NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 4,017,839: 1,571,003 1,016,337 153,341 887,846 581,057 238,595 20,609 1,117,469 26,587 73,934 296,773: 33,014 23,814
Old : 4,017,839: 1,571,003 1,016,337 153,341 887,846 581,057 238,595 20,609 1,117,469 26,587 73,934 296,773: 33,014 23,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 46,129: 67,425 -19,775 7,091 25,194 -27,358 3,102 2,046 274 -32,166 36,685 35,294: -7,533 -6,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 25.3 3.8 22.1 14.5 5.9 0.5 27.8 0.7 1.8 7.4: 0.8 0.6
Old : 100.0: 39.1 25.3 3.8 22.1 14.5 5.9 0.5 27.8 0.7 1.8 7.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 225: 105 93 17 19 33 26 14 36 18 21 38:
Old : 225: 105 93 17 19 33 26 14 36 18 21 38:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.9 38.5 38.9 10.4 15.5 15.5 20.8
Old : 22.7 22.9 38.5 38.9 10.4 15.5 15.5 20.8
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, August 10, 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 : 948,203: 112,928 129,609 165,223 85,556 93,392 146,372 215,961 226,357 24,186 52,638 100,303: 79,443 44,387
Old : 948,203: 112,928 129,609 165,223 85,556 93,392 146,372 215,961 226,357 24,186 52,638 100,303: 79,443 44,387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 56,383: 16,628 9,376 10,890 2,141 -869 960 36,351 9,116 10,053 -11,155 8,784: 822 2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.7 17.4 9.0 9.8 15.4 22.8 23.9 2.6 5.6 10.6: 8.4 4.7
Old : 100.0: 11.9 13.7 17.4 9.0 9.8 15.4 22.8 23.9 2.6 5.6 10.6: 8.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 289: 56 50 25 9 29 59 59 81 39 30 64:
Old : 289: 56 50 25 9 29 59 59 81 39 30 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 : 18.6 29.4 29.8 42.9 15.1 18.9 20.3 28.8
Old : 18.6 29.4 29.8 42.9 15.1 18.9 20.3 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, August 10, 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 : 55,240: 33,405 26,996 5,490 14,916 4,872 334 137 1,849 0 0 0: 9,290 6,470
Old : 55,240: 33,405 26,996 5,490 14,916 4,872 334 137 1,849 0 0 0: 9,290 6,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,005: 825 819 0 0 0 0 4 -4 0 0 0: 184 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 48.9 9.9 27.0 8.8 0.6 0.2 3.3 0.0 0.0 0.0: 16.8 11.7
Old : 100.0: 60.5 48.9 9.9 27.0 8.8 0.6 0.2 3.3 0.0 0.0 0.0: 16.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 . 4 5 . . . 0 0 0:
Old : 23: 15 13 . 4 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.7 63.8 67.0 39.5 40.0 49.5 51.5
Old : 47.1 46.7 63.8 67.0 39.5 40.0 49.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 34,496: 17,998 9,313 4,650 8,847 6,402 0 299 2,820 0 0 0: 2,626 6,815
Old : 34,496: 17,998 9,313 4,650 8,847 6,402 0 299 2,820 0 0 0: 2,626 6,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 721: 368 72 362 0 767 0 -260 260 0 0 0: -1,036 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 27.0 13.5 25.6 18.6 0.0 0.9 8.2 0.0 0.0 0.0: 7.6 19.8
Old : 100.0: 52.2 27.0 13.5 25.6 18.6 0.0 0.9 8.2 0.0 0.0 0.0: 7.6 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 : 22: 9 11 4 . 5 0 . . 0 0 0:
Old : 22: 9 11 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 : 48.9 37.6 72.3 60.1 30.9 28.3 43.9 34.4
Old : 48.9 37.6 72.3 60.1 30.9 28.3 43.9 34.4
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, August 10, 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 : 60,376: 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0: 7,784 12,176
Old : 60,376: 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0: 7,784 12,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 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: 57.2 54.1 21.9 17.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.2
Old : 100.0: 57.2 54.1 21.9 17.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.2
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 : 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 : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0
Old : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0
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, August 10, 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 : 65,567: 36,576 30,413 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 3,311
Old : 65,567: 36,576 30,413 13,406 26,119 5,724 0 0 0 0 0 0: 9,861 3,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 0: 0 -604 0 0 0 0 0 0 0 0 0: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 46.4 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 5.0
Old : 100.0: 55.8 46.4 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 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 : 22: 12 11 . 5 5 0 0 0 0 0 0:
Old : 22: 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 : 48.0 52.0 66.6 76.3 42.9 47.7 56.9 65.9
Old : 48.0 52.0 66.6 76.3 42.9 47.7 56.9 65.9
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, August 10, 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 : 71,668: 41,707 49,553 12,389 8,178 1,627 3,919 0 4,349 0 0 0: 7,677 7,961
Old : 71,668: 41,707 49,553 12,389 8,178 1,627 3,919 0 4,349 0 0 0: 7,677 7,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,499: 729 1,747 0 0 0 1,098 0 -248 0 0 0: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 69.1 17.3 11.4 2.3 5.5 0.0 6.1 0.0 0.0 0.0: 10.7 11.1
Old : 100.0: 58.2 69.1 17.3 11.4 2.3 5.5 0.0 6.1 0.0 0.0 0.0: 10.7 11.1
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 : 32: 16 18 . 5 4 4 0 4 0 0 0:
Old : 32: 16 18 . 5 4 4 0 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 : 46.2 45.3 62.0 60.4 44.2 41.8 55.0 52.9
Old : 46.2 45.3 62.0 60.4 44.2 41.8 55.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 68,252: 57,130 27,201 2,640 13,048 853 488 8,559 1,649 0 0 0: 5,492 16,942
Old : 68,252: 57,130 27,201 2,640 13,048 853 488 8,559 1,649 0 0 0: 5,492 16,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 76: 28 0 0 0 0 0 -8 24 0 0 0: 24 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 39.9 3.9 19.1 1.2 0.7 12.5 2.4 0.0 0.0 0.0: 8.0 24.8
Old : 100.0: 83.7 39.9 3.9 19.1 1.2 0.7 12.5 2.4 0.0 0.0 0.0: 8.0 24.8
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: 11 13 . . . . . . 0 0 0:
Old : 23: 11 13 . . . . . . 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 : 64.3 42.3 82.6 57.9 60.4 40.6 70.2 50.0
Old : 64.3 42.3 82.6 57.9 60.4 40.6 70.2 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 41,822: 29,125 27,743 0 1,586 0 6,139 1,987 2,169 0 0 0: 4,389 8,337
Old : 41,822: 29,125 27,743 0 1,586 0 6,139 1,987 2,169 0 0 0: 4,389 8,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 66.3 0.0 3.8 0.0 14.7 4.8 5.2 0.0 0.0 0.0: 10.5 19.9
Old : 100.0: 69.6 66.3 0.0 3.8 0.0 14.7 4.8 5.2 0.0 0.0 0.0: 10.5 19.9
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: 10 11 0 . 0 4 . 4 0 0 0:
Old : 20: 10 11 0 . 0 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 : 59.1 47.8 76.1 67.1 55.7 39.5 67.1 56.9
Old : 59.1 47.8 76.1 67.1 55.7 39.5 67.1 56.9
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, August 10, 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 : 71,273: 40,689 20,380 9,888 36,677 4,220 2,622 2,120 3,618 0 0 0: 10,236 4,258
Old : 71,273: 40,689 20,380 9,888 36,677 4,220 2,622 2,120 3,618 0 0 0: 10,236 4,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,858: 1,375 1,553 0 642 0 182 -128 -231 0 0 0: 532 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 28.6 13.9 51.5 5.9 3.7 3.0 5.1 0.0 0.0 0.0: 14.4 6.0
Old : 100.0: 57.1 28.6 13.9 51.5 5.9 3.7 3.0 5.1 0.0 0.0 0.0: 14.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 14 4 5 4 . . 4 0 0 0:
Old : 32: 17 14 4 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 : 38.5 56.4 56.5 75.0 35.4 54.0 52.5 70.3
Old : 38.5 56.4 56.5 75.0 35.4 54.0 52.5 70.3
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, August 10, 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 : 1,694,005: 325,766 311,492 94,771 86,378 655,550 18,625 84,277 181,004 59,259 14,485 353,994: 5,036 6,825
Old : 1,694,005: 325,766 311,492 94,771 86,378 655,550 18,625 84,277 181,004 59,259 14,485 353,994: 5,036 6,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 52,256: 12,689 14,693 -3,310 381 15,195 3,016 2,839 5,259 5,615 -530 14,310: -517 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 18.4 5.6 5.1 38.7 1.1 5.0 10.7 3.5 0.9 20.9: 0.3 0.4
Old : 100.0: 19.2 18.4 5.6 5.1 38.7 1.1 5.0 10.7 3.5 0.9 20.9: 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 : 146: 42 41 11 13 23 22 21 36 21 14 30:
Old : 146: 42 41 11 13 23 22 21 36 21 14 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 34.5 55.7 52.6 7.8 7.0 9.5 8.9
Old : 33.1 34.5 55.7 52.6 7.8 7.0 9.5 8.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 52,302: 11,474 16,183 6,471 4,258 5,057 7,150 7,049 13,309 3,768 1,690 4,290: 783 467
Old : 52,302: 11,474 16,183 6,471 4,258 5,057 7,150 7,049 13,309 3,768 1,690 4,290: 783 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -750: -1,148 -1,623 371 -122 -318 134 759 34 -437 396 134: 481 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 30.9 12.4 8.1 9.7 13.7 13.5 25.4 7.2 3.2 8.2: 1.5 0.9
Old : 100.0: 21.9 30.9 12.4 8.1 9.7 13.7 13.5 25.4 7.2 3.2 8.2: 1.5 0.9
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 : 47: 15 14 . 7 9 . 12 9 . . .:
Old : 47: 15 14 . 7 9 . 12 9 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.5 82.3 76.7 31.6 25.2 37.5 32.9
Old : 52.2 49.5 82.3 76.7 31.6 25.2 37.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 61,371: 38,485 49,463 21,142 9,718 244 840 0 0 0 0 0: 660 1,946
Old : 61,371: 38,485 49,463 21,142 9,718 244 840 0 0 0 0 0: 660 1,946
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 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: 62.7 80.6 34.4 15.8 0.4 1.4 0.0 0.0 0.0 0.0 0.0: 1.1 3.2
Old : 100.0: 62.7 80.6 34.4 15.8 0.4 1.4 0.0 0.0 0.0 0.0 0.0: 1.1 3.2
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 : 26: 14 13 . 5 . . 0 0 0 0 0:
Old : 26: 14 13 . 5 . . 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 : 69.6 59.6 86.7 80.3 62.9 54.5 70.1 67.4
Old : 69.6 59.6 86.7 80.3 62.9 54.5 70.1 67.4
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, August 10, 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 : 153,947: 86,016 89,423 40,451 33,962 13,830 5,029 8,253 3,992 0 0 0: 4,629 4,487
Old : 153,947: 86,016 89,423 40,451 33,962 13,830 5,029 8,253 3,992 0 0 0: 4,629 4,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,362: 2,241 3,498 -0 0 0 1,256 0 -136 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 58.1 26.3 22.1 9.0 3.3 5.4 2.6 0.0 0.0 0.0: 3.0 2.9
Old : 100.0: 55.9 58.1 26.3 22.1 9.0 3.3 5.4 2.6 0.0 0.0 0.0: 3.0 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 : 46: 24 27 9 4 10 4 . 4 0 0 0:
Old : 46: 24 27 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 : 35.1 39.6 53.9 59.8 32.5 37.7 42.7 50.9
Old : 35.1 39.6 53.9 59.8 32.5 37.7 42.7 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 116,548: 63,169 66,035 28,977 26,179 13,239 700 3,651 1,305 0 0 0: 9,158 6,139
Old : 116,548: 63,169 66,035 28,977 26,179 13,239 700 3,651 1,305 0 0 0: 9,158 6,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 552: -139 -1,395 -576 -512 739 0 237 648 0 0 0: -120 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 56.7 24.9 22.5 11.4 0.6 3.1 1.1 0.0 0.0 0.0: 7.9 5.3
Old : 100.0: 54.2 56.7 24.9 22.5 11.4 0.6 3.1 1.1 0.0 0.0 0.0: 7.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 12 8 4 9 . . . 0 0 0:
Old : 31: 14 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 : 53.7 50.6 68.4 73.6 46.2 49.9 56.8 69.3
Old : 53.7 50.6 68.4 73.6 46.2 49.9 56.8 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, August 10, 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 : 194,671: 103,594 82,656 29,615 67,442 28,406 10,764 1,860 7,594 0 0 0: 14,698 6,713
Old : 194,671: 103,594 82,656 29,615 67,442 28,406 10,764 1,860 7,594 0 0 0: 14,698 6,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 216: -384 434 -620 856 182 2,091 0 -1,280 0 0 0: 227 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 42.5 15.2 34.6 14.6 5.5 1.0 3.9 0.0 0.0 0.0: 7.6 3.4
Old : 100.0: 53.2 42.5 15.2 34.6 14.6 5.5 1.0 3.9 0.0 0.0 0.0: 7.6 3.4
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 : 45: 25 22 5 10 10 . . . 0 0 0:
Old : 45: 25 22 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 : 31.7 29.5 51.9 50.5 24.3 23.0 35.2 40.0
Old : 31.7 29.5 51.9 50.5 24.3 23.0 35.2 40.0
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, August 10, 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 : 43,752: 30,594 17,856 5,231 14,246 3,967 0 2,355 1,189 0 0 0: 2,771 4,139
Old : 43,752: 30,594 17,856 5,231 14,246 3,967 0 2,355 1,189 0 0 0: 2,771 4,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 328: 328 0 -328 0 328 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 40.8 12.0 32.6 9.1 0.0 5.4 2.7 0.0 0.0 0.0: 6.3 9.5
Old : 100.0: 69.9 40.8 12.0 32.6 9.1 0.0 5.4 2.7 0.0 0.0 0.0: 6.3 9.5
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 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 : 50.3 58.3 73.6 80.5 45.1 47.1 62.2 64.7
Old : 50.3 58.3 73.6 80.5 45.1 47.1 62.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 2,748,435: 787,339 498,033 69,229 843,849 397,793 529,289 60,240 598,954 116,486 101,905 228,069: 21,276 19,592
Old : 2,748,435: 787,339 498,033 69,229 843,849 397,793 529,289 60,240 598,954 116,486 101,905 228,069: 21,276 19,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 56,466: 17,543 14,191 271 -3,521 20,630 3,418 -10,120 18,460 -2,241 18,440 -540: -1,075 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.1 2.5 30.7 14.5 19.3 2.2 21.8 4.2 3.7 8.3: 0.8 0.7
Old : 100.0: 28.6 18.1 2.5 30.7 14.5 19.3 2.2 21.8 4.2 3.7 8.3: 0.8 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 : 187: 82 71 12 19 28 23 14 37 14 14 27:
Old : 187: 82 71 12 19 28 23 14 37 14 14 27:
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 : 29.9 27.1 40.0 41.0 19.1 21.2 25.5 28.5
Old : 29.9 27.1 40.0 41.0 19.1 21.2 25.5 28.5
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, August 10, 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 : 1,000,811: 214,415 271,305 326,095 203,773 201,009 58,030 90,478 64,894 52,605 84,141 82,062: 1,701 3,149
Old : 1,000,811: 214,415 271,305 326,095 203,773 201,009 58,030 90,478 64,894 52,605 84,141 82,062: 1,701 3,149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 24,177: 18,070 9,547 -2,183 2,391 8,130 4,719 -7,372 8,140 -15,117 636 3,776: -1,358 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 27.1 32.6 20.4 20.1 5.8 9.0 6.5 5.3 8.4 8.2: 0.2 0.3
Old : 100.0: 21.4 27.1 32.6 20.4 20.1 5.8 9.0 6.5 5.3 8.4 8.2: 0.2 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 : 96: 25 24 12 8 18 12 13 18 15 10 22:
Old : 96: 25 24 12 8 18 12 13 18 15 10 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 39.5 50.1 56.1 24.6 32.4 35.5 41.4
Old : 35.9 39.5 50.1 56.1 24.6 32.4 35.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 24,512: 21,268 15,879 280 6,386 1,717 133 0 43 75 180 30: 966 277
Old : 24,512: 21,268 15,879 280 6,386 1,717 133 0 43 75 180 30: 966 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -760: -660 -580 -80 -317 -20 54 0 5 15 180 -15: -59 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 64.8 1.1 26.1 7.0 0.5 0.0 0.2 0.3 0.7 0.1: 3.9 1.1
Old : 100.0: 86.8 64.8 1.1 26.1 7.0 0.5 0.0 0.2 0.3 0.7 0.1: 3.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 21 . 4 5 . 0 . . . .:
Old : 37: 26 21 . 4 5 . 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 47.8 60.6 69.4 28.6 36.3 40.1 47.4
Old : 40.4 47.8 60.6 69.4 28.6 36.3 40.1 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 15,510: 14,578 7,703 0 6,719 431 0 0 0 90 0 0: 411 657
Old : 15,510: 14,578 7,703 0 6,719 431 0 0 0 90 0 0: 411 657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -52: -69 55 0 0 -83 0 0 0 0 0 0: 100 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 49.7 0.0 43.3 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 2.6 4.2
Old : 100.0: 94.0 49.7 0.0 43.3 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 2.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 0 5 4 0 0 0 . 0 0:
Old : 20: 12 11 0 5 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 61.6 89.6 81.9 62.7 57.9 72.6 68.7
Old : 72.4 61.6 89.6 81.9 62.7 57.9 72.6 68.7
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, August 10, 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 : 9,542: 7,151 6,612 40 956 1,600 124 0 79 300 0 0: 248 295
Old : 9,542: 7,151 6,612 40 956 1,600 124 0 79 300 0 0: 248 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 382: 175 470 40 -155 52 0 0 0 300 0 0: -185 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 69.3 0.4 10.0 16.8 1.3 0.0 0.8 3.1 0.0 0.0: 2.6 3.1
Old : 100.0: 74.9 69.3 0.4 10.0 16.8 1.3 0.0 0.8 3.1 0.0 0.0: 2.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . 5 5 . 0 . . 0 0:
Old : 24: 13 12 . 5 5 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 54.3 82.7 77.9 64.4 50.9 70.0 69.0
Old : 70.1 54.3 82.7 77.9 64.4 50.9 70.0 69.0
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, August 10, 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 : 9,556: 8,223 6,760 495 1,464 645 0 0 0 0 0 0: 193 687
Old : 9,556: 8,223 6,760 495 1,464 645 0 0 0 0 0 0: 193 687
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 165: 95 20 50 -30 60 0 0 0 0 0 0: -40 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 70.7 5.2 15.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.2
Old : 100.0: 86.1 70.7 5.2 15.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . 4 0 0 0 0 0 0:
Old : 25: 16 13 . . 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 : 52.8 57.5 71.9 77.4 46.3 51.1 59.1 64.5
Old : 52.8 57.5 71.9 77.4 46.3 51.1 59.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, August 10, 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 : 4,177: 3,206 2,285 0 1,060 548 0 0 0 180 0 0: 243 284
Old : 4,177: 3,206 2,285 0 1,060 548 0 0 0 180 0 0: 243 284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 40: -45 90 0 -45 -5 0 0 0 180 0 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 54.7 0.0 25.4 13.1 0.0 0.0 0.0 4.3 0.0 0.0: 5.8 6.8
Old : 100.0: 76.8 54.7 0.0 25.4 13.1 0.0 0.0 0.0 4.3 0.0 0.0: 5.8 6.8
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 : 21: 13 9 0 5 4 0 0 0 . 0 0:
Old : 21: 13 9 0 5 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 57.2 71.5 79.9 38.0 46.0 53.6 58.1
Old : 48.3 57.2 71.5 79.9 38.0 46.0 53.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010