NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 4,019,783: 1,632,869 1,052,484 143,550 847,363 613,368 255,953 99,018 1,039,671 32,102 69,188 273,896: 28,374 24,795
Old : 4,019,783: 1,632,869 1,052,484 143,550 847,363 613,368 255,953 99,018 1,039,671 32,102 69,188 273,896: 28,374 24,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -28,045: 18,552 -789 -1,798 -29,382 28,219 -4,167 32,544 -46,116 1,418 6,409 -22,206: -1,947 3,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 26.2 3.6 21.1 15.3 6.4 2.5 25.9 0.8 1.7 6.8: 0.7 0.6
Old : 100.0: 40.6 26.2 3.6 21.1 15.3 6.4 2.5 25.9 0.8 1.7 6.8: 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 : 225: 108 97 17 19 32 23 16 36 15 21 36:
Old : 225: 108 97 17 19 32 23 16 36 15 21 36:
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 : 22.4 24.4 38.0 39.4 10.5 15.3 15.9 21.8
Old : 22.4 24.4 38.0 39.4 10.5 15.3 15.9 21.8
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 24, 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 : 345,675: 146,848 230,039 75,950 34,092 56,844 40,053 8,963 11,165 6,575 31 1,618: 6,622 2,923
Old : 345,675: 146,848 230,039 75,950 34,092 56,844 40,053 8,963 11,165 6,575 31 1,618: 6,622 2,923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 11,877: 8,702 17,724 -2,318 -3,177 6,351 949 -6,579 -1,042 86 -184 210: -1,061 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 66.5 22.0 9.9 16.4 11.6 2.6 3.2 1.9 0.0 0.5: 1.9 0.8
Old : 100.0: 42.5 66.5 22.0 9.9 16.4 11.6 2.6 3.2 1.9 0.0 0.5: 1.9 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 : 62: 28 28 5 9 11 8 4 10 . . .:
Old : 62: 28 28 5 9 11 8 4 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 : 38.7 38.8 58.3 61.2 27.7 31.0 41.1 44.7
Old : 38.7 38.8 58.3 61.2 27.7 31.0 41.1 44.7
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 24, 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 : 202,588: 155,977 108,579 8,654 55,719 20,731 9,897 7,705 5,100 0 0 0: 2,229 4,754
Old : 202,588: 155,977 108,579 8,654 55,719 20,731 9,897 7,705 5,100 0 0 0: 2,229 4,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,310: -7,472 2,173 925 -7,880 2,129 570 -274 -66 0 0 0: -396 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 53.6 4.3 27.5 10.2 4.9 3.8 2.5 0.0 0.0 0.0: 1.1 2.3
Old : 100.0: 77.0 53.6 4.3 27.5 10.2 4.9 3.8 2.5 0.0 0.0 0.0: 1.1 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 : 51: 25 25 . 10 11 6 5 5 0 0 0:
Old : 51: 25 25 . 10 11 6 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 : 49.1 35.5 68.3 56.5 47.1 32.2 63.5 47.4
Old : 49.1 35.5 68.3 56.5 47.1 32.2 63.5 47.4
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 24, 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 : 385,397: 218,789 229,563 69,466 86,626 57,949 23,689 372 5,780 0 610 62: 9,662 4,435
Old : 385,397: 218,789 229,563 69,466 86,626 57,949 23,689 372 5,780 0 610 62: 9,662 4,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 176: -1,336 570 -3,675 -4,335 3,728 -1,425 276 1,205 0 60 -60: 1,739 -1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 59.6 18.0 22.5 15.0 6.1 0.1 1.5 0.0 0.2 0.0: 2.5 1.2
Old : 100.0: 56.8 59.6 18.0 22.5 15.0 6.1 0.1 1.5 0.0 0.2 0.0: 2.5 1.2
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 : 45: 23 16 6 8 12 4 . . 0 . .:
Old : 45: 23 16 6 8 12 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 : 41.9 63.4 60.8 82.8 39.2 56.6 54.6 69.9
Old : 41.9 63.4 60.8 82.8 39.2 56.6 54.6 69.9
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 24, 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 : 573,978: 399,350 244,803 65,584 145,082 83,131 156 77,323 19,153 0 610 2,186: 4,418 1,690
Old : 573,978: 399,350 244,803 65,584 145,082 83,131 156 77,323 19,153 0 610 2,186: 4,418 1,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,677: 14,350 3,073 3,877 -4,537 2,872 156 20,616 -17,317 0 -365 30: -291 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 42.7 11.4 25.3 14.5 0.0 13.5 3.3 0.0 0.1 0.4: 0.8 0.3
Old : 100.0: 69.6 42.7 11.4 25.3 14.5 0.0 13.5 3.3 0.0 0.1 0.4: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 35 27 7 14 19 . 7 6 0 . .:
Old : 69: 35 27 7 14 19 . 7 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 33.8 50.4 49.5 20.5 15.4 32.2 25.9
Old : 35.8 33.8 50.4 49.5 20.5 15.4 32.2 25.9
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 24, 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 : 197,049: 142,040 139,427 12,511 42,127 2,278 28,153 541 4,898 0 0 0: 7,169 7,778
Old : 197,049: 142,040 139,427 12,511 42,127 2,278 28,153 541 4,898 0 0 0: 7,169 7,778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 6,855: 6,950 3,037 -604 3,628 542 1,093 -122 -622 0 0 0: -504 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 70.8 6.3 21.4 1.2 14.3 0.3 2.5 0.0 0.0 0.0: 3.6 3.9
Old : 100.0: 72.1 70.8 6.3 21.4 1.2 14.3 0.3 2.5 0.0 0.0 0.0: 3.6 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 : 45: 24 22 . 5 5 7 . 5 0 0 0:
Old : 45: 24 22 . 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 : 47.6 58.0 64.8 72.7 38.6 57.7 54.3 67.8
Old : 47.6 58.0 64.8 72.7 38.6 57.7 54.3 67.8
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 24, 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 : 385,487: 280,317 151,130 24,581 109,476 29,738 15,156 57,595 30,185 0 0 0: 5,510 7,363
Old : 385,487: 280,317 151,130 24,581 109,476 29,738 15,156 57,595 30,185 0 0 0: 5,510 7,363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 14,132: 14,440 13,676 -282 3,695 552 1,363 -2,800 181 -428 0 0: -1,694 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 39.2 6.4 28.4 7.7 3.9 14.9 7.8 0.0 0.0 0.0: 1.4 1.9
Old : 100.0: 72.7 39.2 6.4 28.4 7.7 3.9 14.9 7.8 0.0 0.0 0.0: 1.4 1.9
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 : 64: 34 29 4 13 13 6 . 9 0 0 0:
Old : 64: 34 29 4 13 13 6 . 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 : 29.5 35.8 50.3 52.6 24.6 28.1 40.2 39.6
Old : 29.5 35.8 50.3 52.6 24.6 28.1 40.2 39.6
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 24, 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 : 161,673: 104,966 66,811 17,315 41,461 15,147 10,267 23,906 8,473 0 0 0: 5,505 5,875
Old : 161,673: 104,966 66,811 17,315 41,461 15,147 10,267 23,906 8,473 0 0 0: 5,505 5,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 4,215: 9,419 1,580 -1,418 2,762 -399 -5,770 -2,357 980 0 0 0: 1,403 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 41.3 10.7 25.6 9.4 6.4 14.8 5.2 0.0 0.0 0.0: 3.4 3.6
Old : 100.0: 64.9 41.3 10.7 25.6 9.4 6.4 14.8 5.2 0.0 0.0 0.0: 3.4 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 : 47: 28 22 . 8 8 5 . 6 0 0 0:
Old : 47: 28 22 . 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 : 38.6 38.4 55.3 57.3 34.2 31.2 46.1 45.5
Old : 38.6 38.4 55.3 57.3 34.2 31.2 46.1 45.5
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 - Futures Only, August 24, 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 : 828,565: 103,314 115,575 177,359 34,027 80,432 91,658 219,035 210,383 21,273 57,092 72,414: 71,732 39,607
Old : 828,565: 103,314 115,575 177,359 34,027 80,432 91,658 219,035 210,383 21,273 57,092 72,414: 71,732 39,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -128: -1,324 -1,650 6,148 2,795 -3,151 -2,334 6,125 -1,442 3,984 -1,991 -1,353: -656 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.9 21.4 4.1 9.7 11.1 26.4 25.4 2.6 6.9 8.7: 8.7 4.8
Old : 100.0: 12.5 13.9 21.4 4.1 9.7 11.1 26.4 25.4 2.6 6.9 8.7: 8.7 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 : 287: 59 47 23 10 26 48 66 76 31 32 56:
Old : 287: 59 47 23 10 26 48 66 76 31 32 56:
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 25.1 29.5 38.5 12.9 17.5 18.7 25.9
Old : 17.1 25.1 29.5 38.5 12.9 17.5 18.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 54,015: 32,092 26,047 5,490 14,916 4,872 721 493 1,530 0 0 0: 9,310 6,157
Old : 54,015: 32,092 26,047 5,490 14,916 4,872 721 493 1,530 0 0 0: 9,310 6,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 118: 30 -62 0 0 0 68 493 0 0 0 0: 20 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 48.2 10.2 27.6 9.0 1.3 0.9 2.8 0.0 0.0 0.0: 17.2 11.4
Old : 100.0: 59.4 48.2 10.2 27.6 9.0 1.3 0.9 2.8 0.0 0.0 0.0: 17.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . 4 5 . . . 0 0 0:
Old : 24: 15 13 . 4 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 47.7 62.6 68.4 37.8 40.9 47.2 51.8
Old : 45.5 47.7 62.6 68.4 37.8 40.9 47.2 51.8
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 24, 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 : 35,026: 18,149 9,493 5,507 8,847 6,379 0 530 2,909 0 0 0: 2,082 6,868
Old : 35,026: 18,149 9,493 5,507 8,847 6,379 0 530 2,909 0 0 0: 2,082 6,868
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 410: 0 180 857 0 -23 0 80 120 0 0 0: -544 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 27.1 15.7 25.3 18.2 0.0 1.5 8.3 0.0 0.0 0.0: 5.9 19.6
Old : 100.0: 51.8 27.1 15.7 25.3 18.2 0.0 1.5 8.3 0.0 0.0 0.0: 5.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 11 5 . 6 0 . . 0 0 0:
Old : 23: 9 11 5 . 6 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 37.9 71.8 60.6 30.0 27.9 44.0 34.3
Old : 48.0 37.9 71.8 60.6 30.0 27.9 44.0 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 24, 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 17, 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 24, 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 17, 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 - Futures Only, August 24, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 76,851: 43,755 55,438 12,664 8,178 1,691 6,175 0 5,221 0 0 0: 7,345 6,323
Old : 76,851: 43,755 55,438 12,664 8,178 1,691 6,175 0 5,221 0 0 0: 7,345 6,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 862: -4 2,296 151 0 188 964 0 16 0 0 0: -453 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 72.1 16.5 10.6 2.2 8.0 0.0 6.8 0.0 0.0 0.0: 9.6 8.2
Old : 100.0: 56.9 72.1 16.5 10.6 2.2 8.0 0.0 6.8 0.0 0.0 0.0: 9.6 8.2
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 : 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 : 43.9 42.2 61.4 58.9 41.4 39.0 53.3 53.0
Old : 43.9 42.2 61.4 58.9 41.4 39.0 53.3 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 67,384: 55,543 28,155 2,640 13,052 1,461 488 6,692 1,572 0 0 0: 5,680 16,452
Old : 67,384: 55,543 28,155 2,640 13,052 1,461 488 6,692 1,572 0 0 0: 5,680 16,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -1,233: -1,460 830 0 4 608 0 -1,924 -201 0 0 0: -180 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 41.8 3.9 19.4 2.2 0.7 9.9 2.3 0.0 0.0 0.0: 8.4 24.4
Old : 100.0: 82.4 41.8 3.9 19.4 2.2 0.7 9.9 2.3 0.0 0.0 0.0: 8.4 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 4 . . . . 0 0 0:
Old : 24: 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 : 63.9 39.9 82.0 56.9 60.0 39.0 69.8 48.6
Old : 63.9 39.9 82.0 56.9 60.0 39.0 69.8 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 - Futures Only, August 24, 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 : 44,074: 31,261 29,922 0 1,586 0 6,019 1,987 2,330 0 0 0: 4,464 8,249
Old : 44,074: 31,261 29,922 0 1,586 0 6,019 1,987 2,330 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 17, 2010 :
: 328: 1,014 -302 0 0 0 -956 0 630 0 0 0: -360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 67.9 0.0 3.6 0.0 13.7 4.5 5.3 0.0 0.0 0.0: 10.1 18.7
Old : 100.0: 70.9 67.9 0.0 3.6 0.0 13.7 4.5 5.3 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 : 58.7 50.3 74.7 68.7 55.5 42.7 67.2 59.2
Old : 58.7 50.3 74.7 68.7 55.5 42.7 67.2 59.2
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 24, 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 : 75,196: 42,521 22,710 10,256 37,665 3,749 1,900 1,360 5,208 0 0 0: 11,562 4,504
Old : 75,196: 42,521 22,710 10,256 37,665 3,749 1,900 1,360 5,208 0 0 0: 11,562 4,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,002: 122 2,060 600 0 -180 338 -712 1,655 0 0 0: -533 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 30.2 13.6 50.1 5.0 2.5 1.8 6.9 0.0 0.0 0.0: 15.4 6.0
Old : 100.0: 56.5 30.2 13.6 50.1 5.0 2.5 1.8 6.9 0.0 0.0 0.0: 15.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 15 . 6 4 4 . 4 0 0 0:
Old : 32: 17 15 . 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 : 37.1 56.0 56.7 73.4 35.0 53.3 52.9 68.7
Old : 37.1 56.0 56.7 73.4 35.0 53.3 52.9 68.7
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 24, 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 : 62,691: 39,625 50,603 21,382 9,718 244 840 0 0 0 0 0: 600 2,126
Old : 62,691: 39,625 50,603 21,382 9,718 244 840 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 17, 2010 :
: 180: 0 0 240 0 0 0 0 0 0 0 0: -60 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 80.7 34.1 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0: 1.0 3.4
Old : 100.0: 63.2 80.7 34.1 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 27: 14 13 . 5 . . 0 0 0 0 0:
Old : 27: 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 : 69.5 58.4 86.7 79.8 63.5 53.4 70.9 68.3
Old : 69.5 58.4 86.7 79.8 63.5 53.4 70.9 68.3
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 24, 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: 80,190 84,581 41,089 33,962 13,761 4,966 7,389 4,270 0 0 0: 4,810 5,123
Old : 149,086: 80,190 84,581 41,089 33,962 13,761 4,966 7,389 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 17, 2010 :
: 0: -60 304 91 0 0 -31 -304 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 56.7 27.6 22.8 9.2 3.3 5.0 2.9 0.0 0.0 0.0: 3.2 3.4
Old : 100.0: 53.8 56.7 27.6 22.8 9.2 3.3 5.0 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 39.1 45.3 52.3
Old : 36.3 40.8 56.0 61.6 33.9 39.1 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 24, 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 : 115,882: 62,677 65,983 29,045 26,175 13,754 1,000 3,611 820 0 0 0: 8,586 5,539
Old : 115,882: 62,677 65,983 29,045 26,175 13,754 1,000 3,611 820 0 0 0: 8,586 5,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 658: 466 484 68 0 515 0 -384 43 0 0 0: -434 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 56.9 25.1 22.6 11.9 0.9 3.1 0.7 0.0 0.0 0.0: 7.4 4.8
Old : 100.0: 54.1 56.9 25.1 22.6 11.9 0.9 3.1 0.7 0.0 0.0 0.0: 7.4 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 11 9 4 9 . . . 0 0 0:
Old : 33: 14 11 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 : 53.9 51.6 68.7 74.3 46.5 51.2 57.1 70.6
Old : 53.9 51.6 68.7 74.3 46.5 51.2 57.1 70.6
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 24, 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 : 191,967: 105,576 82,648 30,879 70,022 26,095 8,571 278 6,896 0 0 0: 13,950 6,028
Old : 191,967: 105,576 82,648 30,879 70,022 26,095 8,571 278 6,896 0 0 0: 13,950 6,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 58: 3,214 1,902 -4 428 -638 -1,220 0 -728 0 0 0: -566 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 43.1 16.1 36.5 13.6 4.5 0.1 3.6 0.0 0.0 0.0: 7.3 3.1
Old : 100.0: 55.0 43.1 16.1 36.5 13.6 4.5 0.1 3.6 0.0 0.0 0.0: 7.3 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 : 47: 25 25 5 10 10 . . 4 0 0 0:
Old : 47: 25 25 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 29.3 51.9 51.5 24.8 23.5 36.1 41.2
Old : 32.3 29.3 51.9 51.5 24.8 23.5 36.1 41.2
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 24, 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 : 44,109: 31,027 17,856 5,042 14,246 4,063 0 2,719 1,086 0 0 0: 2,891 4,139
Old : 44,109: 31,027 17,856 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 17, 2010 :
: 186: 189 0 -189 0 96 0 120 -30 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 40.5 11.4 32.3 9.2 0.0 6.2 2.5 0.0 0.0 0.0: 6.6 9.4
Old : 100.0: 70.3 40.5 11.4 32.3 9.2 0.0 6.2 2.5 0.0 0.0 0.0: 6.6 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 : 50.2 58.4 73.7 80.4 44.8 46.8 62.3 65.0
Old : 50.2 58.4 73.7 80.4 44.8 46.8 62.3 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 24, 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 : 2,792,383: 833,650 512,321 77,847 867,283 408,177 517,466 58,538 574,108 114,271 109,344 245,148: 21,716 17,464
Old : 2,792,383: 833,650 512,321 77,847 867,283 408,177 517,466 58,538 574,108 114,271 109,344 245,148: 21,716 17,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 53,306: 35,300 10,337 4,314 15,123 14,920 -2,019 -2,307 -1,256 731 16,519 1,495: -179 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 18.3 2.8 31.1 14.6 18.5 2.1 20.6 4.1 3.9 8.8: 0.8 0.6
Old : 100.0: 29.9 18.3 2.8 31.1 14.6 18.5 2.1 20.6 4.1 3.9 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 : 188: 85 72 12 19 28 23 13 34 13 16 25:
Old : 188: 85 72 12 19 28 23 13 34 13 16 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 : 28.6 26.7 38.9 40.4 18.9 21.9 25.0 29.0
Old : 28.6 26.7 38.9 40.4 18.9 21.9 25.0 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 1,061,876: 225,311 276,923 285,184 196,799 240,103 71,983 94,135 78,151 48,373 61,411 111,778: 993 2,576
Old : 1,061,876: 225,311 276,923 285,184 196,799 240,103 71,983 94,135 78,151 48,373 61,411 111,778: 993 2,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 44,851: 6,417 2,220 -30,277 -6,219 33,420 5,809 -2,891 14,918 454 -11,369 13,574: 536 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 26.1 26.9 18.5 22.6 6.8 8.9 7.4 4.6 5.8 10.5: 0.1 0.2
Old : 100.0: 21.2 26.1 26.9 18.5 22.6 6.8 8.9 7.4 4.6 5.8 10.5: 0.1 0.2
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 : 102: 27 26 13 8 19 13 14 20 14 12 24:
Old : 102: 27 26 13 8 19 13 14 20 14 12 24:
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 : 32.6 35.7 46.3 51.8 18.9 27.4 29.0 36.4
Old : 32.6 35.7 46.3 51.8 18.9 27.4 29.0 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 24,557: 20,991 15,681 307 6,086 2,076 48 0 72 75 430 30: 958 182
Old : 24,557: 20,991 15,681 307 6,086 2,076 48 0 72 75 430 30: 958 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -31: -210 1 20 -395 154 -70 0 29 0 210 0: 46 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 63.9 1.3 24.8 8.5 0.2 0.0 0.3 0.3 1.8 0.1: 3.9 0.7
Old : 100.0: 85.5 63.9 1.3 24.8 8.5 0.2 0.0 0.3 0.3 1.8 0.1: 3.9 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 : 39: 26 22 . 4 6 . 0 . . . .:
Old : 39: 26 22 . 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 : 37.8 45.3 59.9 68.1 27.9 34.5 39.1 47.4
Old : 37.8 45.3 59.9 68.1 27.9 34.5 39.1 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, August 24, 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 : 15,898: 14,956 8,151 0 6,664 346 0 0 0 90 0 0: 506 737
Old : 15,898: 14,956 8,151 0 6,664 346 0 0 0 90 0 0: 506 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -559: -441 -455 0 -220 -138 0 0 0 0 0 0: 20 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 51.3 0.0 41.9 2.2 0.0 0.0 0.0 0.6 0.0 0.0: 3.2 4.6
Old : 100.0: 94.1 51.3 0.0 41.9 2.2 0.0 0.0 0.0 0.6 0.0 0.0: 3.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 0 5 . 0 0 0 . 0 0:
Old : 21: 13 11 0 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 : 66.4 65.5 88.7 83.9 57.3 62.9 74.9 74.1
Old : 66.4 65.5 88.7 83.9 57.3 62.9 74.9 74.1
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 24, 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 : 9,722: 7,357 6,350 55 1,584 1,309 89 0 124 420 0 0: 368 355
Old : 9,722: 7,357 6,350 55 1,584 1,309 89 0 124 420 0 0: 368 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -187: -172 -602 0 505 -135 -45 0 45 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 65.3 0.6 16.3 13.5 0.9 0.0 1.3 4.3 0.0 0.0: 3.8 3.7
Old : 100.0: 75.7 65.3 0.6 16.3 13.5 0.9 0.0 1.3 4.3 0.0 0.0: 3.8 3.7
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 : 25: 15 12 . 5 5 . 0 . . 0 0:
Old : 25: 15 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 : 67.5 52.3 81.1 76.3 64.7 46.4 70.2 65.1
Old : 67.5 52.3 81.1 76.3 64.7 46.4 70.2 65.1
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 24, 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 : 9,701: 8,473 6,855 425 1,464 600 0 0 0 0 0 0: 203 782
Old : 9,701: 8,473 6,855 425 1,464 600 0 0 0 0 0 0: 203 782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 135: 155 40 0 45 -30 0 0 0 0 0 0: 10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 70.7 4.4 15.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 8.1
Old : 100.0: 87.3 70.7 4.4 15.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 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 : 26: 16 13 . . 4 0 0 0 0 0 0:
Old : 26: 16 13 . . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 55.9 73.4 76.4 49.1 49.7 61.1 64.0
Old : 55.5 55.9 73.4 76.4 49.1 49.7 61.1 64.0
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 24, 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 : 4,300: 3,392 2,330 25 1,130 542 0 0 0 155 0 25: 161 273
Old : 4,300: 3,392 2,330 25 1,130 542 0 0 0 155 0 25: 161 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 25: 25 5 25 20 -25 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 54.2 0.6 26.3 12.6 0.0 0.0 0.0 3.6 0.0 0.6: 3.7 6.3
Old : 100.0: 78.9 54.2 0.6 26.3 12.6 0.0 0.0 0.0 3.6 0.0 0.6: 3.7 6.3
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 : 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 : 48.8 56.4 70.0 78.9 39.4 45.5 51.1 57.2
Old : 48.8 56.4 70.0 78.9 39.4 45.5 51.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010