Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,165,978 : : Positions : :1,583,081 1,099,908 160,562 875,901 635,068 237,309 25,135 1,188,766 54,379 42,289 262,931 : : : : Changes from: July 20, 2010 : : 52,290 52,635 3,689 28,681 -11,879 -1,478 2,876 -131,516 37,727 1,547 -15,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 26.4 3.9 21.0 15.2 5.7 0.6 28.5 1.3 1.0 6.3 : : : : Number of Traders in Each Category Total Traders: 224 : : 107 95 15 20 33 23 16 36 19 20 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 764,029 : : Positions : : 94,814 111,861 174,916 33,891 69,338 86,739 190,413 191,782 12,126 62,555 65,736 : : : : Changes from: July 20, 2010 : : -8,533 -6,886 882 -1,042 -2,583 6,858 -10,510 -1,663 -7,968 7,523 -4,961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 14.6 22.9 4.4 9.1 11.4 24.9 25.1 1.6 8.2 8.6 : : : : Number of Traders in Each Category Total Traders: 264 : : 52 41 24 10 28 52 56 74 20 34 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 56,025 : : Positions : : 35,621 25,854 5,118 15,826 5,338 576 25 1,961 0 0 0 : : : : Changes from: July 20, 2010 : : 61 151 0 0 0 -139 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 46.1 9.1 28.2 9.5 1.0 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 37,785 : : Positions : : 20,976 11,832 3,755 9,425 5,978 178 0 3,156 0 0 0 : : : : Changes from: July 20, 2010 : : 151 313 154 0 430 -499 0 673 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 31.3 9.9 24.9 15.8 0.5 0.0 8.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 65,382 : : Positions : : 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 55.3 21.9 16.6 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 69,994 : : Positions : : 38,755 33,240 16,114 27,549 5,937 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 207 307 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 47.5 23.0 39.4 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 77,669 : : Positions : : 46,931 51,151 12,508 9,408 2,376 2,297 0 5,881 0 0 0 : : : : Changes from: July 20, 2010 : : 485 1,234 120 0 -120 462 -177 206 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 65.9 16.1 12.1 3.1 3.0 0.0 7.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 73,566 : : Positions : : 62,468 30,851 3,471 13,854 985 736 10,162 1,172 0 0 0 : : : : Changes from: July 20, 2010 : : -478 134 276 0 132 0 -612 -507 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 41.9 4.7 18.8 1.3 1.0 13.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 75,835 : : Positions : : 40,723 23,999 9,728 37,619 4,923 6,351 1,458 3,301 0 0 0 : : : : Changes from: July 20, 2010 : : 1,412 1,553 0 0 0 -633 0 437 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 31.6 12.8 49.6 6.5 8.4 1.9 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 4 5 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A37 Open Interest is 30,016 : : Positions : : 16,818 21,382 8,220 1,802 552 2,200 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 434 -62 0 0 0 -558 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 71.2 27.4 6.0 1.8 7.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A85 Open Interest is 32,404 : : Positions : : 21,816 23,683 3,517 2,616 1,592 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : -155 -217 -62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 73.1 10.9 8.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 67,809 : : Positions : : 44,011 53,235 22,382 11,950 244 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 1,096 1,654 0 -372 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 78.5 33.0 17.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 154,646 : : Positions : : 84,368 89,647 40,079 33,382 15,511 4,760 6,731 4,226 0 0 0 : : : : Changes from: July 20, 2010 : : 0 90 368 0 -31 -128 122 122 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 58.0 25.9 21.6 10.0 3.1 4.4 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 9 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 121,205 : : Positions : : 65,343 69,198 29,779 27,981 14,024 1,147 3,535 783 0 0 0 : : : : Changes from: July 20, 2010 : : -93 -968 0 906 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 57.1 24.6 23.1 11.6 0.9 2.9 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 203,502 : : Positions : : 111,644 87,895 31,546 69,248 29,206 4,982 124 10,273 0 0 0 : : : : Changes from: July 20, 2010 : : -970 -106 1,160 -183 -488 -419 124 133 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 43.2 15.5 34.0 14.4 2.4 0.1 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035656 Open Interest is 47,123 : : Positions : : 32,757 19,745 5,919 14,722 4,000 0 2,787 1,220 0 0 0 : : : : Changes from: July 20, 2010 : : 61 -91 0 0 0 0 152 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 41.9 12.6 31.2 8.5 0.0 5.9 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,752,721 : : Positions : : 838,956 496,939 68,676 899,814 367,760 542,035 70,486 568,683 118,923 102,094 226,351 : : : : Changes from: July 20, 2010 : : 20,588 5,468 8,743 13,039 -2,125 570 2,898 16,045 430 -797 7,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 18.1 2.5 32.7 13.4 19.7 2.6 20.7 4.3 3.7 8.2 : : : : Number of Traders in Each Category Total Traders: 193 : : 87 72 10 21 28 24 16 36 13 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,037,762 : : Positions : : 184,890 275,122 307,644 204,336 214,661 73,591 92,081 65,297 84,148 78,355 104,211 : : : : Changes from: July 20, 2010 : : -1,057 5,452 121 8,929 -6,404 -5,250 -743 8,738 7,719 -11,903 9,066 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 26.5 29.6 19.7 20.7 7.1 8.9 6.3 8.1 7.6 10.0 : : : : Number of Traders in Each Category Total Traders: 99 : : 24 24 11 9 18 12 15 22 20 7 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 21,974 : : Positions : : 19,047 13,543 180 6,413 1,618 49 0 125 60 0 45 : : : : Changes from: July 20, 2010 : : 786 866 -45 -135 -54 15 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 61.6 0.8 29.2 7.4 0.2 0.0 0.6 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 24 . 5 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 16,776 : : Positions : : 15,455 8,882 0 6,682 689 0 0 0 185 0 0 : : : : Changes from: July 20, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 52.9 0.0 39.8 4.1 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 9,713 : : Positions : : 7,628 6,375 0 1,550 1,538 8 0 80 0 0 0 : : : : Changes from: July 20, 2010 : : 101 161 0 25 34 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 65.6 0.0 16.0 15.8 0.1 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 0 6 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,061 : : Positions : : 8,580 7,430 393 1,356 760 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : 235 312 5 -129 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 73.8 3.9 13.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 3,893 : : Positions : : 3,116 1,990 0 1,205 444 0 0 0 0 0 0 : : : : Changes from: July 20, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 51.1 0.0 31.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 0 5 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 30, 2010