NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, October 12, 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 : 3,901,827: 1,590,671 1,007,298 160,797 908,557 567,813 277,187 102,755 950,192 38,379 55,340 295,087: 21,701 14,785
Old : 3,901,827: 1,590,671 1,007,298 160,797 908,557 567,813 277,187 102,755 950,192 38,379 55,340 295,087: 21,701 14,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 98,142: 81,213 47,431 3,722 19,907 -37,338 -7,898 10,491 40,231 1,637 958 21,605: -5,030 -5,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 25.8 4.1 23.3 14.6 7.1 2.6 24.4 1.0 1.4 7.6: 0.6 0.4
Old : 100.0: 40.8 25.8 4.1 23.3 14.6 7.1 2.6 24.4 1.0 1.4 7.6: 0.6 0.4
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 : 218: 100 89 16 19 32 24 14 34 9 29 34:
Old : 218: 100 89 16 19 32 24 14 34 9 29 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 25.5 34.6 40.4 10.7 16.7 16.0 23.1
Old : 20.1 25.5 34.6 40.4 10.7 16.7 16.0 23.1
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 12, 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 : 360,221: 182,951 243,333 60,119 19,042 67,183 22,511 7,661 17,215 510 0 1,126: 8,606 4,661
Old : 360,221: 182,951 243,333 60,119 19,042 67,183 22,511 7,661 17,215 510 0 1,126: 8,606 4,661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 24,349: 17,509 15,528 -1,701 3,611 715 3,313 282 3,476 510 -487 792: -265 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 67.6 16.7 5.3 18.7 6.2 2.1 4.8 0.1 0.0 0.3: 2.4 1.3
Old : 100.0: 50.8 67.6 16.7 5.3 18.7 6.2 2.1 4.8 0.1 0.0 0.3: 2.4 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 : 55: 31 28 8 5 9 5 . 5 . 0 .:
Old : 55: 31 28 8 5 9 5 . 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 : 42.6 48.4 58.4 67.9 18.2 26.6 29.7 34.4
Old : 42.6 48.4 58.4 67.9 18.2 26.6 29.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, October 12, 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 : 180,346: 132,808 109,398 14,222 42,086 17,714 8,422 330 5,462 0 0 0: 1,718 5,356
Old : 180,346: 132,808 109,398 14,222 42,086 17,714 8,422 330 5,462 0 0 0: 1,718 5,356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 396: -2,792 2,754 -44 -4,570 1,395 1,292 0 398 0 0 0: 147 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 60.7 7.9 23.3 9.8 4.7 0.2 3.0 0.0 0.0 0.0: 1.0 3.0
Old : 100.0: 73.6 60.7 7.9 23.3 9.8 4.7 0.2 3.0 0.0 0.0 0.0: 1.0 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 : 44: 18 23 4 7 11 6 . 6 0 0 0:
Old : 44: 18 23 4 7 11 6 . 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 : 56.0 35.9 72.1 57.1 54.5 35.0 67.7 54.9
Old : 56.0 35.9 72.1 57.1 54.5 35.0 67.7 54.9
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 12, 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 : 347,112: 191,689 157,740 39,406 81,474 70,789 9,113 1,846 29,145 0 2,267 31: 6,939 3,820
Old : 347,112: 191,689 157,740 39,406 81,474 70,789 9,113 1,846 29,145 0 2,267 31: 6,939 3,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 8,628: 2,744 -45 -1,242 -4,193 5,690 -100 1,846 4,201 -34 2,267 -239: -2,392 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 45.4 11.4 23.5 20.4 2.6 0.5 8.4 0.0 0.7 0.0: 2.0 1.1
Old : 100.0: 55.2 45.4 11.4 23.5 20.4 2.6 0.5 8.4 0.0 0.7 0.0: 2.0 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 : 46: 21 18 4 10 13 5 . 5 0 . .:
Old : 46: 21 18 4 10 13 5 . 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 : 41.9 46.8 59.5 70.8 38.7 37.3 50.0 52.4
Old : 41.9 46.8 59.5 70.8 38.7 37.3 50.0 52.4
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 12, 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 : 619,899: 420,504 225,883 98,350 271,497 59,704 0 23,997 30,780 4,189 0 1,305: 5,067 6,733
Old : 619,899: 420,504 225,883 98,350 271,497 59,704 0 23,997 30,780 4,189 0 1,305: 5,067 6,733
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 21,876: 15,022 -858 1,818 15,794 2,489 0 3,522 1,333 1,253 0 31: -70 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 36.4 15.9 43.8 9.6 0.0 3.9 5.0 0.7 0.0 0.2: 0.8 1.1
Old : 100.0: 67.8 36.4 15.9 43.8 9.6 0.0 3.9 5.0 0.7 0.0 0.2: 0.8 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: 35 25 9 11 19 0 8 6 . 0 .:
Old : 66: 35 25 9 11 19 0 8 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 : 38.2 44.1 52.4 60.2 27.4 33.1 39.0 43.0
Old : 38.2 44.1 52.4 60.2 27.4 33.1 39.0 43.0
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 12, 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 : 192,633: 139,670 125,001 11,185 54,591 758 30,419 0 2,393 0 0 0: 8,208 9,890
Old : 192,633: 139,670 125,001 11,185 54,591 758 30,419 0 2,393 0 0 0: 8,208 9,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 5,910: 8,244 4,861 -497 798 335 194 0 13 0 0 0: -2,379 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 64.9 5.8 28.3 0.4 15.8 0.0 1.2 0.0 0.0 0.0: 4.3 5.1
Old : 100.0: 72.5 64.9 5.8 28.3 0.4 15.8 0.0 1.2 0.0 0.0 0.0: 4.3 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 : 39: 24 20 . 4 5 4 0 . 0 0 0:
Old : 39: 24 20 . 4 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 : 45.2 60.6 67.7 76.9 42.6 58.9 63.5 71.5
Old : 45.2 60.6 67.7 76.9 42.6 58.9 63.5 71.5
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 12, 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 : 368,144: 246,468 144,091 30,186 90,568 33,382 27,264 73,508 19,839 0 0 0: 11,005 6,756
Old : 368,144: 246,468 144,091 30,186 90,568 33,382 27,264 73,508 19,839 0 0 0: 11,005 6,756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 9,814: -5,560 8,773 753 -1,048 626 2,626 -6,620 8,466 0 0 0: 2,903 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 39.1 8.2 24.6 9.1 7.4 20.0 5.4 0.0 0.0 0.0: 3.0 1.8
Old : 100.0: 66.9 39.1 8.2 24.6 9.1 7.4 20.0 5.4 0.0 0.0 0.0: 3.0 1.8
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 : 59: 31 22 5 12 14 5 . 5 0 0 0:
Old : 59: 31 22 5 12 14 5 . 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 : 28.6 40.3 47.2 59.1 24.7 34.9 38.8 47.3
Old : 28.6 40.3 47.2 59.1 24.7 34.9 38.8 47.3
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 12, 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 : 142,559: 88,476 28,322 11,488 53,952 16,183 15,582 31,583 3,698 0 0 0: 7,132 8,821
Old : 142,559: 88,476 28,322 11,488 53,952 16,183 15,582 31,583 3,698 0 0 0: 7,132 8,821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -4,610: -1,724 -7,726 -2,959 2,166 -760 2,494 2,245 -1,595 0 0 0: -66 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 19.9 8.1 37.8 11.4 10.9 22.2 2.6 0.0 0.0 0.0: 5.0 6.2
Old : 100.0: 62.1 19.9 8.1 37.8 11.4 10.9 22.2 2.6 0.0 0.0 0.0: 5.0 6.2
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 : 43: 22 20 . 9 7 4 . 4 0 0 0:
Old : 43: 22 20 . 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 : 41.8 43.1 60.8 64.3 34.3 41.9 50.6 57.3
Old : 41.8 43.1 60.8 64.3 34.3 41.9 50.6 57.3
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 12, 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 : 794,669: 105,995 121,803 193,875 31,596 89,833 98,451 240,427 145,425 26,552 59,817 62,483: 72,055 43,285
Old : 794,669: 105,995 121,803 193,875 31,596 89,833 98,451 240,427 145,425 26,552 59,817 62,483: 72,055 43,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 2,987: -1,268 -6,001 3,734 -1,247 10,057 -5,084 -2,365 -4,299 497 2,761 4,730: -5,380 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.3 24.4 4.0 11.3 12.4 30.3 18.3 3.3 7.5 7.9: 9.1 5.4
Old : 100.0: 13.3 15.3 24.4 4.0 11.3 12.4 30.3 18.3 3.3 7.5 7.9: 9.1 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 : 293: 56 40 26 11 30 46 73 68 30 36 56:
Old : 293: 56 40 26 11 30 46 73 68 30 36 56:
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 : 16.9 22.0 29.1 37.4 15.6 18.8 23.4 25.9
Old : 16.9 22.0 29.1 37.4 15.6 18.8 23.4 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, October 12, 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 : 48,388: 26,262 24,313 6,222 13,504 3,175 0 1,185 594 0 0 0: 12,135 5,617
Old : 48,388: 26,262 24,313 6,222 13,504 3,175 0 1,185 594 0 0 0: 12,135 5,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,868: -4,200 -1,357 372 -650 -342 -224 1,185 -831 0 0 0: 1,357 -1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 50.2 12.9 27.9 6.6 0.0 2.4 1.2 0.0 0.0 0.0: 25.1 11.6
Old : 100.0: 54.3 50.2 12.9 27.9 6.6 0.0 2.4 1.2 0.0 0.0 0.0: 25.1 11.6
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 : 20: 11 12 . . . 0 . . 0 0 0:
Old : 20: 11 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 50.5 64.8 74.1 38.4 47.9 48.4 58.3
Old : 48.8 50.5 64.8 74.1 38.4 47.9 48.4 58.3
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 12, 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: October 5, 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: 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 12, 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 5, 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 - Futures Only, October 12, 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 : 65,334: 36,153 44,662 12,367 4,997 280 2,449 2,773 5,089 0 0 0: 8,996 7,533
Old : 65,334: 36,153 44,662 12,367 4,997 280 2,449 2,773 5,089 0 0 0: 8,996 7,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -98: -6 -344 0 0 0 -144 302 -86 0 0 0: 138 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 68.4 18.9 7.6 0.4 3.7 4.2 7.8 0.0 0.0 0.0: 13.8 11.5
Old : 100.0: 55.3 68.4 18.9 7.6 0.4 3.7 4.2 7.8 0.0 0.0 0.0: 13.8 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 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 : 46.9 47.9 63.6 66.5 46.2 44.7 59.4 61.1
Old : 46.9 47.9 63.6 66.5 46.2 44.7 59.4 61.1
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 12, 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 : 58,653: 48,721 22,072 0 13,971 564 0 4,817 2,126 0 0 0: 7,242 15,103
Old : 58,653: 48,721 22,072 0 13,971 564 0 4,817 2,126 0 0 0: 7,242 15,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -62: -173 -10 0 0 0 0 -193 111 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 37.6 0.0 23.8 1.0 0.0 8.2 3.6 0.0 0.0 0.0: 12.3 25.7
Old : 100.0: 83.1 37.6 0.0 23.8 1.0 0.0 8.2 3.6 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 : 66.3 42.7 81.5 59.7 62.6 40.6 68.1 49.6
Old : 66.3 42.7 81.5 59.7 62.6 40.6 68.1 49.6
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 12, 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 : 68,158: 34,511 19,654 10,254 36,155 3,772 4,989 0 3,201 0 0 0: 11,431 5,376
Old : 68,158: 34,511 19,654 10,254 36,155 3,772 4,989 0 3,201 0 0 0: 11,431 5,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 976: -120 -40 0 0 0 1,232 0 -136 0 0 0: 0 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 28.8 15.0 53.0 5.5 7.3 0.0 4.7 0.0 0.0 0.0: 16.8 7.9
Old : 100.0: 50.6 28.8 15.0 53.0 5.5 7.3 0.0 4.7 0.0 0.0 0.0: 16.8 7.9
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 : 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 : 40.5 62.2 60.3 79.1 38.2 60.4 54.5 74.1
Old : 40.5 62.2 60.3 79.1 38.2 60.4 54.5 74.1
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 12, 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 : 47,354: 27,006 42,566 18,702 3,452 0 840 0 0 0 0 0: 806 1,336
Old : 47,354: 27,006 42,566 18,702 3,452 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: October 5, 2010 :
: 280: 280 0 0 280 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 89.9 39.5 7.3 0.0 1.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8
Old : 100.0: 57.0 89.9 39.5 7.3 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 : 79.4 66.9 92.4 89.1 75.9 63.4 83.2 80.4
Old : 79.4 66.9 92.4 89.1 75.9 63.4 83.2 80.4
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 12, 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 : 126,767: 69,717 65,750 35,122 33,211 10,491 436 8,576 3,431 0 0 0: 7,570 5,308
Old : 126,767: 69,717 65,750 35,122 33,211 10,491 436 8,576 3,431 0 0 0: 7,570 5,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 65: -856 244 -453 0 183 30 36 -153 0 0 0: 1,314 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 51.9 27.7 26.2 8.3 0.3 6.8 2.7 0.0 0.0 0.0: 6.0 4.2
Old : 100.0: 55.0 51.9 27.7 26.2 8.3 0.3 6.8 2.7 0.0 0.0 0.0: 6.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 20 6 5 9 . . . 0 0 0:
Old : 37: 19 20 6 5 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.5 62.8 62.6 39.3 38.7 50.3 54.8
Old : 40.8 40.5 62.8 62.6 39.3 38.7 50.3 54.8
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 12, 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 : 103,280: 55,079 61,909 27,899 21,943 11,401 0 1,644 1,106 0 0 0: 7,795 5,277
Old : 103,280: 55,079 61,909 27,899 21,943 11,401 0 1,644 1,106 0 0 0: 7,795 5,277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -103: -151 111 0 0 0 0 -214 0 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 59.9 27.0 21.2 11.0 0.0 1.6 1.1 0.0 0.0 0.0: 7.5 5.1
Old : 100.0: 53.3 59.9 27.0 21.2 11.0 0.0 1.6 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 : 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 : 57.2 53.1 73.5 72.7 49.7 52.3 61.3 68.7
Old : 57.2 53.1 73.5 72.7 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 - Futures Only, October 12, 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 : 168,808: 91,324 68,677 31,269 64,538 22,281 5,762 1,443 5,819 0 0 0: 12,353 6,050
Old : 168,808: 91,324 68,677 31,269 64,538 22,281 5,762 1,443 5,819 0 0 0: 12,353 6,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 3,411: 1,541 1,241 1,262 476 1,303 379 1,443 -885 0 0 0: -189 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 40.7 18.5 38.2 13.2 3.4 0.9 3.4 0.0 0.0 0.0: 7.3 3.6
Old : 100.0: 54.1 40.7 18.5 38.2 13.2 3.4 0.9 3.4 0.0 0.0 0.0: 7.3 3.6
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 : 41: 23 21 5 9 9 . . . 0 0 0:
Old : 41: 23 21 5 9 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 32.8 55.2 56.9 25.9 26.7 39.5 45.5
Old : 32.3 32.8 55.2 56.9 25.9 26.7 39.5 45.5
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 - Futures Only, October 12, 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 : 2,644,528: 823,814 501,645 86,199 770,472 399,862 437,839 62,186 587,497 92,016 110,633 194,198: 23,103 18,035
Old : 2,644,528: 823,814 501,645 86,199 770,472 399,862 437,839 62,186 587,497 92,016 110,633 194,198: 23,103 18,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -15,706: 13,608 621 9,448 4,914 -5,045 -6,956 3,782 -19,287 -2,622 2,235 -2,406: -2,446 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 19.0 3.3 29.1 15.1 16.6 2.4 22.2 3.5 4.2 7.3: 0.9 0.7
Old : 100.0: 31.2 19.0 3.3 29.1 15.1 16.6 2.4 22.2 3.5 4.2 7.3: 0.9 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 : 174: 74 64 10 19 27 23 14 36 12 15 22:
Old : 174: 74 64 10 19 27 23 14 36 12 15 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 25.4 37.8 39.4 17.1 20.4 22.3 27.0
Old : 26.9 25.4 37.8 39.4 17.1 20.4 22.3 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 12, 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 : 928,624: 230,877 251,954 196,300 126,780 259,113 32,994 83,175 79,739 38,661 35,315 87,881: 3,059 4,667
Old : 928,624: 230,877 251,954 196,300 126,780 259,113 32,994 83,175 79,739 38,661 35,315 87,881: 3,059 4,667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 37,450: 21,135 12,932 -17,304 -10,316 14,249 1,521 10,000 3,194 4,580 -2,947 10,146: -71 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 27.1 21.1 13.7 27.9 3.6 9.0 8.6 4.2 3.8 9.5: 0.3 0.5
Old : 100.0: 24.9 27.1 21.1 13.7 27.9 3.6 9.0 8.6 4.2 3.8 9.5: 0.3 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 : 95: 23 21 13 8 18 9 15 16 12 14 23:
Old : 95: 23 21 13 8 18 9 15 16 12 14 23:
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 : 30.1 33.6 46.9 51.1 17.5 25.1 28.4 32.5
Old : 30.1 33.6 46.9 51.1 17.5 25.1 28.4 32.5
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 12, 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 : 26,245: 22,163 15,761 145 7,501 2,040 169 0 517 80 0 126: 1,005 300
Old : 26,245: 22,163 15,761 145 7,501 2,040 169 0 517 80 0 126: 1,005 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 427: 404 379 0 555 450 95 0 -36 -25 -470 -450: -11 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 60.1 0.6 28.6 7.8 0.6 0.0 2.0 0.3 0.0 0.5: 3.8 1.1
Old : 100.0: 84.4 60.1 0.6 28.6 7.8 0.6 0.0 2.0 0.3 0.0 0.5: 3.8 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 : 44: 26 22 . 7 6 . 0 4 . 0 .:
Old : 44: 26 22 . 7 6 . 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 : 38.0 44.5 59.9 69.2 26.7 37.1 40.0 50.8
Old : 38.0 44.5 59.9 69.2 26.7 37.1 40.0 50.8
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 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 14,867: 13,896 6,529 80 7,624 172 0 0 0 405 0 45: 269 497
Old : 14,867: 13,896 6,529 80 7,624 172 0 0 0 405 0 45: 269 497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,142: 1,007 347 80 1,015 35 0 0 0 -45 0 45: 20 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 43.9 0.5 51.3 1.2 0.0 0.0 0.0 2.7 0.0 0.3: 1.8 3.3
Old : 100.0: 93.5 43.9 0.5 51.3 1.2 0.0 0.0 0.0 2.7 0.0 0.3: 1.8 3.3
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 : 21: 11 10 . 4 . 0 0 0 . 0 .:
Old : 21: 11 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 : 69.2 65.1 91.7 88.8 63.1 65.0 81.1 80.8
Old : 69.2 65.1 91.7 88.8 63.1 65.0 81.1 80.8
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 12, 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 : 9,705: 7,537 6,180 85 1,215 1,603 111 0 147 0 0 0: 222 560
Old : 9,705: 7,537 6,180 85 1,215 1,603 111 0 147 0 0 0: 222 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 468: 395 219 -25 -35 218 -75 0 -5 0 -105 -40: 0 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 63.7 0.9 12.5 16.5 1.1 0.0 1.5 0.0 0.0 0.0: 2.3 5.8
Old : 100.0: 77.7 63.7 0.9 12.5 16.5 1.1 0.0 1.5 0.0 0.0 0.0: 2.3 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 : 32: 19 13 . 7 8 . 0 . 0 0 0:
Old : 32: 19 13 . 7 8 . 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 : 63.2 48.8 76.1 69.4 57.3 39.5 62.9 53.5
Old : 63.2 48.8 76.1 69.4 57.3 39.5 62.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 12, 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 : 10,207: 9,015 6,881 366 2,396 286 0 0 0 0 0 0: 540 644
Old : 10,207: 9,015 6,881 366 2,396 286 0 0 0 0 0 0: 540 644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 361: 361 80 0 321 -30 0 0 0 0 0 0: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 67.4 3.6 23.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 6.3
Old : 100.0: 88.3 67.4 3.6 23.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 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 : 25: 16 16 . 4 4 0 0 0 0 0 0:
Old : 25: 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 : 61.9 60.0 78.7 76.2 58.8 57.7 70.9 71.9
Old : 61.9 60.0 78.7 76.2 58.8 57.7 70.9 71.9
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 12, 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 : 4,456: 3,572 2,833 275 1,027 473 0 0 0 0 0 0: 136 123
Old : 4,456: 3,572 2,833 275 1,027 473 0 0 0 0 0 0: 136 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 70: 70 40 180 30 0 0 0 0 -180 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 63.6 6.2 23.0 10.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 2.8
Old : 100.0: 80.2 63.6 6.2 23.0 10.6 0.0 0.0 0.0 0.0 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 9 . 4 . 0 0 0 0 0 0:
Old : 21: 15 9 . 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 : 56.8 67.8 76.0 90.9 45.5 55.1 57.5 66.2
Old : 56.8 67.8 76.0 90.9 45.5 55.1 57.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010