NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, August 10, 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 : 4,017,839: 1,571,003 1,016,337 153,341 887,846 581,057 238,595 20,609 1,117,469 26,587 73,934 296,773: 33,014 23,814 Old : 4,017,839: 1,571,003 1,016,337 153,341 887,846 581,057 238,595 20,609 1,117,469 26,587 73,934 296,773: 33,014 23,814 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 46,129: 67,425 -19,775 7,091 25,194 -27,358 3,102 2,046 274 -32,166 36,685 35,294: -7,533 -6,231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 25.3 3.8 22.1 14.5 5.9 0.5 27.8 0.7 1.8 7.4: 0.8 0.6 Old : 100.0: 39.1 25.3 3.8 22.1 14.5 5.9 0.5 27.8 0.7 1.8 7.4: 0.8 0.6 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 : 225: 105 93 17 19 33 26 14 36 18 21 38: Old : 225: 105 93 17 19 33 26 14 36 18 21 38: 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 : 22.7 22.9 38.5 38.9 10.4 15.5 15.5 20.8 Old : 22.7 22.9 38.5 38.9 10.4 15.5 15.5 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 10, 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 : 842,038: 108,800 124,264 170,543 31,320 79,875 98,037 220,841 212,376 21,672 55,350 76,820: 73,915 41,192 Old : 842,038: 108,800 124,264 170,543 31,320 79,875 98,037 220,841 212,376 21,672 55,350 76,820: 73,915 41,192 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 62,666: 15,899 9,356 1,821 -196 9,135 6,254 35,968 10,267 9,622 -13,891 9,733: -65 2,294 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 14.8 20.3 3.7 9.5 11.6 26.2 25.2 2.6 6.6 9.1: 8.8 4.9 Old : 100.0: 12.9 14.8 20.3 3.7 9.5 11.6 26.2 25.2 2.6 6.6 9.1: 8.8 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 275: 54 44 26 8 29 56 57 76 33 27 53: Old : 275: 54 44 26 8 29 56 57 76 33 27 53: 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 : 16.5 27.4 28.0 40.9 12.3 19.6 17.3 28.2 Old : 16.5 27.4 28.0 40.9 12.3 19.6 17.3 28.2 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 10, 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 : 53,897: 32,062 25,653 5,490 14,916 4,872 334 137 1,849 0 0 0: 9,290 6,470 Old : 53,897: 32,062 25,653 5,490 14,916 4,872 334 137 1,849 0 0 0: 9,290 6,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 1,042: 862 856 0 0 0 0 4 -4 0 0 0: 184 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 47.6 10.2 27.7 9.0 0.6 0.3 3.4 0.0 0.0 0.0: 17.2 12.0 Old : 100.0: 59.5 47.6 10.2 27.7 9.0 0.6 0.3 3.4 0.0 0.0 0.0: 17.2 12.0 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 : 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 47.8 62.9 68.6 38.0 41.0 48.3 52.2 Old : 45.8 47.8 62.9 68.6 38.0 41.0 48.3 52.2 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 10, 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 : 34,496: 17,998 9,313 4,650 8,847 6,402 0 299 2,820 0 0 0: 2,626 6,815 Old : 34,496: 17,998 9,313 4,650 8,847 6,402 0 299 2,820 0 0 0: 2,626 6,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 721: 368 72 362 0 767 0 -260 260 0 0 0: -1,036 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 27.0 13.5 25.6 18.6 0.0 0.9 8.2 0.0 0.0 0.0: 7.6 19.8 Old : 100.0: 52.2 27.0 13.5 25.6 18.6 0.0 0.9 8.2 0.0 0.0 0.0: 7.6 19.8 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 : 22: 9 11 4 . 5 0 . . 0 0 0: Old : 22: 9 11 4 . 5 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 37.6 72.3 60.1 30.9 28.3 43.9 34.4 Old : 48.9 37.6 72.3 60.1 30.9 28.3 43.9 34.4 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 10, 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: August 3, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 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 : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0 Old : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 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 10, 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 30,413 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 3,311 Old : 65,567: 36,576 30,413 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 3,311 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 0: 0 -604 0 0 0 0 0 0 0 0 0: 0 604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 46.4 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 5.0 Old : 100.0: 55.8 46.4 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 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 : 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 76.3 42.9 47.7 56.9 65.9 Old : 48.0 52.0 66.6 76.3 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 10, 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 : 71,668: 41,707 49,553 12,389 8,178 1,627 3,919 0 4,349 0 0 0: 7,677 7,961 Old : 71,668: 41,707 49,553 12,389 8,178 1,627 3,919 0 4,349 0 0 0: 7,677 7,961 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 1,499: 729 1,747 0 0 0 1,098 0 -248 0 0 0: -80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 69.1 17.3 11.4 2.3 5.5 0.0 6.1 0.0 0.0 0.0: 10.7 11.1 Old : 100.0: 58.2 69.1 17.3 11.4 2.3 5.5 0.0 6.1 0.0 0.0 0.0: 10.7 11.1 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: 16 18 . 5 4 4 0 4 0 0 0: Old : 32: 16 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 : 46.2 45.3 62.0 60.4 44.2 41.8 55.0 52.9 Old : 46.2 45.3 62.0 60.4 44.2 41.8 55.0 52.9 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 10, 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 : 68,252: 57,130 27,201 2,640 13,048 853 488 8,559 1,649 0 0 0: 5,492 16,942 Old : 68,252: 57,130 27,201 2,640 13,048 853 488 8,559 1,649 0 0 0: 5,492 16,942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 76: 28 0 0 0 0 0 -8 24 0 0 0: 24 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 39.9 3.9 19.1 1.2 0.7 12.5 2.4 0.0 0.0 0.0: 8.0 24.8 Old : 100.0: 83.7 39.9 3.9 19.1 1.2 0.7 12.5 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 : 64.3 42.3 82.6 57.9 60.4 40.6 70.2 50.0 Old : 64.3 42.3 82.6 57.9 60.4 40.6 70.2 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Disaggregated Commitments of Traders - Futures Only, August 10, 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 : 41,822: 29,125 27,743 0 1,586 0 6,139 1,987 2,169 0 0 0: 4,389 8,337 Old : 41,822: 29,125 27,743 0 1,586 0 6,139 1,987 2,169 0 0 0: 4,389 8,337 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 66.3 0.0 3.8 0.0 14.7 4.8 5.2 0.0 0.0 0.0: 10.5 19.9 Old : 100.0: 69.6 66.3 0.0 3.8 0.0 14.7 4.8 5.2 0.0 0.0 0.0: 10.5 19.9 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 11 0 . 0 4 . 4 0 0 0: Old : 20: 10 11 0 . 0 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 : 59.1 47.8 76.1 67.1 55.7 39.5 67.1 56.9 Old : 59.1 47.8 76.1 67.1 55.7 39.5 67.1 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Disaggregated Commitments of Traders - Futures Only, August 10, 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 : 71,273: 40,689 20,380 9,888 36,677 4,220 2,622 2,120 3,618 0 0 0: 10,236 4,258 Old : 71,273: 40,689 20,380 9,888 36,677 4,220 2,622 2,120 3,618 0 0 0: 10,236 4,258 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 1,858: 1,375 1,553 0 642 0 182 -128 -231 0 0 0: 532 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 28.6 13.9 51.5 5.9 3.7 3.0 5.1 0.0 0.0 0.0: 14.4 6.0 Old : 100.0: 57.1 28.6 13.9 51.5 5.9 3.7 3.0 5.1 0.0 0.0 0.0: 14.4 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 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 : 38.5 56.4 56.5 75.0 35.4 54.0 52.5 70.3 Old : 38.5 56.4 56.5 75.0 35.4 54.0 52.5 70.3 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 10, 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: August 3, 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: 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 10, 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 : 148,080: 80,549 83,556 40,451 33,962 13,830 4,629 8,253 3,992 0 0 0: 4,629 4,487 Old : 148,080: 80,549 83,556 40,451 33,962 13,830 4,629 8,253 3,992 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: August 3, 2010 : : 932: -168 1,068 0 0 0 1,236 0 -136 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 56.4 27.3 22.9 9.3 3.1 5.6 2.7 0.0 0.0 0.0: 3.1 3.0 Old : 100.0: 54.4 56.4 27.3 22.9 9.3 3.1 5.6 2.7 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 27 9 4 10 4 . 4 0 0 0: Old : 46: 24 27 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 : 36.5 41.2 56.1 62.2 34.2 39.4 45.6 53.1 Old : 36.5 41.2 56.1 62.2 34.2 39.4 45.6 53.1 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 10, 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 : 115,104: 62,565 65,311 28,977 26,179 13,239 700 4,131 705 0 0 0: 8,918 5,539 Old : 115,104: 62,565 65,311 28,977 26,179 13,239 700 4,131 705 0 0 0: 8,918 5,539 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 436: 225 -971 -576 -512 739 0 897 48 0 0 0: 0 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 56.7 25.2 22.7 11.5 0.6 3.6 0.6 0.0 0.0 0.0: 7.7 4.8 Old : 100.0: 54.4 56.7 25.2 22.7 11.5 0.6 3.6 0.6 0.0 0.0 0.0: 7.7 4.8 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 : 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 : 54.4 51.2 69.2 74.4 46.8 50.7 57.5 70.7 Old : 54.4 51.2 69.2 74.4 46.8 50.7 57.5 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Disaggregated Commitments of Traders - Futures Only, August 10, 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 : 190,884: 101,782 80,481 29,615 67,442 28,406 8,789 248 7,594 0 0 0: 14,698 6,713 Old : 190,884: 101,782 80,481 29,615 67,442 28,406 8,789 248 7,594 0 0 0: 14,698 6,713 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 1,416: -184 1,634 -620 856 182 3,091 0 -1,280 0 0 0: 227 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 42.2 15.5 35.3 14.9 4.6 0.1 4.0 0.0 0.0 0.0: 7.7 3.5 Old : 100.0: 53.3 42.2 15.5 35.3 14.9 4.6 0.1 4.0 0.0 0.0 0.0: 7.7 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 : 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 : 32.1 30.1 52.0 51.5 24.8 23.5 35.7 40.8 Old : 32.1 30.1 52.0 51.5 24.8 23.5 35.7 40.8 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 10, 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 : 43,752: 30,594 17,856 5,231 14,246 3,967 0 2,355 1,189 0 0 0: 2,771 4,139 Old : 43,752: 30,594 17,856 5,231 14,246 3,967 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: August 3, 2010 : : 328: 328 0 -328 0 328 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 40.8 12.0 32.6 9.1 0.0 5.4 2.7 0.0 0.0 0.0: 6.3 9.5 Old : 100.0: 69.9 40.8 12.0 32.6 9.1 0.0 5.4 2.7 0.0 0.0 0.0: 6.3 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 : 50.3 58.3 73.6 80.5 45.1 47.1 62.2 64.7 Old : 50.3 58.3 73.6 80.5 45.1 47.1 62.2 64.7 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 10, 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 : 2,748,435: 787,339 498,033 69,229 843,849 397,793 529,289 60,240 598,954 116,486 101,905 228,069: 21,276 19,592 Old : 2,748,435: 787,339 498,033 69,229 843,849 397,793 529,289 60,240 598,954 116,486 101,905 228,069: 21,276 19,592 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 56,466: 17,543 14,191 271 -3,521 20,630 3,418 -10,120 18,460 -2,241 18,440 -540: -1,075 -1,074 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 18.1 2.5 30.7 14.5 19.3 2.2 21.8 4.2 3.7 8.3: 0.8 0.7 Old : 100.0: 28.6 18.1 2.5 30.7 14.5 19.3 2.2 21.8 4.2 3.7 8.3: 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 : 187: 82 71 12 19 28 23 14 37 14 14 27: Old : 187: 82 71 12 19 28 23 14 37 14 14 27: 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 : 29.9 27.1 40.0 41.0 19.1 21.2 25.5 28.5 Old : 29.9 27.1 40.0 41.0 19.1 21.2 25.5 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, August 10, 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 : 1,000,811: 214,415 271,305 326,095 203,773 201,009 58,030 90,478 64,894 52,605 84,141 82,062: 1,701 3,149 Old : 1,000,811: 214,415 271,305 326,095 203,773 201,009 58,030 90,478 64,894 52,605 84,141 82,062: 1,701 3,149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 24,177: 18,070 9,547 -2,183 2,391 8,130 4,719 -7,372 8,140 -15,117 636 3,776: -1,358 -1,071 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 27.1 32.6 20.4 20.1 5.8 9.0 6.5 5.3 8.4 8.2: 0.2 0.3 Old : 100.0: 21.4 27.1 32.6 20.4 20.1 5.8 9.0 6.5 5.3 8.4 8.2: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 25 24 12 8 18 12 13 18 15 10 22: Old : 96: 25 24 12 8 18 12 13 18 15 10 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 39.5 50.1 56.1 24.6 32.4 35.5 41.4 Old : 35.9 39.5 50.1 56.1 24.6 32.4 35.5 41.4 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 10, 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 : 24,512: 21,268 15,879 280 6,386 1,717 133 0 43 75 180 30: 966 277 Old : 24,512: 21,268 15,879 280 6,386 1,717 133 0 43 75 180 30: 966 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : -760: -660 -580 -80 -317 -20 54 0 5 15 180 -15: -59 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 64.8 1.1 26.1 7.0 0.5 0.0 0.2 0.3 0.7 0.1: 3.9 1.1 Old : 100.0: 86.8 64.8 1.1 26.1 7.0 0.5 0.0 0.2 0.3 0.7 0.1: 3.9 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 : 37: 26 21 . 4 5 . 0 . . . .: Old : 37: 26 21 . 4 5 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 47.8 60.6 69.4 28.6 36.3 40.1 47.4 Old : 40.4 47.8 60.6 69.4 28.6 36.3 40.1 47.4 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 10, 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 : 15,510: 14,578 7,703 0 6,719 431 0 0 0 90 0 0: 411 657 Old : 15,510: 14,578 7,703 0 6,719 431 0 0 0 90 0 0: 411 657 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : -52: -69 55 0 0 -83 0 0 0 0 0 0: 100 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.0 49.7 0.0 43.3 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 2.6 4.2 Old : 100.0: 94.0 49.7 0.0 43.3 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 2.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 11 0 5 4 0 0 0 . 0 0: Old : 20: 12 11 0 5 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 61.6 89.6 81.9 62.7 57.9 72.6 68.7 Old : 72.4 61.6 89.6 81.9 62.7 57.9 72.6 68.7 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 10, 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 : 9,542: 7,151 6,612 40 956 1,600 124 0 79 300 0 0: 248 295 Old : 9,542: 7,151 6,612 40 956 1,600 124 0 79 300 0 0: 248 295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 382: 175 470 40 -155 52 0 0 0 300 0 0: -185 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 69.3 0.4 10.0 16.8 1.3 0.0 0.8 3.1 0.0 0.0: 2.6 3.1 Old : 100.0: 74.9 69.3 0.4 10.0 16.8 1.3 0.0 0.8 3.1 0.0 0.0: 2.6 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 : 24: 13 12 . 5 5 . 0 . . 0 0: Old : 24: 13 12 . 5 5 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 54.3 82.7 77.9 64.4 50.9 70.0 69.0 Old : 70.1 54.3 82.7 77.9 64.4 50.9 70.0 69.0 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 10, 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 : 9,556: 8,223 6,760 495 1,464 645 0 0 0 0 0 0: 193 687 Old : 9,556: 8,223 6,760 495 1,464 645 0 0 0 0 0 0: 193 687 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 165: 95 20 50 -30 60 0 0 0 0 0 0: -40 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 70.7 5.2 15.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.2 Old : 100.0: 86.1 70.7 5.2 15.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . . 4 0 0 0 0 0 0: Old : 25: 16 13 . . 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 : 52.8 57.5 71.9 77.4 46.3 51.1 59.1 64.5 Old : 52.8 57.5 71.9 77.4 46.3 51.1 59.1 64.5 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 10, 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 : 4,177: 3,206 2,285 0 1,060 548 0 0 0 180 0 0: 243 284 Old : 4,177: 3,206 2,285 0 1,060 548 0 0 0 180 0 0: 243 284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 3, 2010 : : 40: -45 90 0 -45 -5 0 0 0 180 0 0: -90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 54.7 0.0 25.4 13.1 0.0 0.0 0.0 4.3 0.0 0.0: 5.8 6.8 Old : 100.0: 76.8 54.7 0.0 25.4 13.1 0.0 0.0 0.0 4.3 0.0 0.0: 5.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 9 0 5 4 0 0 0 . 0 0: Old : 21: 13 9 0 5 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 57.2 71.5 79.9 38.0 46.0 53.6 58.1 Old : 48.3 57.2 71.5 79.9 38.0 46.0 53.6 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010