NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 3, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 3,971,710: 1,503,578 1,036,112 146,250 862,652 608,415 235,493 18,563 1,117,195 58,753 37,249 261,479: 40,547 30,045
Old : 3,971,710: 1,503,578 1,036,112 146,250 862,652 608,415 235,493 18,563 1,117,195 58,753 37,249 261,479: 40,547 30,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -194,268: -79,503 -63,796 -14,312 -13,249 -26,653 -1,816 -6,572 -71,571 4,374 -5,040 -1,452: -3,335 -5,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 26.1 3.7 21.7 15.3 5.9 0.5 28.1 1.5 0.9 6.6: 1.0 0.8
Old : 100.0: 37.9 26.1 3.7 21.7 15.3 5.9 0.5 28.1 1.5 0.9 6.6: 1.0 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 : 221: 100 93 15 20 33 25 15 37 23 16 34:
Old : 221: 100 93 15 20 33 25 15 37 23 16 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 : 22.6 22.7 39.3 38.9 9.8 15.5 14.9 20.8
Old : 22.6 22.7 39.3 38.9 9.8 15.5 14.9 20.8
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, August 3, 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 : 779,372: 92,901 114,908 168,722 31,516 70,740 91,783 184,873 202,109 12,050 69,241 67,087: 73,980 38,898
Old : 779,372: 92,901 114,908 168,722 31,516 70,740 91,783 184,873 202,109 12,050 69,241 67,087: 73,980 38,898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 15,343: -1,913 3,047 -6,194 -2,375 1,402 5,044 -5,540 10,327 -76 6,686 1,351: 5,402 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.7 21.6 4.0 9.1 11.8 23.7 25.9 1.5 8.9 8.6: 9.5 5.0
Old : 100.0: 11.9 14.7 21.6 4.0 9.1 11.8 23.7 25.9 1.5 8.9 8.6: 9.5 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 : 271: 55 44 24 8 26 61 50 72 29 31 51:
Old : 271: 55 44 24 8 26 61 50 72 29 31 51:
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 : 15.7 29.1 27.7 40.2 12.9 20.0 18.9 27.8
Old : 15.7 29.1 27.7 40.2 12.9 20.0 18.9 27.8
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, August 3, 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 : 52,855: 31,200 24,797 5,490 14,916 4,872 334 133 1,853 0 0 0: 9,106 6,284
Old : 52,855: 31,200 24,797 5,490 14,916 4,872 334 133 1,853 0 0 0: 9,106 6,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -3,170: -4,421 -1,057 372 -910 -466 -242 108 -108 0 0 0: 1,695 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 46.9 10.4 28.2 9.2 0.6 0.3 3.5 0.0 0.0 0.0: 17.2 11.9
Old : 100.0: 59.0 46.9 10.4 28.2 9.2 0.6 0.3 3.5 0.0 0.0 0.0: 17.2 11.9
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 : 23: 15 13 . 4 5 . . . 0 0 0:
Old : 23: 15 13 . 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 : 45.8 48.7 63.3 68.5 38.0 41.7 48.4 52.4
Old : 45.8 48.7 63.3 68.5 38.0 41.7 48.4 52.4
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, August 3, 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 : 33,775: 17,630 9,241 4,288 8,847 5,635 0 559 2,560 0 0 0: 3,662 6,933
Old : 33,775: 17,630 9,241 4,288 8,847 5,635 0 559 2,560 0 0 0: 3,662 6,933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -4,010: -3,346 -2,591 533 -578 -343 -178 559 -596 0 0 0: -80 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 27.4 12.7 26.2 16.7 0.0 1.7 7.6 0.0 0.0 0.0: 10.8 20.5
Old : 100.0: 52.2 27.4 12.7 26.2 16.7 0.0 1.7 7.6 0.0 0.0 0.0: 10.8 20.5
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 : 21: 9 11 . . 4 0 . . 0 0 0:
Old : 21: 9 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 : 49.7 38.4 73.2 61.4 31.6 28.9 45.2 35.2
Old : 49.7 38.4 73.2 61.4 31.6 28.9 45.2 35.2
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, August 3, 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 : 60,376: 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0: 7,784 12,176
Old : 60,376: 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0: 7,784 12,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -5,006: -2,809 -3,466 -1,049 -155 -402 0 0 0 0 0 0: -746 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 54.1 21.9 17.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.2
Old : 100.0: 57.2 54.1 21.9 17.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.2
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 : 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 : 41.8 46.4 64.5 62.3 38.3 41.0 54.5 52.0
Old : 41.8 46.4 64.5 62.3 38.3 41.0 54.5 52.0
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, August 3, 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 : 65,567: 36,576 31,017 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 2,707
Old : 65,567: 36,576 31,017 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 2,707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -4,427: -2,179 -2,223 -2,708 -1,430 -213 0 0 0 0 0 0: 673 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 47.3 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 4.1
Old : 100.0: 55.8 47.3 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 5 5 0 0 0 0 0 0:
Old : 22: 12 11 . 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 : 48.0 52.0 66.6 77.2 42.9 47.7 56.9 65.9
Old : 48.0 52.0 66.6 77.2 42.9 47.7 56.9 65.9
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, August 3, 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 : 70,169: 40,978 47,806 12,389 8,178 1,627 2,821 0 4,597 0 0 0: 7,757 7,961
Old : 70,169: 40,978 47,806 12,389 8,178 1,627 2,821 0 4,597 0 0 0: 7,757 7,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -7,500: -5,953 -3,345 -119 -1,230 -749 524 0 -1,284 0 0 0: 81 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 68.1 17.7 11.7 2.3 4.0 0.0 6.6 0.0 0.0 0.0: 11.1 11.3
Old : 100.0: 58.4 68.1 17.7 11.7 2.3 4.0 0.0 6.6 0.0 0.0 0.0: 11.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 17 . 5 4 4 0 4 0 0 0:
Old : 31: 15 17 . 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 : 47.2 46.3 62.7 61.7 45.2 42.7 54.8 53.4
Old : 47.2 46.3 62.7 61.7 45.2 42.7 54.8 53.4
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, August 3, 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 : 68,176: 57,102 27,201 2,640 13,048 853 488 8,567 1,625 0 0 0: 5,468 16,882
Old : 68,176: 57,102 27,201 2,640 13,048 853 488 8,567 1,625 0 0 0: 5,468 16,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -5,390: -5,366 -3,650 -831 -806 -132 -248 -1,595 453 0 0 0: 734 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 39.9 3.9 19.1 1.3 0.7 12.6 2.4 0.0 0.0 0.0: 8.0 24.8
Old : 100.0: 83.8 39.9 3.9 19.1 1.3 0.7 12.6 2.4 0.0 0.0 0.0: 8.0 24.8
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 : 23: 11 13 . . . . . . 0 0 0:
Old : 23: 11 13 . . . . . . 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 42.3 82.7 57.9 60.5 40.6 70.3 50.1
Old : 64.4 42.3 82.7 57.9 60.5 40.6 70.3 50.1
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, August 3, 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 : 69,415: 39,314 18,827 9,888 36,035 4,220 2,440 2,248 3,849 0 0 0: 9,704 4,236
Old : 69,415: 39,314 18,827 9,888 36,035 4,220 2,440 2,248 3,849 0 0 0: 9,704 4,236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -6,420: -1,409 -5,172 160 -1,584 -703 -3,911 790 548 0 0 0: -1,105 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 27.1 14.2 51.9 6.1 3.5 3.2 5.5 0.0 0.0 0.0: 14.0 6.1
Old : 100.0: 56.6 27.1 14.2 51.9 6.1 3.5 3.2 5.5 0.0 0.0 0.0: 14.0 6.1
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 : 32: 17 14 4 5 4 . . 4 0 0 0:
Old : 32: 17 14 4 5 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 : 38.3 54.9 56.9 74.1 35.1 52.4 52.5 68.1
Old : 38.3 54.9 56.9 74.1 35.1 52.4 52.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, August 3, 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 : 61,371: 38,485 49,463 21,142 9,718 244 840 0 0 0 0 0: 660 1,946
Old : 61,371: 38,485 49,463 21,142 9,718 244 840 0 0 0 0 0: 660 1,946
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -6,438: -5,526 -3,772 -1,240 -2,232 0 840 0 0 0 0 0: -512 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 80.6 34.4 15.8 0.4 1.4 0.0 0.0 0.0 0.0 0.0: 1.1 3.2
Old : 100.0: 62.7 80.6 34.4 15.8 0.4 1.4 0.0 0.0 0.0 0.0 0.0: 1.1 3.2
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 : 26: 14 13 . 5 . . 0 0 0 0 0:
Old : 26: 14 13 . 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 : 69.6 59.6 86.7 80.3 62.9 54.5 70.1 67.4
Old : 69.6 59.6 86.7 80.3 62.9 54.5 70.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, August 3, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 147,148: 80,717 82,488 40,451 33,962 13,830 3,393 8,253 4,128 0 0 0: 4,629 4,487
Old : 147,148: 80,717 82,488 40,451 33,962 13,830 3,393 8,253 4,128 0 0 0: 4,629 4,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -7,498: -3,651 -7,159 372 580 -1,681 -1,367 1,522 -98 0 0 0: -1,073 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 56.1 27.5 23.1 9.4 2.3 5.6 2.8 0.0 0.0 0.0: 3.1 3.0
Old : 100.0: 54.9 56.1 27.5 23.1 9.4 2.3 5.6 2.8 0.0 0.0 0.0: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 24 26 9 4 10 4 . 4 0 0 0:
Old : 46: 24 26 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 : 36.8 41.4 56.4 62.5 34.5 39.6 46.1 53.4
Old : 36.8 41.4 56.4 62.5 34.5 39.6 46.1 53.4
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, August 3, 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 : 114,668: 62,340 66,282 29,553 26,691 12,500 700 3,234 657 0 0 0: 8,918 5,304
Old : 114,668: 62,340 66,282 29,553 26,691 12,500 700 3,234 657 0 0 0: 8,918 5,304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -6,537: -3,003 -2,916 -226 -1,290 -1,524 -447 -301 -126 0 0 0: -1,211 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 57.8 25.8 23.3 10.9 0.6 2.8 0.6 0.0 0.0 0.0: 7.8 4.6
Old : 100.0: 54.4 57.8 25.8 23.3 10.9 0.6 2.8 0.6 0.0 0.0 0.0: 7.8 4.6
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 : 31: 13 11 8 4 9 . . . 0 0 0:
Old : 31: 13 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 : 54.6 52.5 69.5 74.8 46.8 51.4 57.6 71.4
Old : 54.6 52.5 69.5 74.8 46.8 51.4 57.6 71.4
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, August 3, 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 : 189,468: 101,966 78,847 30,235 66,586 28,224 5,698 248 8,874 0 0 0: 14,471 6,689
Old : 189,468: 101,966 78,847 30,235 66,586 28,224 5,698 248 8,874 0 0 0: 14,471 6,689
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -14,034: -9,678 -9,048 -1,311 -2,662 -982 716 124 -1,399 0 0 0: -1,380 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 41.6 16.0 35.1 14.9 3.0 0.1 4.7 0.0 0.0 0.0: 7.6 3.5
Old : 100.0: 53.8 41.6 16.0 35.1 14.9 3.0 0.1 4.7 0.0 0.0 0.0: 7.6 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 : 45: 25 22 5 10 10 . . . 0 0 0:
Old : 45: 25 22 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 : 33.3 29.0 52.4 50.6 25.0 23.6 35.5 40.5
Old : 33.3 29.0 52.4 50.6 25.0 23.6 35.5 40.5
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, August 3, 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 : 43,424: 30,266 17,856 5,559 14,246 3,639 0 2,355 1,189 0 0 0: 2,771 4,139
Old : 43,424: 30,266 17,856 5,559 14,246 3,639 0 2,355 1,189 0 0 0: 2,771 4,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -3,699: -2,491 -1,889 -360 -476 -361 0 -432 -31 0 0 0: -456 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 41.1 12.8 32.8 8.4 0.0 5.4 2.7 0.0 0.0 0.0: 6.4 9.5
Old : 100.0: 69.7 41.1 12.8 32.8 8.4 0.0 5.4 2.7 0.0 0.0 0.0: 6.4 9.5
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: 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 : 50.0 58.7 73.4 81.1 45.5 47.5 62.7 65.2
Old : 50.0 58.7 73.4 81.1 45.5 47.5 62.7 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, August 3, 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 : 2,691,969: 769,796 483,842 68,958 847,370 377,163 525,871 70,360 580,494 118,727 83,465 228,609: 22,351 20,666
Old : 2,691,969: 769,796 483,842 68,958 847,370 377,163 525,871 70,360 580,494 118,727 83,465 228,609: 22,351 20,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -60,752: -69,160 -13,097 282 -52,444 9,403 -16,164 -126 11,811 -196 -18,629 2,258: 1,014 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.0 2.6 31.5 14.0 19.5 2.6 21.6 4.4 3.1 8.5: 0.8 0.8
Old : 100.0: 28.6 18.0 2.6 31.5 14.0 19.5 2.6 21.6 4.4 3.1 8.5: 0.8 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 : 184: 80 69 12 19 28 23 15 36 12 15 26:
Old : 184: 80 69 12 19 28 23 15 36 12 15 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 : 30.5 27.2 40.2 41.1 19.4 21.6 26.1 29.2
Old : 30.5 27.2 40.2 41.1 19.4 21.6 26.1 29.2
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, August 3, 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 : 976,634: 196,345 261,758 328,278 201,382 192,879 53,311 97,850 56,754 67,722 83,505 78,286: 3,059 4,220
Old : 976,634: 196,345 261,758 328,278 201,382 192,879 53,311 97,850 56,754 67,722 83,505 78,286: 3,059 4,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -61,128: 11,455 -13,364 20,634 -2,954 -21,782 -20,280 5,769 -8,543 -16,426 5,150 -25,925: -261 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.8 33.6 20.6 19.7 5.5 10.0 5.8 6.9 8.6 8.0: 0.3 0.4
Old : 100.0: 20.1 26.8 33.6 20.6 19.7 5.5 10.0 5.8 6.9 8.6 8.0: 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 : 94: 25 23 11 9 17 10 14 17 16 9 21:
Old : 94: 25 23 11 9 17 10 14 17 16 9 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 40.7 50.1 56.8 25.3 33.7 36.4 42.8
Old : 35.6 40.7 50.1 56.8 25.3 33.7 36.4 42.8
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, August 3, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 25,272: 21,928 16,459 360 6,703 1,737 79 0 38 60 0 45: 1,025 290
Old : 25,272: 21,928 16,459 360 6,703 1,737 79 0 38 60 0 45: 1,025 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,298: 2,881 2,916 180 290 119 30 0 -87 0 0 0: 175 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 65.1 1.4 26.5 6.9 0.3 0.0 0.2 0.2 0.0 0.2: 4.1 1.1
Old : 100.0: 86.8 65.1 1.4 26.5 6.9 0.3 0.0 0.2 0.2 0.0 0.2: 4.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 29 23 . 5 4 . 0 . . 0 .:
Old : 39: 29 23 . 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 : 39.4 45.8 61.0 69.0 29.4 37.1 40.8 48.0
Old : 39.4 45.8 61.0 69.0 29.4 37.1 40.8 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, August 3, 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 : 15,562: 14,647 7,648 0 6,719 514 0 0 0 90 0 0: 311 681
Old : 15,562: 14,647 7,648 0 6,719 514 0 0 0 90 0 0: 311 681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -1,214: -808 -1,234 0 37 -175 0 0 0 -95 0 0: -136 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 49.1 0.0 43.2 3.3 0.0 0.0 0.0 0.6 0.0 0.0: 2.0 4.4
Old : 100.0: 94.1 49.1 0.0 43.2 3.3 0.0 0.0 0.0 0.6 0.0 0.0: 2.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 0 5 . 0 0 0 . 0 0:
Old : 20: 12 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 : 73.2 61.3 89.8 81.5 63.7 56.7 73.8 68.2
Old : 73.2 61.3 89.8 81.5 63.7 56.7 73.8 68.2
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, August 3, 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 : 9,160: 6,976 6,142 0 1,111 1,548 124 0 79 0 0 0: 433 280
Old : 9,160: 6,976 6,142 0 1,111 1,548 124 0 79 0 0 0: 433 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -553: -652 -233 0 -439 10 116 0 -1 0 0 0: -26 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 67.1 0.0 12.1 16.9 1.4 0.0 0.9 0.0 0.0 0.0: 4.7 3.1
Old : 100.0: 76.2 67.1 0.0 12.1 16.9 1.4 0.0 0.9 0.0 0.0 0.0: 4.7 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 : 23: 13 12 0 6 5 . 0 . 0 0 0:
Old : 23: 13 12 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 : 72.8 51.8 85.2 77.0 65.5 49.3 70.0 68.6
Old : 72.8 51.8 85.2 77.0 65.5 49.3 70.0 68.6
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, August 3, 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 : 9,391: 8,128 6,740 445 1,494 585 0 0 0 0 0 0: 233 572
Old : 9,391: 8,128 6,740 445 1,494 585 0 0 0 0 0 0: 233 572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -670: -452 -690 52 138 -175 0 0 0 0 0 0: -95 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 71.8 4.7 15.9 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 6.1
Old : 100.0: 86.6 71.8 4.7 15.9 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 6.1
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 : 52.7 58.0 72.2 78.4 45.0 52.1 58.5 65.3
Old : 52.7 58.0 72.2 78.4 45.0 52.1 58.5 65.3
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, August 3, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 4,137: 3,251 2,195 0 1,105 553 0 0 0 0 0 0: 333 284
Old : 4,137: 3,251 2,195 0 1,105 553 0 0 0 0 0 0: 333 284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 244: 135 205 0 -100 109 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 53.1 0.0 26.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 6.9
Old : 100.0: 78.6 53.1 0.0 26.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 6.9
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: 13 9 0 5 4 0 0 0 0 0 0:
Old : 20: 13 9 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 : 50.2 60.9 72.8 81.0 40.9 48.5 54.4 58.6
Old : 50.2 60.9 72.8 81.0 40.9 48.5 54.4 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010