NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 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 : 4,544,535: 1,633,828 892,261 153,034 1,262,747 613,265 327,927 41,457 1,375,240 105,089 38,081 305,054: 31,098 16,430
Old : 4,544,535: 1,633,828 892,261 153,034 1,262,747 613,265 327,927 41,457 1,375,240 105,089 38,081 305,054: 31,098 16,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -111,551: -96,467 -18,682 -8,267 45,877 12,770 48,676 -40,708 -58,133 21,776 -19,234 -30,927: -979 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 19.6 3.4 27.8 13.5 7.2 0.9 30.3 2.3 0.8 6.7: 0.7 0.4
Old : 100.0: 36.0 19.6 3.4 27.8 13.5 7.2 0.9 30.3 2.3 0.8 6.7: 0.7 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 : 220: 100 97 10 28 35 29 7 33 18 18 33:
Old : 220: 100 97 10 28 35 29 7 33 18 18 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 : 24.0 26.6 38.4 41.8 9.9 17.0 14.8 24.2
Old : 24.0 26.6 38.4 41.8 9.9 17.0 14.8 24.2
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 29, 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 : 370,078: 222,470 235,192 38,182 26,633 61,907 3,843 17,687 25,514 1,258 0 1,637: 15,267 1,508
Old : 370,078: 222,470 235,192 38,182 26,633 61,907 3,843 17,687 25,514 1,258 0 1,637: 15,267 1,508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 47: -2,338 195 -928 1,599 3,072 -2,143 -7,680 3,506 -200 0 -373: -549 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 63.6 10.3 7.2 16.7 1.0 4.8 6.9 0.3 0.0 0.4: 4.1 0.4
Old : 100.0: 60.1 63.6 10.3 7.2 16.7 1.0 4.8 6.9 0.3 0.0 0.4: 4.1 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 : 59: 32 27 8 6 12 4 6 7 . 0 .:
Old : 59: 32 27 8 6 12 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 : 30.1 45.8 49.0 67.0 21.8 27.3 30.7 36.3
Old : 30.1 45.8 49.0 67.0 21.8 27.3 30.7 36.3
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 29, 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 : 188,004: 151,836 104,215 7,306 56,556 14,293 2,787 2,882 6,557 0 0 0: 5,225 3,501
Old : 188,004: 151,836 104,215 7,306 56,556 14,293 2,787 2,882 6,557 0 0 0: 5,225 3,501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,391: 2,227 3,100 -144 -1,157 1,871 -242 426 -450 0 0 0: 129 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 55.4 3.9 30.1 7.6 1.5 1.5 3.5 0.0 0.0 0.0: 2.8 1.9
Old : 100.0: 80.8 55.4 3.9 30.1 7.6 1.5 1.5 3.5 0.0 0.0 0.0: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 22 4 9 11 4 . 6 0 0 0:
Old : 44: 23 22 4 9 11 4 . 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 42.3 69.6 63.7 47.7 39.2 60.6 53.9
Old : 50.6 42.3 69.6 63.7 47.7 39.2 60.6 53.9
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 29, 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 : 321,148: 211,370 97,942 35,655 161,717 39,946 20,656 7,711 7,792 0 646 215: 5,514 5,179
Old : 321,148: 211,370 97,942 35,655 161,717 39,946 20,656 7,711 7,792 0 646 215: 5,514 5,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 7,957: 8,815 -561 4,067 2,308 1,277 -8,050 1,170 4,251 0 609 -365: -2,038 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 30.5 11.1 50.4 12.4 6.4 2.4 2.4 0.0 0.2 0.1: 1.7 1.6
Old : 100.0: 65.8 30.5 11.1 50.4 12.4 6.4 2.4 2.4 0.0 0.2 0.1: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 24 22 6 9 14 . . . 0 . .:
Old : 49: 24 22 6 9 14 . . . 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 44.9 64.3 70.6 41.5 39.6 57.6 62.1
Old : 44.7 44.9 64.3 70.6 41.5 39.6 57.6 62.1
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 29, 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 : 730,390: 494,298 257,702 82,526 259,712 103,194 870 58,690 44,718 0 964 1,432: 3,352 3,978
Old : 730,390: 494,298 257,702 82,526 259,712 103,194 870 58,690 44,718 0 964 1,432: 3,352 3,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 15,142: 7,371 3,401 464 -2,441 6,862 -718 5,357 3,976 0 28 101: -2,914 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 35.3 11.3 35.6 14.1 0.1 8.0 6.1 0.0 0.1 0.2: 0.5 0.5
Old : 100.0: 67.7 35.3 11.3 35.6 14.1 0.1 8.0 6.1 0.0 0.1 0.2: 0.5 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 : 73: 37 28 9 13 21 . 7 9 0 . .:
Old : 73: 37 28 9 13 21 . 7 9 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 36.4 51.5 54.2 26.6 27.4 40.2 38.0
Old : 36.6 36.4 51.5 54.2 26.6 27.4 40.2 38.0
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 29, 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 : 190,112: 136,395 120,719 24,034 52,042 5,326 13,608 0 2,798 0 0 0: 7,951 9,227
Old : 190,112: 136,395 120,719 24,034 52,042 5,326 13,608 0 2,798 0 0 0: 7,951 9,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 8,013: 1,614 4,276 578 5,226 -120 3,830 -460 163 0 0 0: 1,948 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 63.5 12.6 27.4 2.8 7.2 0.0 1.5 0.0 0.0 0.0: 4.2 4.9
Old : 100.0: 71.7 63.5 12.6 27.4 2.8 7.2 0.0 1.5 0.0 0.0 0.0: 4.2 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 : 39: 23 19 5 4 4 4 0 . 0 0 0:
Old : 39: 23 19 5 4 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 : 46.1 64.3 60.3 78.5 44.3 61.4 57.3 71.1
Old : 46.1 64.3 60.3 78.5 44.3 61.4 57.3 71.1
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 29, 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 : 339,145: 236,649 167,218 36,433 70,182 23,324 17,774 52,048 16,709 0 0 0: 8,256 9,664
Old : 339,145: 236,649 167,218 36,433 70,182 23,324 17,774 52,048 16,709 0 0 0: 8,256 9,664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 11,434: 7,802 10,464 1,037 2,064 722 786 -4,752 4,206 0 0 0: -3,119 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 49.3 10.7 20.7 6.9 5.2 15.3 4.9 0.0 0.0 0.0: 2.4 2.8
Old : 100.0: 69.8 49.3 10.7 20.7 6.9 5.2 15.3 4.9 0.0 0.0 0.0: 2.4 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 : 57: 27 24 6 12 11 5 . 6 0 0 0:
Old : 57: 27 24 6 12 11 5 . 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 48.1 52.9 60.8 28.0 42.8 44.3 53.4
Old : 32.3 48.1 52.9 60.8 28.0 42.8 44.3 53.4
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 29, 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 : 196,079: 153,676 58,109 3,510 66,034 22,656 2,634 36,777 7,442 0 845 304: 5,857 3,912
Old : 196,079: 153,676 58,109 3,510 66,034 22,656 2,634 36,777 7,442 0 845 304: 5,857 3,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 4,510: 8,415 586 -388 2,121 -772 -454 6,310 -2,283 0 -748 0: -8 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 29.6 1.8 33.7 11.6 1.3 18.8 3.8 0.0 0.4 0.2: 3.0 2.0
Old : 100.0: 78.4 29.6 1.8 33.7 11.6 1.3 18.8 3.8 0.0 0.4 0.2: 3.0 2.0
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 : 46: 23 16 . 13 7 . 4 6 0 . .:
Old : 46: 23 16 . 13 7 . 4 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 36.0 68.7 57.6 53.9 32.0 61.4 48.6
Old : 58.1 36.0 68.7 57.6 53.9 32.0 61.4 48.6
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, March 29, 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 : 935,384: 60,112 117,942 227,397 45,878 106,072 139,289 214,176 216,682 20,841 113,573 81,568: 83,423 39,491
Old : 935,384: 60,112 117,942 227,397 45,878 106,072 139,289 214,176 216,682 20,841 113,573 81,568: 83,423 39,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -35,256: -6,486 9,761 -4,024 9,677 -9,771 1,162 -26,254 -1,535 3,186 -223 -11,945: -5,844 -4,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.6 24.3 4.9 11.3 14.9 22.9 23.2 2.2 12.1 8.7: 8.9 4.2
Old : 100.0: 6.4 12.6 24.3 4.9 11.3 14.9 22.9 23.2 2.2 12.1 8.7: 8.9 4.2
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 : 310: 43 40 20 15 29 66 61 80 41 46 69:
Old : 310: 43 40 20 15 29 66 61 80 41 46 69:
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 : 18.8 26.6 30.5 36.6 16.5 17.7 24.9 24.1
Old : 18.8 26.6 30.5 36.6 16.5 17.7 24.9 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 29, 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 : 52,789: 30,513 27,546 10,866 17,000 4,781 0 0 0 0 0 0: 6,629 3,462
Old : 52,789: 30,513 27,546 10,866 17,000 4,781 0 0 0 0 0 0: 6,629 3,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 176: 0 36 0 -140 140 0 0 0 0 0 0: 36 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 52.2 20.6 32.2 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 6.6
Old : 100.0: 57.8 52.2 20.6 32.2 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 6.6
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: 12 9 . 5 4 0 0 0 0 0 0:
Old : 22: 12 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 : 49.6 50.7 68.5 75.1 46.0 47.2 61.5 66.2
Old : 49.6 50.7 68.5 75.1 46.0 47.2 61.5 66.2
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 29, 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 : 43,918: 22,089 28,631 10,786 642 590 3,178 3,734 2,170 0 0 0: 5,105 8,151
Old : 43,918: 22,089 28,631 10,786 642 590 3,178 3,734 2,170 0 0 0: 5,105 8,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -150: -386 -1,254 0 0 0 240 1,108 -4 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 65.2 24.6 1.5 1.3 7.2 8.5 4.9 0.0 0.0 0.0: 11.6 18.6
Old : 100.0: 50.3 65.2 24.6 1.5 1.3 7.2 8.5 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 : 47.6 58.1 70.4 71.5 46.4 55.9 67.2 67.7
Old : 47.6 58.1 70.4 71.5 46.4 55.9 67.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 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 : 1,635,746: 187,031 175,286 65,496 64,858 788,827 25,228 76,707 173,311 42,558 5,598 344,858: 8,436 6,301
Old : 1,635,746: 187,031 175,286 65,496 64,858 788,827 25,228 76,707 173,311 42,558 5,598 344,858: 8,436 6,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -135,649: -19,976 -18,353 -6,104 2,964 -34,331 1,075 -11,918 -31,444 -4,408 -1,563 -40,562: 103 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.7 4.0 4.0 48.2 1.5 4.7 10.6 2.6 0.3 21.1: 0.5 0.4
Old : 100.0: 11.4 10.7 4.0 4.0 48.2 1.5 4.7 10.6 2.6 0.3 21.1: 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 : 143: 36 35 10 16 24 18 26 33 25 10 32:
Old : 143: 36 35 10 16 24 18 26 33 25 10 32:
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 34.6 57.3 54.5 4.5 4.5 6.9 6.6
Old : 34.2 34.6 57.3 54.5 4.5 4.5 6.9 6.6
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 29, 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 : 27,767: 2,123 3,735 1,597 1,377 5,138 6,469 6,793 9,900 1,540 0 624: 376 200
Old : 27,767: 2,123 3,735 1,597 1,377 5,138 6,469 6,793 9,900 1,540 0 624: 376 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 2,063: -196 431 960 142 -291 -65 89 1,731 -124 0 116: -67 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.5 5.8 5.0 18.5 23.3 24.5 35.7 5.5 0.0 2.2: 1.4 0.7
Old : 100.0: 7.6 13.5 5.8 5.0 18.5 23.3 24.5 35.7 5.5 0.0 2.2: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 8 9 . . 5 7 9 12 5 0 4:
Old : 39: 8 9 . . 5 7 9 12 5 0 4:
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 : 61.8 52.7 79.9 71.0 25.3 22.8 32.4 30.2
Old : 61.8 52.7 79.9 71.0 25.3 22.8 32.4 30.2
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 29, 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 : 95,764: 51,001 45,191 26,462 27,463 8,066 478 8,230 2,278 0 0 0: 7,479 4,536
Old : 95,764: 51,001 45,191 26,462 27,463 8,066 478 8,230 2,278 0 0 0: 7,479 4,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 640: 244 736 0 0 0 478 -98 -118 0 0 0: 36 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 47.2 27.6 28.7 8.4 0.5 8.6 2.4 0.0 0.0 0.0: 7.8 4.7
Old : 100.0: 53.3 47.2 27.6 28.7 8.4 0.5 8.6 2.4 0.0 0.0 0.0: 7.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 9 11 5 5 6 . . . 0 0 0:
Old : 28: 9 11 5 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 38.1 70.2 62.2 44.5 37.8 59.6 57.2
Old : 47.3 38.1 70.2 62.2 44.5 37.8 59.6 57.2
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, March 29, 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 : 79,855: 43,837 33,542 14,548 28,128 8,656 866 0 1,554 0 0 0: 10,394 7,975
Old : 79,855: 43,837 33,542 14,548 28,128 8,656 866 0 1,554 0 0 0: 10,394 7,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 158: -51 0 2,096 -164 217 -51 0 144 0 0 0: -2,197 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 42.0 18.2 35.2 10.8 1.1 0.0 1.9 0.0 0.0 0.0: 13.0 10.0
Old : 100.0: 54.9 42.0 18.2 35.2 10.8 1.1 0.0 1.9 0.0 0.0 0.0: 13.0 10.0
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 : 21: 7 8 5 4 7 . 0 . 0 0 0:
Old : 21: 7 8 5 4 7 . 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 : 58.2 52.5 74.4 72.1 47.7 51.6 60.6 65.3
Old : 58.2 52.5 74.4 72.1 47.7 51.6 60.6 65.3
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 29, 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 : 145,219: 74,217 59,801 23,893 54,675 19,659 11,291 0 2,918 0 0 0: 13,241 8,166
Old : 145,219: 74,217 59,801 23,893 54,675 19,659 11,291 0 2,918 0 0 0: 13,241 8,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 429: 408 536 0 0 0 1,004 0 -149 0 0 0: -834 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 41.2 16.5 37.6 13.5 7.8 0.0 2.0 0.0 0.0 0.0: 9.1 5.6
Old : 100.0: 51.1 41.2 16.5 37.6 13.5 7.8 0.0 2.0 0.0 0.0 0.0: 9.1 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 : 35: 17 14 5 7 6 . 0 . 0 0 0:
Old : 35: 17 14 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 : 31.8 38.9 54.7 62.0 29.2 33.3 43.6 49.6
Old : 31.8 38.9 54.7 62.0 29.2 33.3 43.6 49.6
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 29, 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 : 2,633,067: 742,488 396,325 124,327 898,597 409,733 334,351 59,059 551,208 199,201 55,326 240,404: 31,355 22,415
Old : 2,633,067: 742,488 396,325 124,327 898,597 409,733 334,351 59,059 551,208 199,201 55,326 240,404: 31,355 22,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 80,172: 29,126 23,556 18,066 44,585 -8,762 -9,016 20,009 24,851 31,320 -15,455 -10,146: 4,733 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.1 4.7 34.1 15.6 12.7 2.2 20.9 7.6 2.1 9.1: 1.2 0.9
Old : 100.0: 28.2 15.1 4.7 34.1 15.6 12.7 2.2 20.9 7.6 2.1 9.1: 1.2 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 : 175: 75 60 11 19 27 20 17 33 20 10 25:
Old : 175: 75 60 11 19 27 20 17 33 20 10 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 : 26.2 29.2 36.0 46.3 13.8 22.6 21.4 30.8
Old : 26.2 29.2 36.0 46.3 13.8 22.6 21.4 30.8
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 29, 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 : 961,715: 150,083 152,161 168,918 264,339 300,506 88,732 43,008 76,143 82,814 30,500 90,751: 3,768 4,307
Old : 961,715: 150,083 152,161 168,918 264,339 300,506 88,732 43,008 76,143 82,814 30,500 90,751: 3,768 4,307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -92,252: -10,270 -12,203 7,409 -3,898 -23,633 -18,245 -16,463 -13,795 -13,015 -2,054 -21,267: 564 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.8 17.6 27.5 31.2 9.2 4.5 7.9 8.6 3.2 9.4: 0.4 0.4
Old : 100.0: 15.6 15.8 17.6 27.5 31.2 9.2 4.5 7.9 8.6 3.2 9.4: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 21 15 10 12 17 14 10 17 13 13 22:
Old : 93: 21 15 10 12 17 14 10 17 13 13 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 38.5 44.4 60.4 13.3 25.3 23.5 35.0
Old : 25.7 38.5 44.4 60.4 13.3 25.3 23.5 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 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 : 23,254: 21,648 13,052 210 8,754 765 109 140 19 305 0 0: 198 524
Old : 23,254: 21,648 13,052 210 8,754 765 109 140 19 305 0 0: 198 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 453: 425 167 0 355 35 25 0 -7 10 0 0: -35 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 56.1 0.9 37.6 3.3 0.5 0.6 0.1 1.3 0.0 0.0: 0.9 2.3
Old : 100.0: 93.1 56.1 0.9 37.6 3.3 0.5 0.6 0.1 1.3 0.0 0.0: 0.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 28 . 6 8 . . . . 0 0:
Old : 43: 30 28 . 6 8 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 43.6 65.2 66.3 33.8 35.3 44.7 49.8
Old : 42.2 43.6 65.2 66.3 33.8 35.3 44.7 49.8
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 29, 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 : 16,974: 15,053 8,148 0 7,850 417 466 0 100 650 0 0: 288 459
Old : 16,974: 15,053 8,148 0 7,850 417 466 0 100 650 0 0: 288 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 451: 175 240 -25 200 -5 100 -55 70 50 0 0: 86 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 48.0 0.0 46.2 2.5 2.7 0.0 0.6 3.8 0.0 0.0: 1.7 2.7
Old : 100.0: 88.7 48.0 0.0 46.2 2.5 2.7 0.0 0.6 3.8 0.0 0.0: 1.7 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 : 27: 16 14 0 6 4 . 0 . . 0 0:
Old : 27: 16 14 0 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 : 59.4 62.1 80.8 86.1 45.7 52.7 61.2 69.9
Old : 59.4 62.1 80.8 86.1 45.7 52.7 61.2 69.9
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, March 29, 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 : 7,873: 5,608 4,195 712 2,124 813 25 0 120 0 0 0: 595 621
Old : 7,873: 5,608 4,195 712 2,124 813 25 0 120 0 0 0: 595 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 381: 155 245 245 31 80 15 0 -15 0 0 0: -99 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 53.3 9.0 27.0 10.3 0.3 0.0 1.5 0.0 0.0 0.0: 7.6 7.9
Old : 100.0: 71.2 53.3 9.0 27.0 10.3 0.3 0.0 1.5 0.0 0.0 0.0: 7.6 7.9
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: 12 13 . 5 6 . 0 . 0 0 0:
Old : 25: 12 13 . 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 : 66.3 53.8 77.8 73.8 64.6 49.5 69.4 62.4
Old : 66.3 53.8 77.8 73.8 64.6 49.5 69.4 62.4
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 29, 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 : 11,527: 9,659 6,748 595 3,694 633 0 0 0 0 0 0: 640 452
Old : 11,527: 9,659 6,748 595 3,694 633 0 0 0 0 0 0: 640 452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 400: 450 -120 0 600 0 0 0 0 0 0 0: -50 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 58.5 5.2 32.0 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 3.9
Old : 100.0: 83.8 58.5 5.2 32.0 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . 4 4 0 0 0 0 0 0:
Old : 26: 15 14 . 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 : 55.7 57.9 74.4 77.2 52.9 57.9 69.1 71.3
Old : 55.7 57.9 74.4 77.2 52.9 57.9 69.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011