NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, October 5, 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 : 3,803,685: 1,509,458 959,867 157,075 888,650 605,151 285,085 92,264 909,961 36,742 54,382 273,482: 26,731 19,928 Old : 3,803,685: 1,509,458 959,867 157,075 888,650 605,151 285,085 92,264 909,961 36,742 54,382 273,482: 26,731 19,928 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : 55,062: 29,743 34,369 13,802 -32,639 21,805 -33,661 19,527 -3,427 3,918 -11,282 17,956: 4,926 8,753 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 25.2 4.1 23.4 15.9 7.5 2.4 23.9 1.0 1.4 7.2: 0.7 0.5 Old : 100.0: 39.7 25.2 4.1 23.4 15.9 7.5 2.4 23.9 1.0 1.4 7.2: 0.7 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 : 216: 102 90 15 20 31 22 15 35 14 22 33: Old : 216: 102 90 15 20 31 22 15 35 14 22 33: 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 : 20.7 26.8 36.2 41.8 11.0 17.1 16.2 22.7 Old : 20.7 26.8 36.2 41.8 11.0 17.1 16.2 22.7 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, October 5, 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 : 335,872: 165,442 227,805 61,820 15,431 66,468 19,198 7,379 13,739 0 487 334: 8,871 4,229 Old : 335,872: 165,442 227,805 61,820 15,431 66,468 19,198 7,379 13,739 0 487 334: 8,871 4,229 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -34,912: -10,137 -20,344 164 -7,089 -2,152 -20,228 -3,125 -2,314 0 -77 -128: -117 317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 67.8 18.4 4.6 19.8 5.7 2.2 4.1 0.0 0.1 0.1: 2.6 1.3 Old : 100.0: 49.3 67.8 18.4 4.6 19.8 5.7 2.2 4.1 0.0 0.1 0.1: 2.6 1.3 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 : 54: 31 28 9 4 10 4 . 4 0 . .: Old : 54: 31 28 9 4 10 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 : 42.5 50.1 59.0 68.3 19.9 30.6 32.2 37.1 Old : 42.5 50.1 59.0 68.3 19.9 30.6 32.2 37.1 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, October 5, 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 : 179,950: 135,600 106,644 14,266 46,656 16,319 7,130 330 5,064 0 0 0: 1,571 4,937 Old : 179,950: 135,600 106,644 14,266 46,656 16,319 7,130 330 5,064 0 0 0: 1,571 4,937 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -8,411: -5,378 -2,584 -82 -3,002 -2,934 801 -26 -187 0 0 0: -631 322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 59.3 7.9 25.9 9.1 4.0 0.2 2.8 0.0 0.0 0.0: 0.9 2.7 Old : 100.0: 75.4 59.3 7.9 25.9 9.1 4.0 0.2 2.8 0.0 0.0 0.0: 0.9 2.7 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: 19 23 4 7 10 5 . 4 0 0 0: Old : 43: 19 23 4 7 10 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 : 58.1 36.3 74.1 59.1 56.6 35.0 69.7 54.5 Old : 58.1 36.3 74.1 59.1 56.6 35.0 69.7 54.5 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, October 5, 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 : 338,484: 188,945 157,785 40,648 85,667 65,099 9,213 0 24,944 34 0 270: 9,331 4,719 Old : 338,484: 188,945 157,785 40,648 85,667 65,099 9,213 0 24,944 34 0 270: 9,331 4,719 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -23,250: -19,943 -23,221 -4,174 -7,116 -1,951 -7,263 -3,007 11,332 34 -121 -3: -1,282 837 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 46.6 12.0 25.3 19.2 2.7 0.0 7.4 0.0 0.0 0.1: 2.8 1.4 Old : 100.0: 55.8 46.6 12.0 25.3 19.2 2.7 0.0 7.4 0.0 0.0 0.1: 2.8 1.4 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: 21 18 5 8 13 5 0 4 . 0 .: Old : 44: 21 18 5 8 13 5 0 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 : 42.5 50.4 60.1 74.8 39.3 42.3 51.5 57.5 Old : 42.5 50.4 60.1 74.8 39.3 42.3 51.5 57.5 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 - Futures Only, October 5, 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 : 598,023: 405,482 226,741 96,532 255,703 57,215 0 20,475 29,447 2,936 0 1,274: 5,137 7,168 Old : 598,023: 405,482 226,741 96,532 255,703 57,215 0 20,475 29,447 2,936 0 1,274: 5,137 7,168 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -16,210: -9,387 -6,440 -2,275 -9,154 -1,020 0 3,593 -9,438 2,255 0 90: 3,565 6,159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 37.9 16.1 42.8 9.6 0.0 3.4 4.9 0.5 0.0 0.2: 0.9 1.2 Old : 100.0: 67.8 37.9 16.1 42.8 9.6 0.0 3.4 4.9 0.5 0.0 0.2: 0.9 1.2 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 : 65: 34 26 9 11 18 0 8 5 . 0 .: Old : 65: 34 26 9 11 18 0 8 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 : 38.2 45.9 52.7 60.4 25.6 31.8 36.2 41.7 Old : 38.2 45.9 52.7 60.4 25.6 31.8 36.2 41.7 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, October 5, 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 : 186,723: 131,426 120,140 11,682 53,793 423 30,225 0 2,380 0 0 0: 10,587 9,987 Old : 186,723: 131,426 120,140 11,682 53,793 423 30,225 0 2,380 0 0 0: 10,587 9,987 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -13,946: -13,452 -11,276 -1,579 -2,575 -65 634 0 -1,654 0 0 0: 2,170 1,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 64.3 6.3 28.8 0.2 16.2 0.0 1.3 0.0 0.0 0.0: 5.7 5.3 Old : 100.0: 70.4 64.3 6.3 28.8 0.2 16.2 0.0 1.3 0.0 0.0 0.0: 5.7 5.3 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 : 37: 21 18 . 4 . 4 0 . 0 0 0: Old : 37: 21 18 . 4 . 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 63.3 68.1 77.8 44.3 61.7 65.0 73.9 Old : 47.3 63.3 68.1 77.8 44.3 61.7 65.0 73.9 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, October 5, 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 : 358,330: 252,028 135,318 29,433 91,616 32,756 24,638 80,128 11,373 0 0 0: 8,102 7,139 Old : 358,330: 252,028 135,318 29,433 91,616 32,756 24,638 80,128 11,373 0 0 0: 8,102 7,139 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -38,823: -36,657 -13,163 3,227 -6,481 -4,438 3,790 -9,379 -6,691 0 0 0: 1,946 1,329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 37.8 8.2 25.6 9.1 6.9 22.4 3.2 0.0 0.0 0.0: 2.3 2.0 Old : 100.0: 70.3 37.8 8.2 25.6 9.1 6.9 22.4 3.2 0.0 0.0 0.0: 2.3 2.0 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: 32 22 6 11 14 4 4 5 0 0 0: Old : 59: 32 22 6 11 14 4 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 : 30.2 39.5 50.4 57.5 26.3 36.2 41.9 48.7 Old : 30.2 39.5 50.4 57.5 26.3 36.2 41.9 48.7 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, October 5, 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 : 147,169: 90,200 36,048 14,447 51,786 16,943 13,088 29,338 5,293 0 0 0: 7,198 7,761 Old : 147,169: 90,200 36,048 14,447 51,786 16,943 13,088 29,338 5,293 0 0 0: 7,198 7,761 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -39,382: -29,950 -28,737 -465 -3,619 -988 -7,470 -4,589 -2,821 0 0 0: 2,312 1,372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 24.5 9.8 35.2 11.5 8.9 19.9 3.6 0.0 0.0 0.0: 4.9 5.3 Old : 100.0: 61.3 24.5 9.8 35.2 11.5 8.9 19.9 3.6 0.0 0.0 0.0: 4.9 5.3 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 : 43: 22 19 . 9 7 4 . 4 0 0 0: Old : 43: 22 19 . 9 7 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 : 41.2 41.0 61.5 62.6 35.4 39.5 50.6 58.0 Old : 41.2 41.0 61.5 62.6 35.4 39.5 50.6 58.0 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 - Futures Only, October 5, 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 : 791,682: 107,263 127,804 190,141 32,843 79,776 103,535 242,792 149,724 26,055 57,056 57,753: 77,435 43,934 Old : 791,682: 107,263 127,804 190,141 32,843 79,776 103,535 242,792 149,724 26,055 57,056 57,753: 77,435 43,934 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : 17,562: -3,577 -105 -9,037 3,147 8,115 18,280 8,276 -7,806 667 -2,874 5,424: 5,496 3,385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 16.1 24.0 4.1 10.1 13.1 30.7 18.9 3.3 7.2 7.3: 9.8 5.5 Old : 100.0: 13.5 16.1 24.0 4.1 10.1 13.1 30.7 18.9 3.3 7.2 7.3: 9.8 5.5 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 : 290: 53 38 24 11 27 51 66 70 32 35 53: Old : 290: 53 38 24 11 27 51 66 70 32 35 53: 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 : 17.9 24.0 29.7 38.6 15.7 19.2 23.6 26.5 Old : 17.9 24.0 29.7 38.6 15.7 19.2 23.6 26.5 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 - Futures Only, October 5, 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 : 56,895: 34,783 31,342 10,549 10,413 4,274 0 0 0 0 0 0: 7,289 10,866 Old : 56,895: 34,783 31,342 10,549 10,413 4,274 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: September 28, 2010 : : -5,379: -4,440 -5,324 -1,049 -155 -279 0 0 0 0 0 0: 389 379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 55.1 18.5 18.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 19.1 Old : 100.0: 61.1 55.1 18.5 18.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 19.1 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 : 22: 12 10 . 4 4 0 0 0 0 0 0: Old : 22: 12 10 . 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 : 43.3 57.5 67.3 73.1 41.7 55.0 63.4 66.3 Old : 43.3 57.5 67.3 73.1 41.7 55.0 63.4 66.3 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, October 5, 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: September 28, 2010 : : -1,708: -244 242 -748 -1,430 -364 0 0 0 0 0 0: -352 -156 : : : : : 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 - Futures Only, October 5, 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 : 65,432: 36,159 45,006 12,367 4,997 280 2,593 2,471 5,175 0 0 0: 8,858 7,503 Old : 65,432: 36,159 45,006 12,367 4,997 280 2,593 2,471 5,175 0 0 0: 8,858 7,503 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -7,626: -5,703 -5,225 -243 -2,045 -625 -1,469 -172 -885 0 0 0: 1,299 1,326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 68.8 18.9 7.6 0.4 4.0 3.8 7.9 0.0 0.0 0.0: 13.5 11.5 Old : 100.0: 55.3 68.8 18.9 7.6 0.4 4.0 3.8 7.9 0.0 0.0 0.0: 13.5 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 : 26: 14 15 . . . . . . 0 0 0: Old : 26: 14 15 . . . . . . 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 : 46.9 47.6 63.6 66.5 46.1 45.1 59.3 61.0 Old : 46.9 47.6 63.6 66.5 46.1 45.1 59.3 61.0 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, October 5, 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 : 58,715: 48,894 22,082 0 13,971 564 0 5,010 2,015 0 0 0: 7,242 15,073 Old : 58,715: 48,894 22,082 0 13,971 564 0 5,010 2,015 0 0 0: 7,242 15,073 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -4,939: -3,547 -4,747 -2,102 -841 -946 -248 -769 76 0 0 0: 1,828 2,288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 37.6 0.0 23.8 1.0 0.0 8.5 3.4 0.0 0.0 0.0: 12.3 25.7 Old : 100.0: 83.3 37.6 0.0 23.8 1.0 0.0 8.5 3.4 0.0 0.0 0.0: 12.3 25.7 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: 10 12 0 5 . 0 . . 0 0 0: Old : 23: 10 12 0 5 . 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 : 66.2 42.8 81.7 59.8 62.5 40.8 68.3 49.9 Old : 66.2 42.8 81.7 59.8 62.5 40.8 68.3 49.9 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, October 5, 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 : 67,182: 34,631 19,694 10,254 36,155 3,772 3,757 0 3,337 0 0 0: 11,431 4,224 Old : 67,182: 34,631 19,694 10,254 36,155 3,772 3,757 0 3,337 0 0 0: 11,431 4,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -6,582: -4,352 -2,191 -280 -1,520 -425 -1,305 -2,149 -1,242 0 0 0: 1,022 945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 29.3 15.3 53.8 5.6 5.6 0.0 5.0 0.0 0.0 0.0: 17.0 6.3 Old : 100.0: 51.5 29.3 15.3 53.8 5.6 5.6 0.0 5.0 0.0 0.0 0.0: 17.0 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 : 26: 14 11 . 5 4 . 0 . 0 0 0: Old : 26: 14 11 . 5 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 : 40.0 63.1 59.6 80.5 38.8 61.3 55.3 75.2 Old : 40.0 63.1 59.6 80.5 38.8 61.3 55.3 75.2 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, October 5, 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 : 47,074: 26,726 42,566 18,702 3,172 0 840 0 0 0 0 0: 806 1,336 Old : 47,074: 26,726 42,566 18,702 3,172 0 840 0 0 0 0 0: 806 1,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -8,138: -6,632 -3,922 -1,240 -3,422 -604 0 0 0 0 0 0: 338 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 90.4 39.7 6.7 0.0 1.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8 Old : 100.0: 56.8 90.4 39.7 6.7 0.0 1.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8 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: 10 11 . . 0 . 0 0 0 0 0: Old : 20: 10 11 . . 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 : 79.3 67.3 92.4 89.0 75.8 63.8 83.1 80.3 Old : 79.3 67.3 92.4 89.0 75.8 63.8 83.1 80.3 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 - Futures Only, October 5, 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 : 126,702: 70,573 65,506 35,575 33,211 10,308 406 8,540 3,584 0 0 0: 6,256 5,553 Old : 126,702: 70,573 65,506 35,575 33,211 10,308 406 8,540 3,584 0 0 0: 6,256 5,553 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -14,611: -8,424 -13,443 -3,197 -90 -1,931 -1,712 1,399 -1,370 0 0 0: 2,023 824 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 51.7 28.1 26.2 8.1 0.3 6.7 2.8 0.0 0.0 0.0: 4.9 4.4 Old : 100.0: 55.7 51.7 28.1 26.2 8.1 0.3 6.7 2.8 0.0 0.0 0.0: 4.9 4.4 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 : 37: 19 19 6 5 9 . . 4 0 0 0: Old : 37: 19 19 6 5 9 . . 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 : 41.1 42.8 63.7 64.9 39.7 40.9 50.7 57.0 Old : 41.1 42.8 63.7 64.9 39.7 40.9 50.7 57.0 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 - Futures Only, October 5, 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 : 103,383: 55,230 61,798 27,899 21,943 11,401 0 1,858 1,106 0 0 0: 7,747 5,277 Old : 103,383: 55,230 61,798 27,899 21,943 11,401 0 1,858 1,106 0 0 0: 7,747 5,277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -7,249: -3,476 -3,764 -1,431 -1,450 -1,109 -610 -273 -111 0 0 0: -512 -542 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 59.8 27.0 21.2 11.0 0.0 1.8 1.1 0.0 0.0 0.0: 7.5 5.1 Old : 100.0: 53.4 59.8 27.0 21.2 11.0 0.0 1.8 1.1 0.0 0.0 0.0: 7.5 5.1 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 : 29: 12 10 9 4 9 0 . . 0 0 0: Old : 29: 12 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 : 57.2 53.1 73.4 72.6 49.6 52.3 61.3 68.8 Old : 57.2 53.1 73.4 72.6 49.6 52.3 61.3 68.8 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, October 5, 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 : 165,397: 89,783 67,436 30,007 64,062 20,978 5,383 0 6,704 0 0 0: 12,542 6,217 Old : 165,397: 89,783 67,436 30,007 64,062 20,978 5,383 0 6,704 0 0 0: 12,542 6,217 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -15,906: -7,996 -8,061 -2,774 -3,547 -2,089 -1,854 -248 -1,418 0 0 0: 225 -543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 40.8 18.1 38.7 12.7 3.3 0.0 4.1 0.0 0.0 0.0: 7.6 3.8 Old : 100.0: 54.3 40.8 18.1 38.7 12.7 3.3 0.0 4.1 0.0 0.0 0.0: 7.6 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 : 39: 22 19 5 9 9 . 0 . 0 0 0: Old : 39: 22 19 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 : 32.5 33.1 54.0 57.6 26.1 26.0 39.4 45.2 Old : 32.5 33.1 54.0 57.6 26.1 26.0 39.4 45.2 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, October 5, 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 : 2,660,234: 810,206 501,024 76,751 765,558 404,907 444,795 58,404 606,784 94,638 108,398 196,604: 25,549 18,555 Old : 2,660,234: 810,206 501,024 76,751 765,558 404,907 444,795 58,404 606,784 94,638 108,398 196,604: 25,549 18,555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -52,366: -33,157 -17,901 795 -45,676 6,036 16,388 20,638 -21,283 -19,945 9,404 -5,862: 4,662 2,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 18.8 2.9 28.8 15.2 16.7 2.2 22.8 3.6 4.1 7.4: 1.0 0.7 Old : 100.0: 30.5 18.8 2.9 28.8 15.2 16.7 2.2 22.8 3.6 4.1 7.4: 1.0 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 : 176: 74 62 10 19 27 23 15 36 14 15 24: Old : 176: 74 62 10 19 27 23 15 36 14 15 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 25.5 38.0 39.6 17.1 20.3 22.3 26.8 Old : 26.9 25.5 38.0 39.6 17.1 20.3 22.3 26.8 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, October 5, 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 : 891,174: 209,742 239,022 213,604 137,096 244,864 31,473 73,175 76,545 34,081 38,262 77,735: 3,130 4,475 Old : 891,174: 209,742 239,022 213,604 137,096 244,864 31,473 73,175 76,545 34,081 38,262 77,735: 3,130 4,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : 22,011: 7,327 2,481 497 -570 3,371 4,052 28 4,111 -4,278 5,666 5,947: 984 977 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 26.8 24.0 15.4 27.5 3.5 8.2 8.6 3.8 4.3 8.7: 0.4 0.5 Old : 100.0: 23.5 26.8 24.0 15.4 27.5 3.5 8.2 8.6 3.8 4.3 8.7: 0.4 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 : 94: 22 21 13 8 18 9 14 14 12 14 21: Old : 94: 22 21 13 8 18 9 14 14 12 14 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 : 31.9 35.9 48.3 54.2 20.3 27.1 31.4 34.5 Old : 31.9 35.9 48.3 54.2 20.3 27.1 31.4 34.5 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, October 5, 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 : 25,818: 21,759 15,382 145 6,946 1,590 74 0 553 105 470 576: 1,016 301 Old : 25,818: 21,759 15,382 145 6,946 1,590 74 0 553 105 470 576: 1,016 301 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -1,035: -791 -1,298 -133 307 -323 44 0 0 15 195 -15: 168 99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 59.6 0.6 26.9 6.2 0.3 0.0 2.1 0.4 1.8 2.2: 3.9 1.2 Old : 100.0: 84.3 59.6 0.6 26.9 6.2 0.3 0.0 2.1 0.4 1.8 2.2: 3.9 1.2 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 : 44: 26 22 . 6 5 . 0 4 . . .: Old : 44: 26 22 . 6 5 . 0 4 . . .: 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 45.1 59.9 69.3 25.9 37.4 39.1 51.0 Old : 38.6 45.1 59.9 69.3 25.9 37.4 39.1 51.0 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, October 5, 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 : 13,725: 12,889 6,182 0 6,609 137 0 0 0 450 0 0: 249 797 Old : 13,725: 12,889 6,182 0 6,609 137 0 0 0 450 0 0: 249 797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -1,119: -1,052 -883 0 -130 -31 0 0 0 405 0 0: -441 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 45.0 0.0 48.2 1.0 0.0 0.0 0.0 3.3 0.0 0.0: 1.8 5.8 Old : 100.0: 93.9 45.0 0.0 48.2 1.0 0.0 0.0 0.0 3.3 0.0 0.0: 1.8 5.8 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: 13 9 0 5 . 0 0 0 . 0 0: Old : 20: 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 : 67.9 62.4 92.2 88.0 61.4 61.9 81.0 77.5 Old : 67.9 62.4 92.2 88.0 61.4 61.9 81.0 77.5 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, October 5, 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 : 9,237: 7,142 5,961 110 1,250 1,385 186 0 152 0 105 40: 222 344 Old : 9,237: 7,142 5,961 110 1,250 1,385 186 0 152 0 105 40: 222 344 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -254: -358 -170 10 -222 68 116 0 -20 -57 0 -30: 17 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 64.5 1.2 13.5 15.0 2.0 0.0 1.6 0.0 1.1 0.4: 2.4 3.7 Old : 100.0: 77.3 64.5 1.2 13.5 15.0 2.0 0.0 1.6 0.0 1.1 0.4: 2.4 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 : 32: 20 13 . 6 5 . 0 . 0 . .: Old : 32: 20 13 . 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 : 64.3 48.1 76.7 70.5 57.1 39.6 62.9 55.3 Old : 64.3 48.1 76.7 70.5 57.1 39.6 62.9 55.3 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, October 5, 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 : 9,846: 8,654 6,801 366 2,075 316 0 0 0 0 0 0: 510 654 Old : 9,846: 8,654 6,801 366 2,075 316 0 0 0 0 0 0: 510 654 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -21: -24 42 -183 118 -81 0 0 0 0 0 0: 267 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 69.1 3.7 21.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 6.6 Old : 100.0: 87.9 69.1 3.7 21.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 6.6 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 : 24: 15 16 . 4 4 0 0 0 0 0 0: Old : 24: 15 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 : 61.0 59.8 78.9 76.2 57.7 57.3 70.3 69.1 Old : 61.0 59.8 78.9 76.2 57.7 57.3 70.3 69.1 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, October 5, 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 : 4,386: 3,502 2,793 95 997 473 0 0 0 180 0 0: 136 123 Old : 4,386: 3,502 2,793 95 997 473 0 0 0 180 0 0: 136 123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2010 : : -413: -367 -198 -5 -100 -35 0 0 0 50 0 -50: -6 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 63.7 2.2 22.7 10.8 0.0 0.0 0.0 4.1 0.0 0.0: 3.1 2.8 Old : 100.0: 79.8 63.7 2.2 22.7 10.8 0.0 0.0 0.0 4.1 0.0 0.0: 3.1 2.8 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 : 21: 15 10 . 4 . 0 0 0 . 0 0: Old : 21: 15 10 . 4 . 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 : 55.4 65.9 74.9 89.4 42.5 52.3 54.5 63.6 Old : 55.4 65.9 74.9 89.4 42.5 52.3 54.5 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010