NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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 : 4,096,022: 1,450,821 1,043,195 156,570 841,007 612,322 317,757 21,552 1,258,791 26,679 57,300 229,303: 43,779 32,552
Old : 4,096,022: 1,450,821 1,043,195 156,570 841,007 612,322 317,757 21,552 1,258,791 26,679 57,300 229,303: 43,779 32,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 5,200: 9,655 -24,382 2,647 -6,810 -5,695 -34,973 -9,625 37,824 2,234 19,597 -6,990: 498 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 25.5 3.8 20.5 14.9 7.8 0.5 30.7 0.7 1.4 5.6: 1.1 0.8
Old : 100.0: 35.4 25.5 3.8 20.5 14.9 7.8 0.5 30.7 0.7 1.4 5.6: 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 : 220: 101 92 14 20 32 26 15 38 18 18 34:
Old : 220: 101 92 14 20 32 26 15 38 18 18 34:
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 : 27.3 24.7 42.7 40.4 10.3 13.1 15.4 18.5
Old : 27.3 24.7 42.7 40.4 10.3 13.1 15.4 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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 : 900,958: 104,704 127,022 153,141 81,687 122,956 137,141 191,590 196,219 18,426 49,486 90,515: 77,856 41,484
Old : 900,958: 104,704 127,022 153,141 81,687 122,956 137,141 191,590 196,219 18,426 49,486 90,515: 77,856 41,484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 14,996: 3,692 5,356 3,496 -33 8,268 -1,786 -3,063 3,652 -189 313 -650: -1,487 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.1 17.0 9.1 13.6 15.2 21.3 21.8 2.0 5.5 10.0: 8.6 4.6
Old : 100.0: 11.6 14.1 17.0 9.1 13.6 15.2 21.3 21.8 2.0 5.5 10.0: 8.6 4.6
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 : 267: 54 48 23 9 28 57 46 70 30 35 59:
Old : 267: 54 48 23 9 28 57 46 70 30 35 59:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 33.5 30.5 46.1 15.2 23.4 20.5 29.1
Old : 18.6 33.5 30.5 46.1 15.2 23.4 20.5 29.1
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, July 6, 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 : 55,280: 33,772 23,561 5,118 15,826 5,338 743 0 1,986 0 0 0: 8,323 8,569
Old : 55,280: 33,772 23,561 5,118 15,826 5,338 743 0 1,986 0 0 0: 8,323 8,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,282: -3,291 -1,209 372 -1,065 -380 -352 0 0 0 0 0: 369 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 42.6 9.3 28.6 9.7 1.3 0.0 3.6 0.0 0.0 0.0: 15.1 15.5
Old : 100.0: 61.1 42.6 9.3 28.6 9.7 1.3 0.0 3.6 0.0 0.0 0.0: 15.1 15.5
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: 16 13 . 4 5 . 0 . 0 0 0:
Old : 24: 16 13 . 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 : 45.4 47.9 63.4 67.8 37.6 40.9 49.8 50.7
Old : 45.4 47.9 63.4 67.8 37.6 40.9 49.8 50.7
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, July 6, 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 : 35,375: 20,726 9,697 3,443 9,559 5,238 8 1,174 2,099 0 0 0: 3,861 7,608
Old : 35,375: 20,726 9,697 3,443 9,559 5,238 8 1,174 2,099 0 0 0: 3,861 7,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -4,103: -3,190 -2,134 -723 -578 -131 -434 -508 -19 0 0 0: 394 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 27.4 9.7 27.0 14.8 0.0 3.3 5.9 0.0 0.0 0.0: 10.9 21.5
Old : 100.0: 58.6 27.4 9.7 27.0 14.8 0.0 3.3 5.9 0.0 0.0 0.0: 10.9 21.5
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 : 21: 10 10 . 4 4 . . . 0 0 0:
Old : 21: 10 10 . 4 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 38.7 73.4 58.9 36.0 30.5 52.8 41.5
Old : 52.3 38.7 73.4 58.9 36.0 30.5 52.8 41.5
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, July 6, 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 : 62,864: 35,276 35,338 14,797 9,981 5,225 0 0 0 0 0 0: 7,566 12,320
Old : 62,864: 35,276 35,338 14,797 9,981 5,225 0 0 0 0 0 0: 7,566 12,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -5,234: -2,684 -4,242 -1,493 -165 -269 0 0 0 0 0 0: -788 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 56.2 23.5 15.9 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 19.6
Old : 100.0: 56.1 56.2 23.5 15.9 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 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 : 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 48.1 62.9 62.4 36.0 42.8 51.2 52.2
Old : 41.4 48.1 62.9 62.4 36.0 42.8 51.2 52.2
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, July 6, 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 : 69,960: 40,999 33,145 14,149 27,549 5,786 0 0 0 0 0 0: 9,026 3,480
Old : 69,960: 40,999 33,145 14,149 27,549 5,786 0 0 0 0 0 0: 9,026 3,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -4,000: -2,691 -1,960 1,623 -1,426 -217 0 0 0 0 0 0: -2,715 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 47.4 20.2 39.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 5.0
Old : 100.0: 58.6 47.4 20.2 39.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 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 : 23: 13 12 . 5 4 0 0 0 0 0 0:
Old : 23: 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 : 46.7 51.5 65.2 76.4 41.4 47.4 56.4 65.4
Old : 46.7 51.5 65.2 76.4 41.4 47.4 56.4 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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 76,826: 46,659 50,352 12,388 9,288 2,496 2,241 301 5,411 0 0 0: 7,631 8,978
Old : 76,826: 46,659 50,352 12,388 9,288 2,496 2,241 301 5,411 0 0 0: 7,631 8,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -6,929: -4,651 -2,530 -247 -1,322 -621 905 -155 -1,491 0 0 0: -824 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 65.5 16.1 12.1 3.2 2.9 0.4 7.0 0.0 0.0 0.0: 9.9 11.7
Old : 100.0: 60.7 65.5 16.1 12.1 3.2 2.9 0.4 7.0 0.0 0.0 0.0: 9.9 11.7
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 : 33: 15 17 . 5 4 . . 4 0 0 0:
Old : 33: 15 17 . 5 4 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 43.6 63.5 60.3 43.4 40.5 56.8 53.2
Old : 45.6 43.6 63.5 60.3 43.4 40.5 56.8 53.2
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, July 6, 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 : 74,353: 61,535 30,246 3,195 16,658 853 736 9,475 1,592 0 0 0: 6,442 15,529
Old : 74,353: 61,535 30,246 3,195 16,658 853 736 9,475 1,592 0 0 0: 6,442 15,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -4,392: -2,075 -2,005 -555 -1,054 0 -589 207 -461 0 0 0: -712 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 40.7 4.3 22.4 1.1 1.0 12.7 2.1 0.0 0.0 0.0: 8.7 20.9
Old : 100.0: 82.8 40.7 4.3 22.4 1.1 1.0 12.7 2.1 0.0 0.0 0.0: 8.7 20.9
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 : 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 : 63.3 42.5 81.8 59.2 59.8 42.4 71.4 54.3
Old : 63.3 42.5 81.8 59.2 59.8 42.4 71.4 54.3
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, July 6, 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 : 74,953: 39,333 22,076 9,714 37,619 5,076 6,396 1,458 3,125 0 0 0: 11,309 5,599
Old : 74,953: 39,333 22,076 9,714 37,619 5,076 6,396 1,458 3,125 0 0 0: 11,309 5,599
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,974: -2,784 1,868 988 -2,638 -490 2,119 -38 -1,356 0 0 0: -2,451 -1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 29.5 13.0 50.2 6.8 8.5 1.9 4.2 0.0 0.0 0.0: 15.1 7.5
Old : 100.0: 52.5 29.5 13.0 50.2 6.8 8.5 1.9 4.2 0.0 0.0 0.0: 15.1 7.5
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 : 30: 13 14 4 5 4 . . . 0 0 0:
Old : 30: 13 14 4 5 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 53.1 58.6 71.0 32.4 50.8 51.0 67.4
Old : 37.1 53.1 58.6 71.0 32.4 50.8 51.0 67.4
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, July 6, 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 : 1,698,957: 323,661 300,833 103,670 93,697 650,923 16,500 81,617 193,998 51,322 16,634 353,234: 5,648 8,022
Old : 1,698,957: 323,661 300,833 103,670 93,697 650,923 16,500 81,617 193,998 51,322 16,634 353,234: 5,648 8,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 15,905: 4,534 4,407 1,549 -1,170 4,534 -2,514 1,463 2,786 1,890 680 3,557: -431 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.7 6.1 5.5 38.3 1.0 4.8 11.4 3.0 1.0 20.8: 0.3 0.5
Old : 100.0: 19.1 17.7 6.1 5.5 38.3 1.0 4.8 11.4 3.0 1.0 20.8: 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 : 136: 38 38 10 14 24 23 18 33 18 13 29:
Old : 136: 38 38 10 14 24 23 18 33 18 13 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 : 33.1 34.8 56.0 52.5 8.5 7.3 10.1 9.1
Old : 33.1 34.8 56.0 52.5 8.5 7.3 10.1 9.1
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, July 6, 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 : 48,466: 12,392 15,105 4,450 3,437 5,291 6,657 3,597 10,618 2,201 1,239 2,848: 4,009 6,331
Old : 48,466: 12,392 15,105 4,450 3,437 5,291 6,657 3,597 10,618 2,201 1,239 2,848: 4,009 6,331
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,667: -195 677 291 447 -319 -155 2,179 4,048 90 -90 40: -7,466 -10,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 31.2 9.2 7.1 10.9 13.7 7.4 21.9 4.5 2.6 5.9: 8.3 13.1
Old : 100.0: 25.6 31.2 9.2 7.1 10.9 13.7 7.4 21.9 4.5 2.6 5.9: 8.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 11 9 4 5 7 6 7 11 . . .:
Old : 37: 11 9 4 5 7 6 7 11 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 46.4 78.7 69.9 27.3 18.2 29.7 23.3
Old : 52.4 46.4 78.7 69.9 27.3 18.2 29.7 23.3
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, July 6, 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 : 33,171: 23,010 27,810 3,579 1,392 1,592 0 0 0 0 0 0: 4,990 2,377
Old : 33,171: 23,010 27,810 3,579 1,392 1,592 0 0 0 0 0 0: 4,990 2,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,751: -2,976 -3,158 -155 -62 -248 0 0 0 0 0 0: -372 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 83.8 10.8 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 7.2
Old : 100.0: 69.4 83.8 10.8 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 14 . . . 0 0 0 0 0 0:
Old : 21: 12 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 : 42.8 55.3 68.9 75.0 40.4 44.1 53.8 56.4
Old : 42.8 55.3 68.9 75.0 40.4 44.1 53.8 56.4
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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 65,287: 41,369 50,341 22,382 12,322 244 0 0 0 0 0 0: 1,292 2,380
Old : 65,287: 41,369 50,341 22,382 12,322 244 0 0 0 0 0 0: 1,292 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -10,075: -8,815 -5,301 -1,240 -4,340 0 0 0 0 0 0 0: -20 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 77.1 34.3 18.9 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 3.6
Old : 100.0: 63.4 77.1 34.3 18.9 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 3.6
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: 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 : 70.2 56.9 87.0 80.4 61.1 53.2 69.6 66.4
Old : 70.2 56.9 87.0 80.4 61.1 53.2 69.6 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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 : 155,304: 91,874 92,565 34,523 32,980 14,186 5,025 6,519 4,427 0 0 0: 5,269 4,627
Old : 155,304: 91,874 92,565 34,523 32,980 14,186 5,025 6,519 4,427 0 0 0: 5,269 4,627
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -11,432: -5,536 -9,632 -2,752 92 -1,074 -713 260 -308 0 0 0: -1,049 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 59.6 22.2 21.2 9.1 3.2 4.2 2.9 0.0 0.0 0.0: 3.4 3.0
Old : 100.0: 59.2 59.6 22.2 21.2 9.1 3.2 4.2 2.9 0.0 0.0 0.0: 3.4 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 : 47: 26 28 8 4 9 4 . 4 0 0 0:
Old : 47: 26 28 8 4 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 : 35.5 40.1 53.7 60.9 32.7 39.5 45.4 52.0
Old : 35.5 40.1 53.7 60.9 32.7 39.5 45.4 52.0
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, July 6, 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 : 121,364: 64,394 71,613 31,723 27,881 12,328 1,147 2,264 1,594 0 0 0: 10,178 5,684
Old : 121,364: 64,394 71,613 31,723 27,881 12,328 1,147 2,264 1,594 0 0 0: 10,178 5,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -6,257: -2,869 -3,132 -1,014 -1,538 -713 -403 97 -361 0 0 0: -897 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 59.0 26.1 23.0 10.2 0.9 1.9 1.3 0.0 0.0 0.0: 8.4 4.7
Old : 100.0: 53.1 59.0 26.1 23.0 10.2 0.9 1.9 1.3 0.0 0.0 0.0: 8.4 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 : 32: 16 12 8 4 9 . . . 0 0 0:
Old : 32: 16 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 : 52.6 51.0 66.9 74.2 44.6 50.0 54.1 69.1
Old : 52.6 51.0 66.9 74.2 44.6 50.0 54.1 69.1
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, July 6, 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 : 209,443: 115,265 95,493 30,994 68,004 29,697 11,428 1,488 8,172 0 0 0: 13,888 6,590
Old : 209,443: 115,265 95,493 30,994 68,004 29,697 11,428 1,488 8,172 0 0 0: 13,888 6,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -12,834: -8,378 -5,486 -694 -4,130 -2,055 57 124 -1,650 0 0 0: -114 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 45.6 14.8 32.5 14.2 5.5 0.7 3.9 0.0 0.0 0.0: 6.6 3.1
Old : 100.0: 55.0 45.6 14.8 32.5 14.2 5.5 0.7 3.9 0.0 0.0 0.0: 6.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 27 27 5 10 10 . . . 0 0 0:
Old : 49: 27 27 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 27.6 54.1 46.6 24.5 22.6 36.2 37.9
Old : 33.4 27.6 54.1 46.6 24.5 22.6 36.2 37.9
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, July 6, 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 : 46,820: 32,606 19,746 5,919 15,090 3,787 0 2,267 1,281 0 0 0: 3,227 4,649
Old : 46,820: 32,606 19,746 5,919 15,090 3,787 0 2,267 1,281 0 0 0: 3,227 4,649
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,925: -2,841 -1,889 -360 -383 -361 0 -534 -31 0 0 0: -332 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 42.2 12.6 32.2 8.1 0.0 4.8 2.7 0.0 0.0 0.0: 6.9 9.9
Old : 100.0: 69.6 42.2 12.6 32.2 8.1 0.0 4.8 2.7 0.0 0.0 0.0: 6.9 9.9
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 : 47.4 57.8 70.9 79.6 43.0 47.6 61.2 64.7
Old : 47.4 57.8 70.9 79.6 43.0 47.6 61.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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 : 2,634,367: 788,766 515,999 62,906 898,531 343,721 570,262 60,550 508,199 123,765 84,920 207,162: 29,586 15,285
Old : 2,634,367: 788,766 515,999 62,906 898,531 343,721 570,262 60,550 508,199 123,765 84,920 207,162: 29,586 15,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,271: 2,059 2,622 -1,681 -6,854 6,998 -4,170 685 2,864 -2,025 -2,315 -2,034: 1,260 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.6 2.4 34.1 13.0 21.6 2.3 19.3 4.7 3.2 7.9: 1.1 0.6
Old : 100.0: 29.9 19.6 2.4 34.1 13.0 21.6 2.3 19.3 4.7 3.2 7.9: 1.1 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 : 182: 81 73 9 21 26 25 14 34 13 12 25:
Old : 182: 81 73 9 21 26 25 14 34 13 12 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 28.0 42.6 41.7 21.8 23.0 27.9 31.3
Old : 32.1 28.0 42.6 41.7 21.8 23.0 27.9 31.3
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, July 6, 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 : 971,152: 173,352 271,023 345,974 198,775 182,641 63,509 84,017 53,606 59,646 87,172 90,020: 2,404 3,898
Old : 971,152: 173,352 271,023 345,974 198,775 182,641 63,509 84,017 53,606 59,646 87,172 90,020: 2,404 3,898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 23,192: 8,830 4,928 5,281 11,189 1,275 920 948 -298 1,769 -816 6,565: -1,150 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.9 35.6 20.5 18.8 6.5 8.7 5.5 6.1 9.0 9.3: 0.2 0.4
Old : 100.0: 17.9 27.9 35.6 20.5 18.8 6.5 8.7 5.5 6.1 9.0 9.3: 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 : 95: 26 23 11 9 17 10 16 19 17 6 21:
Old : 95: 26 23 11 9 17 10 16 19 17 6 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 42.8 50.5 57.4 27.6 36.2 37.9 44.4
Old : 35.7 42.8 50.5 57.4 27.6 36.2 37.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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 : 20,551: 17,755 12,358 250 6,492 1,485 4 0 85 60 0 45: 867 86
Old : 20,551: 17,755 12,358 250 6,492 1,485 4 0 85 60 0 45: 867 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,734: -1,862 -1,289 120 -286 -1 4 -28 30 25 0 -25: -25 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 60.1 1.2 31.6 7.2 0.0 0.0 0.4 0.3 0.0 0.2: 4.2 0.4
Old : 100.0: 86.4 60.1 1.2 31.6 7.2 0.0 0.0 0.4 0.3 0.0 0.2: 4.2 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 : 40: 29 20 . 6 4 . 0 . . 0 .:
Old : 40: 29 20 . 6 4 . 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 : 37.9 49.1 61.6 71.0 36.6 43.1 47.5 54.9
Old : 37.9 49.1 61.6 71.0 36.6 43.1 47.5 54.9
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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,243: 7,392 6,019 0 1,430 1,549 0 17 13 0 0 0: 289 215
Old : 9,243: 7,392 6,019 0 1,430 1,549 0 17 13 0 0 0: 289 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,122: -873 -947 0 -74 -241 0 0 0 0 0 0: -8 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 65.1 0.0 15.5 16.8 0.0 0.2 0.1 0.0 0.0 0.0: 3.1 2.3
Old : 100.0: 80.0 65.1 0.0 15.5 16.8 0.0 0.2 0.1 0.0 0.0 0.0: 3.1 2.3
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: 11 12 0 5 4 0 . . 0 0 0:
Old : 22: 11 12 0 5 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 : 76.7 51.7 90.3 78.1 71.1 48.5 75.1 69.7
Old : 76.7 51.7 90.3 78.1 71.1 48.5 75.1 69.7
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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,698: 8,165 6,736 215 1,259 863 0 0 0 0 0 0: 455 840
Old : 9,698: 8,165 6,736 215 1,259 863 0 0 0 0 0 0: 455 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -824: -537 -744 -15 30 -262 0 0 0 0 0 0: -10 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 69.5 2.2 13.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 8.7
Old : 100.0: 84.2 69.5 2.2 13.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 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 : 24: 15 13 . 4 4 0 0 0 0 0 0:
Old : 24: 15 13 . 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 : 47.1 56.6 70.6 77.1 37.3 45.0 52.8 55.5
Old : 47.1 56.6 70.6 77.1 37.3 45.0 52.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010