NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 17, 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 : 4,047,828: 1,614,317 1,053,273 145,348 876,745 585,149 260,120 66,474 1,085,787 30,684 62,779 296,102: 30,321 21,519
Old : 4,047,828: 1,614,317 1,053,273 145,348 876,745 585,149 260,120 66,474 1,085,787 30,684 62,779 296,102: 30,321 21,519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 29,989: 43,314 36,936 -7,993 -11,101 4,092 21,525 45,865 -31,682 4,097 -11,155 -671: -2,693 -2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 26.0 3.6 21.7 14.5 6.4 1.6 26.8 0.8 1.6 7.3: 0.7 0.5
Old : 100.0: 39.9 26.0 3.6 21.7 14.5 6.4 1.6 26.8 0.8 1.6 7.3: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 105 93 17 19 32 25 16 37 16 23 35:
Old : 226: 105 93 17 19 32 25 16 37 16 23 35:
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 24.3 38.6 39.8 10.6 15.5 16.0 21.4
Old : 22.8 24.3 38.6 39.8 10.6 15.5 16.0 21.4
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 - Futures Only, August 17, 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 : 333,798: 138,146 212,315 78,268 37,269 50,493 39,104 15,542 12,207 6,489 215 1,408: 7,683 4,349
Old : 333,798: 138,146 212,315 78,268 37,269 50,493 39,104 15,542 12,207 6,489 215 1,408: 7,683 4,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 63.6 23.4 11.2 15.1 11.7 4.7 3.7 1.9 0.1 0.4: 2.3 1.3
Old : 100.0: 41.4 63.6 23.4 11.2 15.1 11.7 4.7 3.7 1.9 0.1 0.4: 2.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 28 28 4 8 10 6 6 10 . . .:
Old : 60: 28 28 4 8 10 6 6 10 . . .:
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 : 41.1 40.3 60.4 62.0 31.1 31.9 45.2 42.6
Old : 41.1 40.3 60.4 62.0 31.1 31.9 45.2 42.6
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 - Futures Only, August 17, 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 : 206,898: 163,449 106,406 7,729 63,599 18,602 9,327 7,979 5,166 0 0 0: 2,625 5,146
Old : 206,898: 163,449 106,406 7,729 63,599 18,602 9,327 7,979 5,166 0 0 0: 2,625 5,146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 51.4 3.7 30.7 9.0 4.5 3.9 2.5 0.0 0.0 0.0: 1.3 2.5
Old : 100.0: 79.0 51.4 3.7 30.7 9.0 4.5 3.9 2.5 0.0 0.0 0.0: 1.3 2.5
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 : 51: 24 23 . 10 10 6 5 6 0 0 0:
Old : 51: 24 23 . 10 10 6 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 : 50.1 36.3 70.5 57.7 47.6 30.9 62.9 47.1
Old : 50.1 36.3 70.5 57.7 47.6 30.9 62.9 47.1
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 - Futures Only, August 17, 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 : 385,221: 220,125 228,993 73,141 90,961 54,221 25,114 96 4,575 0 550 122: 7,923 5,703
Old : 385,221: 220,125 228,993 73,141 90,961 54,221 25,114 96 4,575 0 550 122: 7,923 5,703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 59.4 19.0 23.6 14.1 6.5 0.0 1.2 0.0 0.1 0.0: 2.1 1.5
Old : 100.0: 57.1 59.4 19.0 23.6 14.1 6.5 0.0 1.2 0.0 0.1 0.0: 2.1 1.5
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 : 46: 23 15 7 8 13 4 . . 0 . .:
Old : 46: 23 15 7 8 13 4 . . 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 : 43.1 65.2 63.0 84.0 41.3 59.1 58.1 72.6
Old : 43.1 65.2 63.0 84.0 41.3 59.1 58.1 72.6
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 - Futures Only, August 17, 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 : 570,301: 385,000 241,730 61,707 149,619 80,259 0 56,707 36,470 0 975 2,156: 4,709 2,385
Old : 570,301: 385,000 241,730 61,707 149,619 80,259 0 56,707 36,470 0 975 2,156: 4,709 2,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 42.4 10.8 26.2 14.1 0.0 9.9 6.4 0.0 0.2 0.4: 0.8 0.4
Old : 100.0: 67.5 42.4 10.8 26.2 14.1 0.0 9.9 6.4 0.0 0.2 0.4: 0.8 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 : 68: 34 27 8 13 18 0 8 7 0 . .:
Old : 68: 34 27 8 13 18 0 8 7 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 34.7 50.3 49.9 17.9 14.4 28.3 24.5
Old : 35.6 34.7 50.3 49.9 17.9 14.4 28.3 24.5
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 - Futures Only, August 17, 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 : 190,194: 135,090 136,390 13,115 38,499 1,736 27,060 663 5,520 0 0 0: 7,673 7,386
Old : 190,194: 135,090 136,390 13,115 38,499 1,736 27,060 663 5,520 0 0 0: 7,673 7,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 71.7 6.9 20.2 0.9 14.2 0.3 2.9 0.0 0.0 0.0: 4.0 3.9
Old : 100.0: 71.0 71.7 6.9 20.2 0.9 14.2 0.3 2.9 0.0 0.0 0.0: 4.0 3.9
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 : 44: 23 21 . 5 5 7 . 5 0 0 0:
Old : 44: 23 21 . 5 5 7 . 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 : 47.4 57.2 63.7 71.9 38.3 56.9 54.3 66.5
Old : 47.4 57.2 63.7 71.9 38.3 56.9 54.3 66.5
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 - Futures Only, August 17, 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 : 371,355: 265,877 137,454 24,863 105,781 29,186 13,793 60,395 30,004 428 0 0: 7,204 8,535
Old : 371,355: 265,877 137,454 24,863 105,781 29,186 13,793 60,395 30,004 428 0 0: 7,204 8,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 37.0 6.7 28.5 7.9 3.7 16.3 8.1 0.1 0.0 0.0: 1.9 2.3
Old : 100.0: 71.6 37.0 6.7 28.5 7.9 3.7 16.3 8.1 0.1 0.0 0.0: 1.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 33 26 4 12 12 4 6 8 . 0 0:
Old : 63: 33 26 4 12 12 4 6 8 . 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 : 31.2 35.3 50.0 51.2 25.2 27.4 40.9 39.7
Old : 31.2 35.3 50.0 51.2 25.2 27.4 40.9 39.7
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 - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 157,458: 95,547 65,231 18,733 38,699 15,546 16,037 26,263 7,493 0 0 0: 4,102 4,226
Old : 157,458: 95,547 65,231 18,733 38,699 15,546 16,037 26,263 7,493 0 0 0: 4,102 4,226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 41.4 11.9 24.6 9.9 10.2 16.7 4.8 0.0 0.0 0.0: 2.6 2.7
Old : 100.0: 60.7 41.4 11.9 24.6 9.9 10.2 16.7 4.8 0.0 0.0 0.0: 2.6 2.7
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 : 49: 27 20 . 8 8 6 . 5 0 0 0:
Old : 49: 27 20 . 8 8 6 . 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 : 38.3 39.1 54.8 58.6 36.6 31.8 49.8 48.4
Old : 38.3 39.1 54.8 58.6 36.6 31.8 49.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, August 17, 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 : 828,693: 104,638 117,225 171,211 31,232 83,583 93,992 212,910 211,825 17,289 59,083 73,767: 72,388 39,068
Old : 828,693: 104,638 117,225 171,211 31,232 83,583 93,992 212,910 211,825 17,289 59,083 73,767: 72,388 39,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -13,345: -4,162 -7,039 668 -88 3,708 -4,045 -7,931 -551 -4,383 3,733 -3,053: -1,527 -2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.1 20.7 3.8 10.1 11.3 25.7 25.6 2.1 7.1 8.9: 8.7 4.7
Old : 100.0: 12.6 14.1 20.7 3.8 10.1 11.3 25.7 25.6 2.1 7.1 8.9: 8.7 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 : 281: 59 45 24 9 26 52 63 73 27 33 53:
Old : 281: 59 45 24 9 26 52 63 73 27 33 53:
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 : 17.1 25.6 29.4 38.8 12.8 17.9 18.2 26.6
Old : 17.1 25.6 29.4 38.8 12.8 17.9 18.2 26.6
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 - Futures Only, August 17, 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 : 53,897: 32,062 26,109 5,490 14,916 4,872 653 0 1,530 0 0 0: 9,290 6,470
Old : 53,897: 32,062 26,109 5,490 14,916 4,872 653 0 1,530 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 10, 2010 :
: 0: 0 456 0 0 0 319 -137 -319 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 48.4 10.2 27.7 9.0 1.2 0.0 2.8 0.0 0.0 0.0: 17.2 12.0
Old : 100.0: 59.5 48.4 10.2 27.7 9.0 1.2 0.0 2.8 0.0 0.0 0.0: 17.2 12.0
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: 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 : 45.8 47.8 62.9 68.6 38.0 41.0 47.4 52.2
Old : 45.8 47.8 62.9 68.6 38.0 41.0 47.4 52.2
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 - Futures Only, August 17, 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 : 34,616: 18,149 9,313 4,650 8,847 6,402 0 450 2,789 0 0 0: 2,626 6,815
Old : 34,616: 18,149 9,313 4,650 8,847 6,402 0 450 2,789 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 10, 2010 :
: 120: 151 0 0 0 0 0 151 -31 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 26.9 13.4 25.6 18.5 0.0 1.3 8.1 0.0 0.0 0.0: 7.6 19.7
Old : 100.0: 52.4 26.9 13.4 25.6 18.5 0.0 1.3 8.1 0.0 0.0 0.0: 7.6 19.7
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 : 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 : 48.6 37.8 72.4 60.7 30.4 28.2 44.2 34.3
Old : 48.6 37.8 72.4 60.7 30.4 28.2 44.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, August 17, 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 10, 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 - Futures Only, August 17, 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 10, 2010 :
: 510: 1,060 510 0 0 0 0 0 0 0 0 0: -550 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 - Futures Only, August 17, 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 : 75,989: 43,759 53,142 12,513 8,178 1,503 5,211 0 5,205 0 0 0: 7,798 7,961
Old : 75,989: 43,759 53,142 12,513 8,178 1,503 5,211 0 5,205 0 0 0: 7,798 7,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4,321: 2,052 3,589 124 0 -124 1,292 0 856 0 0 0: 121 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 69.9 16.5 10.8 2.0 6.9 0.0 6.8 0.0 0.0 0.0: 10.3 10.5
Old : 100.0: 57.6 69.9 16.5 10.8 2.0 6.9 0.0 6.8 0.0 0.0 0.0: 10.3 10.5
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 : 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 : 44.8 42.7 63.0 60.1 43.2 39.5 55.6 54.1
Old : 44.8 42.7 63.0 60.1 43.2 39.5 55.6 54.1
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 - Futures Only, August 17, 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 : 68,617: 57,003 27,325 2,640 13,048 853 488 8,616 1,773 0 0 0: 5,860 17,002
Old : 68,617: 57,003 27,325 2,640 13,048 853 488 8,616 1,773 0 0 0: 5,860 17,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 365: -127 124 0 0 0 0 57 124 0 0 0: 368 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 39.8 3.8 19.0 1.2 0.7 12.6 2.6 0.0 0.0 0.0: 8.5 24.8
Old : 100.0: 83.1 39.8 3.8 19.0 1.2 0.7 12.6 2.6 0.0 0.0 0.0: 8.5 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 : 63.7 42.3 81.9 58.0 59.9 40.5 69.6 49.9
Old : 63.7 42.3 81.9 58.0 59.9 40.5 69.6 49.9
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 - Futures Only, August 17, 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 : 43,746: 30,247 30,224 0 1,586 0 6,975 1,987 1,700 0 0 0: 4,824 8,249
Old : 43,746: 30,247 30,224 0 1,586 0 6,975 1,987 1,700 0 0 0: 4,824 8,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,924: 1,122 2,481 0 0 0 836 0 -469 0 0 0: 435 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 69.1 0.0 3.6 0.0 15.9 4.5 3.9 0.0 0.0 0.0: 11.0 18.9
Old : 100.0: 69.1 69.1 0.0 3.6 0.0 15.9 4.5 3.9 0.0 0.0 0.0: 11.0 18.9
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 : 59.3 51.3 76.1 69.9 56.0 43.7 68.9 60.4
Old : 59.3 51.3 76.1 69.9 56.0 43.7 68.9 60.4
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 - Futures Only, August 17, 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 : 73,194: 42,399 20,650 9,656 37,665 3,929 1,562 2,072 3,553 0 0 0: 12,095 5,325
Old : 73,194: 42,399 20,650 9,656 37,665 3,929 1,562 2,072 3,553 0 0 0: 12,095 5,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,921: 1,710 270 -232 988 -291 -1,060 -48 -65 0 0 0: 1,859 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 28.2 13.2 51.5 5.4 2.1 2.8 4.9 0.0 0.0 0.0: 16.5 7.3
Old : 100.0: 57.9 28.2 13.2 51.5 5.4 2.1 2.8 4.9 0.0 0.0 0.0: 16.5 7.3
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: 17 14 . 6 4 . . . 0 0 0:
Old : 31: 17 14 . 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 55.6 56.9 73.7 35.4 52.7 53.4 68.6
Old : 37.9 55.6 56.9 73.7 35.4 52.7 53.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 62,511: 39,625 50,603 21,142 9,718 244 840 0 0 0 0 0: 660 1,946
Old : 62,511: 39,625 50,603 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 10, 2010 :
: 1,140: 1,140 1,140 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 81.0 33.8 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0: 1.1 3.1
Old : 100.0: 63.4 81.0 33.8 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0: 1.1 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 : 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 : 69.7 58.5 87.0 80.0 63.7 53.6 71.1 68.5
Old : 69.7 58.5 87.0 80.0 63.7 53.6 71.1 68.5
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 - Futures Only, August 17, 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 : 149,086: 80,250 84,277 40,998 33,962 13,761 4,997 7,693 4,270 0 0 0: 4,810 5,123
Old : 149,086: 80,250 84,277 40,998 33,962 13,761 4,997 7,693 4,270 0 0 0: 4,810 5,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,006: -299 721 547 0 -69 368 -560 278 0 0 0: 181 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 56.5 27.5 22.8 9.2 3.4 5.2 2.9 0.0 0.0 0.0: 3.2 3.4
Old : 100.0: 53.8 56.5 27.5 22.8 9.2 3.4 5.2 2.9 0.0 0.0 0.0: 3.2 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: 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 : 36.3 40.8 56.0 61.6 33.9 38.9 45.3 52.3
Old : 36.3 40.8 56.0 61.6 33.9 38.9 45.3 52.3
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 - Futures Only, August 17, 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 : 115,224: 62,211 65,499 28,977 26,175 13,239 1,000 3,995 777 0 0 0: 9,020 5,539
Old : 115,224: 62,211 65,499 28,977 26,175 13,239 1,000 3,995 777 0 0 0: 9,020 5,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 120: -354 188 0 -4 0 300 -136 72 0 0 0: 102 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 56.8 25.1 22.7 11.5 0.9 3.5 0.7 0.0 0.0 0.0: 7.8 4.8
Old : 100.0: 54.0 56.8 25.1 22.7 11.5 0.9 3.5 0.7 0.0 0.0 0.0: 7.8 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 : 32: 14 11 8 4 9 . . . 0 0 0:
Old : 32: 14 11 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 : 54.1 51.9 69.0 74.9 46.7 51.5 57.3 70.9
Old : 54.1 51.9 69.0 74.9 46.7 51.5 57.3 70.9
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 - Futures Only, August 17, 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 : 191,909: 102,362 80,746 30,883 69,594 26,733 9,791 278 7,624 0 0 0: 14,516 6,934
Old : 191,909: 102,362 80,746 30,883 69,594 26,733 9,791 278 7,624 0 0 0: 14,516 6,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,025: 580 265 1,268 2,152 -1,673 1,002 30 30 0 0 0: -182 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 42.1 16.1 36.3 13.9 5.1 0.1 4.0 0.0 0.0 0.0: 7.6 3.6
Old : 100.0: 53.3 42.1 16.1 36.3 13.9 5.1 0.1 4.0 0.0 0.0 0.0: 7.6 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 : 45: 24 22 5 10 10 . . 4 0 0 0:
Old : 45: 24 22 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 : 32.3 29.8 52.8 52.0 24.8 23.8 36.7 41.3
Old : 32.3 29.8 52.8 52.0 24.8 23.8 36.7 41.3
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 - Futures Only, August 17, 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 : 43,923: 30,838 17,856 5,231 14,246 3,967 0 2,599 1,116 0 0 0: 2,771 4,139
Old : 43,923: 30,838 17,856 5,231 14,246 3,967 0 2,599 1,116 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 10, 2010 :
: 171: 244 0 0 0 0 0 244 -73 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 40.7 11.9 32.4 9.0 0.0 5.9 2.5 0.0 0.0 0.0: 6.3 9.4
Old : 100.0: 70.2 40.7 11.9 32.4 9.0 0.0 5.9 2.5 0.0 0.0 0.0: 6.3 9.4
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 : 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 : 50.1 58.4 73.8 80.5 45.0 47.0 62.5 65.0
Old : 50.1 58.4 73.8 80.5 45.0 47.0 62.5 65.0
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 - Futures Only, August 17, 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 : 2,739,077: 798,350 501,984 73,533 852,160 393,257 519,485 60,845 575,364 113,540 92,825 243,653: 21,895 18,989
Old : 2,739,077: 798,350 501,984 73,533 852,160 393,257 519,485 60,845 575,364 113,540 92,825 243,653: 21,895 18,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -9,358: 11,011 3,951 4,304 8,311 -4,536 -9,804 605 -23,590 -2,946 -9,080 15,584: 619 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.3 2.7 31.1 14.4 19.0 2.2 21.0 4.1 3.4 8.9: 0.8 0.7
Old : 100.0: 29.1 18.3 2.7 31.1 14.4 19.0 2.2 21.0 4.1 3.4 8.9: 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 72 12 19 28 24 13 36 14 15 27:
Old : 187: 82 72 12 19 28 24 13 36 14 15 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 : 29.0 26.4 39.3 40.3 18.9 21.5 25.2 28.9
Old : 29.0 26.4 39.3 40.3 18.9 21.5 25.2 28.9
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 - Futures Only, August 17, 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 : 1,017,025: 218,894 274,703 315,461 203,018 206,683 66,174 97,026 63,233 47,919 72,780 98,204: 457 1,378
Old : 1,017,025: 218,894 274,703 315,461 203,018 206,683 66,174 97,026 63,233 47,919 72,780 98,204: 457 1,378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 16,214: 4,479 3,398 -10,634 -755 5,674 8,144 6,548 -1,661 -4,686 -11,361 16,142: -1,244 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 27.0 31.0 20.0 20.3 6.5 9.5 6.2 4.7 7.2 9.7: 0.0 0.1
Old : 100.0: 21.5 27.0 31.0 20.0 20.3 6.5 9.5 6.2 4.7 7.2 9.7: 0.0 0.1
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 : 101: 26 25 12 9 19 13 14 20 16 10 23:
Old : 101: 26 25 12 9 19 13 14 20 16 10 23:
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 : 34.7 38.1 48.6 54.6 23.0 30.5 33.7 40.0
Old : 34.7 38.1 48.6 54.6 23.0 30.5 33.7 40.0
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 - Futures Only, August 17, 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 : 24,588: 21,201 15,680 287 6,481 1,922 118 0 43 75 220 30: 912 212
Old : 24,588: 21,201 15,680 287 6,481 1,922 118 0 43 75 220 30: 912 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 76: -67 -199 7 95 205 -15 0 0 0 40 0: -54 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 63.8 1.2 26.4 7.8 0.5 0.0 0.2 0.3 0.9 0.1: 3.7 0.9
Old : 100.0: 86.2 63.8 1.2 26.4 7.8 0.5 0.0 0.2 0.3 0.9 0.1: 3.7 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 : 38: 26 21 . 4 6 . 0 . . . .:
Old : 38: 26 21 . 4 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 : 38.3 46.5 60.4 68.6 28.4 35.6 40.8 48.9
Old : 38.3 46.5 60.4 68.6 28.4 35.6 40.8 48.9
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 - Futures Only, August 17, 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 : 16,457: 15,397 8,606 0 6,884 484 0 0 0 90 0 0: 486 483
Old : 16,457: 15,397 8,606 0 6,884 484 0 0 0 90 0 0: 486 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 947: 819 903 0 165 53 0 0 0 0 0 0: 75 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 52.3 0.0 41.8 2.9 0.0 0.0 0.0 0.5 0.0 0.0: 3.0 2.9
Old : 100.0: 93.6 52.3 0.0 41.8 2.9 0.0 0.0 0.0 0.5 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 : 21: 12 12 0 5 4 0 0 0 . 0 0:
Old : 21: 12 12 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 : 66.4 65.6 88.8 84.4 57.7 62.8 74.2 73.1
Old : 66.4 65.6 88.8 84.4 57.7 62.8 74.2 73.1
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 - Futures Only, August 17, 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 : 9,909: 7,529 6,952 55 1,079 1,444 134 0 79 420 0 0: 248 355
Old : 9,909: 7,529 6,952 55 1,079 1,444 134 0 79 420 0 0: 248 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 367: 378 340 15 123 -156 10 0 0 120 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 70.2 0.6 10.9 14.6 1.4 0.0 0.8 4.2 0.0 0.0: 2.5 3.6
Old : 100.0: 76.0 70.2 0.6 10.9 14.6 1.4 0.0 0.8 4.2 0.0 0.0: 2.5 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 : 24: 14 12 . 5 5 . 0 . . 0 0:
Old : 24: 14 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 : 68.0 54.1 81.6 76.9 64.1 50.1 70.0 67.5
Old : 68.0 54.1 81.6 76.9 64.1 50.1 70.0 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, August 17, 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 : 9,566: 8,318 6,815 425 1,419 630 0 0 0 0 0 0: 193 702
Old : 9,566: 8,318 6,815 425 1,419 630 0 0 0 0 0 0: 193 702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 10: 95 55 -70 -45 -15 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 71.2 4.4 14.8 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.3
Old : 100.0: 87.0 71.2 4.4 14.8 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.3
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 : 25: 16 12 . . 4 0 0 0 0 0 0:
Old : 25: 16 12 . . 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 : 54.4 56.8 73.0 77.3 47.9 50.5 60.1 64.6
Old : 54.4 56.8 73.0 77.3 47.9 50.5 60.1 64.6
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 - Futures Only, August 17, 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 : 4,275: 3,367 2,325 0 1,110 567 0 0 0 180 0 0: 161 273
Old : 4,275: 3,367 2,325 0 1,110 567 0 0 0 180 0 0: 161 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 98: 161 40 0 50 19 0 0 0 0 0 0: -82 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 54.4 0.0 26.0 13.3 0.0 0.0 0.0 4.2 0.0 0.0: 3.8 6.4
Old : 100.0: 78.8 54.4 0.0 26.0 13.3 0.0 0.0 0.0 4.2 0.0 0.0: 3.8 6.4
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 : 22: 14 11 0 5 4 0 0 0 . 0 0:
Old : 22: 14 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 : 48.5 56.2 69.8 79.3 39.0 45.1 52.1 57.5
Old : 48.5 56.2 69.8 79.3 39.0 45.1 52.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010