NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 873,896: 111,317 127,325 194,122 75,262 92,532 133,904 238,846 152,023 29,921 58,584 83,487: 76,590 45,837 Old : 873,896: 111,317 127,325 194,122 75,262 92,532 133,904 238,846 152,023 29,921 58,584 83,487: 76,590 45,837 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2010 : : 5,407: -1,255 -5,885 3,717 -1,038 9,968 -4,408 -2,364 -4,025 566 3,503 6,030: -5,186 -782 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 14.6 22.2 8.6 10.6 15.3 27.3 17.4 3.4 6.7 9.6: 8.8 5.2 Old : 100.0: 12.7 14.6 22.2 8.6 10.6 15.3 27.3 17.4 3.4 6.7 9.6: 8.8 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 301: 57 46 26 11 31 51 72 76 36 34 61: Old : 301: 57 46 26 11 31 51 72 76 36 34 61: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.0 22.9 29.8 39.3 17.3 18.3 25.2 27.4 Old : 18.0 22.9 29.8 39.3 17.3 18.3 25.2 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Disaggregated Commitments of Traders - Options and Futures Combined, October 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 : 49,787: 27,661 25,712 6,222 13,504 3,175 0 1,185 594 0 0 0: 12,135 5,617 Old : 49,787: 27,661 25,712 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 : : -3,627: -3,959 -1,116 372 -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: 55.6 51.6 12.5 27.1 6.4 0.0 2.4 1.2 0.0 0.0 0.0: 24.4 11.3 Old : 100.0: 55.6 51.6 12.5 27.1 6.4 0.0 2.4 1.2 0.0 0.0 0.0: 24.4 11.3 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 : 20: 11 13 . . . 0 . . 0 0 0: Old : 20: 11 13 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 49.1 65.8 72.0 40.1 46.6 49.8 56.6 Old : 50.2 49.1 65.8 72.0 40.1 46.6 49.8 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Disaggregated Commitments of Traders - Options and Futures Combined, October 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 1,716,232: 324,843 304,385 66,428 65,826 670,253 21,972 89,249 180,871 54,720 9,291 390,154: 6,991 6,204 Old : 1,716,232: 324,843 304,385 66,428 65,826 670,253 21,972 89,249 180,871 54,720 9,291 390,154: 6,991 6,204 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2010 : : 39,837: 4,396 7,738 -2,364 775 12,787 526 -2,445 6,800 4,826 1,140 12,690: 175 351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 17.7 3.9 3.8 39.1 1.3 5.2 10.5 3.2 0.5 22.7: 0.4 0.4 Old : 100.0: 18.9 17.7 3.9 3.8 39.1 1.3 5.2 10.5 3.2 0.5 22.7: 0.4 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 : 141: 38 39 11 13 23 19 21 29 29 6 29: Old : 141: 38 39 11 13 23 19 21 29 29 6 29: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 34.0 55.3 52.0 6.1 5.0 7.7 7.1 Old : 33.3 34.0 55.3 52.0 6.1 5.0 7.7 7.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Disaggregated Commitments of Traders - Options and Futures Combined, October 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 : 34,213: 6,647 3,790 6,605 1,244 3,854 273 6,644 12,656 1,027 2,863 2,870: 280 292 Old : 34,213: 6,647 3,790 6,605 1,244 3,854 273 6,644 12,656 1,027 2,863 2,870: 280 292 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2010 : : 1,455: 372 66 128 -41 -186 -92 955 479 582 -72 132: 40 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 11.1 19.3 3.6 11.3 0.8 19.4 37.0 3.0 8.4 8.4: 0.8 0.9 Old : 100.0: 19.4 11.1 19.3 3.6 11.3 0.8 19.4 37.0 3.0 8.4 8.4: 0.8 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 9 6 . 4 . . 6 6 . . .: Old : 27: 9 6 . 4 . . 6 6 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 69.2 91.7 89.1 27.2 28.5 31.1 30.9 Old : 71.8 69.2 91.7 89.1 27.2 28.5 31.1 30.9 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 129,883: 72,833 68,723 35,122 33,211 10,491 436 8,576 3,431 0 0 0: 7,570 5,451 Old : 129,883: 72,833 68,723 35,122 33,211 10,491 436 8,576 3,431 0 0 0: 7,570 5,451 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2010 : : -396: -1,317 -360 -453 0 183 30 36 -153 0 0 0: 1,314 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 52.9 27.0 25.6 8.1 0.3 6.6 2.6 0.0 0.0 0.0: 5.8 4.2 Old : 100.0: 56.1 52.9 27.0 25.6 8.1 0.3 6.6 2.6 0.0 0.0 0.0: 5.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 39.8 39.5 61.3 61.1 38.1 37.8 49.7 53.5 Old : 39.8 39.5 61.3 61.1 38.1 37.8 49.7 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Disaggregated Commitments of Traders - Options and Futures Combined, October 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 - Options and Futures Combined, 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 : 169,241: 91,324 69,110 31,269 64,538 22,281 5,762 1,010 6,252 0 0 0: 12,353 6,050 Old : 169,241: 91,324 69,110 31,269 64,538 22,281 5,762 1,010 6,252 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 : : 1,447: -71 888 1,262 476 1,303 -406 -602 -452 0 0 0: -189 -167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 40.8 18.5 38.1 13.2 3.4 0.6 3.7 0.0 0.0 0.0: 7.3 3.6 Old : 100.0: 54.0 40.8 18.5 38.1 13.2 3.4 0.6 3.7 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 : 32.2 32.8 55.0 56.8 25.8 26.6 39.4 45.4 Old : 32.2 32.8 55.0 56.8 25.8 26.6 39.4 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Options and Futures Combined, October 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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