NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 4,082,626: 1,566,294 1,169,728 104,232 845,970 676,794 373,009 54,010 1,045,601 28,266 11,098 264,581: 23,849 14,844
Old : 4,082,626: 1,566,294 1,169,728 104,232 845,970 676,794 373,009 54,010 1,045,601 28,266 11,098 264,581: 23,849 14,844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -134,794: -41,500 -79,439 15,294 -117,402 13,824 -136,672 4,088 52,524 -23,909 5,940 -10,985: -3,370 -3,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 28.7 2.6 20.7 16.6 9.1 1.3 25.6 0.7 0.3 6.5: 0.6 0.4
Old : 100.0: 38.4 28.7 2.6 20.7 16.6 9.1 1.3 25.6 0.7 0.3 6.5: 0.6 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 : 213: 94 90 14 21 32 23 17 36 19 16 36:
Old : 213: 94 90 14 21 32 23 17 36 19 16 36:
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 : 29.0 24.0 42.9 40.2 10.4 11.9 15.7 17.5
Old : 29.0 24.0 42.9 40.2 10.4 11.9 15.7 17.5
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 - Options and Futures Combined, May 4, 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 : 1,005,320: 103,952 110,893 172,372 79,012 117,536 153,632 254,653 247,079 24,159 37,854 102,969: 83,621 55,324
Old : 1,005,320: 103,952 110,893 172,372 79,012 117,536 153,632 254,653 247,079 24,159 37,854 102,969: 83,621 55,324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 43,802: 6,208 2,437 17,619 2,664 -277 -8,489 21,761 9,773 7,984 -4,791 6,225: 4,761 6,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.0 17.1 7.9 11.7 15.3 25.3 24.6 2.4 3.8 10.2: 8.3 5.5
Old : 100.0: 10.3 11.0 17.1 7.9 11.7 15.3 25.3 24.6 2.4 3.8 10.2: 8.3 5.5
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 : 306: 59 51 22 11 27 55 67 74 39 36 59:
Old : 306: 59 51 22 11 27 55 67 74 39 36 59:
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 : 21.4 32.7 32.5 44.2 15.7 20.6 21.6 28.0
Old : 21.4 32.7 32.5 44.2 15.7 20.6 21.6 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 60,267: 34,959 25,101 4,386 17,661 6,390 1,166 771 1,411 0 0 0: 11,955 8,933
Old : 60,267: 34,959 25,101 4,386 17,661 6,390 1,166 771 1,411 0 0 0: 11,955 8,933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,661: -1,242 -2,771 324 -893 -404 -1,631 771 -389 0 0 0: -319 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 41.6 7.3 29.3 10.6 1.9 1.3 2.3 0.0 0.0 0.0: 19.8 14.8
Old : 100.0: 58.0 41.6 7.3 29.3 10.6 1.9 1.3 2.3 0.0 0.0 0.0: 19.8 14.8
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 : 24: 16 13 . 4 5 . . . 0 0 0:
Old : 24: 16 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 : 46.2 46.6 60.3 68.0 40.0 39.1 47.2 49.3
Old : 46.2 46.6 60.3 68.0 40.0 39.1 47.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 37,782: 22,789 11,690 3,069 11,164 4,382 134 1,280 2,955 0 0 0: 4,453 6,311
Old : 37,782: 22,789 11,690 3,069 11,164 4,382 134 1,280 2,955 0 0 0: 4,453 6,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,120: -1,710 -1,299 586 -626 -834 -62 842 -438 0 0 0: -662 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 30.9 8.1 29.5 11.6 0.4 3.4 7.8 0.0 0.0 0.0: 11.8 16.7
Old : 100.0: 60.3 30.9 8.1 29.5 11.6 0.4 3.4 7.8 0.0 0.0 0.0: 11.8 16.7
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 : 20: 7 8 . 4 4 . . . 0 0 0:
Old : 20: 7 8 . 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 : 51.6 39.6 77.3 60.5 40.9 33.5 54.5 46.3
Old : 51.6 39.6 77.3 60.5 40.9 33.5 54.5 46.3
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 - Options and Futures Combined, May 4, 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 : 61,611: 35,115 32,330 8,999 10,598 5,701 0 0 0 0 0 0: 11,796 12,982
Old : 61,611: 35,115 32,330 8,999 10,598 5,701 0 0 0 0 0 0: 11,796 12,982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,324: -2,285 -3,799 -1,773 -341 -93 0 0 0 0 0 0: 827 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 52.5 14.6 17.2 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 19.1 21.1
Old : 100.0: 57.0 52.5 14.6 17.2 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 19.1 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 . 4 4 0 0 0 0 0 0:
Old : 23: 11 14 . 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 : 34.4 42.0 57.0 58.4 27.0 36.5 40.6 49.0
Old : 34.4 42.0 57.0 58.4 27.0 36.5 40.6 49.0
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 - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 73,461: 43,327 34,336 12,714 28,875 6,225 0 0 0 0 0 0: 11,195 4,025
Old : 73,461: 43,327 34,336 12,714 28,875 6,225 0 0 0 0 0 0: 11,195 4,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,510: -3,117 -1,102 -248 -1,852 -217 0 0 0 0 0 0: 72 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 46.7 17.3 39.3 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 5.5
Old : 100.0: 59.0 46.7 17.3 39.3 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 5.5
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 : 22: 13 13 . 5 4 0 0 0 0 0 0:
Old : 22: 13 13 . 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 : 47.0 52.8 66.3 73.9 41.2 48.3 56.0 64.0
Old : 47.0 52.8 66.3 73.9 41.2 48.3 56.0 64.0
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 - Options and Futures Combined, May 4, 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 : 85,353: 53,074 51,185 13,076 16,732 3,900 2,197 3,316 5,138 0 0 0: 7,968 5,082
Old : 85,353: 53,074 51,185 13,076 16,732 3,900 2,197 3,316 5,138 0 0 0: 7,968 5,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,336: -2,291 -2,870 -421 -1,589 -447 148 454 -533 0 0 0: -1,792 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 60.0 15.3 19.6 4.6 2.6 3.9 6.0 0.0 0.0 0.0: 9.3 6.0
Old : 100.0: 62.2 60.0 15.3 19.6 4.6 2.6 3.9 6.0 0.0 0.0 0.0: 9.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 13 17 4 5 5 . . 4 0 0 0:
Old : 33: 13 17 4 5 5 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 43.3 64.7 60.5 41.0 40.9 57.5 55.7
Old : 44.3 43.3 64.7 60.5 41.0 40.9 57.5 55.7
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 - Options and Futures Combined, May 4, 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 : 82,357: 65,855 33,211 4,288 23,402 1,461 1,224 7,768 3,337 0 0 0: 6,192 13,178
Old : 82,357: 65,855 33,211 4,288 23,402 1,461 1,224 7,768 3,337 0 0 0: 6,192 13,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,224: -3,349 -962 -555 -2,050 0 -496 -1,198 -206 0 0 0: -618 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 40.3 5.2 28.4 1.8 1.5 9.4 4.1 0.0 0.0 0.0: 7.5 16.0
Old : 100.0: 80.0 40.3 5.2 28.4 1.8 1.5 9.4 4.1 0.0 0.0 0.0: 7.5 16.0
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 : 26: 10 13 . 6 . . . . 0 0 0:
Old : 26: 10 13 . 6 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 41.3 80.0 58.6 58.0 39.5 71.3 55.8
Old : 60.9 41.3 80.0 58.6 58.0 39.5 71.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 80,806: 41,223 19,789 8,392 41,749 5,776 5,650 1,866 3,918 0 0 0: 15,847 7,708
Old : 80,806: 41,223 19,789 8,392 41,749 5,776 5,650 1,866 3,918 0 0 0: 15,847 7,708
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,191: -3,038 -833 217 -496 -299 636 -162 -308 0 0 0: -399 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.5 10.4 51.7 7.1 7.0 2.3 4.8 0.0 0.0 0.0: 19.6 9.5
Old : 100.0: 51.0 24.5 10.4 51.7 7.1 7.0 2.3 4.8 0.0 0.0 0.0: 19.6 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 : 26: 11 11 . 6 4 . . . 0 0 0:
Old : 26: 11 11 . 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 47.3 61.7 64.9 29.8 47.0 49.6 62.8
Old : 34.9 47.3 61.7 64.9 29.8 47.0 49.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 1,646,022: 311,980 293,970 96,162 91,208 614,614 29,824 80,784 208,339 52,482 22,190 325,672: 6,949 9,244
Old : 1,646,022: 311,980 293,970 96,162 91,208 614,614 29,824 80,784 208,339 52,482 22,190 325,672: 6,949 9,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 53,202: 13,327 14,476 -1,274 3,996 19,225 5,137 -1,604 6,327 860 729 9,833: -232 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.9 5.8 5.5 37.3 1.8 4.9 12.7 3.2 1.3 19.8: 0.4 0.6
Old : 100.0: 19.0 17.9 5.8 5.5 37.3 1.8 4.9 12.7 3.2 1.3 19.8: 0.4 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 : 132: 37 36 9 15 24 24 15 29 22 9 30:
Old : 132: 37 36 9 15 24 24 15 29 22 9 30:
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 : 33.1 33.3 55.1 51.8 8.2 9.1 10.1 11.2
Old : 33.1 33.3 55.1 51.8 8.2 9.1 10.1 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 30,453: 7,304 8,148 97 1,080 290 8,166 6,909 10,066 2,606 2,013 1,631: 292 314
Old : 30,453: 7,304 8,148 97 1,080 290 8,166 6,909 10,066 2,606 2,013 1,631: 292 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,878: 1,858 1,161 6 100 49 -243 139 1,757 58 275 -100: -508 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 26.8 0.3 3.5 1.0 26.8 22.7 33.1 8.6 6.6 5.4: 1.0 1.0
Old : 100.0: 24.0 26.8 0.3 3.5 1.0 26.8 22.7 33.1 8.6 6.6 5.4: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 8 6 . 4 . 6 6 8 . . .:
Old : 28: 8 6 . 4 . 6 6 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 60.6 91.1 84.2 36.4 30.1 37.5 34.7
Old : 67.4 60.6 91.1 84.2 36.4 30.1 37.5 34.7
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 - Options and Futures Combined, May 4, 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 : 76,083: 48,961 55,159 24,822 17,446 244 0 0 0 0 0 0: 2,056 3,234
Old : 76,083: 48,961 55,159 24,822 17,446 244 0 0 0 0 0 0: 2,056 3,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -7,115: -5,239 -3,953 -1,240 -2,604 0 0 0 0 0 0 0: -636 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 72.5 32.6 22.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 4.3
Old : 100.0: 64.4 72.5 32.6 22.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 4.3
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 : 23: 13 11 . 5 . 0 0 0 0 0 0:
Old : 23: 13 11 . 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 : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
Old : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
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 - Options and Futures Combined, May 4, 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 : 179,251: 109,738 121,394 38,135 29,611 15,992 4,820 3,420 4,293 0 0 0: 6,273 4,541
Old : 179,251: 109,738 121,394 38,135 29,611 15,992 4,820 3,420 4,293 0 0 0: 6,273 4,541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -10,171: -5,364 -5,153 -2,361 -2,986 -989 -178 -110 -481 0 0 0: -798 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 67.7 21.3 16.5 8.9 2.7 1.9 2.4 0.0 0.0 0.0: 3.5 2.5
Old : 100.0: 61.2 67.7 21.3 16.5 8.9 2.7 1.9 2.4 0.0 0.0 0.0: 3.5 2.5
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 : 47: 26 27 8 4 10 . . 4 0 0 0:
Old : 47: 26 27 8 4 10 . . 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 : 30.8 42.7 50.5 59.8 25.8 37.0 38.3 45.6
Old : 30.8 42.7 50.5 59.8 25.8 37.0 38.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 128,458: 65,136 72,557 37,728 33,872 10,462 1,850 3,061 1,706 0 0 0: 11,575 6,800
Old : 128,458: 65,136 72,557 37,728 33,872 10,462 1,850 3,061 1,706 0 0 0: 11,575 6,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,867: 879 -2,805 -2,015 -1,603 -648 -310 863 -554 0 0 0: -3,218 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 56.5 29.4 26.4 8.1 1.4 2.4 1.3 0.0 0.0 0.0: 9.0 5.3
Old : 100.0: 50.7 56.5 29.4 26.4 8.1 1.4 2.4 1.3 0.0 0.0 0.0: 9.0 5.3
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: 14 12 8 4 8 . . . 0 0 0:
Old : 31: 14 12 8 4 8 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 49.0 66.5 73.8 45.0 47.3 55.7 68.9
Old : 52.6 49.0 66.5 73.8 45.0 47.3 55.7 68.9
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 - Options and Futures Combined, May 4, 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 : 218,840: 113,794 95,528 32,771 72,670 31,660 6,979 166 11,661 0 0 0: 21,975 7,155
Old : 218,840: 113,794 95,528 32,771 72,670 31,660 6,979 166 11,661 0 0 0: 21,975 7,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,736: -9,995 -2,866 -150 -4,593 -1,080 171 166 527 0 0 0: 3,791 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 43.7 15.0 33.2 14.5 3.2 0.1 5.3 0.0 0.0 0.0: 10.0 3.3
Old : 100.0: 52.0 43.7 15.0 33.2 14.5 3.2 0.1 5.3 0.0 0.0 0.0: 10.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 22 5 10 10 . . . 0 0 0:
Old : 41: 21 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 : 33.9 29.5 53.9 52.3 25.2 25.1 36.0 41.9
Old : 33.9 29.5 53.9 52.3 25.2 25.1 36.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 56,475: 18,430 24,159 16,978 14,107 11,465 3,343 1,319 656 0 0 0: 5,603 4,769
Old : 56,475: 18,430 24,159 16,978 14,107 11,465 3,343 1,319 656 0 0 0: 5,603 4,769
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,754: -1,136 -1,330 -248 -216 -104 9 0 -9 0 0 0: -266 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 42.8 30.1 25.0 20.3 5.9 2.3 1.2 0.0 0.0 0.0: 9.9 8.4
Old : 100.0: 32.6 42.8 30.1 25.0 20.3 5.9 2.3 1.2 0.0 0.0 0.0: 9.9 8.4
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: 7 7 . 4 4 . . . 0 0 0:
Old : 20: 7 7 . 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 : 67.0 60.3 82.0 81.6 57.6 51.2 63.2 62.8
Old : 67.0 60.3 82.0 81.6 57.6 51.2 63.2 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 2,819,406: 802,376 509,249 70,802 914,898 373,319 577,767 59,832 637,661 128,082 105,403 202,932: 26,467 16,112
Old : 2,819,406: 802,376 509,249 70,802 914,898 373,319 577,767 59,832 637,661 128,082 105,403 202,932: 26,467 16,112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -105,298: -49,358 -24,645 -5,708 -28,466 -12,011 19,389 17,331 -49,132 -7,782 -3,042 -2,681: 1,985 -2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 18.1 2.5 32.5 13.2 20.5 2.1 22.6 4.5 3.7 7.2: 0.9 0.6
Old : 100.0: 28.5 18.1 2.5 32.5 13.2 20.5 2.1 22.6 4.5 3.7 7.2: 0.9 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 : 176: 81 72 10 20 27 25 12 32 10 13 21:
Old : 176: 81 72 10 20 27 25 12 32 10 13 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 : 33.7 32.6 45.3 45.3 18.5 21.2 25.9 29.5
Old : 33.7 32.6 45.3 45.3 18.5 21.2 25.9 29.5
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 - Options and Futures Combined, May 4, 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 : 965,261: 184,315 287,809 345,423 150,261 158,374 80,845 79,597 80,789 33,476 126,749 77,889: 4,150 3,793
Old : 965,261: 184,315 287,809 345,423 150,261 158,374 80,845 79,597 80,789 33,476 126,749 77,889: 4,150 3,793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -93,864: -14,676 -15,103 9,088 -15,516 -21,742 -30,318 -22,415 -9,483 -8,107 10,185 -21,476: 2,850 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 29.8 35.8 15.6 16.4 8.4 8.2 8.4 3.5 13.1 8.1: 0.4 0.4
Old : 100.0: 19.1 29.8 35.8 15.6 16.4 8.4 8.2 8.4 3.5 13.1 8.1: 0.4 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 : 92: 23 24 14 7 18 9 14 18 9 14 22:
Old : 92: 23 24 14 7 18 9 14 18 9 14 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 : 37.7 40.0 52.7 58.8 31.8 34.7 43.4 43.1
Old : 37.7 40.0 52.7 58.8 31.8 34.7 43.4 43.1
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 - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 22,530: 20,059 14,419 47 6,097 1,494 0 17 238 60 45 75: 557 145
Old : 22,530: 20,059 14,419 47 6,097 1,494 0 17 238 60 45 75: 557 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 762: 939 654 -50 280 -288 0 -15 81 60 0 0: 20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 64.0 0.2 27.1 6.6 0.0 0.1 1.1 0.3 0.2 0.3: 2.5 0.6
Old : 100.0: 89.0 64.0 0.2 27.1 6.6 0.0 0.1 1.1 0.3 0.2 0.3: 2.5 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 : 45: 30 27 . 7 7 0 . . . . .:
Old : 45: 30 27 . 7 7 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 : 37.9 38.4 56.3 59.4 29.7 35.9 45.4 48.2
Old : 37.9 38.4 56.3 59.4 29.7 35.9 45.4 48.2
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 - Options and Futures Combined, May 4, 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 : 17,256: 16,123 9,380 0 7,341 345 0 0 0 0 0 0: 788 190
Old : 17,256: 16,123 9,380 0 7,341 345 0 0 0 0 0 0: 788 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,093: -570 -528 0 -217 -248 0 -30 0 0 0 0: -275 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 54.4 0.0 42.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 1.1
Old : 100.0: 93.4 54.4 0.0 42.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 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 : 22: 11 10 0 7 . 0 0 0 0 0 0:
Old : 22: 11 10 0 7 . 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 : 64.5 60.7 90.5 82.6 49.7 56.1 65.8 67.6
Old : 64.5 60.7 90.5 82.6 49.7 56.1 65.8 67.6
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 - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,884: 8,777 7,219 0 1,718 1,717 0 3 70 0 0 0: 320 157
Old : 10,884: 8,777 7,219 0 1,718 1,717 0 3 70 0 0 0: 320 157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,097: -913 -706 0 -300 -166 -57 3 37 0 0 0: 2 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 66.3 0.0 15.8 15.8 0.0 0.0 0.6 0.0 0.0 0.0: 2.9 1.4
Old : 100.0: 80.6 66.3 0.0 15.8 15.8 0.0 0.0 0.6 0.0 0.0 0.0: 2.9 1.4
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 : 25: 11 14 0 6 4 0 . . 0 0 0:
Old : 25: 11 14 0 6 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 42.1 87.4 70.0 68.2 34.8 69.2 53.6
Old : 74.1 42.1 87.4 70.0 68.2 34.8 69.2 53.6
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 - Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,180: 7,763 7,481 323 1,407 1,037 0 0 0 740 0 0: 317 255
Old : 10,180: 7,763 7,481 323 1,407 1,037 0 0 0 740 0 0: 317 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 185: -124 -33 -169 71 162 0 0 0 310 0 0: 6 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 73.5 3.2 13.8 10.2 0.0 0.0 0.0 7.3 0.0 0.0: 3.1 2.5
Old : 100.0: 76.3 73.5 3.2 13.8 10.2 0.0 0.0 0.0 7.3 0.0 0.0: 3.1 2.5
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 : 32: 21 15 . 5 5 0 0 0 . 0 0:
Old : 32: 21 15 . 5 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 : 46.2 49.1 67.3 75.6 37.4 40.3 52.3 57.8
Old : 46.2 49.1 67.3 75.6 37.4 40.3 52.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010