NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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 : 4,781,239: 1,759,512 942,924 268,169 1,423,164 607,151 413,079 44,824 1,322,488 45,865 89,929 322,273: 42,702 28,486
Old : 4,781,239: 1,759,512 942,924 268,169 1,423,164 607,151 413,079 44,824 1,322,488 45,865 89,929 322,273: 42,702 28,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -38,576: 25,436 21,080 -19,544 10,309 4,789 38,026 6,275 -85,301 -14,291 -5,418 206: 12,103 9,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 19.7 5.6 29.8 12.7 8.6 0.9 27.7 1.0 1.9 6.7: 0.9 0.6
Old : 100.0: 36.8 19.7 5.6 29.8 12.7 8.6 0.9 27.7 1.0 1.9 6.7: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 225: 103 100 14 26 34 28 9 34 14 22 30:
Old : 225: 103 100 14 26 34 28 9 34 14 22 30:
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 : 24.4 24.2 38.2 39.3 11.0 18.2 16.5 25.7
Old : 24.4 24.2 38.2 39.3 11.0 18.2 16.5 25.7
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, May 24, 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 : 399,762: 245,995 274,818 43,680 29,359 52,931 17,263 12,515 25,961 0 75 1,048: 12,884 3,055
Old : 399,762: 245,995 274,818 43,680 29,359 52,931 17,263 12,515 25,961 0 75 1,048: 12,884 3,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 9,167: 9,530 9,380 -2,583 -703 -2,139 1,523 -229 2,432 0 0 -239: 643 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 68.7 10.9 7.3 13.2 4.3 3.1 6.5 0.0 0.0 0.3: 3.2 0.8
Old : 100.0: 61.5 68.7 10.9 7.3 13.2 4.3 3.1 6.5 0.0 0.0 0.3: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 33 30 5 7 9 9 . 10 0 . .:
Old : 60: 33 30 5 7 9 9 . 10 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 : 30.8 48.6 50.0 68.0 20.9 33.5 32.1 39.7
Old : 30.8 48.6 50.0 68.0 20.9 33.5 32.1 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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 : 179,367: 152,889 101,310 1,686 51,556 11,964 3,305 4,577 5,448 129 0 274: 3,672 4,238
Old : 179,367: 152,889 101,310 1,686 51,556 11,964 3,305 4,577 5,448 129 0 274: 3,672 4,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,026: 191 5,057 -57 -6,646 -348 -1,119 45 339 -213 0 29: 152 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 56.5 0.9 28.7 6.7 1.8 2.6 3.0 0.1 0.0 0.2: 2.0 2.4
Old : 100.0: 85.2 56.5 0.9 28.7 6.7 1.8 2.6 3.0 0.1 0.0 0.2: 2.0 2.4
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 : 47: 28 25 . 11 12 . . 4 . 0 .:
Old : 47: 28 25 . 11 12 . . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 37.0 70.3 59.3 50.0 34.0 57.4 47.3
Old : 51.7 37.0 70.3 59.3 50.0 34.0 57.4 47.3
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, May 24, 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 : 326,464: 225,321 96,728 35,045 160,581 42,962 3,397 7,225 13,757 0 179 458: 5,524 4,574
Old : 326,464: 225,321 96,728 35,045 160,581 42,962 3,397 7,225 13,757 0 179 458: 5,524 4,574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,577: 6,913 3,328 -1,228 1,603 -1,102 906 1,264 -867 0 -125 60: -1,105 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 29.6 10.7 49.2 13.2 1.0 2.2 4.2 0.0 0.1 0.1: 1.7 1.4
Old : 100.0: 69.0 29.6 10.7 49.2 13.2 1.0 2.2 4.2 0.0 0.1 0.1: 1.7 1.4
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 : 54: 24 18 5 9 13 . 7 5 0 . .:
Old : 54: 24 18 5 9 13 . 7 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 : 42.0 48.0 61.6 70.9 40.4 37.2 53.7 57.9
Old : 42.0 48.0 61.6 70.9 40.4 37.2 53.7 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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 : 687,447: 473,235 280,188 83,461 244,241 99,663 610 30,420 24,509 670 2,543 981: 4,318 4,902
Old : 687,447: 473,235 280,188 83,461 244,241 99,663 610 30,420 24,509 670 2,543 981: 4,318 4,902
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 14,704: 14,746 10,402 3,178 -871 995 610 6,786 -3,149 -364 818 91: -1,403 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 40.8 12.1 35.5 14.5 0.1 4.4 3.6 0.1 0.4 0.1: 0.6 0.7
Old : 100.0: 68.8 40.8 12.1 35.5 14.5 0.1 4.4 3.6 0.1 0.4 0.1: 0.6 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 : 71: 37 31 9 13 21 . 6 7 . . .:
Old : 71: 37 31 9 13 21 . 6 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 : 41.0 38.9 54.8 54.1 28.8 27.9 41.2 37.9
Old : 41.0 38.9 54.8 54.1 28.8 27.9 41.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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 : 196,250: 139,307 116,580 32,067 59,484 4,254 9,810 2,156 3,324 0 0 0: 7,488 10,452
Old : 196,250: 139,307 116,580 32,067 59,484 4,254 9,810 2,156 3,324 0 0 0: 7,488 10,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 4,557: 4,345 3,479 -100 614 63 -740 -896 1,877 0 0 0: -888 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 59.4 16.3 30.3 2.2 5.0 1.1 1.7 0.0 0.0 0.0: 3.8 5.3
Old : 100.0: 71.0 59.4 16.3 30.3 2.2 5.0 1.1 1.7 0.0 0.0 0.0: 3.8 5.3
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 : 39: 24 20 5 . . . . . 0 0 0:
Old : 39: 24 20 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 : 48.9 63.4 64.4 75.4 46.8 60.0 60.7 69.6
Old : 48.9 63.4 64.4 75.4 46.8 60.0 60.7 69.6
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, May 24, 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 : 320,002: 214,957 167,880 40,122 73,380 24,816 10,704 25,721 19,852 0 0 0: 9,551 8,353
Old : 320,002: 214,957 167,880 40,122 73,380 24,816 10,704 25,721 19,852 0 0 0: 9,551 8,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -18,391: -7,597 -25,185 -10,452 705 4,453 -823 4,666 -2,661 0 0 0: -1,311 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 52.5 12.5 22.9 7.8 3.3 8.0 6.2 0.0 0.0 0.0: 3.0 2.6
Old : 100.0: 67.2 52.5 12.5 22.9 7.8 3.3 8.0 6.2 0.0 0.0 0.0: 3.0 2.6
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 : 58: 31 27 6 13 12 4 . 5 0 0 0:
Old : 58: 31 27 6 13 12 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 38.3 51.3 54.8 25.9 29.8 40.8 40.4
Old : 29.5 38.3 51.3 54.8 25.9 29.8 40.8 40.4
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, May 24, 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 : 184,267: 136,614 66,546 1,908 67,605 25,121 9,658 13,540 6,265 0 166 392: 4,309 4,632
Old : 184,267: 136,614 66,546 1,908 67,605 25,121 9,658 13,540 6,265 0 166 392: 4,309 4,632
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -11,615: -16,516 -8,213 1,530 -9,851 3,028 1,874 3,867 -1,782 0 -40 -208: 459 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 36.1 1.0 36.7 13.6 5.2 7.3 3.4 0.0 0.1 0.2: 2.3 2.5
Old : 100.0: 74.1 36.1 1.0 36.7 13.6 5.2 7.3 3.4 0.0 0.1 0.2: 2.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 24 . 13 9 . . 5 0 . .:
Old : 47: 22 24 . 13 9 . . 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 : 44.4 30.5 64.8 49.4 39.9 24.3 56.2 39.4
Old : 44.4 30.5 64.8 49.4 39.9 24.3 56.2 39.4
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, May 24, 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 : 974,151: 68,162 120,387 222,588 38,499 113,483 129,079 197,341 257,035 15,856 115,636 89,498: 78,450 42,272
Old : 974,151: 68,162 120,387 222,588 38,499 113,483 129,079 197,341 257,035 15,856 115,636 89,498: 78,450 42,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -44,936: -3,684 -612 -2,359 -1,151 -7,996 -1,881 -15,757 -19,638 -4,414 5,949 -2,407: -2,557 -3,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 12.4 22.8 4.0 11.6 13.3 20.3 26.4 1.6 11.9 9.2: 8.1 4.3
Old : 100.0: 7.0 12.4 22.8 4.0 11.6 13.3 20.3 26.4 1.6 11.9 9.2: 8.1 4.3
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 : 328: 47 43 25 10 30 65 72 90 36 56 79:
Old : 328: 47 43 25 10 30 65 72 90 36 56 79:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 18.5 30.4 29.8 14.7 10.0 22.0 16.4
Old : 17.5 18.5 30.4 29.8 14.7 10.0 22.0 16.4
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, May 24, 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 : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Old : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 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: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.8
Old : 100.0: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.8
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 : 20: 10 8 . 5 4 0 0 0 0 0 0:
Old : 20: 10 8 . 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 : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
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, May 24, 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 : 40,716: 21,423 27,100 7,572 1,259 3,799 2,496 1,192 1,978 0 0 0: 3,448 5,388
Old : 40,716: 21,423 27,100 7,572 1,259 3,799 2,496 1,192 1,978 0 0 0: 3,448 5,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 808: 200 400 -408 0 408 0 -200 200 0 0 0: 408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 66.6 18.6 3.1 9.3 6.1 2.9 4.9 0.0 0.0 0.0: 8.5 13.2
Old : 100.0: 52.6 66.6 18.6 3.1 9.3 6.1 2.9 4.9 0.0 0.0 0.0: 8.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 11 . . . . . . 0 0 0:
Old : 22: 9 11 . . . . . . 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 : 47.1 50.3 68.2 68.0 46.2 48.3 62.8 61.9
Old : 47.1 50.3 68.2 68.0 46.2 48.3 62.8 61.9
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, May 24, 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 : 1,722,082: 200,613 184,050 79,417 89,608 804,756 44,350 90,529 186,019 55,304 16,884 344,150: 7,472 6,084
Old : 1,722,082: 200,613 184,050 79,417 89,608 804,756 44,350 90,529 186,019 55,304 16,884 344,150: 7,472 6,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 22,463: 3,057 6,456 8,945 2,275 4,082 -901 6,745 433 -1,372 -5,204 7,825: 394 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.7 4.6 5.2 46.7 2.6 5.3 10.8 3.2 1.0 20.0: 0.4 0.4
Old : 100.0: 11.6 10.7 4.6 5.2 46.7 2.6 5.3 10.8 3.2 1.0 20.0: 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 : 154: 40 38 13 15 27 22 20 37 31 10 34:
Old : 154: 40 38 13 15 27 22 20 37 31 10 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 : 33.4 35.6 55.2 54.0 4.6 5.9 7.5 8.5
Old : 33.4 35.6 55.2 54.0 4.6 5.9 7.5 8.5
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, May 24, 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 : 47,660: 3,415 4,212 1,825 1,582 10,072 10,295 11,079 19,010 1,658 66 787: 598 852
Old : 47,660: 3,415 4,212 1,825 1,582 10,072 10,295 11,079 19,010 1,658 66 787: 598 852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,054: 21 300 491 31 1,292 -543 -325 1,712 56 4 43: -18 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.8 3.8 3.3 21.1 21.6 23.2 39.9 3.5 0.1 1.7: 1.3 1.8
Old : 100.0: 7.2 8.8 3.8 3.3 21.1 21.6 23.2 39.9 3.5 0.1 1.7: 1.3 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 : 42: 11 12 . 4 5 6 11 12 4 . 5:
Old : 42: 11 12 . 4 5 6 11 12 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 56.3 84.8 76.4 23.8 19.8 28.3 25.5
Old : 69.4 56.3 84.8 76.4 23.8 19.8 28.3 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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 : 89,508: 47,479 40,183 23,334 25,068 9,102 830 7,459 3,190 0 0 0: 5,573 4,506
Old : 89,508: 47,479 40,183 23,334 25,068 9,102 830 7,459 3,190 0 0 0: 5,573 4,506
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,318: 478 1,320 0 0 0 720 120 0 0 0 0: 120 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 44.9 26.1 28.0 10.2 0.9 8.3 3.6 0.0 0.0 0.0: 6.2 5.0
Old : 100.0: 53.0 44.9 26.1 28.0 10.2 0.9 8.3 3.6 0.0 0.0 0.0: 6.2 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 : 33: 11 14 7 4 6 . . . 0 0 0:
Old : 33: 11 14 7 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 : 46.2 39.1 69.5 61.4 43.4 36.8 57.1 53.0
Old : 46.2 39.1 69.5 61.4 43.4 36.8 57.1 53.0
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, May 24, 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 : 73,020: 40,539 29,637 12,499 25,554 8,541 1,134 0 1,377 0 0 0: 8,930 7,911
Old : 73,020: 40,539 29,637 12,499 25,554 8,541 1,134 0 1,377 0 0 0: 8,930 7,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -13: 11 -97 0 11 0 -92 0 61 0 0 0: 7 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 40.6 17.1 35.0 11.7 1.6 0.0 1.9 0.0 0.0 0.0: 12.2 10.8
Old : 100.0: 55.5 40.6 17.1 35.0 11.7 1.6 0.0 1.9 0.0 0.0 0.0: 12.2 10.8
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 : 21: 8 9 5 4 7 . 0 . 0 0 0:
Old : 21: 8 9 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 : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.3
Old : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.3
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, May 24, 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 : 132,705: 71,492 53,437 20,126 48,650 18,371 4,623 375 3,918 0 0 0: 14,175 7,954
Old : 132,705: 71,492 53,437 20,126 48,650 18,371 4,623 375 3,918 0 0 0: 14,175 7,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,172: 1,994 1,223 0 -492 0 -545 375 331 0 0 0: 392 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 40.3 15.2 36.7 13.8 3.5 0.3 3.0 0.0 0.0 0.0: 10.7 6.0
Old : 100.0: 53.9 40.3 15.2 36.7 13.8 3.5 0.3 3.0 0.0 0.0 0.0: 10.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 15 5 7 6 . . . 0 0 0:
Old : 34: 17 15 5 7 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 : 33.3 38.7 56.4 59.5 29.2 33.3 39.8 48.6
Old : 33.3 38.7 56.4 59.5 29.2 33.3 39.8 48.6
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, May 24, 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 : 2,634,426: 757,740 411,044 109,145 924,222 424,035 303,860 32,613 525,769 238,172 46,538 240,225: 35,480 29,980
Old : 2,634,426: 757,740 411,044 109,145 924,222 424,035 303,860 32,613 525,769 238,172 46,538 240,225: 35,480 29,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -19,559: 25,105 16,849 9,581 -27,987 -14,226 -58,468 11,594 4,409 17,842 -3,808 -6,902: 3,100 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.6 4.1 35.1 16.1 11.5 1.2 20.0 9.0 1.8 9.1: 1.3 1.1
Old : 100.0: 28.8 15.6 4.1 35.1 16.1 11.5 1.2 20.0 9.0 1.8 9.1: 1.3 1.1
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 : 175: 75 64 12 18 27 30 8 29 19 10 21:
Old : 175: 75 64 12 18 27 30 8 29 19 10 21:
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 : 21.4 30.0 32.9 47.4 10.8 22.4 18.3 32.1
Old : 21.4 30.0 32.9 47.4 10.8 22.4 18.3 32.1
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, May 24, 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 : 1,030,108: 165,481 158,621 217,550 309,118 286,624 126,946 40,754 76,759 51,923 53,594 100,774: 4,051 3,864
Old : 1,030,108: 165,481 158,621 217,550 309,118 286,624 126,946 40,754 76,759 51,923 53,594 100,774: 4,051 3,864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 38,603: 5,555 4,169 2,392 5,313 12,166 19,931 151 -120 -11,632 7,971 10,214: 97 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 21.1 30.0 27.8 12.3 4.0 7.5 5.0 5.2 9.8: 0.4 0.4
Old : 100.0: 16.1 15.4 21.1 30.0 27.8 12.3 4.0 7.5 5.0 5.2 9.8: 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 : 106: 24 21 11 12 19 15 12 17 10 20 22:
Old : 106: 24 21 11 12 19 15 12 17 10 20 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 : 29.3 36.3 47.6 56.8 18.3 28.1 27.4 36.8
Old : 29.3 36.3 47.6 56.8 18.3 28.1 27.4 36.8
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, May 24, 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 : 22,890: 21,367 13,029 494 8,957 404 81 70 20 0 0 0: 524 410
Old : 22,890: 21,367 13,029 494 8,957 404 81 70 20 0 0 0: 524 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 57: -125 20 20 -15 37 0 0 0 0 0 0: 125 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 56.9 2.2 39.1 1.8 0.4 0.3 0.1 0.0 0.0 0.0: 2.3 1.8
Old : 100.0: 93.3 56.9 2.2 39.1 1.8 0.4 0.3 0.1 0.0 0.0 0.0: 2.3 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 : 42: 28 28 . 6 6 . . . 0 0 0:
Old : 42: 28 28 . 6 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 : 46.7 41.7 66.9 67.4 37.5 35.1 47.8 51.8
Old : 46.7 41.7 66.9 67.4 37.5 35.1 47.8 51.8
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, May 24, 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 : 16,221: 14,192 7,541 205 7,464 554 768 0 10 230 110 60: 202 482
Old : 16,221: 14,192 7,541 205 7,464 554 768 0 10 230 110 60: 202 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 95: 110 110 -10 0 -15 35 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 46.5 1.3 46.0 3.4 4.7 0.0 0.1 1.4 0.7 0.4: 1.2 3.0
Old : 100.0: 87.5 46.5 1.3 46.0 3.4 4.7 0.0 0.1 1.4 0.7 0.4: 1.2 3.0
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 : 29: 18 18 . 4 . . 0 . . . .:
Old : 29: 18 18 . 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 60.8 73.1 82.5 41.1 52.9 52.1 63.5
Old : 55.1 60.8 73.1 82.5 41.1 52.9 52.1 63.5
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, May 24, 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 : 8,050: 5,686 5,068 1,641 1,904 392 0 30 45 0 0 0: 286 611
Old : 8,050: 5,686 5,068 1,641 1,904 392 0 30 45 0 0 0: 286 611
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 198: 82 175 137 -46 0 0 0 0 0 0 0: -21 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 63.0 20.4 23.7 4.9 0.0 0.4 0.6 0.0 0.0 0.0: 3.6 7.6
Old : 100.0: 70.6 63.0 20.4 23.7 4.9 0.0 0.4 0.6 0.0 0.0 0.0: 3.6 7.6
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 : 26: 13 14 4 4 4 0 . . 0 0 0:
Old : 26: 13 14 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 : 67.3 48.0 84.4 72.4 65.7 44.2 77.3 65.3
Old : 67.3 48.0 84.4 72.4 65.7 44.2 77.3 65.3
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, May 24, 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 : 11,675: 9,889 4,895 493 5,171 800 0 0 0 0 0 0: 493 809
Old : 11,675: 9,889 4,895 493 5,171 800 0 0 0 0 0 0: 493 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 31: 29 -577 0 145 -25 0 0 0 0 0 0: 27 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 41.9 4.2 44.3 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 6.9
Old : 100.0: 84.7 41.9 4.2 44.3 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 6.9
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 : 28: 15 13 . 6 . 0 0 0 0 0 0:
Old : 28: 15 13 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 57.0 78.5 76.6 59.5 54.8 74.3 71.5
Old : 61.9 57.0 78.5 76.6 59.5 54.8 74.3 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011