NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 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 : 4,173,887: 1,511,233 1,055,906 152,744 801,188 648,283 267,159 22,493 1,266,014 15,283 80,773 245,127: 68,044 54,103
Old : 4,173,887: 1,511,233 1,055,906 152,744 801,188 648,283 267,159 22,493 1,266,014 15,283 80,773 245,127: 68,044 54,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 77,865: 60,412 12,711 -3,826 -39,819 35,961 -50,598 941 7,223 -11,396 23,473 15,824: 24,265 21,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 25.3 3.7 19.2 15.5 6.4 0.5 30.3 0.4 1.9 5.9: 1.6 1.3
Old : 100.0: 36.2 25.3 3.7 19.2 15.5 6.4 0.5 30.3 0.4 1.9 5.9: 1.6 1.3
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 : 228: 105 93 15 20 33 27 14 37 12 27 37:
Old : 228: 105 93 15 20 33 27 14 37 12 27 37:
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 : 26.0 25.0 41.1 40.7 9.8 12.4 14.5 17.5
Old : 26.0 25.0 41.1 40.7 9.8 12.4 14.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 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 : 918,454: 110,282 124,504 160,833 89,564 115,831 137,752 208,486 191,324 27,119 48,491 95,953: 79,360 44,302
Old : 918,454: 110,282 124,504 160,833 89,564 115,831 137,752 208,486 191,324 27,119 48,491 95,953: 79,360 44,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 17,496: 5,578 -2,518 7,692 7,877 -7,125 611 16,897 -4,895 8,693 -995 5,438: 1,504 2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.6 17.5 9.8 12.6 15.0 22.7 20.8 3.0 5.3 10.4: 8.6 4.8
Old : 100.0: 12.0 13.6 17.5 9.8 12.6 15.0 22.7 20.8 3.0 5.3 10.4: 8.6 4.8
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 : 280: 54 46 24 8 27 55 58 76 34 35 60:
Old : 280: 54 46 24 8 27 55 58 76 34 35 60:
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 : 18.4 32.4 30.2 44.5 15.4 22.3 21.1 28.8
Old : 18.4 32.4 30.2 44.5 15.4 22.3 21.1 28.8
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, July 13, 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 : 55,640: 34,132 23,921 5,118 15,826 5,338 739 0 1,986 0 0 0: 8,327 8,569
Old : 55,640: 34,132 23,921 5,118 15,826 5,338 739 0 1,986 0 0 0: 8,327 8,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 360: 360 360 0 0 0 -4 0 0 0 0 0: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 43.0 9.2 28.4 9.6 1.3 0.0 3.6 0.0 0.0 0.0: 15.0 15.4
Old : 100.0: 61.3 43.0 9.2 28.4 9.6 1.3 0.0 3.6 0.0 0.0 0.0: 15.0 15.4
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 : 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 : 45.1 47.6 63.0 67.3 37.4 40.7 50.1 51.0
Old : 45.1 47.6 63.0 67.3 37.4 40.7 50.1 51.0
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 13, 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 : 36,128: 20,966 10,936 3,443 9,571 5,226 8 163 2,624 0 0 0: 3,861 7,608
Old : 36,128: 20,966 10,936 3,443 9,571 5,226 8 163 2,624 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: July 6, 2010 :
: 753: 240 1,239 0 12 -12 0 -1,011 525 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 30.3 9.5 26.5 14.5 0.0 0.5 7.3 0.0 0.0 0.0: 10.7 21.1
Old : 100.0: 58.0 30.3 9.5 26.5 14.5 0.0 0.5 7.3 0.0 0.0 0.0: 10.7 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.2 36.5 73.4 57.5 35.2 31.1 51.7 41.3
Old : 51.2 36.5 73.4 57.5 35.2 31.1 51.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 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 : 65,308: 37,252 36,183 14,301 10,989 5,225 0 0 0 0 0 0: 8,530 12,911
Old : 65,308: 37,252 36,183 14,301 10,989 5,225 0 0 0 0 0 0: 8,530 12,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,444: 1,976 845 -496 1,008 0 0 0 0 0 0 0: 964 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 55.4 21.9 16.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 19.8
Old : 100.0: 57.0 55.4 21.9 16.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 19.8
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 : 26: 13 15 4 4 4 0 0 0 0 0 0:
Old : 26: 13 15 4 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 : 40.4 45.5 63.0 60.6 37.0 40.5 51.7 50.4
Old : 40.4 45.5 63.0 60.6 37.0 40.5 51.7 50.4
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, July 13, 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: July 6, 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: 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 13, 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 : 76,002: 46,344 49,435 12,388 9,288 2,496 1,579 301 5,526 0 0 0: 7,669 8,956
Old : 76,002: 46,344 49,435 12,388 9,288 2,496 1,579 301 5,526 0 0 0: 7,669 8,956
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -824: -315 -917 0 0 0 -662 0 115 0 0 0: 38 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 65.0 16.3 12.2 3.3 2.1 0.4 7.3 0.0 0.0 0.0: 10.1 11.8
Old : 100.0: 61.0 65.0 16.3 12.2 3.3 2.1 0.4 7.3 0.0 0.0 0.0: 10.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 15 17 . 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 : 46.1 44.3 63.4 60.3 43.9 41.2 57.4 53.0
Old : 46.1 44.3 63.4 60.3 43.9 41.2 57.4 53.0
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 13, 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 : 74,556: 61,934 28,736 3,195 16,658 853 736 11,384 1,396 0 0 0: 6,442 15,529
Old : 74,556: 61,934 28,736 3,195 16,658 853 736 11,384 1,396 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: July 6, 2010 :
: 203: 399 -1,510 0 0 0 0 1,909 -196 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 38.5 4.3 22.3 1.1 1.0 15.3 1.9 0.0 0.0 0.0: 8.6 20.8
Old : 100.0: 83.1 38.5 4.3 22.3 1.1 1.0 15.3 1.9 0.0 0.0 0.0: 8.6 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 : 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 : 63.7 42.6 82.1 59.4 60.2 40.9 71.7 54.8
Old : 63.7 42.6 82.1 59.4 60.2 40.9 71.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 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 : 75,724: 39,803 22,784 9,514 37,619 5,137 6,830 1,458 3,131 0 0 0: 11,309 5,595
Old : 75,724: 39,803 22,784 9,514 37,619 5,137 6,830 1,458 3,131 0 0 0: 11,309 5,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 771: 470 708 -200 0 61 434 0 6 0 0 0: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 30.1 12.6 49.7 6.8 9.0 1.9 4.1 0.0 0.0 0.0: 14.9 7.4
Old : 100.0: 52.6 30.1 12.6 49.7 6.8 9.0 1.9 4.1 0.0 0.0 0.0: 14.9 7.4
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 : 31: 14 14 4 5 4 4 . 4 0 0 0:
Old : 31: 14 14 4 5 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 : 36.3 53.1 57.7 70.8 31.7 50.8 50.1 67.4
Old : 36.3 53.1 57.7 70.8 31.7 50.8 50.1 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 13, 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 : 1,705,620: 323,552 304,702 103,320 94,330 655,643 17,750 80,965 192,873 57,688 20,024 350,148: 4,648 6,935
Old : 1,705,620: 323,552 304,702 103,320 94,330 655,643 17,750 80,965 192,873 57,688 20,024 350,148: 4,648 6,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 6,663: -110 3,869 -351 634 4,720 1,250 -652 -1,125 6,366 3,390 -3,086: -1,001 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.9 6.1 5.5 38.4 1.0 4.7 11.3 3.4 1.2 20.5: 0.3 0.4
Old : 100.0: 19.0 17.9 6.1 5.5 38.4 1.0 4.7 11.3 3.4 1.2 20.5: 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 : 141: 39 39 10 14 24 23 20 34 23 10 31:
Old : 141: 39 39 10 14 24 23 20 34 23 10 31:
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 55.8 52.5 8.5 7.5 10.2 9.5
Old : 33.1 34.8 55.8 52.5 8.5 7.5 10.2 9.5
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 13, 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 : 47,284: 12,798 15,451 5,188 3,085 5,159 6,347 5,994 12,181 2,094 1,759 3,450: 66 206
Old : 47,284: 12,798 15,451 5,188 3,085 5,159 6,347 5,994 12,181 2,094 1,759 3,450: 66 206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,182: 406 346 738 -353 -132 -310 2,396 1,563 -106 520 602: -3,944 -6,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 32.7 11.0 6.5 10.9 13.4 12.7 25.8 4.4 3.7 7.3: 0.1 0.4
Old : 100.0: 27.1 32.7 11.0 6.5 10.9 13.4 12.7 25.8 4.4 3.7 7.3: 0.1 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 : 42: 14 12 . 7 7 5 8 11 . . .:
Old : 42: 14 12 . 7 7 5 8 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 : 54.5 54.5 85.0 80.3 29.8 23.3 32.0 28.1
Old : 54.5 54.5 85.0 80.3 29.8 23.3 32.0 28.1
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 13, 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 : 33,477: 22,827 25,980 3,579 1,392 1,592 0 0 0 0 0 0: 5,479 4,513
Old : 33,477: 22,827 25,980 3,579 1,392 1,592 0 0 0 0 0 0: 5,479 4,513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 306: -183 -1,830 0 0 0 0 0 0 0 0 0: 489 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 77.6 10.7 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 16.4 13.5
Old : 100.0: 68.2 77.6 10.7 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 16.4 13.5
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 : 20: 11 13 . . . 0 0 0 0 0 0:
Old : 20: 11 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 54.4 69.8 72.7 41.3 43.7 55.0 55.6
Old : 43.6 54.4 69.8 72.7 41.3 43.7 55.0 55.6
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 13, 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 : 66,279: 42,667 51,333 22,382 12,322 244 0 0 0 0 0 0: 986 2,380
Old : 66,279: 42,667 51,333 22,382 12,322 244 0 0 0 0 0 0: 986 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 992: 1,298 992 0 0 0 0 0 0 0 0 0: -306 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 77.4 33.8 18.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.6
Old : 100.0: 64.4 77.4 33.8 18.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 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 : 25: 14 13 . 5 . 0 0 0 0 0 0:
Old : 25: 14 13 . 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 : 69.2 56.1 85.7 79.2 60.2 52.4 69.0 65.4
Old : 69.2 56.1 85.7 79.2 60.2 52.4 69.0 65.4
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 13, 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 : 157,558: 92,194 93,072 34,954 33,382 15,824 4,967 6,519 4,194 0 0 0: 5,424 4,567
Old : 157,558: 92,194 93,072 34,954 33,382 15,824 4,967 6,519 4,194 0 0 0: 5,424 4,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,254: 321 507 431 402 1,638 -58 0 -233 0 0 0: 155 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 59.1 22.2 21.2 10.0 3.2 4.1 2.7 0.0 0.0 0.0: 3.4 2.9
Old : 100.0: 58.5 59.1 22.2 21.2 10.0 3.2 4.1 2.7 0.0 0.0 0.0: 3.4 2.9
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 : 48: 26 28 9 4 10 4 . 4 0 0 0:
Old : 48: 26 28 9 4 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 : 34.9 39.3 52.7 59.8 32.2 38.7 44.2 51.1
Old : 34.9 39.3 52.7 59.8 32.2 38.7 44.2 51.1
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 13, 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 : 122,163: 64,983 72,057 30,783 27,811 13,241 1,147 1,819 1,551 0 0 0: 10,458 5,684
Old : 122,163: 64,983 72,057 30,783 27,811 13,241 1,147 1,819 1,551 0 0 0: 10,458 5,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 799: 589 444 -940 -70 913 0 -445 -43 0 0 0: 280 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 59.0 25.2 22.8 10.8 0.9 1.5 1.3 0.0 0.0 0.0: 8.6 4.7
Old : 100.0: 53.2 59.0 25.2 22.8 10.8 0.9 1.5 1.3 0.0 0.0 0.0: 8.6 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 : 53.0 51.7 67.3 74.3 45.3 50.8 54.6 69.3
Old : 53.0 51.7 67.3 74.3 45.3 50.8 54.6 69.3
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 13, 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 : 209,038: 115,862 94,911 30,994 67,664 29,697 9,065 1,488 9,296 0 0 0: 14,124 5,982
Old : 209,038: 115,862 94,911 30,994 67,664 29,697 9,065 1,488 9,296 0 0 0: 14,124 5,982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -406: 597 -582 0 -340 0 -2,363 -0 1,124 0 0 0: 236 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 45.4 14.8 32.4 14.2 4.3 0.7 4.4 0.0 0.0 0.0: 6.8 2.9
Old : 100.0: 55.4 45.4 14.8 32.4 14.2 4.3 0.7 4.4 0.0 0.0 0.0: 6.8 2.9
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 : 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 : 33.6 27.6 53.6 46.8 24.7 22.7 35.8 37.7
Old : 33.6 27.6 53.6 46.8 24.7 22.7 35.8 37.7
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 13, 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 : 46,972: 32,606 19,746 5,919 14,722 4,000 0 2,635 1,220 0 0 0: 3,227 4,649
Old : 46,972: 32,606 19,746 5,919 14,722 4,000 0 2,635 1,220 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: July 6, 2010 :
: 152: 0 0 0 -368 213 0 368 -61 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 42.0 12.6 31.3 8.5 0.0 5.6 2.6 0.0 0.0 0.0: 6.9 9.9
Old : 100.0: 69.4 42.0 12.6 31.3 8.5 0.0 5.6 2.6 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 : 47.3 57.9 70.6 79.7 42.8 46.6 61.0 64.5
Old : 47.3 57.9 70.6 79.7 42.8 46.6 61.0 64.5
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 13, 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 : 2,651,308: 806,688 510,915 59,967 895,072 342,710 556,219 59,953 517,203 124,060 95,449 213,993: 30,468 16,013
Old : 2,651,308: 806,688 510,915 59,967 895,072 342,710 556,219 59,953 517,203 124,060 95,449 213,993: 30,468 16,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 16,941: 17,922 -5,084 -2,939 -3,459 -1,011 -14,043 -597 9,004 295 10,529 6,831: 882 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.3 2.3 33.8 12.9 21.0 2.3 19.5 4.7 3.6 8.1: 1.1 0.6
Old : 100.0: 30.4 19.3 2.3 33.8 12.9 21.0 2.3 19.5 4.7 3.6 8.1: 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 : 186: 82 73 8 22 26 24 15 35 14 13 26:
Old : 186: 82 73 8 22 26 24 15 35 14 13 26:
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 : 31.8 27.7 42.1 41.3 21.6 22.8 27.8 31.0
Old : 31.8 27.7 42.1 41.3 21.6 22.8 27.8 31.0
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, July 13, 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 : 1,005,115: 185,245 278,325 342,206 196,872 194,109 66,414 80,290 56,779 55,947 93,734 100,556: 3,859 4,450
Old : 1,005,115: 185,245 278,325 342,206 196,872 194,109 66,414 80,290 56,779 55,947 93,734 100,556: 3,859 4,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 33,963: 11,893 7,302 -3,768 -1,903 11,468 2,905 -3,727 3,173 -3,699 6,562 10,536: 1,455 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.7 34.0 19.6 19.3 6.6 8.0 5.6 5.6 9.3 10.0: 0.4 0.4
Old : 100.0: 18.4 27.7 34.0 19.6 19.3 6.6 8.0 5.6 5.6 9.3 10.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 98: 25 23 11 9 17 11 15 19 17 10 25:
Old : 98: 25 23 11 9 17 11 15 19 17 10 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 : 35.6 41.2 50.2 55.9 26.2 33.6 36.4 42.3
Old : 35.6 41.2 50.2 55.9 26.2 33.6 36.4 42.3
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 13, 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 : 21,121: 18,239 12,562 225 6,596 1,577 0 21 113 60 0 45: 862 207
Old : 21,121: 18,239 12,562 225 6,596 1,577 0 21 113 60 0 45: 862 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 570: 484 204 -25 104 92 -4 21 28 0 0 0: -5 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 59.5 1.1 31.2 7.5 0.0 0.1 0.5 0.3 0.0 0.2: 4.1 1.0
Old : 100.0: 86.4 59.5 1.1 31.2 7.5 0.0 0.1 0.5 0.3 0.0 0.2: 4.1 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 : 40: 30 20 . 5 4 0 . . . 0 .:
Old : 40: 30 20 . 5 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 : 37.5 48.5 60.8 70.9 36.2 42.2 46.8 54.8
Old : 37.5 48.5 60.8 70.9 36.2 42.2 46.8 54.8
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 13, 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 : 9,461: 7,495 6,157 0 1,525 1,504 8 0 30 0 0 0: 424 245
Old : 9,461: 7,495 6,157 0 1,525 1,504 8 0 30 0 0 0: 424 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 218: 103 138 0 95 -45 8 -17 17 0 0 0: 135 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 65.1 0.0 16.1 15.9 0.1 0.0 0.3 0.0 0.0 0.0: 4.5 2.6
Old : 100.0: 79.2 65.1 0.0 16.1 15.9 0.1 0.0 0.3 0.0 0.0 0.0: 4.5 2.6
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: 12 12 0 5 4 . 0 . 0 0 0:
Old : 23: 12 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 : 74.9 52.0 86.8 78.1 68.8 47.8 73.7 68.0
Old : 74.9 52.0 86.8 78.1 68.8 47.8 73.7 68.0
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 13, 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 : 9,783: 8,285 6,776 156 1,350 867 0 0 0 0 0 0: 475 790
Old : 9,783: 8,285 6,776 156 1,350 867 0 0 0 0 0 0: 475 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 85: 120 40 -59 91 4 0 0 0 0 0 0: 20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 69.3 1.6 13.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.9 8.1
Old : 100.0: 84.7 69.3 1.6 13.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.9 8.1
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 : 24: 15 13 . . . 0 0 0 0 0 0:
Old : 24: 15 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.0 70.9 77.1 37.4 45.8 53.3 56.6
Old : 47.3 57.0 70.9 77.1 37.4 45.8 53.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010