NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 4,165,978: 1,583,081 1,099,908 160,562 875,901 635,068 237,309 25,135 1,188,766 54,379 42,289 262,931: 43,882 35,980
Old : 4,165,978: 1,583,081 1,099,908 160,562 875,901 635,068 237,309 25,135 1,188,766 54,379 42,289 262,931: 43,882 35,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -94,092: 52,290 52,635 3,689 28,681 -11,879 -1,478 2,876 -131,516 37,727 1,547 -15,775: -27,150 -20,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 26.4 3.9 21.0 15.2 5.7 0.6 28.5 1.3 1.0 6.3: 1.1 0.9
Old : 100.0: 38.0 26.4 3.9 21.0 15.2 5.7 0.6 28.5 1.3 1.0 6.3: 1.1 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 : 224: 107 95 15 20 33 23 16 36 19 20 34:
Old : 224: 107 95 15 20 33 23 16 36 19 20 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 : 23.7 24.3 40.2 40.2 9.8 14.6 14.4 19.9
Old : 23.7 24.3 40.2 40.2 9.8 14.6 14.4 19.9
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, July 27, 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 : 764,029: 94,814 111,861 174,916 33,891 69,338 86,739 190,413 191,782 12,126 62,555 65,736: 68,578 38,453
Old : 764,029: 94,814 111,861 174,916 33,891 69,338 86,739 190,413 191,782 12,126 62,555 65,736: 68,578 38,453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -21,486: -8,533 -6,886 882 -1,042 -2,583 6,858 -10,510 -1,663 -7,968 7,523 -4,961: -3,518 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 14.6 22.9 4.4 9.1 11.4 24.9 25.1 1.6 8.2 8.6: 9.0 5.0
Old : 100.0: 12.4 14.6 22.9 4.4 9.1 11.4 24.9 25.1 1.6 8.2 8.6: 9.0 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 : 264: 52 41 24 10 28 52 56 74 20 34 49:
Old : 264: 52 41 24 10 28 52 56 74 20 34 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 : 16.3 29.4 27.6 41.2 13.6 20.3 19.7 28.0
Old : 16.3 29.4 27.6 41.2 13.6 20.3 19.7 28.0
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, July 27, 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 : 56,025: 35,621 25,854 5,118 15,826 5,338 576 25 1,961 0 0 0: 7,411 7,021
Old : 56,025: 35,621 25,854 5,118 15,826 5,338 576 25 1,961 0 0 0: 7,411 7,021
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 150: 61 151 0 0 0 -139 25 -25 0 0 0: 253 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 46.1 9.1 28.2 9.5 1.0 0.0 3.5 0.0 0.0 0.0: 13.2 12.5
Old : 100.0: 63.6 46.1 9.1 28.2 9.5 1.0 0.0 3.5 0.0 0.0 0.0: 13.2 12.5
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 : 25: 18 14 . 4 5 . . . 0 0 0:
Old : 25: 18 14 . 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 : 44.7 47.3 63.0 66.9 37.3 40.4 49.6 50.3
Old : 44.7 47.3 63.0 66.9 37.3 40.4 49.6 50.3
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, July 27, 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 : 37,785: 20,976 11,832 3,755 9,425 5,978 178 0 3,156 0 0 0: 3,742 7,394
Old : 37,785: 20,976 11,832 3,755 9,425 5,978 178 0 3,156 0 0 0: 3,742 7,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 773: 151 313 154 0 430 -499 0 673 0 0 0: -136 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 31.3 9.9 24.9 15.8 0.5 0.0 8.4 0.0 0.0 0.0: 9.9 19.6
Old : 100.0: 55.5 31.3 9.9 24.9 15.8 0.5 0.0 8.4 0.0 0.0 0.0: 9.9 19.6
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 : 22: 10 11 . . 4 . 0 . 0 0 0:
Old : 22: 10 11 . . 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 : 49.3 35.9 74.2 57.0 32.6 29.7 48.5 38.7
Old : 49.3 35.9 74.2 57.0 32.6 29.7 48.5 38.7
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, July 27, 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 : 65,382: 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0: 8,530 13,159
Old : 65,382: 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0: 8,530 13,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 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: 57.1 55.3 21.9 16.6 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 20.1
Old : 100.0: 57.1 55.3 21.9 16.6 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 4 4 4 0 0 0 0 0 0:
Old : 26: 13 15 4 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 : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 50.4
Old : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 50.4
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, July 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 69,994: 38,755 33,240 16,114 27,549 5,937 0 0 0 0 0 0: 9,188 3,268
Old : 69,994: 38,755 33,240 16,114 27,549 5,937 0 0 0 0 0 0: 9,188 3,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 207: 207 307 0 0 0 0 0 0 0 0 0: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 47.5 23.0 39.4 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 4.7
Old : 100.0: 55.4 47.5 23.0 39.4 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 4.7
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: 13 12 . 5 5 0 0 0 0 0 0:
Old : 25: 13 12 . 5 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 : 46.1 51.4 64.7 76.4 40.8 47.4 55.8 65.4
Old : 46.1 51.4 64.7 76.4 40.8 47.4 55.8 65.4
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, July 27, 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 : 77,669: 46,931 51,151 12,508 9,408 2,376 2,297 0 5,881 0 0 0: 7,676 8,853
Old : 77,669: 46,931 51,151 12,508 9,408 2,376 2,297 0 5,881 0 0 0: 7,676 8,853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,184: 485 1,234 120 0 -120 462 -177 206 0 0 0: 31 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 65.9 16.1 12.1 3.1 3.0 0.0 7.6 0.0 0.0 0.0: 9.9 11.4
Old : 100.0: 60.4 65.9 16.1 12.1 3.1 3.0 0.0 7.6 0.0 0.0 0.0: 9.9 11.4
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 : 34: 18 18 . 5 4 4 0 4 0 0 0:
Old : 34: 18 18 . 5 4 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 : 45.1 44.0 61.5 59.6 42.6 40.4 52.6 51.6
Old : 45.1 44.0 61.5 59.6 42.6 40.4 52.6 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 73,566: 62,468 30,851 3,471 13,854 985 736 10,162 1,172 0 0 0: 4,734 16,542
Old : 73,566: 62,468 30,851 3,471 13,854 985 736 10,162 1,172 0 0 0: 4,734 16,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -853: -478 134 276 0 132 0 -612 -507 0 0 0: -276 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 41.9 4.7 18.8 1.3 1.0 13.8 1.6 0.0 0.0 0.0: 6.4 22.5
Old : 100.0: 84.9 41.9 4.7 18.8 1.3 1.0 13.8 1.6 0.0 0.0 0.0: 6.4 22.5
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 : 25: 11 14 . . . . . . 0 0 0:
Old : 25: 11 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 : 64.4 41.3 82.9 57.1 60.2 40.0 71.8 51.8
Old : 64.4 41.3 82.9 57.1 60.2 40.0 71.8 51.8
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, July 27, 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 : 75,835: 40,723 23,999 9,728 37,619 4,923 6,351 1,458 3,301 0 0 0: 10,809 4,535
Old : 75,835: 40,723 23,999 9,728 37,619 4,923 6,351 1,458 3,301 0 0 0: 10,809 4,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 716: 1,412 1,553 0 0 0 -633 0 437 0 0 0: -500 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 31.6 12.8 49.6 6.5 8.4 1.9 4.4 0.0 0.0 0.0: 14.3 6.0
Old : 100.0: 53.7 31.6 12.8 49.6 6.5 8.4 1.9 4.4 0.0 0.0 0.0: 14.3 6.0
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: 17 15 4 5 4 4 . 4 0 0 0:
Old : 32: 17 15 4 5 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 : 35.7 53.0 57.4 70.8 31.7 50.8 49.0 67.7
Old : 35.7 53.0 57.4 70.8 31.7 50.8 49.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 30,016: 16,818 21,382 8,220 1,802 552 2,200 0 0 0 0 0: 2,226 6,280
Old : 30,016: 16,818 21,382 8,220 1,802 552 2,200 0 0 0 0 0: 2,226 6,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 0: 434 -62 0 0 0 -558 0 0 0 0 0: 124 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 71.2 27.4 6.0 1.8 7.3 0.0 0.0 0.0 0.0 0.0: 7.4 20.9
Old : 100.0: 56.0 71.2 27.4 6.0 1.8 7.3 0.0 0.0 0.0 0.0 0.0: 7.4 20.9
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 : 20: 10 10 . . . . 0 0 0 0 0:
Old : 20: 10 10 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 52.1 81.0 68.8 58.4 48.3 77.7 63.7
Old : 61.0 52.1 81.0 68.8 58.4 48.3 77.7 63.7
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, July 27, 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 : 32,404: 21,816 23,683 3,517 2,616 1,592 0 0 0 0 0 0: 5,479 4,513
Old : 32,404: 21,816 23,683 3,517 2,616 1,592 0 0 0 0 0 0: 5,479 4,513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -217: -155 -217 -62 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 73.1 10.9 8.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 13.9
Old : 100.0: 67.3 73.1 10.9 8.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 13.9
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 : 20: 11 12 . . . 0 0 0 0 0 0:
Old : 20: 11 12 . . . 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 : 45.1 55.2 71.5 72.2 41.3 45.1 54.3 57.4
Old : 45.1 55.2 71.5 72.2 41.3 45.1 54.3 57.4
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, July 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 67,809: 44,011 53,235 22,382 11,950 244 0 0 0 0 0 0: 1,172 2,380
Old : 67,809: 44,011 53,235 22,382 11,950 244 0 0 0 0 0 0: 1,172 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,282: 1,096 1,654 0 -372 0 0 0 0 0 0 0: 186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 78.5 33.0 17.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 3.5
Old : 100.0: 64.9 78.5 33.0 17.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 3.5
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 : 27: 14 15 . 5 . 0 0 0 0 0 0:
Old : 27: 14 15 . 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 : 67.6 54.5 85.1 77.2 58.8 50.9 69.1 64.6
Old : 67.6 54.5 85.1 77.2 58.8 50.9 69.1 64.6
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, July 27, 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 : 154,646: 84,368 89,647 40,079 33,382 15,511 4,760 6,731 4,226 0 0 0: 5,702 5,149
Old : 154,646: 84,368 89,647 40,079 33,382 15,511 4,760 6,731 4,226 0 0 0: 5,702 5,149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 518: 0 90 368 0 -31 -128 122 122 0 0 0: 187 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 58.0 25.9 21.6 10.0 3.1 4.4 2.7 0.0 0.0 0.0: 3.7 3.3
Old : 100.0: 54.6 58.0 25.9 21.6 10.0 3.1 4.4 2.7 0.0 0.0 0.0: 3.7 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 : 45: 24 25 9 4 10 4 . 4 0 0 0:
Old : 45: 24 25 9 4 10 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 : 35.5 40.4 54.4 61.3 32.9 39.5 45.8 52.6
Old : 35.5 40.4 54.4 61.3 32.9 39.5 45.8 52.6
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, July 27, 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 : 121,205: 65,343 69,198 29,779 27,981 14,024 1,147 3,535 783 0 0 0: 10,129 5,684
Old : 121,205: 65,343 69,198 29,779 27,981 14,024 1,147 3,535 783 0 0 0: 10,129 5,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -62: -93 -968 0 906 0 0 0 0 0 0 0: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 57.1 24.6 23.1 11.6 0.9 2.9 0.6 0.0 0.0 0.0: 8.4 4.7
Old : 100.0: 53.9 57.1 24.6 23.1 11.6 0.9 2.9 0.6 0.0 0.0 0.0: 8.4 4.7
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 : 31: 14 11 8 4 9 . . . 0 0 0:
Old : 31: 14 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 : 52.6 51.2 67.2 74.6 44.8 50.9 55.6 70.2
Old : 52.6 51.2 67.2 74.6 44.8 50.9 55.6 70.2
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, July 27, 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 : 203,502: 111,644 87,895 31,546 69,248 29,206 4,982 124 10,273 0 0 0: 15,851 6,756
Old : 203,502: 111,644 87,895 31,546 69,248 29,206 4,982 124 10,273 0 0 0: 15,851 6,756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -584: -970 -106 1,160 -183 -488 -419 124 133 0 0 0: 0 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 43.2 15.5 34.0 14.4 2.4 0.1 5.0 0.0 0.0 0.0: 7.8 3.3
Old : 100.0: 54.9 43.2 15.5 34.0 14.4 2.4 0.1 5.0 0.0 0.0 0.0: 7.8 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 : 48: 27 26 5 10 10 . . . 0 0 0:
Old : 48: 27 26 5 10 10 . . . 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 : 34.0 27.5 53.0 47.5 25.2 22.7 36.9 38.9
Old : 34.0 27.5 53.0 47.5 25.2 22.7 36.9 38.9
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, July 27, 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 : 47,123: 32,757 19,745 5,919 14,722 4,000 0 2,787 1,220 0 0 0: 3,227 4,649
Old : 47,123: 32,757 19,745 5,919 14,722 4,000 0 2,787 1,220 0 0 0: 3,227 4,649
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 61: 61 -91 0 0 0 0 152 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 41.9 12.6 31.2 8.5 0.0 5.9 2.6 0.0 0.0 0.0: 6.8 9.9
Old : 100.0: 69.5 41.9 12.6 31.2 8.5 0.0 5.9 2.6 0.0 0.0 0.0: 6.8 9.9
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 : 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 : 47.4 58.0 70.7 79.7 43.0 46.5 61.1 64.6
Old : 47.4 58.0 70.7 79.7 43.0 46.5 61.1 64.6
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, July 27, 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 : 2,752,721: 838,956 496,939 68,676 899,814 367,760 542,035 70,486 568,683 118,923 102,094 226,351: 21,337 20,594
Old : 2,752,721: 838,956 496,939 68,676 899,814 367,760 542,035 70,486 568,683 118,923 102,094 226,351: 21,337 20,594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 42,678: 20,588 5,468 8,743 13,039 -2,125 570 2,898 16,045 430 -797 7,434: -9,007 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 18.1 2.5 32.7 13.4 19.7 2.6 20.7 4.3 3.7 8.2: 0.8 0.7
Old : 100.0: 30.5 18.1 2.5 32.7 13.4 19.7 2.6 20.7 4.3 3.7 8.2: 0.8 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 : 193: 87 72 10 21 28 24 16 36 13 14 26:
Old : 193: 87 72 10 21 28 24 16 36 13 14 26:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 27.6 40.3 41.0 19.6 22.1 26.3 30.1
Old : 30.4 27.6 40.3 41.0 19.6 22.1 26.3 30.1
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, July 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,037,762: 184,890 275,122 307,644 204,336 214,661 73,591 92,081 65,297 84,148 78,355 104,211: 3,320 3,699
Old : 1,037,762: 184,890 275,122 307,644 204,336 214,661 73,591 92,081 65,297 84,148 78,355 104,211: 3,320 3,699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 13,682: -1,057 5,452 121 8,929 -6,404 -5,250 -743 8,738 7,719 -11,903 9,066: 749 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 26.5 29.6 19.7 20.7 7.1 8.9 6.3 8.1 7.6 10.0: 0.3 0.4
Old : 100.0: 17.8 26.5 29.6 19.7 20.7 7.1 8.9 6.3 8.1 7.6 10.0: 0.3 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 : 99: 24 24 11 9 18 12 15 22 20 7 25:
Old : 99: 24 24 11 9 18 12 15 22 20 7 25:
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 : 33.9 38.3 48.2 53.4 21.9 31.6 31.9 40.5
Old : 33.9 38.3 48.2 53.4 21.9 31.6 31.9 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 21,974: 19,047 13,543 180 6,413 1,618 49 0 125 60 0 45: 850 230
Old : 21,974: 19,047 13,543 180 6,413 1,618 49 0 125 60 0 45: 850 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 727: 786 866 -45 -135 -54 15 0 -10 0 0 0: 35 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 61.6 0.8 29.2 7.4 0.2 0.0 0.6 0.3 0.0 0.2: 3.9 1.0
Old : 100.0: 86.7 61.6 0.8 29.2 7.4 0.2 0.0 0.6 0.3 0.0 0.2: 3.9 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 : 40: 30 24 . 5 4 . 0 . . 0 .:
Old : 40: 30 24 . 5 4 . 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 : 35.3 48.6 58.3 70.4 33.3 41.9 44.4 53.5
Old : 35.3 48.6 58.3 70.4 33.3 41.9 44.4 53.5
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, July 27, 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 : 16,776: 15,455 8,882 0 6,682 689 0 0 0 185 0 0: 447 523
Old : 16,776: 15,455 8,882 0 6,682 689 0 0 0 185 0 0: 447 523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 52.9 0.0 39.8 4.1 0.0 0.0 0.0 1.1 0.0 0.0: 2.7 3.1
Old : 100.0: 92.1 52.9 0.0 39.8 4.1 0.0 0.0 0.0 1.1 0.0 0.0: 2.7 3.1
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 : 20: 13 11 0 5 . 0 0 0 . 0 0:
Old : 20: 13 11 0 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 60.8 87.8 81.6 59.3 54.9 70.3 65.5
Old : 69.5 60.8 87.8 81.6 59.3 54.9 70.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 9,713: 7,628 6,375 0 1,550 1,538 8 0 80 0 0 0: 459 170
Old : 9,713: 7,628 6,375 0 1,550 1,538 8 0 80 0 0 0: 459 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 145: 101 161 0 25 34 -25 0 0 0 0 0: 35 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 65.6 0.0 16.0 15.8 0.1 0.0 0.8 0.0 0.0 0.0: 4.7 1.8
Old : 100.0: 78.5 65.6 0.0 16.0 15.8 0.1 0.0 0.8 0.0 0.0 0.0: 4.7 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 : 25: 13 14 0 6 5 . 0 . 0 0 0:
Old : 25: 13 14 0 6 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 : 72.9 51.0 85.4 76.4 67.0 46.9 72.1 66.7
Old : 72.9 51.0 85.4 76.4 67.0 46.9 72.1 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 10,061: 8,580 7,430 393 1,356 760 0 0 0 0 0 0: 328 515
Old : 10,061: 8,580 7,430 393 1,356 760 0 0 0 0 0 0: 328 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 273: 235 312 5 -129 -5 0 0 0 0 0 0: 38 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 73.8 3.9 13.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 5.1
Old : 100.0: 85.3 73.8 3.9 13.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 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 : 25: 16 14 . . 4 0 0 0 0 0 0:
Old : 25: 16 14 . . 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 : 49.7 56.7 70.2 77.4 39.3 48.8 53.7 60.0
Old : 49.7 56.7 70.2 77.4 39.3 48.8 53.7 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, July 27, 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 : 3,893: 3,116 1,990 0 1,205 444 0 0 0 0 0 0: 333 254
Old : 3,893: 3,116 1,990 0 1,205 444 0 0 0 0 0 0: 333 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 51.1 0.0 31.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 6.5
Old : 100.0: 80.0 51.1 0.0 31.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 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 : 20: 13 8 0 5 4 0 0 0 0 0 0:
Old : 20: 13 8 0 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 : 46.8 60.7 69.7 82.3 42.3 51.1 56.4 62.6
Old : 46.8 60.7 69.7 82.3 42.3 51.1 56.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010