NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,627,209: 1,648,209 859,000 176,160 1,083,723 656,670 252,052 118,622 1,452,273 32,534 55,061 373,738: 35,573 28,122
Old : 4,627,209: 1,648,209 859,000 176,160 1,083,723 656,670 252,052 118,622 1,452,273 32,534 55,061 373,738: 35,573 28,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 87,132: 27,559 -14,435 2,570 -1,086 16,135 -21,820 31,589 41,516 -1,383 -7,384 18,766: 3,789 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 18.6 3.8 23.4 14.2 5.4 2.6 31.4 0.7 1.2 8.1: 0.8 0.6
Old : 100.0: 35.6 18.6 3.8 23.4 14.2 5.4 2.6 31.4 0.7 1.2 8.1: 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 : 217: 97 93 13 23 31 20 15 34 16 20 33:
Old : 217: 97 93 13 23 31 20 15 34 16 20 33:
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 : 23.3 28.2 37.3 41.7 9.6 15.3 15.0 20.9
Old : 23.3 28.2 37.3 41.7 9.6 15.3 15.0 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 376,638: 230,395 238,837 36,675 25,938 56,688 6,451 23,758 24,430 2,423 0 696: 18,880 6,291
Old : 376,638: 230,395 238,837 36,675 25,938 56,688 6,451 23,758 24,430 2,423 0 696: 18,880 6,291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 8,824: 16,122 -544 727 4,903 -2,805 -599 7,050 -3,397 904 0 -60: -2,068 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 63.4 9.7 6.9 15.1 1.7 6.3 6.5 0.6 0.0 0.2: 5.0 1.7
Old : 100.0: 61.2 63.4 9.7 6.9 15.1 1.7 6.3 6.5 0.6 0.0 0.2: 5.0 1.7
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 : 55: 29 23 5 8 10 4 6 7 . 0 .:
Old : 55: 29 23 5 8 10 4 6 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 49.0 49.8 70.3 21.9 30.6 31.5 37.8
Old : 30.2 49.0 49.8 70.3 21.9 30.6 31.5 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 186,173: 153,494 98,333 5,580 58,125 13,087 1,629 3,515 7,314 0 0 0: 5,069 5,799
Old : 186,173: 153,494 98,333 5,580 58,125 13,087 1,629 3,515 7,314 0 0 0: 5,069 5,799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 218: -1,611 2,688 -370 -3,919 1,462 308 -296 460 0 0 0: -31 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 52.8 3.0 31.2 7.0 0.9 1.9 3.9 0.0 0.0 0.0: 2.7 3.1
Old : 100.0: 82.4 52.8 3.0 31.2 7.0 0.9 1.9 3.9 0.0 0.0 0.0: 2.7 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 : 40: 21 20 . 9 10 . . 5 0 0 0:
Old : 40: 21 20 . 9 10 . . 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 : 53.1 40.5 71.0 62.6 49.1 37.6 60.7 53.5
Old : 53.1 40.5 71.0 62.6 49.1 37.6 60.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 311,537: 203,426 94,851 29,982 155,252 39,785 26,191 9,200 4,076 0 1,197 123: 7,954 7,053
Old : 311,537: 203,426 94,851 29,982 155,252 39,785 26,191 9,200 4,076 0 1,197 123: 7,954 7,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,490: 4,005 2,512 -974 -353 -1,493 195 -924 -332 0 1,134 -337: 426 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 30.4 9.6 49.8 12.8 8.4 3.0 1.3 0.0 0.4 0.0: 2.6 2.3
Old : 100.0: 65.3 30.4 9.6 49.8 12.8 8.4 3.0 1.3 0.0 0.4 0.0: 2.6 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 : 46: 20 20 5 9 13 . . . 0 . .:
Old : 46: 20 20 5 9 13 . . . 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 : 44.7 44.4 65.2 70.5 42.8 38.5 60.3 61.2
Old : 44.7 44.4 65.2 70.5 42.8 38.5 60.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 708,803: 468,100 252,678 80,185 263,780 95,385 5,119 30,528 50,180 375 6,021 1,298: 8,161 8,933
Old : 708,803: 468,100 252,678 80,185 263,780 95,385 5,119 30,528 50,180 375 6,021 1,298: 8,161 8,933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 6,343: -5,346 -4,062 -3,950 -2,463 8,395 465 -2,701 2,719 -188 249 99: 4,149 4,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 35.6 11.3 37.2 13.5 0.7 4.3 7.1 0.1 0.8 0.2: 1.2 1.3
Old : 100.0: 66.0 35.6 11.3 37.2 13.5 0.7 4.3 7.1 0.1 0.8 0.2: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 35 29 8 14 20 . 4 7 . . .:
Old : 69: 35 29 8 14 20 . 4 7 . . .:
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 : 37.3 38.1 52.1 54.2 25.2 26.6 38.2 36.2
Old : 37.3 38.1 52.1 54.2 25.2 26.6 38.2 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 180,400: 132,521 115,540 23,547 46,328 4,961 9,662 823 1,693 0 0 0: 8,016 11,055
Old : 180,400: 132,521 115,540 23,547 46,328 4,961 9,662 823 1,693 0 0 0: 8,016 11,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 858: 8,106 987 1,100 -916 -124 -6,965 823 963 0 0 0: -2,222 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 64.0 13.1 25.7 2.8 5.4 0.5 0.9 0.0 0.0 0.0: 4.4 6.1
Old : 100.0: 73.5 64.0 13.1 25.7 2.8 5.4 0.5 0.9 0.0 0.0 0.0: 4.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 17 5 . 4 . . . 0 0 0:
Old : 36: 22 17 5 . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 65.4 63.1 79.6 46.2 61.8 60.5 70.7
Old : 47.9 65.4 63.1 79.6 46.2 61.8 60.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 323,212: 229,425 148,655 32,970 67,338 22,824 17,804 63,603 7,628 0 0 0: 12,561 13,164
Old : 323,212: 229,425 148,655 32,970 67,338 22,824 17,804 63,603 7,628 0 0 0: 12,561 13,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,541: 2,844 -4,328 -3,206 -978 370 -336 3,816 1,346 0 0 0: 523 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 46.0 10.2 20.8 7.1 5.5 19.7 2.4 0.0 0.0 0.0: 3.9 4.1
Old : 100.0: 71.0 46.0 10.2 20.8 7.1 5.5 19.7 2.4 0.0 0.0 0.0: 3.9 4.1
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 : 49: 24 20 6 11 11 4 . . 0 0 0:
Old : 49: 24 20 6 11 11 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 : 34.2 50.0 55.5 63.0 30.6 46.0 48.9 56.9
Old : 34.2 50.0 55.5 63.0 30.6 46.0 48.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 185,788: 138,242 60,855 4,509 61,492 24,314 2,446 26,367 7,826 0 628 397: 8,054 3,909
Old : 185,788: 138,242 60,855 4,509 61,492 24,314 2,446 26,367 7,826 0 628 397: 8,054 3,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,848: 4,229 3,283 -2,260 1,254 1,460 64 -1,022 690 -29 628 89: 605 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 32.8 2.4 33.1 13.1 1.3 14.2 4.2 0.0 0.3 0.2: 4.3 2.1
Old : 100.0: 74.4 32.8 2.4 33.1 13.1 1.3 14.2 4.2 0.0 0.3 0.2: 4.3 2.1
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 : 43: 21 15 . 12 7 . 4 5 0 . .:
Old : 43: 21 15 . 12 7 . 4 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 38.1 67.8 59.4 51.2 31.9 58.6 49.4
Old : 55.6 38.1 67.8 59.4 51.2 31.9 58.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 988,165: 65,020 100,816 238,915 26,913 128,143 136,893 278,369 214,529 24,115 96,331 93,594: 86,957 49,470
Old : 988,165: 65,020 100,816 238,915 26,913 128,143 136,893 278,369 214,529 24,115 96,331 93,594: 86,957 49,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -35,501: -4,619 1,625 -4,253 -62 -5,583 1,090 -16,060 -19,272 -4,166 9,426 968: 335 -6,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.2 24.2 2.7 13.0 13.9 28.2 21.7 2.4 9.7 9.5: 8.8 5.0
Old : 100.0: 6.6 10.2 24.2 2.7 13.0 13.9 28.2 21.7 2.4 9.7 9.5: 8.8 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 : 303: 41 43 21 14 31 58 74 76 39 42 60:
Old : 303: 41 43 21 14 31 58 74 76 39 42 60:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 24.1 31.0 36.2 16.0 17.6 24.2 24.1
Old : 18.2 24.1 31.0 36.2 16.0 17.6 24.2 24.1
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,275: 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0: 10,809 3,714
Old : 52,275: 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0: 10,809 3,714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 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: 49.7 51.2 20.8 32.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 7.1
Old : 100.0: 49.7 51.2 20.8 32.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 7.1
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 : 21: 11 9 . 5 4 0 0 0 0 0 0:
Old : 21: 11 9 . 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 : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
Old : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 44,098: 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0: 5,135 8,181
Old : 44,098: 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0: 5,135 8,181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 138: 326 120 0 0 0 0 104 0 0 0 0: -188 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0: 11.6 18.6
Old : 100.0: 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0: 11.6 18.6
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 : 22: 9 11 4 . . . . . 0 0 0:
Old : 22: 9 11 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 : 48.5 55.1 71.1 69.7 47.3 53.2 67.4 64.9
Old : 48.5 55.1 71.1 69.7 47.3 53.2 67.4 64.9
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,757,335: 204,257 192,445 69,388 65,328 820,900 23,118 81,064 204,066 52,744 11,764 374,051: 8,812 7,717
Old : 1,757,335: 204,257 192,445 69,388 65,328 820,900 23,118 81,064 204,066 52,744 11,764 374,051: 8,812 7,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 15,138: 158 1,834 -2,262 -3,412 11,081 122 4,874 -791 4,594 -287 1,607: 630 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 3.9 3.7 46.7 1.3 4.6 11.6 3.0 0.7 21.3: 0.5 0.4
Old : 100.0: 11.6 11.0 3.9 3.7 46.7 1.3 4.6 11.6 3.0 0.7 21.3: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 147: 37 36 13 14 25 17 27 35 25 12 34:
Old : 147: 37 36 13 14 25 17 27 35 25 12 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 34.2 55.8 53.2 4.7 4.4 6.6 6.5
Old : 33.1 34.2 55.8 53.2 4.7 4.4 6.6 6.5
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,285: 2,038 3,383 919 1,778 4,839 7,531 7,275 6,222 1,669 0 542: 524 246
Old : 24,285: 2,038 3,383 919 1,778 4,839 7,531 7,275 6,222 1,669 0 542: 524 246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,780: -200 480 -45 -201 1,552 978 588 1,333 286 0 27: -152 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.9 3.8 7.3 19.9 31.0 30.0 25.6 6.9 0.0 2.2: 2.2 1.0
Old : 100.0: 8.4 13.9 3.8 7.3 19.9 31.0 30.0 25.6 6.9 0.0 2.2: 2.2 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 : 38: 8 8 . 4 5 6 9 12 5 0 .:
Old : 38: 8 8 . 4 5 6 9 12 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 57.8 78.6 75.5 33.4 31.5 39.8 39.4
Old : 59.4 57.8 78.6 75.5 33.4 31.5 39.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 95,124: 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0: 7,443 4,416
Old : 95,124: 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0: 7,443 4,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 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: 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0: 7.8 4.6
Old : 100.0: 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0: 7.8 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 : 28: 9 11 5 5 6 0 . . 0 0 0:
Old : 28: 9 11 5 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 : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
Old : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 144,652: 73,395 59,264 23,893 54,675 19,659 10,344 0 2,924 0 0 0: 14,437 8,130
Old : 144,652: 73,395 59,264 23,893 54,675 19,659 10,344 0 2,924 0 0 0: 14,437 8,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 602: 300 -160 0 0 0 -496 0 328 0 0 0: 470 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 41.0 16.5 37.8 13.6 7.2 0.0 2.0 0.0 0.0 0.0: 10.0 5.6
Old : 100.0: 50.7 41.0 16.5 37.8 13.6 7.2 0.0 2.0 0.0 0.0 0.0: 10.0 5.6
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 : 33: 15 13 5 7 6 . 0 . 0 0 0:
Old : 33: 15 13 5 7 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 : 32.0 39.1 54.8 62.3 29.3 33.4 43.9 49.8
Old : 32.0 39.1 54.8 62.3 29.3 33.4 43.9 49.8
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,525,061: 714,331 352,705 106,404 876,699 417,162 363,082 28,344 512,038 143,950 71,491 243,336: 24,758 23,286
Old : 2,525,061: 714,331 352,705 106,404 876,699 417,162 363,082 28,344 512,038 143,950 71,491 243,336: 24,758 23,286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -23,204: -8,255 -11,050 -2,488 -3,391 12,577 -8,475 1,915 -17,938 2,031 -4,600 -1,111: 455 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.0 4.2 34.7 16.5 14.4 1.1 20.3 5.7 2.8 9.6: 1.0 0.9
Old : 100.0: 28.3 14.0 4.2 34.7 16.5 14.4 1.1 20.3 5.7 2.8 9.6: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 170: 72 57 10 19 26 23 12 35 16 12 25:
Old : 170: 72 57 10 19 26 23 12 35 16 12 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 : 26.7 30.2 36.2 47.1 14.6 23.9 21.5 32.0
Old : 26.7 30.2 36.2 47.1 14.6 23.9 21.5 32.0
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 - Options and Futures Combined, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,017,295: 158,074 158,532 169,191 272,109 293,635 96,266 55,437 91,884 94,722 32,698 109,541: 3,982 3,459
Old : 1,017,295: 158,074 158,532 169,191 272,109 293,635 96,266 55,437 91,884 94,722 32,698 109,541: 3,982 3,459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 15,441: 260 2,342 -9,439 -8,615 11,917 -1,371 1,637 3,916 11,531 6,029 -1,206: -167 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.6 16.6 26.7 28.9 9.5 5.4 9.0 9.3 3.2 10.8: 0.4 0.3
Old : 100.0: 15.5 15.6 16.6 26.7 28.9 9.5 5.4 9.0 9.3 3.2 10.8: 0.4 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 : 100: 21 16 10 12 18 18 9 19 15 14 24:
Old : 100: 21 16 10 12 18 18 9 19 15 14 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 : 23.7 36.1 42.9 56.1 12.6 24.5 22.1 34.3
Old : 23.7 36.1 42.9 56.1 12.6 24.5 22.1 34.3
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,488: 20,845 13,377 210 7,829 695 84 140 36 295 0 0: 323 411
Old : 22,488: 20,845 13,377 210 7,829 695 84 140 36 295 0 0: 323 411
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 221: 270 225 15 -150 -15 -45 0 5 0 0 0: -9 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 59.5 0.9 34.8 3.1 0.4 0.6 0.2 1.3 0.0 0.0: 1.4 1.8
Old : 100.0: 92.7 59.5 0.9 34.8 3.1 0.4 0.6 0.2 1.3 0.0 0.0: 1.4 1.8
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 : 41: 29 24 . 6 7 . . . . 0 0:
Old : 41: 29 24 . 6 7 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 44.3 63.8 66.7 32.9 35.3 43.0 47.5
Old : 43.0 44.3 63.8 66.7 32.9 35.3 43.0 47.5
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 16,459: 14,698 7,983 25 7,590 397 366 20 30 585 0 0: 358 439
Old : 16,459: 14,698 7,983 25 7,590 397 366 20 30 585 0 0: 358 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 80: 0 120 0 0 0 0 -60 20 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 48.5 0.2 46.1 2.4 2.2 0.1 0.2 3.6 0.0 0.0: 2.2 2.7
Old : 100.0: 89.3 48.5 0.2 46.1 2.4 2.2 0.1 0.2 3.6 0.0 0.0: 2.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 . 5 4 . . . . 0 0:
Old : 25: 14 14 . 5 4 . . . . 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 : 61.6 63.0 82.6 87.1 47.8 53.0 63.3 70.2
Old : 61.6 63.0 82.6 87.1 47.8 53.0 63.3 70.2
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,451: 5,475 3,893 443 2,103 739 10 0 135 0 0 0: 649 581
Old : 7,451: 5,475 3,893 443 2,103 739 10 0 135 0 0 0: 649 581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -83: -55 25 0 25 -43 10 -5 -10 0 0 0: 15 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 52.2 5.9 28.2 9.9 0.1 0.0 1.8 0.0 0.0 0.0: 8.7 7.8
Old : 100.0: 73.5 52.2 5.9 28.2 9.9 0.1 0.0 1.8 0.0 0.0 0.0: 8.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . 6 6 . 0 . 0 0 0:
Old : 22: 10 12 . 6 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 : 68.5 52.4 81.0 73.1 65.1 48.0 66.7 61.8
Old : 68.5 52.4 81.0 73.1 65.1 48.0 66.7 61.8
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, March 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,886: 8,893 6,633 595 3,019 633 0 0 0 75 0 0: 690 601
Old : 10,886: 8,893 6,633 595 3,019 633 0 0 0 75 0 0: 690 601
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 147: -78 42 0 -75 180 0 0 0 75 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 60.9 5.5 27.7 5.8 0.0 0.0 0.0 0.7 0.0 0.0: 6.3 5.5
Old : 100.0: 81.7 60.9 5.5 27.7 5.8 0.0 0.0 0.0 0.7 0.0 0.0: 6.3 5.5
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 : 24: 12 12 . 4 4 0 0 0 . 0 0:
Old : 24: 12 12 . 4 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 : 56.3 58.9 75.7 77.3 52.2 57.1 70.3 70.8
Old : 56.3 58.9 75.7 77.3 52.2 57.1 70.3 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011