NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 26, 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 : 3,987,513: 1,655,544 1,058,579 176,236 885,902 574,416 300,197 172,785 922,368 27,779 51,148 299,773: 31,200 22,542
Old : 3,987,513: 1,655,544 1,058,579 176,236 885,902 574,416 300,197 172,785 922,368 27,779 51,148 299,773: 31,200 22,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 70,411: 55,384 21,400 9,193 -19,629 7,484 -11,329 60,860 -4,328 -4,740 -15,847 8,812: 9,935 11,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 26.5 4.4 22.2 14.4 7.5 4.3 23.1 0.7 1.3 7.5: 0.8 0.6
Old : 100.0: 41.5 26.5 4.4 22.2 14.4 7.5 4.3 23.1 0.7 1.3 7.5: 0.8 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 : 221: 101 91 15 20 31 21 15 36 12 26 37:
Old : 221: 101 91 15 20 31 21 15 36 12 26 37:
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 : 20.5 25.9 34.4 38.6 10.9 16.5 16.5 22.6
Old : 20.5 25.9 34.4 38.6 10.9 16.5 16.5 22.6
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 - Options and Futures Combined, October 26, 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 : 353,361: 181,218 231,843 63,520 23,670 62,367 11,466 11,251 18,259 3,129 0 216: 13,186 5,755
Old : 353,361: 181,218 231,843 63,520 23,670 62,367 11,466 11,251 18,259 3,129 0 216: 13,186 5,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -7,965: -15,709 -15,016 2,570 1,988 -583 -4,290 664 3,319 1,740 0 -452: 5,440 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 65.6 18.0 6.7 17.6 3.2 3.2 5.2 0.9 0.0 0.1: 3.7 1.6
Old : 100.0: 51.3 65.6 18.0 6.7 17.6 3.2 3.2 5.2 0.9 0.0 0.1: 3.7 1.6
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 : 58: 29 26 7 8 10 . 5 8 . 0 .:
Old : 58: 29 26 7 8 10 . 5 8 . 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 49.7 55.2 65.5 20.9 31.1 31.0 38.6
Old : 38.6 49.7 55.2 65.5 20.9 31.1 31.0 38.6
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 - Options and Futures Combined, October 26, 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 : 186,930: 139,270 112,503 14,161 44,459 18,082 7,503 330 5,885 0 0 0: 2,029 5,671
Old : 186,930: 139,270 112,503 14,161 44,459 18,082 7,503 330 5,885 0 0 0: 2,029 5,671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 7,214: 4,877 1,706 311 2,968 681 -305 0 952 0 0 0: 698 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 60.2 7.6 23.8 9.7 4.0 0.2 3.1 0.0 0.0 0.0: 1.1 3.0
Old : 100.0: 74.5 60.2 7.6 23.8 9.7 4.0 0.2 3.1 0.0 0.0 0.0: 1.1 3.0
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 : 47: 19 25 4 7 11 7 . 8 0 0 0:
Old : 47: 19 25 4 7 11 7 . 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 : 57.9 36.7 73.4 57.5 56.0 35.7 67.4 55.5
Old : 57.9 36.7 73.4 57.5 56.0 35.7 67.4 55.5
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 - Options and Futures Combined, October 26, 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 : 365,367: 204,738 167,692 40,846 86,280 73,535 10,414 1,392 30,823 0 2,771 93: 4,918 2,781
Old : 365,367: 204,738 167,692 40,846 86,280 73,535 10,414 1,392 30,823 0 2,771 93: 4,918 2,781
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,277: 2,744 -4,765 1,443 1,786 -502 -6,445 -20 5,024 0 359 62: -1,049 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 45.9 11.2 23.6 20.1 2.9 0.4 8.4 0.0 0.8 0.0: 1.3 0.8
Old : 100.0: 56.0 45.9 11.2 23.6 20.1 2.9 0.4 8.4 0.0 0.8 0.0: 1.3 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 : 50: 23 22 4 10 13 6 . 5 0 . .:
Old : 50: 23 22 4 10 13 6 . 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 : 40.0 48.7 58.7 71.6 36.8 38.3 49.9 52.5
Old : 40.0 48.7 58.7 71.6 36.8 38.3 49.9 52.5
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 - Options and Futures Combined, October 26, 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 : 662,665: 440,399 237,822 90,727 283,894 74,969 1,357 16,484 40,853 10,110 0 1,159: 3,091 7,484
Old : 662,665: 440,399 237,822 90,727 283,894 74,969 1,357 16,484 40,853 10,110 0 1,159: 3,091 7,484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 18,890: 11,130 3,443 -11,176 295 11,825 1,357 -1,769 3,513 3,514 0 0: -1,273 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 35.9 13.7 42.8 11.3 0.2 2.5 6.2 1.5 0.0 0.2: 0.5 1.1
Old : 100.0: 66.5 35.9 13.7 42.8 11.3 0.2 2.5 6.2 1.5 0.0 0.2: 0.5 1.1
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 : 66: 36 26 8 12 19 . 6 6 . 0 .:
Old : 66: 36 26 8 12 19 . 6 6 . 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 : 35.9 42.0 51.0 58.6 24.3 31.2 36.3 40.4
Old : 35.9 42.0 51.0 58.6 24.3 31.2 36.3 40.4
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 - Options and Futures Combined, October 26, 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 : 201,043: 149,183 128,022 13,686 54,634 1,682 22,483 465 7,108 0 0 0: 6,901 9,132
Old : 201,043: 149,183 128,022 13,686 54,634 1,682 22,483 465 7,108 0 0 0: 6,901 9,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,236: 6,795 2,099 2,146 204 344 -6,181 0 4,587 0 0 0: -1,455 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 63.7 6.8 27.2 0.8 11.2 0.2 3.5 0.0 0.0 0.0: 3.4 4.5
Old : 100.0: 74.2 63.7 6.8 27.2 0.8 11.2 0.2 3.5 0.0 0.0 0.0: 3.4 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 : 42: 24 23 . 4 5 4 . . 0 0 0:
Old : 42: 24 23 . 4 5 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 : 44.6 59.2 66.5 75.6 42.0 57.4 61.0 71.0
Old : 44.6 59.2 66.5 75.6 42.0 57.4 61.0 71.0
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 - Options and Futures Combined, October 26, 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 : 362,120: 242,758 158,597 26,603 95,069 36,228 27,275 46,746 19,456 0 0 0: 9,800 6,024
Old : 362,120: 242,758 158,597 26,603 95,069 36,228 27,275 46,746 19,456 0 0 0: 9,800 6,024
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -15,786: -9,774 15,833 -4,528 3,111 2,372 -876 -35,251 -2,407 0 0 0: -573 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 43.8 7.3 26.3 10.0 7.5 12.9 5.4 0.0 0.0 0.0: 2.7 1.7
Old : 100.0: 67.0 43.8 7.3 26.3 10.0 7.5 12.9 5.4 0.0 0.0 0.0: 2.7 1.7
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 : 60: 32 25 5 12 14 5 . 6 0 0 0:
Old : 60: 32 25 5 12 14 5 . 6 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 : 28.7 35.5 47.0 55.0 25.3 31.1 39.8 46.1
Old : 28.7 35.5 47.0 55.0 25.3 31.1 39.8 46.1
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 - Options and Futures Combined, October 26, 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 : 137,018: 86,920 28,602 11,830 54,394 15,227 12,513 25,635 4,513 0 0 0: 6,015 8,647
Old : 137,018: 86,920 28,602 11,830 54,394 15,227 12,513 25,635 4,513 0 0 0: 6,015 8,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -690: 1,935 -1,201 965 555 -1,157 -4,628 502 727 0 0 0: 1,468 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 20.9 8.6 39.7 11.1 9.1 18.7 3.3 0.0 0.0 0.0: 4.4 6.3
Old : 100.0: 63.4 20.9 8.6 39.7 11.1 9.1 18.7 3.3 0.0 0.0 0.0: 4.4 6.3
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 : 45: 25 19 . 9 7 . . . 0 0 0:
Old : 45: 25 19 . 9 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 : 36.0 39.9 54.6 62.2 31.9 38.9 45.5 55.0
Old : 36.0 39.9 54.6 62.2 31.9 38.9 45.5 55.0
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 - Options and Futures Combined, October 26, 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 : 882,561: 111,586 127,800 183,658 74,080 98,476 126,419 213,181 177,999 27,900 63,964 76,868: 79,655 50,194
Old : 882,561: 111,586 127,800 183,658 74,080 98,476 126,419 213,181 177,999 27,900 63,964 76,868: 79,655 50,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -6,966: -6,469 -2,554 2,167 629 432 -665 -14,024 11,905 -645 3,697 -11,178: -2,515 4,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.5 20.8 8.4 11.2 14.3 24.2 20.2 3.2 7.2 8.7: 9.0 5.7
Old : 100.0: 12.6 14.5 20.8 8.4 11.2 14.3 24.2 20.2 3.2 7.2 8.7: 9.0 5.7
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 : 289: 54 47 23 14 29 50 69 72 35 34 52:
Old : 289: 54 47 23 14 29 50 69 72 35 34 52:
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 : 18.9 24.0 31.3 39.5 16.2 15.8 23.6 24.1
Old : 18.9 24.0 31.3 39.5 16.2 15.8 23.6 24.1
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 - Options and Futures Combined, October 26, 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 : 48,708: 27,065 24,095 6,222 13,436 2,995 0 2,477 88 0 0 0: 12,338 5,617
Old : 48,708: 27,065 24,095 6,222 13,436 2,995 0 2,477 88 0 0 0: 12,338 5,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -582: -149 -742 0 -68 -180 0 852 -444 0 0 0: 191 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 49.5 12.8 27.6 6.1 0.0 5.1 0.2 0.0 0.0 0.0: 25.3 11.5
Old : 100.0: 55.6 49.5 12.8 27.6 6.1 0.0 5.1 0.2 0.0 0.0 0.0: 25.3 11.5
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 : 20: 11 13 . . . 0 . . 0 0 0:
Old : 20: 11 13 . . . 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 : 50.4 48.8 65.8 71.2 40.6 45.5 49.9 59.5
Old : 50.4 48.8 65.8 71.2 40.6 45.5 49.9 59.5
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 - Options and Futures Combined, October 26, 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 : 58,057: 35,517 32,504 10,549 9,985 4,702 0 0 0 0 0 0: 7,289 10,866
Old : 58,057: 35,517 32,504 10,549 9,985 4,702 0 0 0 0 0 0: 7,289 10,866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,162: 734 1,162 0 -428 428 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 56.0 18.2 17.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.7
Old : 100.0: 61.2 56.0 18.2 17.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.7
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 : 23: 13 11 . 4 5 0 0 0 0 0 0:
Old : 23: 13 11 . 4 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 : 42.4 56.4 65.9 71.4 40.9 53.9 62.1 64.2
Old : 42.4 56.4 65.9 71.4 40.9 53.9 62.1 64.2
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 - Options and Futures Combined, October 26, 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 : 62,702: 35,878 30,250 11,788 24,035 4,852 0 0 0 0 0 0: 10,184 3,565
Old : 62,702: 35,878 30,250 11,788 24,035 4,852 0 0 0 0 0 0: 10,184 3,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 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: 57.2 48.2 18.8 38.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.7
Old : 100.0: 57.2 48.2 18.8 38.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.7
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 : 21: 11 10 . 5 . 0 0 0 0 0 0:
Old : 21: 11 10 . 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 : 47.9 51.9 67.9 74.9 44.3 46.2 59.1 67.3
Old : 47.9 51.9 67.9 74.9 44.3 46.2 59.1 67.3
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 - Options and Futures Combined, October 26, 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 : 65,236: 35,197 44,518 12,367 4,997 280 2,831 2,281 5,171 0 0 0: 9,390 7,989
Old : 65,236: 35,197 44,518 12,367 4,997 280 2,831 2,281 5,171 0 0 0: 9,390 7,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -220: -352 -216 0 0 0 684 -60 -412 0 0 0: -140 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 68.2 19.0 7.7 0.4 4.3 3.5 7.9 0.0 0.0 0.0: 14.4 12.2
Old : 100.0: 54.0 68.2 19.0 7.7 0.4 4.3 3.5 7.9 0.0 0.0 0.0: 14.4 12.2
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 : 26: 14 14 . . . . . . 0 0 0:
Old : 26: 14 14 . . . . . . 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 : 47.0 47.8 63.0 66.3 45.7 44.9 58.0 60.6
Old : 47.0 47.8 63.0 66.3 45.7 44.9 58.0 60.6
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 - Options and Futures Combined, October 26, 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 : 58,245: 48,539 21,537 0 15,679 804 0 5,418 1,628 0 0 0: 7,274 13,179
Old : 58,245: 48,539 21,537 0 15,679 804 0 5,418 1,628 0 0 0: 7,274 13,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -48: 178 -489 0 1,708 240 0 915 -498 0 0 0: 32 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 37.0 0.0 26.9 1.4 0.0 9.3 2.8 0.0 0.0 0.0: 12.5 22.6
Old : 100.0: 83.3 37.0 0.0 26.9 1.4 0.0 9.3 2.8 0.0 0.0 0.0: 12.5 22.6
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 : 23: 10 11 0 6 . 0 . . 0 0 0:
Old : 23: 10 11 0 6 . 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 : 66.7 43.4 82.1 60.3 62.6 42.0 69.1 52.4
Old : 66.7 43.4 82.1 60.3 62.6 42.0 69.1 52.4
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 - Options and Futures Combined, October 26, 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 : 69,299: 35,107 19,712 10,291 36,284 3,765 4,661 0 3,736 0 0 0: 11,739 5,802
Old : 69,299: 35,107 19,712 10,291 36,284 3,765 4,661 0 3,736 0 0 0: 11,739 5,802
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 409: -4 66 0 2 0 304 0 5 0 0 0: 104 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 28.4 14.9 52.4 5.4 6.7 0.0 5.4 0.0 0.0 0.0: 16.9 8.4
Old : 100.0: 50.7 28.4 14.9 52.4 5.4 6.7 0.0 5.4 0.0 0.0 0.0: 16.9 8.4
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 : 26: 15 11 . 6 4 . 0 . 0 0 0:
Old : 26: 15 11 . 6 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 : 40.3 61.2 59.7 78.1 37.6 59.5 53.9 72.9
Old : 40.3 61.2 59.7 78.1 37.6 59.5 53.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, October 26, 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 : 1,687,362: 311,726 288,805 70,518 69,920 665,450 20,293 87,026 184,694 49,815 8,415 377,312: 7,556 5,742
Old : 1,687,362: 311,726 288,805 70,518 69,920 665,450 20,293 87,026 184,694 49,815 8,415 377,312: 7,556 5,742
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -82,336: -23,609 -23,061 3,441 1,782 -17,524 -3,605 -5,564 -9,384 -5,118 -1,009 -27,301: 766 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.1 4.2 4.1 39.4 1.2 5.2 10.9 3.0 0.5 22.4: 0.4 0.3
Old : 100.0: 18.5 17.1 4.2 4.1 39.4 1.2 5.2 10.9 3.0 0.5 22.4: 0.4 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 : 137: 38 39 11 13 23 21 18 31 27 5 26:
Old : 137: 38 39 11 13 23 21 18 31 27 5 26:
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 : 33.6 34.5 55.8 51.7 6.3 5.3 8.0 7.6
Old : 33.6 34.5 55.8 51.7 6.3 5.3 8.0 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, October 26, 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 : 31,306: 6,157 4,296 6,946 1,788 4,206 538 5,947 9,624 1,074 2,864 2,365: 395 215
Old : 31,306: 6,157 4,296 6,946 1,788 4,206 538 5,947 9,624 1,074 2,864 2,365: 395 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -4,271: -1,070 610 5 221 570 319 -1,523 -3,615 -15 29 -506: 43 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.7 22.2 5.7 13.4 1.7 19.0 30.7 3.4 9.1 7.6: 1.3 0.7
Old : 100.0: 19.7 13.7 22.2 5.7 13.4 1.7 19.0 30.7 3.4 9.1 7.6: 1.3 0.7
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 : 28: 10 6 . 4 . . 6 6 . . .:
Old : 28: 10 6 . 4 . . 6 6 . . .:
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 : 69.0 61.8 90.1 84.0 30.4 30.3 32.8 33.3
Old : 69.0 61.8 90.1 84.0 30.4 30.3 32.8 33.3
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 - Options and Futures Combined, October 26, 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 : 132,023: 76,037 67,681 35,122 33,211 10,491 0 11,367 3,653 0 0 0: 6,720 5,621
Old : 132,023: 76,037 67,681 35,122 33,211 10,491 0 11,367 3,653 0 0 0: 6,720 5,621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,437: 2,325 -448 0 0 0 -436 2,757 542 0 0 0: 6 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 51.3 26.6 25.2 7.9 0.0 8.6 2.8 0.0 0.0 0.0: 5.1 4.3
Old : 100.0: 57.6 51.3 26.6 25.2 7.9 0.0 8.6 2.8 0.0 0.0 0.0: 5.1 4.3
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 : 39: 21 21 6 5 9 0 . . 0 0 0:
Old : 39: 21 21 6 5 9 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 : 39.6 39.8 60.8 61.0 37.9 38.5 50.0 54.0
Old : 39.6 39.8 60.8 61.0 37.9 38.5 50.0 54.0
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 - Options and Futures Combined, October 26, 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 : 103,395: 55,221 61,899 27,747 21,943 11,401 0 1,243 1,323 0 0 0: 7,703 5,586
Old : 103,395: 55,221 61,899 27,747 21,943 11,401 0 1,243 1,323 0 0 0: 7,703 5,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 129: 0 0 0 0 0 0 -405 221 0 0 0: -92 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 59.9 26.8 21.2 11.0 0.0 1.2 1.3 0.0 0.0 0.0: 7.5 5.4
Old : 100.0: 53.4 59.9 26.8 21.2 11.0 0.0 1.2 1.3 0.0 0.0 0.0: 7.5 5.4
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 : 28: 11 10 9 4 9 0 . . 0 0 0:
Old : 28: 11 10 9 4 9 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 : 57.3 53.0 73.5 72.6 49.7 52.3 61.3 68.7
Old : 57.3 53.0 73.5 72.6 49.7 52.3 61.3 68.7
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 - Options and Futures Combined, October 26, 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 : 171,565: 93,642 69,100 28,619 64,538 24,039 4,680 0 7,376 0 0 0: 13,209 6,512
Old : 171,565: 93,642 69,100 28,619 64,538 24,039 4,680 0 7,376 0 0 0: 13,209 6,512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 384: 818 -360 -622 0 334 -1,252 0 250 0 0 0: 856 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 40.3 16.7 37.6 14.0 2.7 0.0 4.3 0.0 0.0 0.0: 7.7 3.8
Old : 100.0: 54.6 40.3 16.7 37.6 14.0 2.7 0.0 4.3 0.0 0.0 0.0: 7.7 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 : 41: 23 21 5 9 9 . 0 . 0 0 0:
Old : 41: 23 21 5 9 9 . 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 : 31.8 32.3 54.1 56.0 25.5 26.0 38.0 44.5
Old : 31.8 32.3 54.1 56.0 25.5 26.0 38.0 44.5
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 - Options and Futures Combined, October 26, 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 : 2,693,544: 864,185 498,181 94,683 802,202 404,107 375,048 39,823 612,179 106,449 99,152 218,504: 18,389 19,396
Old : 2,693,544: 864,185 498,181 94,683 802,202 404,107 375,048 39,823 612,179 106,449 99,152 218,504: 18,389 19,396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 58,264: 27,014 10,568 -4,620 17,134 5,925 -18,291 -21,000 33,560 12,438 4,816 5,917: -3,679 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 18.5 3.5 29.8 15.0 13.9 1.5 22.7 4.0 3.7 8.1: 0.7 0.7
Old : 100.0: 32.1 18.5 3.5 29.8 15.0 13.9 1.5 22.7 4.0 3.7 8.1: 0.7 0.7
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 : 191: 84 69 11 19 27 21 15 35 14 16 26:
Old : 191: 84 69 11 19 27 21 15 35 14 16 26:
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 : 25.6 26.2 36.2 40.2 15.1 21.0 20.2 27.4
Old : 25.6 26.2 36.2 40.2 15.1 21.0 20.2 27.4
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 - Options and Futures Combined, October 26, 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 : 1,022,315: 256,533 280,761 191,394 120,001 282,512 58,013 88,077 87,281 32,861 48,678 111,540: 2,181 3,465
Old : 1,022,315: 256,533 280,761 191,394 120,001 282,512 58,013 88,077 87,281 32,861 48,678 111,540: 2,181 3,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 44,760: 15,958 13,648 -3,062 -10,438 19,411 7,484 -30 7,445 -4,282 14,412 1,633: 173 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 27.5 18.7 11.7 27.6 5.7 8.6 8.5 3.2 4.8 10.9: 0.2 0.3
Old : 100.0: 25.1 27.5 18.7 11.7 27.6 5.7 8.6 8.5 3.2 4.8 10.9: 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: 23 22 12 10 19 12 14 17 8 18 21:
Old : 99: 23 22 12 10 19 12 14 17 8 18 21:
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 : 29.0 31.0 45.3 46.9 17.8 21.5 27.1 28.2
Old : 29.0 31.0 45.3 46.9 17.8 21.5 27.1 28.2
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 - Options and Futures Combined, October 26, 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 : 27,689: 23,598 16,723 260 7,891 2,140 0 0 500 80 0 126: 985 309
Old : 27,689: 23,598 16,723 260 7,891 2,140 0 0 500 80 0 126: 985 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 260: 227 -126 125 245 122 -194 0 -5 0 0 0: -15 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 60.4 0.9 28.5 7.7 0.0 0.0 1.8 0.3 0.0 0.5: 3.6 1.1
Old : 100.0: 85.2 60.4 0.9 28.5 7.7 0.0 0.0 1.8 0.3 0.0 0.5: 3.6 1.1
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 : 45: 28 23 . 7 8 0 0 . . 0 .:
Old : 45: 28 23 . 7 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 : 36.4 43.4 55.8 66.0 23.4 36.0 38.2 49.9
Old : 36.4 43.4 55.8 66.0 23.4 36.0 38.2 49.9
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 - Options and Futures Combined, October 26, 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 : 15,054: 13,975 6,434 280 7,874 120 0 0 0 460 0 15: 204 611
Old : 15,054: 13,975 6,434 280 7,874 120 0 0 0 460 0 15: 204 611
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 219: 199 100 20 -25 0 0 0 0 0 0 0: 0 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 42.7 1.9 52.3 0.8 0.0 0.0 0.0 3.1 0.0 0.1: 1.4 4.1
Old : 100.0: 92.8 42.7 1.9 52.3 0.8 0.0 0.0 0.0 3.1 0.0 0.1: 1.4 4.1
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 : 23: 12 10 . 4 . 0 0 0 . 0 .:
Old : 23: 12 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 : 66.7 66.7 89.1 90.6 61.6 66.3 81.6 82.7
Old : 66.7 66.7 89.1 90.6 61.6 66.3 81.6 82.7
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 - Options and Futures Combined, October 26, 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 : 10,244: 7,800 6,511 145 1,202 1,694 0 0 0 0 0 0: 605 837
Old : 10,244: 7,800 6,511 145 1,202 1,694 0 0 0 0 0 0: 605 837
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 244: 178 133 0 -75 51 -126 0 -142 0 0 0: 283 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 63.6 1.4 11.7 16.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 8.2
Old : 100.0: 76.1 63.6 1.4 11.7 16.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 8.2
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: 20 14 . 7 7 0 0 0 0 0 0:
Old : 31: 20 14 . 7 7 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 : 61.2 48.0 73.8 67.4 56.1 38.6 61.0 50.7
Old : 61.2 48.0 73.8 67.4 56.1 38.6 61.0 50.7
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 - Options and Futures Combined, October 26, 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 : 10,643: 9,357 7,089 595 2,541 261 0 0 0 0 0 0: 430 752
Old : 10,643: 9,357 7,089 595 2,541 261 0 0 0 0 0 0: 430 752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 349: 237 128 84 145 -17 0 0 0 0 0 0: 45 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 66.6 5.6 23.9 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 7.1
Old : 100.0: 87.9 66.6 5.6 23.9 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 7.1
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: 16 16 . 4 4 0 0 0 0 0 0:
Old : 26: 16 16 . 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 : 59.8 59.8 78.0 76.0 57.2 57.7 70.3 72.4
Old : 59.8 59.8 78.0 76.0 57.2 57.7 70.3 72.4
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 - Options and Futures Combined, October 26, 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 : 4,656: 3,772 3,013 265 1,027 483 0 0 0 0 0 0: 136 133
Old : 4,656: 3,772 3,013 265 1,027 483 0 0 0 0 0 0: 136 133
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 45: 45 35 0 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 64.7 5.7 22.1 10.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 2.9
Old : 100.0: 81.0 64.7 5.7 22.1 10.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 2.9
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: 15 10 . 4 . 0 0 0 0 0 0:
Old : 21: 15 10 . 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 : 58.5 66.8 77.3 88.9 47.4 54.9 58.9 65.5
Old : 58.5 66.8 77.3 88.9 47.4 54.9 58.9 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010