NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 : 4,329,698: 1,587,055 1,144,221 134,021 909,660 646,155 346,085 39,610 1,264,671 38,962 25,378 266,899: 45,850 33,104
Old : 4,329,698: 1,587,055 1,144,221 134,021 909,660 646,155 346,085 39,610 1,264,671 38,962 25,378 266,899: 45,850 33,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -1,201: 54,087 19,039 -10,261 17,948 2,266 -8,261 4,095 -39,876 -3,142 -7,536 -7,666: 11,652 10,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 26.4 3.1 21.0 14.9 8.0 0.9 29.2 0.9 0.6 6.2: 1.1 0.8
Old : 100.0: 36.7 26.4 3.1 21.0 14.9 8.0 0.9 29.2 0.9 0.6 6.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 219: 99 92 13 20 32 27 13 36 22 18 38:
Old : 219: 99 92 13 20 32 27 13 36 22 18 38:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 24.1 42.3 39.2 9.3 12.8 14.3 18.3
Old : 26.5 24.1 42.3 39.2 9.3 12.8 14.3 18.3
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 22, 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 : 968,758: 97,087 120,120 147,635 82,354 126,799 142,410 182,708 251,638 12,435 57,708 106,422: 84,332 41,009
Old : 968,758: 97,087 120,120 147,635 82,354 126,799 142,410 182,708 251,638 12,435 57,708 106,422: 84,332 41,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -10,817: 848 -2,990 -3,498 -2,773 5,488 -13,827 -4,770 4,106 511 37 -6,904: 2,460 -3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.4 15.2 8.5 13.1 14.7 18.9 26.0 1.3 6.0 11.0: 8.7 4.2
Old : 100.0: 10.0 12.4 15.2 8.5 13.1 14.7 18.9 26.0 1.3 6.0 11.0: 8.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 282: 54 46 23 10 28 66 47 75 28 43 62:
Old : 282: 54 46 23 10 28 66 47 75 28 43 62:
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 : 21.1 34.7 33.0 45.4 14.2 21.2 19.1 26.8
Old : 21.1 34.7 33.0 45.4 14.2 21.2 19.1 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 : 58,518: 36,939 24,708 4,746 16,891 5,718 1,111 0 1,986 0 0 0: 8,018 9,215
Old : 58,518: 36,939 24,708 4,746 16,891 5,718 1,111 0 1,986 0 0 0: 8,018 9,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 238: 0 0 0 0 0 299 0 -61 0 0 0: 0 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 42.2 8.1 28.9 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.7 15.7
Old : 100.0: 63.1 42.2 8.1 28.9 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.7 15.7
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 : 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 : 45.1 46.5 63.0 66.7 37.5 39.2 49.3 49.3
Old : 45.1 46.5 63.0 66.7 37.5 39.2 49.3 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, June 22, 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 : 37,787: 21,613 12,035 4,456 9,913 5,079 442 884 2,575 0 0 0: 3,622 7,301
Old : 37,787: 21,613 12,035 4,456 9,913 5,079 442 884 2,575 0 0 0: 3,622 7,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 11: 184 184 0 0 0 0 128 -208 0 0 0: 35 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 31.8 11.8 26.2 13.4 1.2 2.3 6.8 0.0 0.0 0.0: 9.6 19.3
Old : 100.0: 57.2 31.8 11.8 26.2 13.4 1.2 2.3 6.8 0.0 0.0 0.0: 9.6 19.3
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: 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 : 49.1 36.3 72.2 55.7 37.2 30.9 51.4 41.9
Old : 49.1 36.3 72.2 55.7 37.2 30.9 51.4 41.9
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 22, 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 : 67,338: 37,200 38,820 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878
Old : 67,338: 37,200 38,820 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -184: 0 -604 0 0 0 0 0 0 0 0 0: -184 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 57.6 24.2 15.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.4 19.1
Old : 100.0: 55.2 57.6 24.2 15.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 41.4 47.2 61.4 61.6 35.4 42.3 49.7 52.4
Old : 41.4 47.2 61.4 61.6 35.4 42.3 49.7 52.4
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 22, 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 : 74,014: 43,752 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 3,939
Old : 74,014: 43,752 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 3,939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -124: -124 0 0 0 0 0 0 0 0 0 0: 0 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 5.3
Old : 100.0: 59.1 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 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 : 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 : 45.3 51.6 64.0 76.0 40.6 47.4 56.1 65.4
Old : 45.3 51.6 64.0 76.0 40.6 47.4 56.1 65.4
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 22, 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 : 83,789: 51,387 52,647 12,563 10,610 3,117 1,943 1,194 6,505 0 0 0: 8,274 9,716
Old : 83,789: 51,387 52,647 12,563 10,610 3,117 1,943 1,194 6,505 0 0 0: 8,274 9,716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -769: -2,320 -7 0 0 0 1,043 -1,479 131 0 0 0: 377 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 62.8 15.0 12.7 3.7 2.3 1.4 7.8 0.0 0.0 0.0: 9.9 11.6
Old : 100.0: 61.3 62.8 15.0 12.7 3.7 2.3 1.4 7.8 0.0 0.0 0.0: 9.9 11.6
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 : 33: 15 18 4 4 4 . . 4 0 0 0:
Old : 33: 15 18 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 : 44.3 41.9 63.6 60.2 41.8 38.9 56.0 51.9
Old : 44.3 41.9 63.6 60.2 41.8 38.9 56.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 : 78,112: 63,481 32,295 3,750 17,712 853 1,325 9,395 1,621 0 0 0: 7,082 16,236
Old : 78,112: 63,481 32,295 3,750 17,712 853 1,325 9,395 1,621 0 0 0: 7,082 16,236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -163: -825 242 0 0 0 341 -729 201 0 0 0: 120 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 41.3 4.8 22.7 1.1 1.7 12.0 2.1 0.0 0.0 0.0: 9.1 20.8
Old : 100.0: 81.3 41.3 4.8 22.7 1.1 1.7 12.0 2.1 0.0 0.0 0.0: 9.1 20.8
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 : 25: 10 13 . 4 . . . . 0 0 0:
Old : 25: 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 : 61.0 42.1 80.4 58.8 57.7 42.0 70.7 54.5
Old : 61.0 42.1 80.4 58.8 57.7 42.0 70.7 54.5
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 22, 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 : 78,798: 41,825 20,162 8,726 40,257 5,566 4,282 1,496 4,500 0 0 0: 13,899 6,817
Old : 78,798: 41,825 20,162 8,726 40,257 5,566 4,282 1,496 4,500 0 0 0: 13,899 6,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 433: 875 34 0 0 0 -819 0 337 0 0 0: 40 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 25.6 11.1 51.1 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.6 8.7
Old : 100.0: 53.1 25.6 11.1 51.1 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.6 8.7
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 : 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 : 35.2 47.9 59.3 66.4 30.8 46.5 48.7 63.2
Old : 35.2 47.9 59.3 66.4 30.8 46.5 48.7 63.2
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 22, 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 : 1,798,134: 339,351 315,078 104,447 94,777 675,606 15,704 92,486 218,355 62,169 16,544 376,237: 6,264 9,051
Old : 1,798,134: 339,351 315,078 104,447 94,777 675,606 15,704 92,486 218,355 62,169 16,544 376,237: 6,264 9,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 30,917: -403 1,986 7,180 8,311 11,263 1,855 -7,872 4,496 1,158 6,882 3,078: 2,290 2,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.5 5.8 5.3 37.6 0.9 5.1 12.1 3.5 0.9 20.9: 0.3 0.5
Old : 100.0: 18.9 17.5 5.8 5.3 37.6 0.9 5.1 12.1 3.5 0.9 20.9: 0.3 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 : 141: 40 39 9 14 23 22 25 34 22 8 30:
Old : 141: 40 39 9 14 23 22 25 34 22 8 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 : 32.4 33.6 55.0 51.1 8.3 6.9 9.8 8.9
Old : 32.4 33.6 55.0 51.1 8.3 6.9 9.8 8.9
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 22, 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 : 47,528: 12,953 14,886 3,295 2,974 5,583 7,836 7,056 10,627 1,773 1,163 3,019: 2,442 2,219
Old : 47,528: 12,953 14,886 3,295 2,974 5,583 7,836 7,056 10,627 1,773 1,163 3,019: 2,442 2,219
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 3,680: 0 1,210 2,830 -3,022 -510 -707 3,232 1,484 -170 511 168: 585 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.3 6.9 6.3 11.7 16.5 14.8 22.4 3.7 2.4 6.4: 5.1 4.7
Old : 100.0: 27.3 31.3 6.9 6.3 11.7 16.5 14.8 22.4 3.7 2.4 6.4: 5.1 4.7
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 : 37: 10 9 5 4 6 6 8 10 . . .:
Old : 37: 10 9 5 4 6 6 8 10 . . .:
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 : 53.7 54.9 82.7 78.8 24.7 23.3 27.9 27.6
Old : 53.7 54.9 82.7 78.8 24.7 23.3 27.9 27.6
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 22, 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: 26,358 31,402 3,734 1,454 1,840 0 0 0 0 0 0: 5,273 2,509
Old : 37,205: 26,358 31,402 3,734 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 15, 2010 :
: 0: 124 0 -124 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 84.4 10.0 3.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 14.2 6.7
Old : 100.0: 70.8 84.4 10.0 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 : 21: 13 14 . . . 0 0 0 0 0 0:
Old : 21: 13 14 . . . 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 55.6 68.5 74.8 41.1 43.9 55.7 57.1
Old : 42.3 55.6 68.5 74.8 41.1 43.9 55.7 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 15, 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 22, 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 : 165,985: 97,306 102,315 36,836 31,605 15,365 5,692 6,259 4,960 0 0 0: 5,826 5,481
Old : 165,985: 97,306 102,315 36,836 31,605 15,365 5,692 6,259 4,960 0 0 0: 5,826 5,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -2,036: -2,392 -1,496 -62 302 0 2,031 398 -1,488 0 0 0: -124 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 61.6 22.2 19.0 9.3 3.4 3.8 3.0 0.0 0.0 0.0: 3.5 3.3
Old : 100.0: 58.6 61.6 22.2 19.0 9.3 3.4 3.8 3.0 0.0 0.0 0.0: 3.5 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 : 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 : 33.9 40.3 52.5 58.6 30.8 37.9 43.6 50.0
Old : 33.9 40.3 52.5 58.6 30.8 37.9 43.6 50.0
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 22, 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 : 125,546: 63,591 73,115 34,046 29,419 12,992 1,550 1,433 2,292 0 0 0: 11,075 6,294
Old : 125,546: 63,591 73,115 34,046 29,419 12,992 1,550 1,433 2,292 0 0 0: 11,075 6,294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 483: 1,071 565 -1,283 0 374 0 -142 360 0 0 0: -39 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 58.2 27.1 23.4 10.3 1.2 1.1 1.8 0.0 0.0 0.0: 8.8 5.0
Old : 100.0: 50.7 58.2 27.1 23.4 10.3 1.2 1.1 1.8 0.0 0.0 0.0: 8.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 13 8 4 9 . . . 0 0 0:
Old : 32: 16 13 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 : 51.7 49.2 64.7 73.5 41.8 48.6 51.0 67.9
Old : 51.7 49.2 64.7 73.5 41.8 48.6 51.0 67.9
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, June 22, 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 : 221,476: 122,429 99,880 31,688 73,418 30,682 12,742 1,364 9,379 0 0 0: 14,557 6,754
Old : 221,476: 122,429 99,880 31,688 73,418 30,682 12,742 1,364 9,379 0 0 0: 14,557 6,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 2,161: 1,702 3,145 428 0 0 3,253 1,004 271 0 0 0: -3,493 -2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 45.1 14.3 33.1 13.9 5.8 0.6 4.2 0.0 0.0 0.0: 6.6 3.0
Old : 100.0: 55.3 45.1 14.3 33.1 13.9 5.8 0.6 4.2 0.0 0.0 0.0: 6.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 26 26 5 10 10 . . 4 0 0 0:
Old : 49: 26 26 5 10 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 : 33.4 27.1 54.2 47.5 25.1 22.5 37.1 38.2
Old : 33.4 27.1 54.2 47.5 25.1 22.5 37.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 : 48,543: 35,385 19,495 4,139 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,314
Old : 48,543: 35,385 19,495 4,139 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 40.2 8.5 31.9 8.5 0.0 5.8 2.7 0.0 0.0 0.0: 7.3 10.9
Old : 100.0: 72.9 40.2 8.5 31.9 8.5 0.0 5.8 2.7 0.0 0.0 0.0: 7.3 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . 4 4 0 . . 0 0 0:
Old : 20: 11 6 . 4 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 55.1 69.1 77.2 43.2 44.4 59.5 63.3
Old : 44.7 55.1 69.1 77.2 43.2 44.4 59.5 63.3
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 22, 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 : 2,806,810: 812,918 526,969 77,310 920,149 351,208 573,495 60,767 629,078 122,234 90,880 213,528: 27,039 14,231
Old : 2,806,810: 812,918 526,969 77,310 920,149 351,208 573,495 60,767 629,078 122,234 90,880 213,528: 27,039 14,231
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 3,988: 5,443 2,825 -6,754 1,324 7,443 -635 2,347 7,003 3,471 -4,057 -10,657: -1,326 -2,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 18.8 2.8 32.8 12.5 20.4 2.2 22.4 4.4 3.2 7.6: 1.0 0.5
Old : 100.0: 29.0 18.8 2.8 32.8 12.5 20.4 2.2 22.4 4.4 3.2 7.6: 1.0 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 : 185: 83 74 10 21 28 26 14 34 15 12 23:
Old : 185: 83 74 10 21 28 26 14 34 15 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 : 35.1 32.4 45.2 44.9 20.1 22.5 26.3 30.0
Old : 35.1 32.4 45.2 44.9 20.1 22.5 26.3 30.0
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 22, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,032,092: 169,205 272,935 329,051 189,048 203,316 92,525 85,217 74,794 70,406 113,241 89,414: 3,381 4,127
Old : 1,032,092: 169,205 272,935 329,051 189,048 203,316 92,525 85,217 74,794 70,406 113,241 89,414: 3,381 4,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 50,594: 5,694 6,925 -2,842 41,191 2,733 17,375 -8,128 8,217 13,143 -6,911 6,718: -444 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 26.4 31.9 18.3 19.7 9.0 8.3 7.2 6.8 11.0 8.7: 0.3 0.4
Old : 100.0: 16.4 26.4 31.9 18.3 19.7 9.0 8.3 7.2 6.8 11.0 8.7: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 26 24 11 10 18 8 17 19 18 7 22:
Old : 97: 26 24 11 10 18 8 17 19 18 7 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 : 32.8 41.8 47.6 56.5 24.2 36.7 35.1 43.6
Old : 32.8 41.8 47.6 56.5 24.2 36.7 35.1 43.6
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 22, 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 : 22,147: 19,312 13,850 85 6,165 1,759 0 28 54 35 0 70: 832 221
Old : 22,147: 19,312 13,850 85 6,165 1,759 0 28 54 35 0 70: 832 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,151: 1,108 860 45 221 -34 0 0 8 0 0 0: 24 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 62.5 0.4 27.8 7.9 0.0 0.1 0.2 0.2 0.0 0.3: 3.8 1.0
Old : 100.0: 87.2 62.5 0.4 27.8 7.9 0.0 0.1 0.2 0.2 0.0 0.3: 3.8 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 : 44: 34 27 . 6 6 0 . . . 0 .:
Old : 44: 34 27 . 6 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 44.1 58.0 67.5 32.9 37.0 43.1 48.2
Old : 36.1 44.1 58.0 67.5 32.9 37.0 43.1 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, June 22, 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 : 16,385: 15,074 9,245 0 6,597 463 0 0 0 185 0 0: 663 80
Old : 16,385: 15,074 9,245 0 6,597 463 0 0 0 185 0 0: 663 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 156: 361 133 0 128 -105 0 0 0 -90 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 56.4 0.0 40.3 2.8 0.0 0.0 0.0 1.1 0.0 0.0: 4.0 0.5
Old : 100.0: 92.0 56.4 0.0 40.3 2.8 0.0 0.0 0.0 1.1 0.0 0.0: 4.0 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: 12 12 0 8 4 0 0 0 . 0 0:
Old : 24: 12 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 : 69.1 58.3 89.7 80.9 55.4 54.7 66.0 66.2
Old : 69.1 58.3 89.7 80.9 55.4 54.7 66.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, June 22, 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 : 10,370: 8,255 6,996 0 1,504 1,780 0 7 23 0 0 0: 312 60
Old : 10,370: 8,255 6,996 0 1,504 1,780 0 7 23 0 0 0: 312 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 52: -83 72 0 -185 135 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 67.5 0.0 14.5 17.2 0.0 0.1 0.2 0.0 0.0 0.0: 3.0 0.6
Old : 100.0: 79.6 67.5 0.0 14.5 17.2 0.0 0.1 0.2 0.0 0.0 0.0: 3.0 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 : 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 : 74.1 47.7 87.1 71.6 68.1 43.4 71.0 59.6
Old : 74.1 47.7 87.1 71.6 68.1 43.4 71.0 59.6
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, June 22, 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 : 10,370: 8,585 7,488 230 1,069 1,195 0 0 0 0 0 0: 360 618
Old : 10,370: 8,585 7,488 230 1,069 1,195 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 15, 2010 :
: 35: 65 95 30 0 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 72.2 2.2 10.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.0
Old : 100.0: 82.8 72.2 2.2 10.3 11.5 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 : 46.9 52.2 67.8 72.7 35.3 42.6 50.2 51.2
Old : 46.9 52.2 67.8 72.7 35.3 42.6 50.2 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010