9 21.6 12.7 31.2 22.8
Old : 37.6 35.5 54.0 52.9 21.6 12.7 31.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 194,376: 139,286 132,779 13,428 46,594 398 26,905 775 6,711 0 0 0: 7,648 7,119
Old : 194,376: 139,286 132,779 13,428 46,594 398 26,905 775 6,711 0 0 0: 7,648 7,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -1,833: -2,309 -61 0 273 30 240 -829 635 0 0 0: -429 -1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 68.3 6.9 24.0 0.2 13.8 0.4 3.5 0.0 0.0 0.0: 3.9 3.7
Old : 100.0: 71.7 68.3 6.9 24.0 0.2 13.8 0.4 3.5 0.0 0.0 0.0: 3.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 22 . 4 . 6 . 5 0 0 0:
Old : 43: 24 22 . 4 . 6 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 58.2 64.9 72.7 38.4 57.2 55.2 68.2
Old : 45.9 58.2 64.9 72.7 38.4 57.2 55.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 391,710: 282,457 150,732 21,297 102,464 32,127 20,003 70,437 27,284 0 0 0: 8,542 8,666
Old : 391,710: 282,457 150,732 21,297 102,464 32,127 20,003 70,437 27,284 0 0 0: 8,542 8,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 18,754: 13,453 4,175 46 -1,410 2,589 3,868 15,636 -3,943 0 0 0: 2,741 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 38.5 5.4 26.2 8.2 5.1 18.0 7.0 0.0 0.0 0.0: 2.2 2.2
Old : 100.0: 72.1 38.5 5.4 26.2 8.2 5.1 18.0 7.0 0.0 0.0 0.0: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 32 26 4 12 13 4 5 8 0 0 0:
Old : 59: 32 26 4 12 13 4 5 8 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.6 48.0 54.5 23.8 30.4 38.0 41.4
Old : 28.4 37.6 48.0 54.5 23.8 30.4 38.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 172,176: 118,635 61,641 9,680 29,676 21,445 12,399 45,517 7,276 0 0 0: 2,741 6,621
Old : 172,176: 118,635 61,641 9,680 29,676 21,445 12,399 45,517 7,276 0 0 0: 2,741 6,621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 12,166: 8,943 592 -1,902 -2,346 3,538 3,240 9,237 -470 0 0 0: -1,183 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 35.8 5.6 17.2 12.5 7.2 26.4 4.2 0.0 0.0 0.0: 1.6 3.8
Old : 100.0: 68.9 35.8 5.6 17.2 12.5 7.2 26.4 4.2 0.0 0.0 0.0: 1.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 27 23 . 8 8 5 . 7 0 0 0:
Old : 46: 27 23 . 8 8 5 . 7 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.6 56.7 65.5 34.7 44.9 48.1 58.2
Old : 41.2 48.6 56.7 65.5 34.7 44.9 48.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 821,716: 111,732 125,284 191,145 32,399 76,984 92,826 224,374 194,988 20,473 67,555 59,027: 74,541 41,105
Old : 821,716: 111,732 125,284 191,145 32,399 76,984 92,826 224,374 194,988 20,473 67,555 59,027: 74,541 41,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -5,941: 8,087 5,569 -562 -2,449 -5,339 -4,745 1,578 -4,733 6,698 5,396 -3,982: -1,365 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 23.3 3.9 9.4 11.3 27.3 23.7 2.5 8.2 7.2: 9.1 5.0
Old : 100.0: 13.6 15.2 23.3 3.9 9.4 11.3 27.3 23.7 2.5 8.2 7.2: 9.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 291: 59 44 22 10 23 49 65 66 29 41 49:
Old : 291: 59 44 22 10 23 49 65 66 29 41 49:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.3 31.1 39.5 14.0 18.1 20.6 26.3
Old : 18.1 25.3 31.1 39.5 14.0 18.1 20.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 52,570: 30,722 25,903 5,850 14,154 3,517 663 0 1,288 0 0 0: 10,530 7,708
Old : 52,570: 30,722 25,903 5,850 14,154 3,517 663 0 1,288 0 0 0: 10,530 7,708
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 264: 326 1,033 0 0 0 -62 0 0 0 0 0: 0 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 49.3 11.1 26.9 6.7 1.3 0.0 2.5 0.0 0.0 0.0: 20.0 14.7
Old : 100.0: 58.4 49.3 11.1 26.9 6.7 1.3 0.0 2.5 0.0 0.0 0.0: 20.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 . . 4 . 0 . 0 0 0:
Old : 22: 14 13 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 48.9 63.2 70.4 37.6 45.1 48.6 55.4
Old : 47.3 48.9 63.2 70.4 37.6 45.1 48.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 31,920: 14,987 6,941 4,859 8,284 6,029 835 170 2,584 0 0 0: 2,626 7,912
Old : 31,920: 14,987 6,941 4,859 8,284 6,029 835 170 2,584 0 0 0: 2,626 7,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 21.7 15.2 26.0 18.9 2.6 0.5 8.1 0.0 0.0 0.0: 8.2 24.8
Old : 100.0: 47.0 21.7 15.2 26.0 18.9 2.6 0.5 8.1 0.0 0.0 0.0: 8.2 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 8 4 . 5 . . . 0 0 0:
Old : 20: 8 8 4 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
Old : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,070: 38,919 37,462 12,698 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Old : 63,070: 38,919 37,462 12,698 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -720: 0 -720 -720 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 59.4 20.1 16.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.9 16.6
Old : 100.0: 61.7 59.4 20.1 16.8 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 16 4 4 4 0 0 0 0 0 0:
Old : 27: 14 16 4 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 56.3 63.4 70.9 39.0 52.6 57.8 63.0
Old : 41.0 56.3 63.4 70.9 39.0 52.6 57.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,554: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 9,680 2,865
Old : 63,554: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 9,680 2,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 47.2 19.7 40.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 4.5
Old : 100.0: 56.8 47.2 19.7 40.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 5 5 0 0 0 0 0 0:
Old : 22: 12 11 . 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
Old : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 71,339: 39,688 50,585 12,610 7,042 905 4,908 659 5,971 0 0 0: 7,257 6,177
Old : 71,339: 39,688 50,585 12,610 7,042 905 4,908 659 5,971 0 0 0: 7,257 6,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -137: -396 560 0 0 0 1,615 659 -1,356 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 70.9 17.7 9.9 1.3 6.9 0.9 8.4 0.0 0.0 0.0: 10.2 8.7
Old : 100.0: 55.6 70.9 17.7 9.9 1.3 6.9 0.9 8.4 0.0 0.0 0.0: 10.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 19 . 5 4 . . 4 0 0 0:
Old : 32: 16 19 . 5 4 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 44.9 63.1 63.2 43.2 42.7 55.0 56.4
Old : 45.7 44.9 63.1 63.2 43.2 42.7 55.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,151: 52,603 26,617 2,102 12,439 946 248 5,979 1,634 0 0 0: 5,618 15,536
Old : 63,151: 52,603 26,617 2,102 12,439 946 248 5,979 1,634 0 0 0: 5,618 15,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 0: 0 60 0 0 0 0 -60 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.5 2.6 0.0 0.0 0.0: 8.9 24.6
Old : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.5 2.6 0.0 0.0 0.0: 8.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 . 4 . . . . 0 0 0:
Old : 25: 11 13 . 4 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 41.1 83.0 58.5 61.7 40.2 70.2 49.9
Old : 65.2 41.1 83.0 58.5 61.7 40.2 70.2 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 38,954: 28,045 26,300 0 806 0 3,693 2,137 1,852 0 0 0: 5,364 7,859
Old : 38,954: 28,045 26,300 0 806 0 3,693 2,137 1,852 0 0 0: 5,364 7,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 258: 382 0 0 0 0 -382 0 258 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 67.5 0.0 2.1 0.0 9.5 5.5 4.8 0.0 0.0 0.0: 13.8 20.2
Old : 100.0: 72.0 67.5 0.0 2.1 0.0 9.5 5.5 4.8 0.0 0.0 0.0: 13.8 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 11 0 . 0 . . . 0 0 0:
Old : 20: 11 11 0 . 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 49.3 74.7 69.1 56.3 40.8 66.4 57.8
Old : 59.7 49.3 74.7 69.1 56.3 40.8 66.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 71,990: 40,226 21,796 10,106 37,255 3,239 3,431 1,320 4,658 0 0 0: 10,330 3,722
Old : 71,990: 40,226 21,796 10,106 37,255 3,239 3,431 1,320 4,658 0 0 0: 10,330 3,722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 942: 1,032 542 0 0 0 -510 0 400 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 30.3 14.0 51.8 4.5 4.8 1.8 6.5 0.0 0.0 0.0: 14.3 5.2
Old : 100.0: 55.9 30.3 14.0 51.8 4.5 4.8 1.8 6.5 0.0 0.0 0.0: 14.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . 6 4 . . . 0 0 0:
Old : 31: 17 15 . 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 58.6 56.7 76.7 37.3 55.7 53.9 70.4
Old : 38.6 58.6 56.7 76.7 37.3 55.7 53.9 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 58,283: 36,369 49,559 19,942 6,594 604 840 0 0 0 0 0: 528 1,526
Old : 58,283: 36,369 49,559 19,942 6,594 604 840 0 0 0 0 0: 528 1,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 372: 372 372 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 85.0 34.2 11.3 1.0 1.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.6
Old : 100.0: 62.4 85.0 34.2 11.3 1.0 1.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . 5 . . 0 0 0 0 0:
Old : 26: 13 14 . 5 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 62.2 88.8 84.4 69.4 59.4 76.4 73.2
Old : 72.8 62.2 88.8 84.4 69.4 59.4 76.4 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 139,843: 76,429 77,748 38,640 33,518 12,371 3,857 7,257 4,220 0 0 0: 4,326 4,729
Old : 139,843: 76,429 77,748 38,640 33,518 12,371 3,857 7,257 4,220 0 0 0: 4,326 4,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -122: -242 362 0 0 0 604 0 -484 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 55.6 27.6 24.0 8.8 2.8 5.2 3.0 0.0 0.0 0.0: 3.1 3.4
Old : 100.0: 54.7 55.6 27.6 24.0 8.8 2.8 5.2 3.0 0.0 0.0 0.0: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 24 7 5 10 . . 4 0 0 0:
Old : 44: 23 24 7 5 10 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 42.6 58.9 63.6 36.6 40.0 47.3 53.7
Old : 38.3 42.6 58.9 63.6 36.6 40.0 47.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 110,159: 58,786 65,000 29,208 23,393 12,510 610 3,255 786 0 0 0: 8,259 5,215
Old : 110,159: 58,786 65,000 29,208 23,393 12,510 610 3,255 786 0 0 0: 8,259 5,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -354: 30 72 -480 0 0 0 -522 96 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 59.0 26.5 21.2 11.4 0.6 3.0 0.7 0.0 0.0 0.0: 7.5 4.7
Old : 100.0: 53.4 59.0 26.5 21.2 11.4 0.6 3.0 0.7 0.0 0.0 0.0: 7.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 11 9 4 9 . . . 0 0 0:
Old : 33: 14 11 9 4 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 52.2 70.8 72.8 47.8 51.1 58.8 69.8
Old : 55.2 52.2 70.8 72.8 47.8 51.1 58.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 181,194: 96,553 77,846 32,460 66,155 22,641 7,015 248 7,542 0 0 0: 14,983 6,762
Old : 181,194: 96,553 77,846 32,460 66,155 22,641 7,015 248 7,542 0 0 0: 14,983 6,762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -1,018: -1,759 -1,163 0 -604 124 -441 0 323 0 0 0: 735 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 43.0 17.9 36.5 12.5 3.9 0.1 4.2 0.0 0.0 0.0: 8.3 3.7
Old : 100.0: 53.3 43.0 17.9 36.5 12.5 3.9 0.1 4.2 0.0 0.0 0.0: 8.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 21 6 9 10 . . . 0 0 0:
Old : 44: 23 21 6 9 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 30.3 52.2 53.2 25.1 24.1 37.1 42.0
Old : 32.3 30.3 52.2 53.2 25.1 24.1 37.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,687,461: 815,637 507,196 80,563 780,140 427,043 454,261 61,891 556,614 100,594 104,331 234,700: 18,049 15,546
Old : 2,687,461: 815,637 507,196 80,563 780,140 427,043 454,261 61,891 556,614 100,594 104,331 234,700: 18,049 15,546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -3,168: -1,059 16,516 81 -9,766 7,545 -4,118 1,823 -11,259 16,285 1,647 -7,194: -3,449 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 18.9 3.0 29.0 15.9 16.9 2.3 20.7 3.7 3.9 8.7: 0.7 0.6
Old : 100.0: 30.3 18.9 3.0 29.0 15.9 16.9 2.3 20.7 3.7 3.9 8.7: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 185: 82 69 11 20 29 22 15 35 12 18 24:
Old : 185: 82 69 11 20 29 22 15 35 12 18 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 24.5 38.0 39.3 17.5 19.8 22.9 27.0
Old : 26.9 24.5 38.0 39.3 17.5 19.8 22.9 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,030,710: 252,342 266,204 272,075 173,884 241,259 58,178 92,703 82,986 32,420 80,985 89,129: 2,321 3,560
Old : 1,030,710: 252,342 266,204 272,075 173,884 241,259 58,178 92,703 82,986 32,420 80,985 89,129: 2,321 3,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 16,567: 8,101 8,260 -7,221 -12,408 15,792 1,684 3,475 -2,206 868 3,885 101: -552 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.8 26.4 16.9 23.4 5.6 9.0 8.1 3.1 7.9 8.6: 0.2 0.3
Old : 100.0: 24.5 25.8 26.4 16.9 23.4 5.6 9.0 8.1 3.1 7.9 8.6: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 26 23 13 7 18 12 14 19 13 14 22:
Old : 99: 26 23 13 7 18 12 14 19 13 14 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 35.2 48.4 53.2 21.3 27.5 31.2 37.4
Old : 34.0 35.2 48.4 53.2 21.3 27.5 31.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 25,113: 20,893 15,561 253 6,532 1,920 164 0 228 160 0 671: 824 201
Old : 25,113: 20,893 15,561 253 6,532 1,920 164 0 228 160 0 671: 824 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 600: 401 223 0 324 -25 136 0 163 0 0 126: -201 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 62.0 1.0 26.0 7.6 0.7 0.0 0.9 0.6 0.0 2.7: 3.3 0.8
Old : 100.0: 83.2 62.0 1.0 26.0 7.6 0.7 0.0 0.9 0.6 0.0 2.7: 3.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 23 . 5 6 . 0 . . 0 .:
Old : 42: 26 23 . 5 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 45.1 57.9 69.5 28.1 35.9 40.5 49.3
Old : 36.5 45.1 57.9 69.5 28.1 35.9 40.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 14,888: 14,143 7,412 0 6,324 280 0 0 0 45 0 0: 420 872
Old : 14,888: 14,143 7,412 0 6,324 280 0 0 0 45 0 0: 420 872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 339: 280 480 0 -200 29 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 49.8 0.0 42.5 1.9 0.0 0.0 0.0 0.3 0.0 0.0: 2.8 5.9
Old : 100.0: 95.0 49.8 0.0 42.5 1.9 0.0 0.0 0.0 0.3 0.0 0.0: 2.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 0 5 . 0 0 0 . 0 0:
Old : 21: 13 9 0 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 66.4 90.9 85.6 61.7 65.4 78.3 76.5
Old : 70.6 66.4 90.9 85.6 61.7 65.4 78.3 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,983: 6,859 5,799 0 1,087 1,447 75 0 127 0 105 40: 435 378
Old : 8,983: 6,859 5,799 0 1,087 1,447 75 0 127 0 105 40: 435 378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -217: 19 -226 0 -100 16 50 0 -7 -435 105 -35: 175 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 64.6 0.0 12.1 16.1 0.8 0.0 1.4 0.0 1.2 0.4: 4.8 4.2
Old : 100.0: 76.4 64.6 0.0 12.1 16.1 0.8 0.0 1.4 0.0 1.2 0.4: 4.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 0 6 5 . 0 . 0 . .:
Old : 27: 17 11 0 6 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 51.9 79.4 72.8 62.3 46.0 67.0 62.5
Old : 67.3 51.9 79.4 72.8 62.3 46.0 67.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,070: 7,816 6,312 529 1,687 332 0 0 0 0 0 0: 393 739
Old : 9,070: 7,816 6,312 529 1,687 332 0 0 0 0 0 0: 393 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 275: 345 80 0 185 0 0 0 0 0 0 0: -70 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 69.6 5.8 18.6 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 8.1
Old : 100.0: 86.2 69.6 5.8 18.6 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . . . 0 0 0 0 0 0:
Old : 26: 15 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 59.3 75.4 77.3 52.8 54.7 66.5 67.6
Old : 57.1 59.3 75.4 77.3 52.8 54.7 66.5 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 4,534: 3,629 2,671 100 1,177 483 0 0 0 130 0 50: 142 153
Old : 4,534: 3,629 2,671 100 1,177 483 0 0 0 130 0 50: 142 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 93: 102 107 0 55 -9 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 58.9 2.2 26.0 10.7 0.0 0.0 0.0 2.9 0.0 1.1: 3.1 3.4
Old : 100.0: 80.0 58.9 2.2 26.0 10.7 0.0 0.0 0.0 2.9 0.0 1.1: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 10 . 4 . 0 0 0 . 0 .:
Old : 22: 15 10 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 63.2 73.1 86.1 40.1 51.5 52.0 61.5
Old : 52.9 63.2 73.1 86.1 40.1 51.5 52.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010