NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 15, 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 : 4,330,899: 1,532,968 1,125,182 144,282 891,712 643,889 354,346 35,515 1,304,547 42,104 32,914 274,565: 34,198 22,575
Old : 4,330,899: 1,532,968 1,125,182 144,282 891,712 643,889 354,346 35,515 1,304,547 42,104 32,914 274,565: 34,198 22,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -6,002: -111,478 -132,822 37,275 52,169 -11,659 25,004 449 41,506 -17,667 13,842 32,796: -1,779 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 26.0 3.3 20.6 14.9 8.2 0.8 30.1 1.0 0.8 6.3: 0.8 0.5
Old : 100.0: 35.4 26.0 3.3 20.6 14.9 8.2 0.8 30.1 1.0 0.8 6.3: 0.8 0.5
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 : 216: 97 92 13 21 32 26 13 37 13 22 35:
Old : 216: 97 92 13 21 32 26 13 37 13 22 35:
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 : 27.5 25.0 42.8 39.6 9.6 12.1 14.3 17.1
Old : 27.5 25.0 42.8 39.6 9.6 12.1 14.3 17.1
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, June 15, 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 : 979,574: 96,239 123,110 151,133 85,127 121,311 156,237 187,478 247,532 11,924 57,671 113,327: 81,872 44,018
Old : 979,574: 96,239 123,110 151,133 85,127 121,311 156,237 187,478 247,532 11,924 57,671 113,327: 81,872 44,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 10,322: -956 -838 616 5,913 6,079 -2,465 -162 -8,679 -121 -4,564 13,900: 1,949 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 15.4 8.7 12.4 15.9 19.1 25.3 1.2 5.9 11.6: 8.4 4.5
Old : 100.0: 9.8 12.6 15.4 8.7 12.4 15.9 19.1 25.3 1.2 5.9 11.6: 8.4 4.5
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 : 291: 56 48 21 11 27 62 52 68 29 43 68:
Old : 291: 56 48 21 11 27 62 52 68 29 43 68:
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 : 21.2 35.4 32.4 45.5 14.3 21.5 19.2 27.0
Old : 21.2 35.4 32.4 45.5 14.3 21.5 19.2 27.0
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, June 15, 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 : 58,280: 36,939 24,708 4,746 16,891 5,718 812 0 2,047 0 0 0: 8,018 8,916
Old : 58,280: 36,939 24,708 4,746 16,891 5,718 812 0 2,047 0 0 0: 8,018 8,916
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 214: 0 0 0 0 0 25 -189 189 0 0 0: 0 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 42.4 8.1 29.0 9.8 1.4 0.0 3.5 0.0 0.0 0.0: 13.8 15.3
Old : 100.0: 63.4 42.4 8.1 29.0 9.8 1.4 0.0 3.5 0.0 0.0 0.0: 13.8 15.3
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 : 25: 17 14 . 4 5 . 0 . 0 0 0:
Old : 25: 17 14 . 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 : 45.3 46.7 63.1 67.0 37.6 39.4 49.5 49.5
Old : 45.3 46.7 63.1 67.0 37.6 39.4 49.5 49.5
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, June 15, 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 : 37,776: 21,429 11,851 4,456 9,913 5,079 442 756 2,783 0 0 0: 3,587 7,394
Old : 37,776: 21,429 11,851 4,456 9,913 5,079 442 756 2,783 0 0 0: 3,587 7,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 648: 0 248 847 776 1,013 248 0 0 0 0 0: -1,460 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 31.4 11.8 26.2 13.4 1.2 2.0 7.4 0.0 0.0 0.0: 9.5 19.6
Old : 100.0: 56.7 31.4 11.8 26.2 13.4 1.2 2.0 7.4 0.0 0.0 0.0: 9.5 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 9 4 4 5 . . . 0 0 0:
Old : 23: 9 9 4 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 : 48.6 36.5 72.3 55.7 36.7 30.4 50.9 41.1
Old : 48.6 36.5 72.3 55.7 36.7 30.4 50.9 41.1
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, June 15, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 67,522: 37,200 39,424 16,290 10,146 5,494 0 0 0 0 0 0: 8,538 12,458
Old : 67,522: 37,200 39,424 16,290 10,146 5,494 0 0 0 0 0 0: 8,538 12,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 484: 0 484 360 0 0 0 0 0 0 0 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 58.4 24.1 15.0 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.5
Old : 100.0: 55.1 58.4 24.1 15.0 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 4 4 0 0 0 0 0 0:
Old : 25: 13 15 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 48.0 61.2 62.3 35.3 43.0 49.6 53.2
Old : 41.3 48.0 61.2 62.3 35.3 43.0 49.6 53.2
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, June 15, 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 : 74,138: 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 4,063
Old : 74,138: 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 4,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 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: 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 5.5
Old : 100.0: 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 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 12 . 5 4 0 0 0 0 0 0:
Old : 22: 13 12 . 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 : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3
Old : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3
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, June 15, 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 : 84,558: 53,707 52,654 12,563 10,610 3,117 900 2,673 6,374 0 0 0: 7,897 9,130
Old : 84,558: 53,707 52,654 12,563 10,610 3,117 900 2,673 6,374 0 0 0: 7,897 9,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,630: 1,599 1,655 -151 0 0 412 207 -440 0 -540 0: 210 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 62.3 14.9 12.5 3.7 1.1 3.2 7.5 0.0 0.0 0.0: 9.3 10.8
Old : 100.0: 63.5 62.3 14.9 12.5 3.7 1.1 3.2 7.5 0.0 0.0 0.0: 9.3 10.8
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 : 33: 15 17 4 4 4 . . 4 0 0 0:
Old : 33: 15 17 4 4 4 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 41.5 63.6 60.5 42.7 38.6 58.2 51.5
Old : 44.8 41.5 63.6 60.5 42.7 38.6 58.2 51.5
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, June 15, 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 : 78,275: 64,306 32,053 3,750 17,712 853 984 10,124 1,420 0 0 0: 6,962 16,113
Old : 78,275: 64,306 32,053 3,750 17,712 853 984 10,124 1,420 0 0 0: 6,962 16,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 419: 1,193 -65 0 -3,488 -294 0 1,651 -694 0 0 0: 214 3,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 40.9 4.8 22.6 1.1 1.3 12.9 1.8 0.0 0.0 0.0: 8.9 20.6
Old : 100.0: 82.2 40.9 4.8 22.6 1.1 1.3 12.9 1.8 0.0 0.0 0.0: 8.9 20.6
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 : 24: 10 13 . 4 . . . . 0 0 0:
Old : 24: 10 13 . 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 : 61.5 42.0 80.8 59.4 58.2 41.9 71.2 55.3
Old : 61.5 42.0 80.8 59.4 58.2 41.9 71.2 55.3
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, June 15, 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 : 78,365: 40,950 20,128 8,726 40,257 5,566 5,101 1,496 4,163 0 0 0: 13,859 6,755
Old : 78,365: 40,950 20,128 8,726 40,257 5,566 5,101 1,496 4,163 0 0 0: 13,859 6,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 558: -578 1,220 0 0 0 248 -604 -58 0 0 0: 946 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 25.7 11.1 51.4 7.1 6.5 1.9 5.3 0.0 0.0 0.0: 17.7 8.6
Old : 100.0: 52.3 25.7 11.1 51.4 7.1 6.5 1.9 5.3 0.0 0.0 0.0: 17.7 8.6
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 : 29: 12 13 . 6 4 . . . 0 0 0:
Old : 29: 12 13 . 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 : 35.3 48.1 59.7 66.8 30.9 46.7 48.2 63.5
Old : 35.3 48.1 59.7 66.8 30.9 46.7 48.2 63.5
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, June 15, 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 : 1,767,217: 339,753 313,092 97,267 86,466 664,343 13,849 100,358 213,859 61,011 9,662 373,159: 3,974 6,277
Old : 1,767,217: 339,753 313,092 97,267 86,466 664,343 13,849 100,358 213,859 61,011 9,662 373,159: 3,974 6,277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 67,039: 14,997 10,098 1,453 -3,299 41,238 1,973 12,207 -12,074 -7 -353 21,840: -2,381 -2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.7 5.5 4.9 37.6 0.8 5.7 12.1 3.5 0.5 21.1: 0.2 0.4
Old : 100.0: 19.2 17.7 5.5 4.9 37.6 0.8 5.7 12.1 3.5 0.5 21.1: 0.2 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 : 138: 40 39 9 15 23 20 24 33 18 11 29:
Old : 138: 40 39 9 15 23 20 24 33 18 11 29:
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 : 32.7 33.2 54.9 50.6 8.2 6.4 9.7 8.3
Old : 32.7 33.2 54.9 50.6 8.2 6.4 9.7 8.3
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, June 15, 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 : 43,848: 12,952 13,676 465 5,995 6,093 8,544 3,824 9,143 1,943 652 2,851: 1,856 1,613
Old : 43,848: 12,952 13,676 465 5,995 6,093 8,544 3,824 9,143 1,943 652 2,851: 1,856 1,613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 5,648: 1,497 2,091 149 4,044 5,605 1,521 -2,147 -4,033 -431 -627 549: 791 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 31.2 1.1 13.7 13.9 19.5 8.7 20.9 4.4 1.5 6.5: 4.2 3.7
Old : 100.0: 29.5 31.2 1.1 13.7 13.9 19.5 8.7 20.9 4.4 1.5 6.5: 4.2 3.7
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 : 38: 10 9 . 6 6 5 9 9 . . .:
Old : 38: 10 9 . 6 6 5 9 9 . . .:
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 : 55.1 55.8 84.3 79.4 26.9 20.8 29.2 26.6
Old : 55.1 55.8 84.3 79.4 26.9 20.8 29.2 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
Disaggregated Commitments of Traders - Options and Futures Combined, June 15, 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 : 37,205: 26,234 31,402 3,858 1,454 1,840 0 0 0 0 0 0: 5,273 2,509
Old : 37,205: 26,234 31,402 3,858 1,454 1,840 0 0 0 0 0 0: 5,273 2,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 84.4 10.4 3.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 14.2 6.7
Old : 100.0: 70.5 84.4 10.4 3.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 14.2 6.7
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: 13 13 . . . 0 0 0 0 0 0:
Old : 20: 13 13 . . . 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 58.9 68.8 78.6 41.1 45.8 55.7 59.9
Old : 42.3 58.9 68.8 78.6 41.1 45.8 55.7 59.9
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, June 15, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 70,666: 45,120 52,682 23,622 14,926 244 0 0 0 0 0 0: 1,680 2,814
Old : 70,666: 45,120 52,682 23,622 14,926 244 0 0 0 0 0 0: 1,680 2,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 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: 63.8 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 4.0
Old : 100.0: 63.8 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 4.0
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: 13 12 . 5 . 0 0 0 0 0 0:
Old : 23: 13 12 . 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 : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0
Old : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0
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, June 15, 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 : 168,021: 99,698 103,811 36,898 31,303 15,365 3,661 5,861 6,448 0 0 0: 5,950 5,233
Old : 168,021: 99,698 103,811 36,898 31,303 15,365 3,661 5,861 6,448 0 0 0: 5,950 5,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -7,671: -10,229 -7,534 155 -730 400 -438 -2,246 2,379 0 0 0: 62 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 61.8 22.0 18.6 9.1 2.2 3.5 3.8 0.0 0.0 0.0: 3.5 3.1
Old : 100.0: 59.3 61.8 22.0 18.6 9.1 2.2 3.5 3.8 0.0 0.0 0.0: 3.5 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 : 47: 26 28 7 5 9 4 . 4 0 0 0:
Old : 47: 26 28 7 5 9 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 : 33.4 39.5 51.9 57.7 30.2 37.2 41.7 48.9
Old : 33.4 39.5 51.9 57.7 30.2 37.2 41.7 48.9
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, June 15, 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 : 125,062: 62,519 72,550 35,329 29,419 12,618 1,550 1,575 1,932 0 0 0: 11,114 6,968
Old : 125,062: 62,519 72,550 35,329 29,419 12,618 1,550 1,575 1,932 0 0 0: 11,114 6,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -308: -434 -350 248 0 0 0 -186 0 0 0 0: -122 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 58.0 28.2 23.5 10.1 1.2 1.3 1.5 0.0 0.0 0.0: 8.9 5.6
Old : 100.0: 50.0 58.0 28.2 23.5 10.1 1.2 1.3 1.5 0.0 0.0 0.0: 8.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 12 8 4 9 . . . 0 0 0:
Old : 31: 15 12 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 : 51.9 49.4 65.6 73.6 42.5 48.7 52.5 68.1
Old : 51.9 49.4 65.6 73.6 42.5 48.7 52.5 68.1
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, June 15, 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 : 219,316: 120,727 96,735 31,260 73,418 30,682 9,489 360 9,108 0 0 0: 18,050 9,013
Old : 219,316: 120,727 96,735 31,260 73,418 30,682 9,489 360 9,108 0 0 0: 18,050 9,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -125: -3,600 -740 428 0 0 3,579 0 -501 0 0 0: -31 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 44.1 14.3 33.5 14.0 4.3 0.2 4.2 0.0 0.0 0.0: 8.2 4.1
Old : 100.0: 55.0 44.1 14.3 33.5 14.0 4.3 0.2 4.2 0.0 0.0 0.0: 8.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 26 26 5 10 10 . . . 0 0 0:
Old : 48: 26 26 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.4 53.5 48.4 25.6 22.7 36.8 39.6
Old : 34.0 27.4 53.5 48.4 25.6 22.7 36.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, June 15, 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 : 2,802,822: 807,475 524,144 84,064 918,825 343,765 574,130 58,420 622,075 118,763 94,937 224,185: 28,365 16,471
Old : 2,802,822: 807,475 524,144 84,064 918,825 343,765 574,130 58,420 622,075 118,763 94,937 224,185: 28,365 16,471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -16,562: -4,449 10,116 -71 -3,449 -16,338 10,670 -4,862 -16,951 6,179 11,417 2,434: 1,964 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 18.7 3.0 32.8 12.3 20.5 2.1 22.2 4.2 3.4 8.0: 1.0 0.6
Old : 100.0: 28.8 18.7 3.0 32.8 12.3 20.5 2.1 22.2 4.2 3.4 8.0: 1.0 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 : 181: 80 74 10 20 27 25 15 33 14 12 23:
Old : 181: 80 74 10 20 27 25 15 33 14 12 23:
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 : 35.2 32.3 45.5 44.9 20.3 22.5 26.4 29.9
Old : 35.2 32.3 45.5 44.9 20.3 22.5 26.4 29.9
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, June 15, 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 : 981,498: 163,511 266,010 331,893 147,857 200,583 75,150 93,345 66,577 57,263 120,152 82,696: 3,825 4,278
Old : 981,498: 163,511 266,010 331,893 147,857 200,583 75,150 93,345 66,577 57,263 120,152 82,696: 3,825 4,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 35,834: 2,249 3,866 7,958 5,646 15,801 -2,313 1,352 -2,414 2,075 -491 11,885: 593 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 27.1 33.8 15.1 20.4 7.7 9.5 6.8 5.8 12.2 8.4: 0.4 0.4
Old : 100.0: 16.7 27.1 33.8 15.1 20.4 7.7 9.5 6.8 5.8 12.2 8.4: 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 : 96: 27 24 12 9 18 9 16 19 15 8 20:
Old : 96: 27 24 12 9 18 9 16 19 15 8 20:
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 : 33.8 41.0 49.3 57.7 24.7 36.3 35.9 43.5
Old : 33.8 41.0 49.3 57.7 24.7 36.3 35.9 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, June 15, 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 : 20,996: 18,204 12,990 40 5,944 1,793 0 28 46 35 0 70: 808 125
Old : 20,996: 18,204 12,990 40 5,944 1,793 0 28 46 35 0 70: 808 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,249: 1,275 508 0 662 110 0 0 -81 -60 0 0: 5 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 61.9 0.2 28.3 8.5 0.0 0.1 0.2 0.2 0.0 0.3: 3.8 0.6
Old : 100.0: 86.7 61.9 0.2 28.3 8.5 0.0 0.1 0.2 0.2 0.0 0.3: 3.8 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 : 44: 32 26 . 7 5 0 . . . 0 .:
Old : 44: 32 26 . 7 5 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 : 38.4 44.0 58.9 67.0 33.6 37.4 44.2 49.4
Old : 38.4 44.0 58.9 67.0 33.6 37.4 44.2 49.4
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 - Options and Futures Combined, June 15, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,229: 14,713 9,112 0 6,469 568 0 0 0 275 0 0: 673 80
Old : 16,229: 14,713 9,112 0 6,469 568 0 0 0 275 0 0: 673 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -345: -445 -195 0 -225 75 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 56.1 0.0 39.9 3.5 0.0 0.0 0.0 1.7 0.0 0.0: 4.1 0.5
Old : 100.0: 90.7 56.1 0.0 39.9 3.5 0.0 0.0 0.0 1.7 0.0 0.0: 4.1 0.5
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 : 24: 11 12 0 8 4 0 0 0 . 0 0:
Old : 24: 11 12 0 8 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 : 66.5 59.3 88.6 81.5 51.2 54.4 63.7 66.4
Old : 66.5 59.3 88.6 81.5 51.2 54.4 63.7 66.4
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, June 15, 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 : 10,318: 8,338 6,924 0 1,689 1,645 0 7 23 0 0 0: 312 30
Old : 10,318: 8,338 6,924 0 1,689 1,645 0 7 23 0 0 0: 312 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 86: 26 41 0 -15 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 67.1 0.0 16.4 15.9 0.0 0.1 0.2 0.0 0.0 0.0: 3.0 0.3
Old : 100.0: 80.8 67.1 0.0 16.4 15.9 0.0 0.1 0.2 0.0 0.0 0.0: 3.0 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 : 27: 12 15 0 6 4 0 . . 0 0 0:
Old : 27: 12 15 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 : 75.7 47.6 87.7 72.2 69.5 42.9 71.9 61.4
Old : 75.7 47.6 87.7 72.2 69.5 42.9 71.9 61.4
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, June 15, 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 : 10,335: 8,520 7,393 200 1,069 1,255 0 0 0 0 0 0: 360 618
Old : 10,335: 8,520 7,393 200 1,069 1,255 0 0 0 0 0 0: 360 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 5: -30 10 0 -20 20 0 0 0 0 0 0: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 71.5 1.9 10.3 12.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.0
Old : 100.0: 82.4 71.5 1.9 10.3 12.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 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 : 30: 20 14 . 5 6 0 0 0 0 0 0:
Old : 30: 20 14 . 5 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 52.2 67.0 73.2 35.3 42.8 50.3 51.3
Old : 46.6 52.2 67.0 73.2 35.3 42.8 50.3 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010