NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 4,090,822: 1,441,166 1,067,577 153,923 847,817 618,017 352,730 31,177 1,220,967 24,445 37,703 236,293: 43,281 31,271
Old : 4,090,822: 1,441,166 1,067,577 153,923 847,817 618,017 352,730 31,177 1,220,967 24,445 37,703 236,293: 43,281 31,271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -238,876: -145,889 -76,644 19,902 -61,843 -28,138 6,645 -8,433 -43,704 -14,517 12,325 -30,606: -2,569 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 26.1 3.8 20.7 15.1 8.6 0.8 29.8 0.6 0.9 5.8: 1.1 0.8
Old : 100.0: 35.2 26.1 3.8 20.7 15.1 8.6 0.8 29.8 0.6 0.9 5.8: 1.1 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 : 215: 98 90 13 21 32 26 14 37 17 19 35:
Old : 215: 98 90 13 21 32 26 14 37 17 19 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 : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6
Old : 27.4 24.8 43.0 40.7 10.1 13.2 15.4 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 885,962: 101,012 121,665 149,645 81,720 114,687 138,927 194,653 192,567 18,616 49,173 91,165: 79,344 40,332
Old : 885,962: 101,012 121,665 149,645 81,720 114,687 138,927 194,653 192,567 18,616 49,173 91,165: 79,344 40,332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -82,796: 3,925 1,545 2,010 -633 -12,112 -3,483 11,945 -59,071 6,181 -8,535 -15,258: -4,988 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 16.9 9.2 12.9 15.7 22.0 21.7 2.1 5.6 10.3: 9.0 4.6
Old : 100.0: 11.4 13.7 16.9 9.2 12.9 15.7 22.0 21.7 2.1 5.6 10.3: 9.0 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 : 280: 54 48 24 9 29 58 51 68 38 33 62:
Old : 280: 54 48 24 9 29 58 51 68 38 33 62:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 33.2 31.4 45.6 15.7 23.8 20.9 29.3
Old : 19.5 33.2 31.4 45.6 15.7 23.8 20.9 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 58,562: 37,063 24,770 4,746 16,891 5,718 1,095 0 1,986 0 0 0: 7,954 9,197
Old : 58,562: 37,063 24,770 4,746 16,891 5,718 1,095 0 1,986 0 0 0: 7,954 9,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 44: 124 62 0 0 0 -16 0 0 0 0 0: -64 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 42.3 8.1 28.8 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.6 15.7
Old : 100.0: 63.3 42.3 8.1 28.8 9.8 1.9 0.0 3.4 0.0 0.0 0.0: 13.6 15.7
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: 17 14 . 4 5 . 0 . 0 0 0:
Old : 25: 17 14 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 46.5 63.0 66.7 37.4 39.2 49.4 49.3
Old : 45.1 46.5 63.0 66.7 37.4 39.2 49.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 39,478: 23,916 11,831 4,166 10,137 5,369 442 1,682 2,118 0 0 0: 3,467 8,341
Old : 39,478: 23,916 11,831 4,166 10,137 5,369 442 1,682 2,118 0 0 0: 3,467 8,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,691: 2,303 -204 -290 224 290 0 798 -457 0 0 0: -155 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 30.0 10.6 25.7 13.6 1.1 4.3 5.4 0.0 0.0 0.0: 8.8 21.1
Old : 100.0: 60.6 30.0 10.6 25.7 13.6 1.1 4.3 5.4 0.0 0.0 0.0: 8.8 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 10 . 4 5 . . . 0 0 0:
Old : 23: 10 10 . 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 : 51.5 37.5 72.4 57.0 36.8 30.0 54.6 44.1
Old : 51.5 37.5 72.4 57.0 36.8 30.0 54.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 68,098: 37,960 39,580 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878
Old : 68,098: 37,960 39,580 16,290 10,146 5,494 0 0 0 0 0 0: 8,354 12,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 760: 760 760 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 58.1 23.9 14.9 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 18.9
Old : 100.0: 55.7 58.1 23.9 14.9 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.3 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 : 25: 13 15 . 4 4 0 0 0 0 0 0:
Old : 25: 13 15 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 47.6 61.7 61.9 35.1 42.7 50.5 52.7
Old : 40.9 47.6 61.7 61.9 35.1 42.7 50.5 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 73,960: 43,690 35,105 12,526 28,975 6,003 0 0 0 0 0 0: 11,741 3,877
Old : 73,960: 43,690 35,105 12,526 28,975 6,003 0 0 0 0 0 0: 11,741 3,877
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -54: -62 0 0 20 -12 0 0 0 0 0 0: 20 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 47.5 16.9 39.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.9 5.2
Old : 100.0: 59.1 47.5 16.9 39.2 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 5 4 0 0 0 0 0 0:
Old : 22: 13 12 . 5 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 : 45.3 51.6 64.0 76.1 40.6 47.5 56.0 65.5
Old : 45.3 51.6 64.0 76.1 40.6 47.5 56.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 83,755: 51,310 52,882 12,635 10,610 3,117 1,336 456 6,902 0 0 0: 8,455 9,788
Old : 83,755: 51,310 52,882 12,635 10,610 3,117 1,336 456 6,902 0 0 0: 8,455 9,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -34: -77 235 72 0 0 -607 -738 397 0 0 0: 181 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 63.1 15.1 12.7 3.7 1.6 0.5 8.2 0.0 0.0 0.0: 10.1 11.7
Old : 100.0: 61.3 63.1 15.1 12.7 3.7 1.6 0.5 8.2 0.0 0.0 0.0: 10.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 17 4 4 4 . . 4 0 0 0:
Old : 32: 15 17 4 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 : 44.2 42.1 63.2 60.5 41.7 38.9 56.2 52.5
Old : 44.2 42.1 63.2 60.5 41.7 38.9 56.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 78,745: 63,610 32,251 3,750 17,712 853 1,325 9,268 2,053 0 0 0: 7,154 16,608
Old : 78,745: 63,610 32,251 3,750 17,712 853 1,325 9,268 2,053 0 0 0: 7,154 16,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 633: 129 -44 0 0 0 0 -127 432 0 0 0: 72 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 41.0 4.8 22.5 1.1 1.7 11.8 2.6 0.0 0.0 0.0: 9.1 21.1
Old : 100.0: 80.8 41.0 4.8 22.5 1.1 1.7 11.8 2.6 0.0 0.0 0.0: 9.1 21.1
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 : 25: 10 13 . 4 . . . . 0 0 0:
Old : 25: 10 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 : 60.7 41.9 79.9 58.8 57.3 41.8 70.3 53.9
Old : 60.7 41.9 79.9 58.8 57.3 41.8 70.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 78,927: 42,117 20,208 8,726 40,257 5,566 4,277 1,496 4,481 0 0 0: 13,760 6,919
Old : 78,927: 42,117 20,208 8,726 40,257 5,566 4,277 1,496 4,481 0 0 0: 13,760 6,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 129: 292 46 0 0 0 -5 0 -19 0 0 0: -139 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 25.6 11.1 51.0 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.4 8.8
Old : 100.0: 53.4 25.6 11.1 51.0 7.1 5.4 1.9 5.7 0.0 0.0 0.0: 17.4 8.8
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 : 29: 12 13 . 6 4 . . . 0 0 0:
Old : 29: 12 13 . 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 : 35.1 48.1 59.1 66.6 30.7 46.4 48.8 63.5
Old : 35.1 48.1 59.1 66.6 30.7 46.4 48.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 1,683,052: 319,127 296,426 102,122 94,866 646,389 19,014 80,154 191,212 49,432 15,954 349,677: 6,080 8,374
Old : 1,683,052: 319,127 296,426 102,122 94,866 646,389 19,014 80,154 191,212 49,432 15,954 349,677: 6,080 8,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -115,082: -20,223 -18,652 -2,325 90 -29,217 3,309 -12,332 -27,143 -12,737 -590 -26,561: -185 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.6 6.1 5.6 38.4 1.1 4.8 11.4 2.9 0.9 20.8: 0.4 0.5
Old : 100.0: 19.0 17.6 6.1 5.6 38.4 1.1 4.8 11.4 2.9 0.9 20.8: 0.4 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 : 133: 38 38 10 13 23 21 20 32 17 12 28:
Old : 133: 38 38 10 13 23 21 20 32 17 12 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 35.0 56.2 52.8 8.3 7.3 9.9 9.2
Old : 33.3 35.0 56.2 52.8 8.3 7.3 9.9 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 52,133: 12,587 14,428 4,159 2,990 5,610 6,813 1,418 6,570 2,111 1,329 2,808: 11,476 16,979
Old : 52,133: 12,587 14,428 4,159 2,990 5,610 6,813 1,418 6,570 2,111 1,329 2,808: 11,476 16,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,605: -366 -458 864 17 27 -1,024 -5,638 -4,057 338 166 -211: 9,034 14,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 27.7 8.0 5.7 10.8 13.1 2.7 12.6 4.0 2.5 5.4: 22.0 32.6
Old : 100.0: 24.1 27.7 8.0 5.7 10.8 13.1 2.7 12.6 4.0 2.5 5.4: 22.0 32.6
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 : 37: 11 9 5 4 7 6 7 9 . . .:
Old : 37: 11 9 5 4 7 6 7 9 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 37.9 68.1 55.4 24.1 12.7 26.6 15.8
Old : 48.7 37.9 68.1 55.4 24.1 12.7 26.6 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 36,922: 25,986 30,968 3,734 1,454 1,840 0 0 0 0 0 0: 5,362 2,660
Old : 36,922: 25,986 30,968 3,734 1,454 1,840 0 0 0 0 0 0: 5,362 2,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -283: -372 -434 0 0 0 0 0 0 0 0 0: 89 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 83.9 10.1 3.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 7.2
Old : 100.0: 70.4 83.9 10.1 3.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 14 . . . 0 0 0 0 0 0:
Old : 21: 13 14 . . . 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 : 41.4 54.9 67.8 74.2 40.2 44.2 55.0 57.5
Old : 41.4 54.9 67.8 74.2 40.2 44.2 55.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 75,362: 50,184 55,642 23,622 16,662 244 0 0 0 0 0 0: 1,312 2,814
Old : 75,362: 50,184 55,642 23,622 16,662 244 0 0 0 0 0 0: 1,312 2,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,696: 5,064 2,960 0 1,736 0 0 0 0 0 0 0: -368 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 73.8 31.3 22.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 3.7
Old : 100.0: 66.6 73.8 31.3 22.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 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 14 . 5 . 0 0 0 0 0 0:
Old : 25: 15 14 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 51.0 82.2 77.7 54.6 46.1 67.6 63.3
Old : 65.1 51.0 82.2 77.7 54.6 46.1 67.6 63.3
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 - Options and Futures Combined, June 29, 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 : 166,736: 97,410 102,197 37,275 32,888 15,260 5,738 6,259 4,735 0 0 0: 6,318 5,397
Old : 166,736: 97,410 102,197 37,275 32,888 15,260 5,738 6,259 4,735 0 0 0: 6,318 5,397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 751: 104 -118 439 1,283 -105 46 0 -225 0 0 0: 492 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 61.3 22.4 19.7 9.2 3.4 3.8 2.8 0.0 0.0 0.0: 3.8 3.2
Old : 100.0: 58.4 61.3 22.4 19.7 9.2 3.4 3.8 2.8 0.0 0.0 0.0: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 28 8 4 9 4 . 4 0 0 0:
Old : 47: 26 28 8 4 9 4 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.6 53.3 59.3 31.7 38.8 44.9 50.8
Old : 34.7 40.6 53.3 59.3 31.7 38.8 44.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 127,622: 67,263 74,745 32,737 29,419 13,041 1,550 2,167 1,955 0 0 0: 11,075 6,294
Old : 127,622: 67,263 74,745 32,737 29,419 13,041 1,550 2,167 1,955 0 0 0: 11,075 6,294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,076: 3,673 1,630 -1,309 0 49 0 734 -337 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 58.6 25.7 23.1 10.2 1.2 1.7 1.5 0.0 0.0 0.0: 8.7 4.9
Old : 100.0: 52.7 58.6 25.7 23.1 10.2 1.2 1.7 1.5 0.0 0.0 0.0: 8.7 4.9
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 : 32: 16 12 8 4 9 . . . 0 0 0:
Old : 32: 16 12 8 4 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 50.2 64.8 74.0 42.7 49.5 52.4 68.5
Old : 50.8 50.2 64.8 74.0 42.7 49.5 52.4 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 222,277: 123,643 100,979 31,688 72,134 31,752 11,371 1,364 9,822 0 0 0: 14,002 6,227
Old : 222,277: 123,643 100,979 31,688 72,134 31,752 11,371 1,364 9,822 0 0 0: 14,002 6,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 801: 1,214 1,099 0 -1,284 1,070 -1,371 0 443 0 0 0: -555 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 45.4 14.3 32.5 14.3 5.1 0.6 4.4 0.0 0.0 0.0: 6.3 2.8
Old : 100.0: 55.6 45.4 14.3 32.5 14.3 5.1 0.6 4.4 0.0 0.0 0.0: 6.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 27 5 10 10 . . 4 0 0 0:
Old : 50: 27 27 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 : 33.2 27.1 53.4 47.1 24.3 22.4 35.6 37.9
Old : 33.2 27.1 53.4 47.1 24.3 22.4 35.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 50,745: 35,447 21,635 6,279 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,376
Old : 50,745: 35,447 21,635 6,279 15,473 4,148 0 2,801 1,312 0 0 0: 3,559 5,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,202: 62 2,140 2,140 0 0 0 0 0 0 0 0: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 42.6 12.4 30.5 8.2 0.0 5.5 2.6 0.0 0.0 0.0: 7.0 10.6
Old : 100.0: 69.9 42.6 12.4 30.5 8.2 0.0 5.5 2.6 0.0 0.0 0.0: 7.0 10.6
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 : 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 : 45.1 57.0 70.4 78.1 41.4 46.7 60.8 64.8
Old : 45.1 57.0 70.4 78.1 41.4 46.7 60.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 2,631,096: 786,707 513,377 64,587 905,385 336,723 574,432 59,865 505,335 125,790 87,235 209,196: 28,326 13,980
Old : 2,631,096: 786,707 513,377 64,587 905,385 336,723 574,432 59,865 505,335 125,790 87,235 209,196: 28,326 13,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -175,714: -26,211 -13,592 -12,723 -14,764 -14,485 937 -902 -123,743 3,556 -3,645 -4,332: 1,287 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.5 2.5 34.4 12.8 21.8 2.3 19.2 4.8 3.3 8.0: 1.1 0.5
Old : 100.0: 29.9 19.5 2.5 34.4 12.8 21.8 2.3 19.2 4.8 3.3 8.0: 1.1 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 : 179: 81 73 9 21 26 25 13 34 12 12 24:
Old : 179: 81 73 9 21 26 25 13 34 12 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 : 32.2 28.3 42.6 41.7 21.8 23.3 28.0 31.5
Old : 32.2 28.3 42.6 41.7 21.8 23.3 28.0 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 947,960: 164,522 266,095 340,693 187,586 181,366 62,589 83,069 53,904 57,877 87,988 83,455: 3,554 4,497
Old : 947,960: 164,522 266,095 340,693 187,586 181,366 62,589 83,069 53,904 57,877 87,988 83,455: 3,554 4,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -84,132: -4,683 -6,840 11,642 -1,462 -21,950 -29,936 -2,148 -20,890 -12,529 -25,253 -5,959: 173 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 28.1 35.9 19.8 19.1 6.6 8.8 5.7 6.1 9.3 8.8: 0.4 0.5
Old : 100.0: 17.4 28.1 35.9 19.8 19.1 6.6 8.8 5.7 6.1 9.3 8.8: 0.4 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 : 92: 26 23 11 9 17 9 16 19 16 5 19:
Old : 92: 26 23 11 9 17 9 16 19 16 5 19:
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 43.0 50.3 57.8 27.6 36.7 38.2 44.7
Old : 35.6 43.0 50.3 57.8 27.6 36.7 38.2 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 22,285: 19,617 13,647 130 6,778 1,486 0 28 55 35 0 70: 892 221
Old : 22,285: 19,617 13,647 130 6,778 1,486 0 28 55 35 0 70: 892 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 138: 305 -203 45 613 -273 0 0 1 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 61.2 0.6 30.4 6.7 0.0 0.1 0.2 0.2 0.0 0.3: 4.0 1.0
Old : 100.0: 88.0 61.2 0.6 30.4 6.7 0.0 0.1 0.2 0.2 0.0 0.3: 4.0 1.0
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 : 43: 33 27 . 6 6 0 . . . 0 .:
Old : 43: 33 27 . 6 6 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 : 36.6 43.8 58.5 66.6 33.5 38.2 43.9 50.5
Old : 36.6 43.8 58.5 66.6 33.5 38.2 43.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 16,616: 15,365 9,110 0 7,062 388 0 0 0 185 0 0: 678 56
Old : 16,616: 15,365 9,110 0 7,062 388 0 0 0 185 0 0: 678 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 231: 291 -135 0 465 -75 0 0 0 0 0 0: 15 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 54.8 0.0 42.5 2.3 0.0 0.0 0.0 1.1 0.0 0.0: 4.1 0.3
Old : 100.0: 92.5 54.8 0.0 42.5 2.3 0.0 0.0 0.0 1.1 0.0 0.0: 4.1 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 : 24: 13 12 0 8 4 0 0 0 . 0 0:
Old : 24: 13 12 0 8 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 : 69.9 60.0 89.3 81.7 56.6 56.0 67.0 66.9
Old : 69.9 60.0 89.3 81.7 56.6 56.0 67.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 10,365: 8,265 6,966 0 1,504 1,790 0 17 13 0 0 0: 297 75
Old : 10,365: 8,265 6,966 0 1,504 1,790 0 17 13 0 0 0: 297 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -5: 10 -30 0 0 10 0 10 -10 0 0 0: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 67.2 0.0 14.5 17.3 0.0 0.2 0.1 0.0 0.0 0.0: 2.9 0.7
Old : 100.0: 79.7 67.2 0.0 14.5 17.3 0.0 0.2 0.1 0.0 0.0 0.0: 2.9 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 : 27: 12 15 0 6 4 0 . . 0 0 0:
Old : 27: 12 15 0 6 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 47.3 87.7 71.1 68.5 42.7 71.3 59.6
Old : 74.5 47.3 87.7 71.1 68.5 42.7 71.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, June 29, 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 : 10,522: 8,702 7,480 230 1,229 1,125 0 0 0 0 0 0: 465 688
Old : 10,522: 8,702 7,480 230 1,229 1,125 0 0 0 0 0 0: 465 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 152: 117 -8 0 160 -70 0 0 0 0 0 0: 105 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 71.1 2.2 11.7 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.5
Old : 100.0: 82.7 71.1 2.2 11.7 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.5
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 : 30: 20 14 . 5 6 0 0 0 0 0 0:
Old : 30: 20 14 . 5 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 52.2 68.1 72.9 34.8 43.4 50.6 52.6
Old : 46.3 52.2 68.1 72.9 34.8 43.4 50.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010