NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 3,764,325: 1,530,590 982,127 139,241 849,187 556,891 287,789 146,192 932,104 45,704 31,671 244,715: 27,291 21,438
Old : 3,764,325: 1,530,590 982,127 139,241 849,187 556,891 287,789 146,192 932,104 45,704 31,671 244,715: 27,291 21,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -255,458: -102,279 -70,357 -4,309 1,824 -56,477 31,836 47,174 -107,567 13,602 -37,517 -29,181: -1,083 -3,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 26.1 3.7 22.6 14.8 7.6 3.9 24.8 1.2 0.8 6.5: 0.7 0.6
Old : 100.0: 40.7 26.1 3.7 22.6 14.8 7.6 3.9 24.8 1.2 0.8 6.5: 0.7 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 : 215: 104 92 14 21 32 22 15 34 18 15 31:
Old : 215: 104 92 14 21 32 22 15 34 18 15 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 : 22.8 26.4 38.2 41.5 11.3 16.1 17.4 23.5
Old : 22.8 26.4 38.2 41.5 11.3 16.1 17.4 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 361,829: 152,502 249,745 84,402 31,606 54,849 44,550 11,250 10,421 7,867 0 571: 6,667 3,387
Old : 361,829: 152,502 249,745 84,402 31,606 54,849 44,550 11,250 10,421 7,867 0 571: 6,667 3,387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 16,154: 5,654 19,706 8,452 -2,486 -1,995 4,497 2,287 -744 1,292 -31 -1,047: 45 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 69.0 23.3 8.7 15.2 12.3 3.1 2.9 2.2 0.0 0.2: 1.8 0.9
Old : 100.0: 42.1 69.0 23.3 8.7 15.2 12.3 3.1 2.9 2.2 0.0 0.2: 1.8 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 : 61: 28 29 6 8 11 6 4 8 . 0 .:
Old : 61: 28 29 6 8 11 6 4 8 . 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 : 38.9 42.8 58.7 63.4 29.3 29.9 42.8 43.4
Old : 38.9 42.8 58.7 63.4 29.3 29.9 42.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 209,256: 163,574 119,230 8,743 49,973 21,062 7,838 8,938 4,990 0 0 0: 3,049 5,063
Old : 209,256: 163,574 119,230 8,743 49,973 21,062 7,838 8,938 4,990 0 0 0: 3,049 5,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,668: 7,597 10,651 89 -5,746 331 -2,059 1,233 -110 0 0 0: 820 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 57.0 4.2 23.9 10.1 3.7 4.3 2.4 0.0 0.0 0.0: 1.5 2.4
Old : 100.0: 78.2 57.0 4.2 23.9 10.1 3.7 4.3 2.4 0.0 0.0 0.0: 1.5 2.4
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 : 46: 24 26 . 9 10 4 . 4 0 0 0:
Old : 46: 24 26 . 9 10 4 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 34.0 70.0 54.8 49.7 31.2 64.9 48.0
Old : 51.9 34.0 70.0 54.8 49.7 31.2 64.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 393,566: 232,870 234,421 69,293 89,392 57,006 18,589 978 8,046 0 582 0: 7,762 3,141
Old : 393,566: 232,870 234,421 69,293 89,392 57,006 18,589 978 8,046 0 582 0: 7,762 3,141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,169: 14,081 4,858 -173 2,766 -943 -5,100 606 2,266 0 -28 -62: -1,900 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 59.6 17.6 22.7 14.5 4.7 0.2 2.0 0.0 0.1 0.0: 2.0 0.8
Old : 100.0: 59.2 59.6 17.6 22.7 14.5 4.7 0.2 2.0 0.0 0.1 0.0: 2.0 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 : 50: 27 18 6 8 12 . . . 0 . 0:
Old : 50: 27 18 6 8 12 . . . 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 : 40.6 63.1 59.7 82.5 38.1 56.2 53.5 69.7
Old : 40.6 63.1 59.7 82.5 38.1 56.2 53.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 573,297: 400,325 276,778 67,268 147,387 79,610 0 45,779 19,609 901 0 2,073: 3,511 2,061
Old : 573,297: 400,325 276,778 67,268 147,387 79,610 0 45,779 19,609 901 0 2,073: 3,511 2,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -681: 975 31,975 1,684 2,305 -3,521 -156 -31,544 456 901 -610 -113: -907 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 48.3 11.7 25.7 13.9 0.0 8.0 3.4 0.2 0.0 0.4: 0.6 0.4
Old : 100.0: 69.8 48.3 11.7 25.7 13.9 0.0 8.0 3.4 0.2 0.0 0.4: 0.6 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 : 70: 36 28 7 14 19 0 8 6 . 0 .:
Old : 70: 36 28 7 14 19 0 8 6 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 34.7 51.1 51.6 21.2 13.8 31.4 24.3
Old : 37.1 34.7 51.1 51.6 21.2 13.8 31.4 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 203,576: 146,907 143,259 12,511 45,818 2,274 30,294 541 4,750 0 0 0: 6,840 6,934
Old : 203,576: 146,907 143,259 12,511 45,818 2,274 30,294 541 4,750 0 0 0: 6,840 6,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,527: 4,867 3,832 0 3,691 -4 2,141 0 -148 0 0 0: -329 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 70.4 6.1 22.5 1.1 14.9 0.3 2.3 0.0 0.0 0.0: 3.4 3.4
Old : 100.0: 72.2 70.4 6.1 22.5 1.1 14.9 0.3 2.3 0.0 0.0 0.0: 3.4 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 : 46: 25 23 . 5 5 7 . 4 0 0 0:
Old : 46: 25 23 . 5 5 7 . 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 : 47.2 59.5 64.7 72.2 40.3 59.2 56.0 68.7
Old : 47.2 59.5 64.7 72.2 40.3 59.2 56.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 392,765: 285,417 154,388 24,093 110,944 29,594 14,152 56,882 34,810 0 0 0: 4,699 6,147
Old : 392,765: 285,417 154,388 24,093 110,944 29,594 14,152 56,882 34,810 0 0 0: 4,699 6,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 7,278: 5,100 3,258 -488 1,468 -144 -1,004 -713 4,625 0 0 0: -811 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 39.3 6.1 28.2 7.5 3.6 14.5 8.9 0.0 0.0 0.0: 1.2 1.6
Old : 100.0: 72.7 39.3 6.1 28.2 7.5 3.6 14.5 8.9 0.0 0.0 0.0: 1.2 1.6
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 : 66: 36 31 4 13 13 4 5 8 0 0 0:
Old : 66: 36 31 4 13 13 4 5 8 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 : 28.0 36.2 50.6 52.7 24.3 27.0 39.4 39.1
Old : 28.0 36.2 50.6 52.7 24.3 27.0 39.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 169,869: 113,595 70,578 14,876 39,076 15,733 12,985 31,275 7,603 0 0 0: 5,077 5,604
Old : 169,869: 113,595 70,578 14,876 39,076 15,733 12,985 31,275 7,603 0 0 0: 5,077 5,604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,196: 8,629 3,767 -2,439 -2,385 586 2,718 7,369 -870 0 0 0: -428 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 41.5 8.8 23.0 9.3 7.6 18.4 4.5 0.0 0.0 0.0: 3.0 3.3
Old : 100.0: 66.9 41.5 8.8 23.0 9.3 7.6 18.4 4.5 0.0 0.0 0.0: 3.0 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 : 46: 27 21 . 8 8 5 . 6 0 0 0:
Old : 46: 27 21 . 8 8 5 . 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 43.4 56.1 60.0 37.5 36.5 49.8 50.5
Old : 41.0 43.4 56.1 60.0 37.5 36.5 49.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 920,071: 100,093 118,521 169,519 82,891 98,285 146,888 218,449 215,689 22,457 55,595 87,843: 79,299 42,799
Old : 920,071: 100,093 118,521 169,519 82,891 98,285 146,888 218,449 215,689 22,457 55,595 87,843: 79,299 42,799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -18,890: -7,985 -1,909 3,230 -1,810 -661 5,462 3,838 -6,829 -2,074 -193 -10,965: 932 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.9 18.4 9.0 10.7 16.0 23.7 23.4 2.4 6.0 9.5: 8.6 4.7
Old : 100.0: 10.9 12.9 18.4 9.0 10.7 16.0 23.7 23.4 2.4 6.0 9.5: 8.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 298: 56 49 23 11 28 57 67 83 30 36 59:
Old : 298: 56 49 23 11 28 57 67 83 30 36 59:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 27.6 31.5 41.1 15.6 17.3 22.2 26.4
Old : 19.6 27.6 31.5 41.1 15.6 17.3 22.2 26.4
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 31, 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 : 56,742: 34,564 28,066 5,490 15,671 4,872 1,143 0 1,288 0 0 0: 9,385 6,845
Old : 56,742: 34,564 28,066 5,490 15,671 4,872 1,143 0 1,288 0 0 0: 9,385 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 1,445: 1,190 737 0 755 0 422 -493 -242 0 0 0: 75 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 49.5 9.7 27.6 8.6 2.0 0.0 2.3 0.0 0.0 0.0: 16.5 12.1
Old : 100.0: 60.9 49.5 9.7 27.6 8.6 2.0 0.0 2.3 0.0 0.0 0.0: 16.5 12.1
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 : 23: 15 13 . 4 5 . 0 . 0 0 0:
Old : 23: 15 13 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 46.5 63.2 67.7 38.2 41.1 48.5 51.9
Old : 46.6 46.5 63.2 67.7 38.2 41.1 48.5 51.9
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, August 31, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 35,758: 18,149 9,493 5,507 8,847 6,379 244 42 3,397 0 0 0: 2,082 7,600
Old : 35,758: 18,149 9,493 5,507 8,847 6,379 244 42 3,397 0 0 0: 2,082 7,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 732: 0 0 0 0 0 244 -488 488 0 0 0: 0 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 26.5 15.4 24.7 17.8 0.7 0.1 9.5 0.0 0.0 0.0: 5.8 21.3
Old : 100.0: 50.8 26.5 15.4 24.7 17.8 0.7 0.1 9.5 0.0 0.0 0.0: 5.8 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 11 5 . 6 . . . 0 0 0:
Old : 23: 9 11 5 . 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 37.1 72.4 59.3 29.4 27.3 43.1 33.2
Old : 49.1 37.1 72.4 59.3 29.4 27.3 43.1 33.2
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 31, 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 : 60,168: 34,309 32,211 13,012 10,718 5,063 0 0 0 0 0 0: 7,784 12,176
Old : 60,168: 34,309 32,211 13,012 10,718 5,063 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 24, 2010 :
: -208: -208 -448 -240 0 240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 53.5 21.6 17.8 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.2
Old : 100.0: 57.0 53.5 21.6 17.8 8.4 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 : 42.4 45.8 65.3 61.7 38.9 40.3 55.2 51.8
Old : 42.4 45.8 65.3 61.7 38.9 40.3 55.2 51.8
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 31, 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 : 66,077: 37,636 30,923 13,406 26,119 5,724 0 0 0 0 0 0: 9,311 3,311
Old : 66,077: 37,636 30,923 13,406 26,119 5,724 0 0 0 0 0 0: 9,311 3,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 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: 57.0 46.8 20.3 39.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 14.1 5.0
Old : 100.0: 57.0 46.8 20.3 39.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 14.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . 5 5 0 0 0 0 0 0:
Old : 23: 14 12 . 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 : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4
Old : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 78,013: 45,251 54,264 12,664 8,178 1,691 3,385 0 7,557 0 0 0: 7,465 6,323
Old : 78,013: 45,251 54,264 12,664 8,178 1,691 3,385 0 7,557 0 0 0: 7,465 6,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 1,162: 1,496 -1,174 0 0 0 -2,790 0 2,336 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 69.6 16.2 10.5 2.2 4.3 0.0 9.7 0.0 0.0 0.0: 9.6 8.1
Old : 100.0: 58.0 69.6 16.2 10.5 2.2 4.3 0.0 9.7 0.0 0.0 0.0: 9.6 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 19 . 5 4 4 0 4 0 0 0:
Old : 33: 17 19 . 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 : 43.0 41.5 60.7 58.4 41.5 38.4 51.2 51.3
Old : 43.0 41.5 60.7 58.4 41.5 38.4 51.2 51.3
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 31, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 67,922: 55,743 28,795 2,691 13,052 1,725 488 6,272 1,758 0 0 0: 5,517 16,320
Old : 67,922: 55,743 28,795 2,691 13,052 1,725 488 6,272 1,758 0 0 0: 5,517 16,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 538: 200 640 51 0 264 0 -420 186 0 0 0: -163 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 42.4 4.0 19.2 2.5 0.7 9.2 2.6 0.0 0.0 0.0: 8.1 24.0
Old : 100.0: 82.1 42.4 4.0 19.2 2.5 0.7 9.2 2.6 0.0 0.0 0.0: 8.1 24.0
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 : 25: 11 13 . 4 . . . . 0 0 0:
Old : 25: 11 13 . 4 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 40.1 81.6 57.1 59.8 39.3 69.5 48.6
Old : 63.7 40.1 81.6 57.1 59.8 39.3 69.5 48.6
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 31, 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 : 44,196: 31,261 30,226 0 1,586 0 6,323 1,987 2,148 0 0 0: 4,464 8,249
Old : 44,196: 31,261 30,226 0 1,586 0 6,323 1,987 2,148 0 0 0: 4,464 8,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 122: 0 304 0 0 0 304 0 -182 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 68.4 0.0 3.6 0.0 14.3 4.5 4.9 0.0 0.0 0.0: 10.1 18.7
Old : 100.0: 70.7 68.4 0.0 3.6 0.0 14.3 4.5 4.9 0.0 0.0 0.0: 10.1 18.7
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: 11 11 0 . 0 4 . 4 0 0 0:
Old : 21: 11 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 : 58.5 50.1 74.8 69.2 55.3 42.6 67.0 59.7
Old : 58.5 50.1 74.8 69.2 55.3 42.6 67.0 59.7
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 31, 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 : 75,203: 41,093 23,036 10,256 37,665 3,749 3,961 1,360 4,823 0 0 0: 11,321 4,570
Old : 75,203: 41,093 23,036 10,256 37,665 3,749 3,961 1,360 4,823 0 0 0: 11,321 4,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 7: -1,428 326 0 0 0 2,061 0 -385 0 0 0: -241 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 30.6 13.6 50.1 5.0 5.3 1.8 6.4 0.0 0.0 0.0: 15.1 6.1
Old : 100.0: 54.6 30.6 13.6 50.1 5.0 5.3 1.8 6.4 0.0 0.0 0.0: 15.1 6.1
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 : 33: 18 16 . 6 4 4 . 4 0 0 0:
Old : 33: 18 16 . 6 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 : 35.6 56.0 55.0 73.2 33.6 53.2 50.3 68.7
Old : 35.6 56.0 55.0 73.2 33.6 53.2 50.3 68.7
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 31, 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 : 1,714,471: 330,414 322,030 79,488 75,818 666,491 21,731 83,354 181,220 58,276 7,949 371,035: 5,817 6,573
Old : 1,714,471: 330,414 322,030 79,488 75,818 666,491 21,731 83,354 181,220 58,276 7,949 371,035: 5,817 6,573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -93,580: -19,462 -10,893 -9,761 -7,347 -22,464 -1,678 -5,106 -16,938 265 -5,956 -23,790: 248 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.8 4.6 4.4 38.9 1.3 4.9 10.6 3.4 0.5 21.6: 0.3 0.4
Old : 100.0: 19.3 18.8 4.6 4.4 38.9 1.3 4.9 10.6 3.4 0.5 21.6: 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 : 142: 39 39 9 14 21 24 17 32 28 8 30:
Old : 142: 39 39 9 14 21 24 17 32 28 8 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.8 55.3 52.5 6.1 5.8 8.2 7.7
Old : 33.0 33.8 55.3 52.5 6.1 5.8 8.2 7.7
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 31, 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 : 51,442: 11,456 13,447 6,446 4,437 5,102 6,145 8,841 13,375 5,210 2,504 3,510: 198 227
Old : 51,442: 11,456 13,447 6,446 4,437 5,102 6,145 8,841 13,375 5,210 2,504 3,510: 198 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -164: 595 -2,461 -786 292 253 24 1,204 795 374 860 -997: -422 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 26.1 12.5 8.6 9.9 11.9 17.2 26.0 10.1 4.9 6.8: 0.4 0.4
Old : 100.0: 22.3 26.1 12.5 8.6 9.9 11.9 17.2 26.0 10.1 4.9 6.8: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 15 13 . 7 9 . 12 8 . . .:
Old : 45: 15 13 . 7 9 . 12 8 . . .:
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 : 60.3 49.6 86.5 73.9 40.1 25.2 42.3 36.7
Old : 60.3 49.6 86.5 73.9 40.1 25.2 42.3 36.7
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, August 31, 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 : 31,050: 20,203 23,113 3,300 2,306 1,344 0 0 0 0 0 0: 6,203 4,287
Old : 31,050: 20,203 23,113 3,300 2,306 1,344 0 0 0 0 0 0: 6,203 4,287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 74.4 10.6 7.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 20.0 13.8
Old : 100.0: 65.1 74.4 10.6 7.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 20.0 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: 12 12 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 46.4 57.0 68.3 74.1 41.3 44.9 50.1 54.9
Old : 46.4 57.0 68.3 74.1 41.3 44.9 50.1 54.9
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 31, 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 : 65,082: 41,656 54,258 21,382 8,094 604 840 0 0 0 0 0: 600 2,126
Old : 65,082: 41,656 54,258 21,382 8,094 604 840 0 0 0 0 0: 600 2,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 2,391: 2,031 3,655 0 -1,624 360 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 83.4 32.9 12.4 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 0.9 3.3
Old : 100.0: 64.0 83.4 32.9 12.4 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 29: 15 16 . 5 . . 0 0 0 0 0:
Old : 29: 15 16 . 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 : 70.3 56.2 86.9 80.2 65.8 53.0 72.9 68.1
Old : 70.3 56.2 86.9 80.2 65.8 53.0 72.9 68.1
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 31, 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 : 154,275: 85,328 89,528 41,056 33,962 13,761 4,774 7,175 4,726 0 0 0: 4,629 5,123
Old : 154,275: 85,328 89,528 41,056 33,962 13,761 4,774 7,175 4,726 0 0 0: 4,629 5,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -442: -372 -684 -33 0 0 -312 -214 456 0 0 0: -181 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 58.0 26.6 22.0 8.9 3.1 4.7 3.1 0.0 0.0 0.0: 3.0 3.3
Old : 100.0: 55.3 58.0 26.6 22.0 8.9 3.1 4.7 3.1 0.0 0.0 0.0: 3.0 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 : 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 39.4 54.2 59.6 32.4 37.7 43.2 50.3
Old : 35.1 39.4 54.2 59.6 32.4 37.7 43.2 50.3
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 31, 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 : 116,490: 62,898 66,045 29,045 26,175 13,754 971 4,062 915 0 0 0: 8,907 5,539
Old : 116,490: 62,898 66,045 29,045 26,175 13,754 971 4,062 915 0 0 0: 8,907 5,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -169: -411 -180 0 0 0 260 349 -338 0 0 0: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 56.7 24.9 22.5 11.8 0.8 3.5 0.8 0.0 0.0 0.0: 7.6 4.8
Old : 100.0: 54.0 56.7 24.9 22.5 11.8 0.8 3.5 0.8 0.0 0.0 0.0: 7.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 12 9 4 9 . . . 0 0 0:
Old : 33: 14 12 9 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 : 53.6 51.4 68.3 74.4 46.2 50.7 56.7 70.4
Old : 53.6 51.4 68.3 74.4 46.2 50.7 56.7 70.4
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, August 31, 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 : 196,752: 107,081 85,406 31,679 69,871 25,667 10,601 1,890 6,911 0 0 0: 14,813 7,007
Old : 196,752: 107,081 85,406 31,679 69,871 25,667 10,601 1,890 6,911 0 0 0: 14,813 7,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 978: -307 563 800 -151 -428 35 0 15 0 0 0: 863 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 43.4 16.1 35.5 13.0 5.4 1.0 3.5 0.0 0.0 0.0: 7.5 3.6
Old : 100.0: 54.4 43.4 16.1 35.5 13.0 5.4 1.0 3.5 0.0 0.0 0.0: 7.5 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 : 46: 25 24 5 10 10 . . 4 0 0 0:
Old : 46: 25 24 5 10 10 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.6 51.1 50.2 24.2 22.5 34.9 39.9
Old : 31.8 28.6 51.1 50.2 24.2 22.5 34.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 44,298: 31,216 18,045 5,042 14,246 4,063 0 2,719 1,086 0 0 0: 2,891 4,139
Old : 44,298: 31,216 18,045 5,042 14,246 4,063 0 2,719 1,086 0 0 0: 2,891 4,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 189: 189 189 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 40.7 11.4 32.2 9.2 0.0 6.1 2.5 0.0 0.0 0.0: 6.5 9.3
Old : 100.0: 70.5 40.7 11.4 32.2 9.2 0.0 6.1 2.5 0.0 0.0 0.0: 6.5 9.3
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 : 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 : 50.4 58.6 73.8 80.5 45.0 46.6 62.4 65.2
Old : 50.4 58.6 73.8 80.5 45.0 46.6 62.4 65.2
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 31, 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 : 2,665,426: 816,851 490,934 83,335 784,936 409,836 451,785 60,711 563,222 85,956 105,866 233,661: 20,780 16,260
Old : 2,665,426: 816,851 490,934 83,335 784,936 409,836 451,785 60,711 563,222 85,956 105,866 233,661: 20,780 16,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -126,957: -16,799 -21,387 5,488 -82,347 1,659 -65,681 2,173 -10,886 -28,315 -3,478 -11,487: -936 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.4 3.1 29.4 15.4 16.9 2.3 21.1 3.2 4.0 8.8: 0.8 0.6
Old : 100.0: 30.6 18.4 3.1 29.4 15.4 16.9 2.3 21.1 3.2 4.0 8.8: 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 : 183: 80 69 11 20 28 21 16 34 10 18 25:
Old : 183: 80 69 11 20 28 21 16 34 10 18 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 : 27.4 25.6 38.1 40.2 17.6 20.5 23.4 27.6
Old : 27.4 25.6 38.1 40.2 17.6 20.5 23.4 27.6
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 31, 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 : 1,008,742: 241,590 258,293 274,855 188,882 229,453 58,272 92,392 79,602 36,413 70,474 85,900: 2,657 3,746
Old : 1,008,742: 241,590 258,293 274,855 188,882 229,453 58,272 92,392 79,602 36,413 70,474 85,900: 2,657 3,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -53,134: 16,279 -18,630 -10,329 -7,917 -10,650 -13,711 -1,743 1,451 -11,960 9,063 -25,878: 1,664 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.6 27.2 18.7 22.7 5.8 9.2 7.9 3.6 7.0 8.5: 0.3 0.4
Old : 100.0: 23.9 25.6 27.2 18.7 22.7 5.8 9.2 7.9 3.6 7.0 8.5: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 98: 25 24 12 8 18 14 11 19 13 14 22:
Old : 98: 25 24 12 8 18 14 11 19 13 14 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 : 34.4 35.9 48.7 54.4 21.7 27.8 31.3 38.7
Old : 34.4 35.9 48.7 54.4 21.7 27.8 31.3 38.7
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, August 31, 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 : 25,485: 21,884 16,244 322 6,306 2,036 53 0 52 75 530 30: 1,033 287
Old : 25,485: 21,884 16,244 322 6,306 2,036 53 0 52 75 530 30: 1,033 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 928: 893 563 15 220 -40 5 0 -20 0 100 0: 75 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 63.7 1.3 24.7 8.0 0.2 0.0 0.2 0.3 2.1 0.1: 4.1 1.1
Old : 100.0: 85.9 63.7 1.3 24.7 8.0 0.2 0.0 0.2 0.3 2.1 0.1: 4.1 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 : 40: 26 21 . 5 6 . 0 . . . .:
Old : 40: 26 21 . 5 6 . 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 : 35.8 44.6 59.5 67.9 28.1 33.8 39.4 48.0
Old : 35.8 44.6 59.5 67.9 28.1 33.8 39.4 48.0
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 31, 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 : 15,841: 14,966 8,036 0 6,739 329 0 0 0 90 0 0: 456 737
Old : 15,841: 14,966 8,036 0 6,739 329 0 0 0 90 0 0: 456 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -57: 10 -115 0 75 -17 0 0 0 0 0 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 50.7 0.0 42.5 2.1 0.0 0.0 0.0 0.6 0.0 0.0: 2.9 4.7
Old : 100.0: 94.5 50.7 0.0 42.5 2.1 0.0 0.0 0.0 0.6 0.0 0.0: 2.9 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 : 21: 13 11 0 5 4 0 0 0 . 0 0:
Old : 21: 13 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 : 67.6 65.1 89.6 83.8 58.2 63.3 76.0 74.9
Old : 67.6 65.1 89.6 83.8 58.2 63.3 76.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, August 31, 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 : 9,913: 7,647 6,440 55 1,631 1,273 24 0 135 435 0 75: 269 359
Old : 9,913: 7,647 6,440 55 1,631 1,273 24 0 135 435 0 75: 269 359
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 191: 290 90 0 47 -36 -65 0 11 15 0 75: -99 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 65.0 0.6 16.5 12.8 0.2 0.0 1.4 4.4 0.0 0.8: 2.7 3.6
Old : 100.0: 77.1 65.0 0.6 16.5 12.8 0.2 0.0 1.4 4.4 0.0 0.8: 2.7 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 : 27: 16 12 . 5 5 . 0 . . 0 .:
Old : 27: 16 12 . 5 5 . 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 : 67.3 52.2 80.8 75.3 64.2 46.2 71.1 64.0
Old : 67.3 52.2 80.8 75.3 64.2 46.2 71.1 64.0
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 31, 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 : 9,595: 8,238 6,872 577 1,494 457 0 0 0 0 0 0: 323 772
Old : 9,595: 8,238 6,872 577 1,494 457 0 0 0 0 0 0: 323 772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -106: -235 17 152 30 -143 0 0 0 0 0 0: 120 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 71.6 6.0 15.6 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 8.0
Old : 100.0: 85.9 71.6 6.0 15.6 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 8.0
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 : 26: 16 13 . . . 0 0 0 0 0 0:
Old : 26: 16 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 57.4 72.1 78.5 47.3 51.3 60.8 65.4
Old : 53.8 57.4 72.1 78.5 47.3 51.3 60.8 65.4
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 31, 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 : 4,440: 3,522 2,325 50 1,130 527 0 0 0 130 0 50: 161 408
Old : 4,440: 3,522 2,325 50 1,130 527 0 0 0 130 0 50: 161 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 140: 130 -5 25 0 -15 0 0 0 -25 0 25: 0 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 52.4 1.1 25.5 11.9 0.0 0.0 0.0 2.9 0.0 1.1: 3.6 9.2
Old : 100.0: 79.3 52.4 1.1 25.5 11.9 0.0 0.0 0.0 2.9 0.0 1.1: 3.6 9.2
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 : 22: 14 11 . 4 4 0 0 0 . 0 .:
Old : 22: 14 11 . 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 : 50.9 55.4 70.9 76.8 41.4 44.6 53.5 57.0
Old : 50.9 55.4 70.9 76.8 41.4 44.6 53.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010