NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 4,090,822: 1,441,166 1,067,577 153,923 847,817 618,017 352,730 31,177 1,220,967 24,445 37,703 236,293: 43,281 31,271 Old : 4,090,822: 1,441,166 1,067,577 153,923 847,817 618,017 352,730 31,177 1,220,967 24,445 37,703 236,293: 43,281 31,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -238,876: -145,889 -76,644 19,902 -61,843 -28,138 6,645 -8,433 -43,704 -14,517 12,325 -30,606: -2,569 -1,833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 26.1 3.8 20.7 15.1 8.6 0.8 29.8 0.6 0.9 5.8: 1.1 0.8 Old : 100.0: 35.2 26.1 3.8 20.7 15.1 8.6 0.8 29.8 0.6 0.9 5.8: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 215: 98 90 13 21 32 26 14 37 17 19 35: Old : 215: 98 90 13 21 32 26 14 37 17 19 35: 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 : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6 Old : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6 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, June 29, 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 : 759,921: 97,223 116,663 168,141 29,417 83,829 82,935 203,449 170,858 16,944 53,185 65,591: 74,400 36,929 Old : 759,921: 97,223 116,663 168,141 29,417 83,829 82,935 203,449 170,858 16,944 53,185 65,591: 74,400 36,929 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -65,865: 4,640 2,220 -2,725 -731 -5,580 -4,363 7,904 -51,199 6,076 -10,724 -7,828: -4,886 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 15.4 22.1 3.9 11.0 10.9 26.8 22.5 2.2 7.0 8.6: 9.8 4.9 Old : 100.0: 12.8 15.4 22.1 3.9 11.0 10.9 26.8 22.5 2.2 7.0 8.6: 9.8 4.9 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 : 266: 51 44 25 8 29 52 53 64 33 30 49: Old : 266: 51 44 25 8 29 52 53 64 33 30 49: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.5 30.4 29.0 42.6 13.5 24.3 19.5 29.9 Old : 17.5 30.4 29.0 42.6 13.5 24.3 19.5 29.9 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, June 29, 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 : 58,562: 37,063 24,770 4,746 16,891 5,718 1,095 0 1,986 0 0 0: 7,954 9,197 Old : 58,562: 37,063 24,770 4,746 16,891 5,718 1,095 0 1,986 0 0 0: 7,954 9,197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 44: 124 62 0 0 0 -16 0 0 0 0 0: -64 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 42.3 8.1 28.8 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.6 15.7 Old : 100.0: 63.3 42.3 8.1 28.8 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.6 15.7 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 : 25: 17 14 . 4 5 . 0 . 0 0 0: Old : 25: 17 14 . 4 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 : 45.1 46.5 63.0 66.7 37.4 39.2 49.4 49.3 Old : 45.1 46.5 63.0 66.7 37.4 39.2 49.4 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 39,478: 23,916 11,831 4,166 10,137 5,369 442 1,682 2,118 0 0 0: 3,467 8,341 Old : 39,478: 23,916 11,831 4,166 10,137 5,369 442 1,682 2,118 0 0 0: 3,467 8,341 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 1,691: 2,303 -204 -290 224 290 0 798 -457 0 0 0: -155 1,040 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 30.0 10.6 25.7 13.6 1.1 4.3 5.4 0.0 0.0 0.0: 8.8 21.1 Old : 100.0: 60.6 30.0 10.6 25.7 13.6 1.1 4.3 5.4 0.0 0.0 0.0: 8.8 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 10 . 4 5 . . . 0 0 0: Old : 23: 10 10 . 4 5 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 37.5 72.4 57.0 36.8 30.0 54.6 44.1 Old : 51.5 37.5 72.4 57.0 36.8 30.0 54.6 44.1 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, June 29, 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 : 68,098: 37,960 39,580 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878 Old : 68,098: 37,960 39,580 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 760: 760 760 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 58.1 23.9 14.9 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 18.9 Old : 100.0: 55.7 58.1 23.9 14.9 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 18.9 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 : 25: 13 15 . 4 4 0 0 0 0 0 0: Old : 25: 13 15 . 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 : 40.9 47.6 61.7 61.9 35.1 42.7 50.5 52.7 Old : 40.9 47.6 61.7 61.9 35.1 42.7 50.5 52.7 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, June 29, 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 : 73,960: 43,690 35,105 12,526 28,975 6,003 0 0 0 0 0 0: 11,741 3,877 Old : 73,960: 43,690 35,105 12,526 28,975 6,003 0 0 0 0 0 0: 11,741 3,877 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -54: -62 0 0 20 -12 0 0 0 0 0 0: 20 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 47.5 16.9 39.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.9 5.2 Old : 100.0: 59.1 47.5 16.9 39.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.9 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 : 22: 13 12 . 5 4 0 0 0 0 0 0: Old : 22: 13 12 . 5 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 : 45.3 51.6 64.0 76.1 40.6 47.5 56.0 65.5 Old : 45.3 51.6 64.0 76.1 40.6 47.5 56.0 65.5 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, June 29, 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 : 83,755: 51,310 52,882 12,635 10,610 3,117 1,336 456 6,902 0 0 0: 8,455 9,788 Old : 83,755: 51,310 52,882 12,635 10,610 3,117 1,336 456 6,902 0 0 0: 8,455 9,788 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -34: -77 235 72 0 0 -607 -738 397 0 0 0: 181 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 63.1 15.1 12.7 3.7 1.6 0.5 8.2 0.0 0.0 0.0: 10.1 11.7 Old : 100.0: 61.3 63.1 15.1 12.7 3.7 1.6 0.5 8.2 0.0 0.0 0.0: 10.1 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 17 4 4 4 . . 4 0 0 0: Old : 32: 15 17 4 4 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 : 44.2 42.1 63.2 60.5 41.7 38.9 56.2 52.5 Old : 44.2 42.1 63.2 60.5 41.7 38.9 56.2 52.5 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, June 29, 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 : 78,745: 63,610 32,251 3,750 17,712 853 1,325 9,268 2,053 0 0 0: 7,154 16,608 Old : 78,745: 63,610 32,251 3,750 17,712 853 1,325 9,268 2,053 0 0 0: 7,154 16,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 633: 129 -44 0 0 0 0 -127 432 0 0 0: 72 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 41.0 4.8 22.5 1.1 1.7 11.8 2.6 0.0 0.0 0.0: 9.1 21.1 Old : 100.0: 80.8 41.0 4.8 22.5 1.1 1.7 11.8 2.6 0.0 0.0 0.0: 9.1 21.1 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 : 25: 10 13 . 4 . . . . 0 0 0: Old : 25: 10 13 . 4 . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 41.9 79.9 58.8 57.3 41.8 70.3 53.9 Old : 60.7 41.9 79.9 58.8 57.3 41.8 70.3 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 78,927: 42,117 20,208 8,726 40,257 5,566 4,277 1,496 4,481 0 0 0: 13,760 6,919 Old : 78,927: 42,117 20,208 8,726 40,257 5,566 4,277 1,496 4,481 0 0 0: 13,760 6,919 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 129: 292 46 0 0 0 -5 0 -19 0 0 0: -139 102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 25.6 11.1 51.0 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.4 8.8 Old : 100.0: 53.4 25.6 11.1 51.0 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.4 8.8 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 : 29: 12 13 . 6 4 . . . 0 0 0: Old : 29: 12 13 . 6 4 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 48.1 59.1 66.6 30.7 46.4 48.8 63.5 Old : 35.1 48.1 59.1 66.6 30.7 46.4 48.8 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85 Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 36,922: 25,986 30,968 3,734 1,454 1,840 0 0 0 0 0 0: 5,362 2,660 Old : 36,922: 25,986 30,968 3,734 1,454 1,840 0 0 0 0 0 0: 5,362 2,660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -283: -372 -434 0 0 0 0 0 0 0 0 0: 89 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 83.9 10.1 3.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 7.2 Old : 100.0: 70.4 83.9 10.1 3.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 7.2 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 : 21: 13 14 . . . 0 0 0 0 0 0: Old : 21: 13 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 54.9 67.8 74.2 40.2 44.2 55.0 57.5 Old : 41.4 54.9 67.8 74.2 40.2 44.2 55.0 57.5 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, June 29, 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 : 75,362: 50,184 55,642 23,622 16,662 244 0 0 0 0 0 0: 1,312 2,814 Old : 75,362: 50,184 55,642 23,622 16,662 244 0 0 0 0 0 0: 1,312 2,814 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 4,696: 5,064 2,960 0 1,736 0 0 0 0 0 0 0: -368 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 73.8 31.3 22.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 3.7 Old : 100.0: 66.6 73.8 31.3 22.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 14 . 5 . 0 0 0 0 0 0: Old : 25: 15 14 . 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 : 65.1 51.0 82.2 77.7 54.6 46.1 67.6 63.3 Old : 65.1 51.0 82.2 77.7 54.6 46.1 67.6 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 164,462: 95,231 99,923 37,275 32,888 15,260 5,643 6,259 4,735 0 0 0: 6,318 5,397 Old : 164,462: 95,231 99,923 37,275 32,888 15,260 5,643 6,259 4,735 0 0 0: 6,318 5,397 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 1,509: 846 640 439 1,283 -105 62 0 -225 0 0 0: 492 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 60.8 22.7 20.0 9.3 3.4 3.8 2.9 0.0 0.0 0.0: 3.8 3.3 Old : 100.0: 57.9 60.8 22.7 20.0 9.3 3.4 3.8 2.9 0.0 0.0 0.0: 3.8 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 : 46: 25 27 8 4 9 4 . 4 0 0 0: Old : 46: 25 27 8 4 9 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 : 35.2 41.2 53.3 60.1 32.2 39.3 45.4 51.5 Old : 35.2 41.2 53.3 60.1 32.2 39.3 45.4 51.5 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 - Futures Only, June 29, 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 : 125,804: 65,926 73,173 32,737 29,419 13,041 1,550 1,922 1,955 0 0 0: 10,595 6,294 Old : 125,804: 65,926 73,173 32,737 29,419 13,041 1,550 1,922 1,955 0 0 0: 10,595 6,294 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 2,072: 3,669 1,630 -1,309 0 49 0 730 -337 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 58.2 26.0 23.4 10.4 1.2 1.5 1.6 0.0 0.0 0.0: 8.4 5.0 Old : 100.0: 52.4 58.2 26.0 23.4 10.4 1.2 1.5 1.6 0.0 0.0 0.0: 8.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 11 8 4 9 . . . 0 0 0: Old : 32: 15 11 8 4 9 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 50.9 65.7 75.1 43.3 50.5 53.2 69.8 Old : 51.5 50.9 65.7 75.1 43.3 50.5 53.2 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 217,190: 121,555 97,379 31,688 72,134 31,752 8,495 0 9,698 0 0 0: 14,002 6,227 Old : 217,190: 121,555 97,379 31,688 72,134 31,752 8,495 0 9,698 0 0 0: 14,002 6,227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 801: 1,214 1,099 0 -1,284 1,070 -1,371 0 443 0 0 0: -555 -527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 44.8 14.6 33.2 14.6 3.9 0.0 4.5 0.0 0.0 0.0: 6.4 2.9 Old : 100.0: 56.0 44.8 14.6 33.2 14.6 3.9 0.0 4.5 0.0 0.0 0.0: 6.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 26 27 5 10 10 4 0 4 0 0 0: Old : 49: 26 27 5 10 10 4 0 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 : 33.8 27.7 53.0 48.2 24.6 22.9 35.9 39.0 Old : 33.8 27.7 53.0 48.2 24.6 22.9 35.9 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Disaggregated Commitments of Traders - Futures Only, June 29, 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 : 50,745: 35,447 21,635 6,279 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,376 Old : 50,745: 35,447 21,635 6,279 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,376 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 2,202: 62 2,140 2,140 0 0 0 0 0 0 0 0: 0 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 42.6 12.4 30.5 8.2 0.0 5.5 2.6 0.0 0.0 0.0: 7.0 10.6 Old : 100.0: 69.9 42.6 12.4 30.5 8.2 0.0 5.5 2.6 0.0 0.0 0.0: 7.0 10.6 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 6 . 4 4 0 . . 0 0 0: Old : 20: 11 6 . 4 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 57.0 70.4 78.1 41.4 46.7 60.8 64.8 Old : 45.1 57.0 70.4 78.1 41.4 46.7 60.8 64.8 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, June 29, 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 : 2,631,096: 786,707 513,377 64,587 905,385 336,723 574,432 59,865 505,335 125,790 87,235 209,196: 28,326 13,980 Old : 2,631,096: 786,707 513,377 64,587 905,385 336,723 574,432 59,865 505,335 125,790 87,235 209,196: 28,326 13,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -175,714: -26,211 -13,592 -12,723 -14,764 -14,485 937 -902 -123,743 3,556 -3,645 -4,332: 1,287 -251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 19.5 2.5 34.4 12.8 21.8 2.3 19.2 4.8 3.3 8.0: 1.1 0.5 Old : 100.0: 29.9 19.5 2.5 34.4 12.8 21.8 2.3 19.2 4.8 3.3 8.0: 1.1 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 : 179: 81 73 9 21 26 25 13 34 12 12 24: Old : 179: 81 73 9 21 26 25 13 34 12 12 24: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 28.3 42.6 41.7 21.8 23.3 28.0 31.5 Old : 32.2 28.3 42.6 41.7 21.8 23.3 28.0 31.5 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, June 29, 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 : 947,960: 164,522 266,095 340,693 187,586 181,366 62,589 83,069 53,904 57,877 87,988 83,455: 3,554 4,497 Old : 947,960: 164,522 266,095 340,693 187,586 181,366 62,589 83,069 53,904 57,877 87,988 83,455: 3,554 4,497 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -84,132: -4,683 -6,840 11,642 -1,462 -21,950 -29,936 -2,148 -20,890 -12,529 -25,253 -5,959: 173 370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 28.1 35.9 19.8 19.1 6.6 8.8 5.7 6.1 9.3 8.8: 0.4 0.5 Old : 100.0: 17.4 28.1 35.9 19.8 19.1 6.6 8.8 5.7 6.1 9.3 8.8: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 92: 26 23 11 9 17 9 16 19 16 5 19: Old : 92: 26 23 11 9 17 9 16 19 16 5 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 43.0 50.3 57.8 27.6 36.7 38.2 44.7 Old : 35.6 43.0 50.3 57.8 27.6 36.7 38.2 44.7 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, June 29, 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 : 22,285: 19,617 13,647 130 6,778 1,486 0 28 55 35 0 70: 892 221 Old : 22,285: 19,617 13,647 130 6,778 1,486 0 28 55 35 0 70: 892 221 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 138: 305 -203 45 613 -273 0 0 1 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.0 61.2 0.6 30.4 6.7 0.0 0.1 0.2 0.2 0.0 0.3: 4.0 1.0 Old : 100.0: 88.0 61.2 0.6 30.4 6.7 0.0 0.1 0.2 0.2 0.0 0.3: 4.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 33 27 . 6 6 0 . . . 0 .: Old : 43: 33 27 . 6 6 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 43.8 58.5 66.6 33.5 38.2 43.9 50.5 Old : 36.6 43.8 58.5 66.6 33.5 38.2 43.9 50.5 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, June 29, 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 : 16,616: 15,365 9,110 0 7,062 388 0 0 0 185 0 0: 678 56 Old : 16,616: 15,365 9,110 0 7,062 388 0 0 0 185 0 0: 678 56 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 231: 291 -135 0 465 -75 0 0 0 0 0 0: 15 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.5 54.8 0.0 42.5 2.3 0.0 0.0 0.0 1.1 0.0 0.0: 4.1 0.3 Old : 100.0: 92.5 54.8 0.0 42.5 2.3 0.0 0.0 0.0 1.1 0.0 0.0: 4.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 0 8 4 0 0 0 . 0 0: Old : 24: 13 12 0 8 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 60.0 89.3 81.7 56.6 56.0 67.0 66.9 Old : 69.9 60.0 89.3 81.7 56.6 56.0 67.0 66.9 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, June 29, 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 : 10,365: 8,265 6,966 0 1,504 1,790 0 17 13 0 0 0: 297 75 Old : 10,365: 8,265 6,966 0 1,504 1,790 0 17 13 0 0 0: 297 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : -5: 10 -30 0 0 10 0 10 -10 0 0 0: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 67.2 0.0 14.5 17.3 0.0 0.2 0.1 0.0 0.0 0.0: 2.9 0.7 Old : 100.0: 79.7 67.2 0.0 14.5 17.3 0.0 0.2 0.1 0.0 0.0 0.0: 2.9 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 : 27: 12 15 0 6 4 0 . . 0 0 0: Old : 27: 12 15 0 6 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 47.3 87.7 71.1 68.5 42.7 71.3 59.6 Old : 74.5 47.3 87.7 71.1 68.5 42.7 71.3 59.6 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, June 29, 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 : 10,522: 8,702 7,480 230 1,229 1,125 0 0 0 0 0 0: 465 688 Old : 10,522: 8,702 7,480 230 1,229 1,125 0 0 0 0 0 0: 465 688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 22, 2010 : : 152: 117 -8 0 160 -70 0 0 0 0 0 0: 105 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 71.1 2.2 11.7 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.5 Old : 100.0: 82.7 71.1 2.2 11.7 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.5 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 : 30: 20 14 . 5 6 0 0 0 0 0 0: Old : 30: 20 14 . 5 6 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 : 46.3 52.2 68.1 72.9 34.8 43.4 50.6 52.6 Old : 46.3 52.2 68.1 72.9 34.8 43.4 50.6 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010