NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 4,260,070: 1,530,791 1,047,273 156,873 847,220 646,947 238,787 22,259 1,320,282 16,652 40,742 278,706: 71,032 56,641
Old : 4,260,070: 1,530,791 1,047,273 156,873 847,220 646,947 238,787 22,259 1,320,282 16,652 40,742 278,706: 71,032 56,641
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 86,183: 19,558 -8,633 4,129 46,032 -1,336 -28,372 -234 54,268 1,369 -40,031 33,579: 2,988 2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 24.6 3.7 19.9 15.2 5.6 0.5 31.0 0.4 1.0 6.5: 1.7 1.3
Old : 100.0: 35.9 24.6 3.7 19.9 15.2 5.6 0.5 31.0 0.4 1.0 6.5: 1.7 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: 107 96 16 20 34 25 15 36 16 21 33:
Old : 228: 107 96 16 20 34 25 15 36 16 21 33:
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 : 26.2 26.6 41.6 42.1 9.6 13.4 14.2 18.4
Old : 26.2 26.6 41.6 42.1 9.6 13.4 14.2 18.4
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 20, 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 : 904,287: 107,793 124,211 160,196 85,703 96,153 133,621 197,086 209,381 21,952 50,508 98,202: 76,989 43,043
Old : 904,287: 107,793 124,211 160,196 85,703 96,153 133,621 197,086 209,381 21,952 50,508 98,202: 76,989 43,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -14,167: -2,489 -293 -637 -3,861 -19,677 -4,131 -11,400 18,058 -5,168 2,017 2,249: -2,372 -1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.7 17.7 9.5 10.6 14.8 21.8 23.2 2.4 5.6 10.9: 8.5 4.8
Old : 100.0: 11.9 13.7 17.7 9.5 10.6 14.8 21.8 23.2 2.4 5.6 10.9: 8.5 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 : 290: 55 49 22 10 26 55 63 82 35 35 64:
Old : 290: 55 49 22 10 26 55 63 82 35 35 64:
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 : 18.3 31.4 29.4 43.3 15.4 20.7 20.8 27.9
Old : 18.3 31.4 29.4 43.3 15.4 20.7 20.8 27.9
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 20, 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 : 55,875: 35,560 25,703 5,118 15,826 5,338 715 0 1,986 0 0 0: 7,158 7,022
Old : 55,875: 35,560 25,703 5,118 15,826 5,338 715 0 1,986 0 0 0: 7,158 7,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 235: 1,428 1,782 0 0 0 -24 0 0 0 0 0: -1,169 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 46.0 9.2 28.3 9.6 1.3 0.0 3.6 0.0 0.0 0.0: 12.8 12.6
Old : 100.0: 63.6 46.0 9.2 28.3 9.6 1.3 0.0 3.6 0.0 0.0 0.0: 12.8 12.6
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: 17 14 . 4 5 . 0 . 0 0 0:
Old : 25: 17 14 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 47.4 63.3 67.1 37.5 40.5 50.3 50.9
Old : 45.2 47.4 63.3 67.1 37.5 40.5 50.3 50.9
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 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 37,012: 20,825 11,519 3,601 9,425 5,548 677 0 2,483 0 0 0: 3,878 8,037
Old : 37,012: 20,825 11,519 3,601 9,425 5,548 677 0 2,483 0 0 0: 3,878 8,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 884: -141 583 158 -146 322 669 -163 -141 0 0 0: 17 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 31.1 9.7 25.5 15.0 1.8 0.0 6.7 0.0 0.0 0.0: 10.5 21.7
Old : 100.0: 56.3 31.1 9.7 25.5 15.0 1.8 0.0 6.7 0.0 0.0 0.0: 10.5 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . 4 . 0 . 0 0 0:
Old : 21: 10 10 . . 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 : 49.9 35.3 73.7 56.4 33.3 30.4 49.4 40.7
Old : 49.9 35.3 73.7 56.4 33.3 30.4 49.4 40.7
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 20, 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 : 65,382: 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0: 8,530 13,159
Old : 65,382: 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0: 8,530 13,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 74: 74 -58 0 -116 0 0 0 0 0 0 0: 0 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 55.3 21.9 16.6 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 20.1
Old : 100.0: 57.1 55.3 21.9 16.6 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 20.1
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 : 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 : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 50.4
Old : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 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 20, 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 : 69,787: 38,548 32,933 16,114 27,549 5,937 0 0 0 0 0 0: 9,188 3,368
Old : 69,787: 38,548 32,933 16,114 27,549 5,937 0 0 0 0 0 0: 9,188 3,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -173: -2,451 -212 1,965 0 151 0 0 0 0 0 0: 162 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 47.2 23.1 39.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.2 4.8
Old : 100.0: 55.2 47.2 23.1 39.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.2 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 : 23: 12 11 . 5 5 0 0 0 0 0 0:
Old : 23: 12 11 . 5 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 : 46.2 51.6 64.9 76.6 40.9 47.6 56.0 65.6
Old : 46.2 51.6 64.9 76.6 40.9 47.6 56.0 65.6
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 20, 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 : 76,485: 46,446 49,917 12,388 9,408 2,496 1,835 177 5,675 0 0 0: 7,645 8,812
Old : 76,485: 46,446 49,917 12,388 9,408 2,496 1,835 177 5,675 0 0 0: 7,645 8,812
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 483: 102 482 0 120 0 256 -124 149 0 0 0: -24 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 65.3 16.2 12.3 3.3 2.4 0.2 7.4 0.0 0.0 0.0: 10.0 11.5
Old : 100.0: 60.7 65.3 16.2 12.3 3.3 2.4 0.2 7.4 0.0 0.0 0.0: 10.0 11.5
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 : 33: 16 17 . 5 4 . . 4 0 0 0:
Old : 33: 16 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 : 45.8 44.0 63.5 59.7 43.6 40.9 55.3 51.6
Old : 45.8 44.0 63.5 59.7 43.6 40.9 55.3 51.6
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 20, 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 : 74,419: 62,946 30,717 3,195 13,854 853 736 10,774 1,679 0 0 0: 5,010 16,542
Old : 74,419: 62,946 30,717 3,195 13,854 853 736 10,774 1,679 0 0 0: 5,010 16,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -137: 1,012 1,981 0 -2,804 0 0 -610 283 0 0 0: -1,432 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 41.3 4.3 18.6 1.1 1.0 14.5 2.3 0.0 0.0 0.0: 6.7 22.2
Old : 100.0: 84.6 41.3 4.3 18.6 1.1 1.0 14.5 2.3 0.0 0.0 0.0: 6.7 22.2
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 : 24: 11 14 . . . . . . 0 0 0:
Old : 24: 11 14 . . . . . . 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 : 63.9 42.3 82.3 57.9 59.9 40.2 71.3 52.0
Old : 63.9 42.3 82.3 57.9 59.9 40.2 71.3 52.0
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 20, 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 : 75,119: 39,311 22,446 9,728 37,619 4,923 6,984 1,458 2,864 0 0 0: 11,309 5,809
Old : 75,119: 39,311 22,446 9,728 37,619 4,923 6,984 1,458 2,864 0 0 0: 11,309 5,809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -605: -492 -338 214 0 -214 154 0 -267 0 0 0: 0 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 29.9 13.0 50.1 6.6 9.3 1.9 3.8 0.0 0.0 0.0: 15.1 7.7
Old : 100.0: 52.3 29.9 13.0 50.1 6.6 9.3 1.9 3.8 0.0 0.0 0.0: 15.1 7.7
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 : 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 : 36.5 53.5 58.0 71.5 32.0 51.2 50.4 68.4
Old : 36.5 53.5 58.0 71.5 32.0 51.2 50.4 68.4
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 20, 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 : 1,723,971: 327,499 308,903 104,986 88,363 663,666 17,270 83,049 193,272 55,070 22,296 356,844: 5,365 7,577
Old : 1,723,971: 327,499 308,903 104,986 88,363 663,666 17,270 83,049 193,272 55,070 22,296 356,844: 5,365 7,577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 18,351: 3,947 4,201 1,666 -5,967 8,023 -481 2,085 399 -2,618 2,272 6,696: 718 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.9 6.1 5.1 38.5 1.0 4.8 11.2 3.2 1.3 20.7: 0.3 0.4
Old : 100.0: 19.0 17.9 6.1 5.1 38.5 1.0 4.8 11.2 3.2 1.3 20.7: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 143: 40 41 10 14 24 24 19 35 17 16 31:
Old : 143: 40 41 10 14 24 24 19 35 17 16 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 34.4 55.5 52.1 8.3 7.1 10.0 9.0
Old : 33.1 34.4 55.5 52.1 8.3 7.1 10.0 9.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 30,016: 16,384 21,444 8,220 1,802 552 2,758 0 0 0 0 0: 2,102 6,218
Old : 30,016: 16,384 21,444 8,220 1,802 552 2,758 0 0 0 0 0: 2,102 6,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 71.4 27.4 6.0 1.8 9.2 0.0 0.0 0.0 0.0 0.0: 7.0 20.7
Old : 100.0: 54.6 71.4 27.4 6.0 1.8 9.2 0.0 0.0 0.0 0.0 0.0: 7.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . . 0 0 0 0 0:
Old : 20: 10 10 . . . . 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 : 62.0 52.4 81.4 69.0 59.4 48.5 78.1 63.9
Old : 62.0 52.4 81.4 69.0 59.4 48.5 78.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 48,120: 13,049 16,233 5,775 3,960 4,887 7,284 6,276 10,918 2,042 1,540 3,942: 223 364
Old : 48,120: 13,049 16,233 5,775 3,960 4,887 7,284 6,276 10,918 2,042 1,540 3,942: 223 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 836: 251 782 587 875 -272 936 282 -1,263 -52 -219 493: 157 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 33.7 12.0 8.2 10.2 15.1 13.0 22.7 4.2 3.2 8.2: 0.5 0.8
Old : 100.0: 27.1 33.7 12.0 8.2 10.2 15.1 13.0 22.7 4.2 3.2 8.2: 0.5 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 : 42: 14 12 4 6 6 5 8 11 . . .:
Old : 42: 14 12 4 6 6 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 : 53.8 53.5 83.4 80.4 30.7 23.9 34.1 30.4
Old : 53.8 53.5 83.4 80.4 30.7 23.9 34.1 30.4
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 20, 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 : 32,621: 21,971 23,900 3,579 2,616 1,592 0 0 0 0 0 0: 5,479 4,513
Old : 32,621: 21,971 23,900 3,579 2,616 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 13, 2010 :
: -856: -856 -2,080 0 1,224 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 73.3 11.0 8.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 13.8
Old : 100.0: 67.4 73.3 11.0 8.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 13.8
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 : 20: 11 12 . . . 0 0 0 0 0 0:
Old : 20: 11 12 . . . 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 : 44.8 54.8 71.7 72.0 42.4 44.8 53.9 57.0
Old : 44.8 54.8 71.7 72.0 42.4 44.8 53.9 57.0
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 20, 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 : 66,527: 42,915 51,581 22,382 12,322 244 0 0 0 0 0 0: 986 2,380
Old : 66,527: 42,915 51,581 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 13, 2010 :
: 248: 248 248 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 77.5 33.6 18.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.6
Old : 100.0: 64.5 77.5 33.6 18.5 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 : 26: 14 14 . 5 . 0 0 0 0 0 0:
Old : 26: 14 14 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 55.9 85.5 78.9 60.0 52.2 69.1 65.2
Old : 68.9 55.9 85.5 78.9 60.0 52.2 69.1 65.2
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 20, 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 : 157,800: 87,828 93,229 39,711 33,382 15,542 5,099 6,609 4,104 0 0 0: 5,515 4,934
Old : 157,800: 87,828 93,229 39,711 33,382 15,542 5,099 6,609 4,104 0 0 0: 5,515 4,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 242: -4,366 157 4,757 0 -282 132 90 -90 0 0 0: 91 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 59.1 25.2 21.2 9.8 3.2 4.2 2.6 0.0 0.0 0.0: 3.5 3.1
Old : 100.0: 55.7 59.1 25.2 21.2 9.8 3.2 4.2 2.6 0.0 0.0 0.0: 3.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 26 9 4 10 4 . 4 0 0 0:
Old : 46: 25 26 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 : 34.8 39.2 54.1 59.6 32.1 38.6 44.2 51.0
Old : 34.8 39.2 54.1 59.6 32.1 38.6 44.2 51.0
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 20, 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 : 122,595: 66,404 71,314 29,779 27,075 14,024 1,147 3,715 783 0 0 0: 10,458 5,684
Old : 122,595: 66,404 71,314 29,779 27,075 14,024 1,147 3,715 783 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 13, 2010 :
: 432: 1,421 -743 -1,004 -736 783 0 1,896 -768 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 58.2 24.3 22.1 11.4 0.9 3.0 0.6 0.0 0.0 0.0: 8.5 4.6
Old : 100.0: 54.2 58.2 24.3 22.1 11.4 0.9 3.0 0.6 0.0 0.0 0.0: 8.5 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 : 31: 15 12 8 4 9 . . . 0 0 0:
Old : 31: 15 12 8 4 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 51.4 66.4 73.9 44.3 50.1 54.9 69.4
Old : 52.0 51.4 66.4 73.9 44.3 50.1 54.9 69.4
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 20, 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 : 208,098: 114,626 90,401 30,386 69,431 29,694 7,277 1,488 10,264 0 0 0: 15,851 6,820
Old : 208,098: 114,626 90,401 30,386 69,431 29,694 7,277 1,488 10,264 0 0 0: 15,851 6,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -940: -1,236 -4,510 -608 1,767 -3 -1,788 0 968 0 0 0: 1,727 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 43.4 14.6 33.4 14.3 3.5 0.7 4.9 0.0 0.0 0.0: 7.6 3.3
Old : 100.0: 55.1 43.4 14.6 33.4 14.3 3.5 0.7 4.9 0.0 0.0 0.0: 7.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 25 5 10 10 . . . 0 0 0:
Old : 47: 26 25 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 27.5 53.4 47.0 25.3 22.8 36.1 38.7
Old : 33.9 27.5 53.4 47.0 25.3 22.8 36.1 38.7
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 20, 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 : 47,062: 32,696 19,836 5,919 14,722 4,000 0 2,635 1,220 0 0 0: 3,227 4,649
Old : 47,062: 32,696 19,836 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 13, 2010 :
: 90: 90 90 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 42.1 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: 69.5 42.1 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 : 47.5 57.8 70.7 79.5 43.0 46.5 60.8 64.3
Old : 47.5 57.8 70.7 79.5 43.0 46.5 60.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 2,710,043: 818,368 491,471 59,933 886,775 369,885 541,465 67,588 552,638 118,493 102,891 218,917: 30,344 19,878
Old : 2,710,043: 818,368 491,471 59,933 886,775 369,885 541,465 67,588 552,638 118,493 102,891 218,917: 30,344 19,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 58,735: 11,680 -19,444 -34 -8,297 27,175 -14,754 7,635 35,435 -5,567 7,442 4,924: -124 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.1 2.2 32.7 13.6 20.0 2.5 20.4 4.4 3.8 8.1: 1.1 0.7
Old : 100.0: 30.2 18.1 2.2 32.7 13.6 20.0 2.5 20.4 4.4 3.8 8.1: 1.1 0.7
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 : 186: 82 72 8 22 27 24 15 35 11 16 26:
Old : 186: 82 72 8 22 27 24 15 35 11 16 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 : 30.9 27.7 40.8 41.3 20.0 21.7 26.5 30.0
Old : 30.9 27.7 40.8 41.3 20.0 21.7 26.5 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 1,024,080: 185,947 269,670 307,523 195,407 221,065 78,841 92,824 56,559 76,429 90,258 95,145: 2,571 3,152
Old : 1,024,080: 185,947 269,670 307,523 195,407 221,065 78,841 92,824 56,559 76,429 90,258 95,145: 2,571 3,152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 18,965: 702 -8,655 -34,683 -1,465 26,956 12,427 12,534 -220 20,482 -3,476 -5,411: -1,288 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 26.3 30.0 19.1 21.6 7.7 9.1 5.5 7.5 8.8 9.3: 0.3 0.3
Old : 100.0: 18.2 26.3 30.0 19.1 21.6 7.7 9.1 5.5 7.5 8.8 9.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 98: 24 23 12 8 18 10 17 22 18 8 25:
Old : 98: 24 23 12 8 18 10 17 22 18 8 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 : 34.0 39.2 48.8 54.1 22.4 32.1 32.6 40.7
Old : 34.0 39.2 48.8 54.1 22.4 32.1 32.6 40.7
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 20, 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 : 21,247: 18,261 12,677 225 6,548 1,672 34 0 135 60 0 45: 815 170
Old : 21,247: 18,261 12,677 225 6,548 1,672 34 0 135 60 0 45: 815 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 126: 22 115 0 -48 95 34 -21 22 0 0 0: -47 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 59.7 1.1 30.8 7.9 0.2 0.0 0.6 0.3 0.0 0.2: 3.8 0.8
Old : 100.0: 85.9 59.7 1.1 30.8 7.9 0.2 0.0 0.6 0.3 0.0 0.2: 3.8 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 : 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 : 37.3 48.5 60.1 70.8 36.0 42.1 46.5 55.6
Old : 37.3 48.5 60.1 70.8 36.0 42.1 46.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, July 20, 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 : 9,568: 7,527 6,214 0 1,525 1,504 33 0 80 0 0 0: 424 245
Old : 9,568: 7,527 6,214 0 1,525 1,504 33 0 80 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 13, 2010 :
: 107: 32 57 0 0 0 25 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 64.9 0.0 15.9 15.7 0.3 0.0 0.8 0.0 0.0 0.0: 4.4 2.6
Old : 100.0: 78.7 64.9 0.0 15.9 15.7 0.3 0.0 0.8 0.0 0.0 0.0: 4.4 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 13 0 5 4 . 0 . 0 0 0:
Old : 23: 12 13 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 : 74.0 51.4 86.2 77.5 68.0 47.6 72.9 67.5
Old : 74.0 51.4 86.2 77.5 68.0 47.6 72.9 67.5
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 20, 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 : 9,788: 8,345 7,118 388 1,485 765 0 0 0 0 0 0: 290 420
Old : 9,788: 8,345 7,118 388 1,485 765 0 0 0 0 0 0: 290 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 5: 60 342 232 135 -102 0 0 0 0 0 0: -185 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 72.7 4.0 15.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 4.3
Old : 100.0: 85.3 72.7 4.0 15.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . 4 0 0 0 0 0 0:
Old : 26: 16 14 . . 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 : 48.5 57.0 71.4 77.1 37.5 47.7 54.1 59.2
Old : 48.5 57.0 71.4 77.1 37.5 47.7 54.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010