NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 4,605,310: 1,792,390 963,677 279,821 1,164,054 618,949 338,021 183,500 1,157,237 11,483 121,259 357,704: 49,705 38,930
Old : 4,605,310: 1,792,390 963,677 279,821 1,164,054 618,949 338,021 183,500 1,157,237 11,483 121,259 357,704: 49,705 38,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 72,868: 7,573 3,430 29,947 -6,757 3,402 -26,212 22,251 35,058 -9,334 -15,809 32,421: 13 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 20.9 6.1 25.3 13.4 7.3 4.0 25.1 0.2 2.6 7.8: 1.1 0.8
Old : 100.0: 38.9 20.9 6.1 25.3 13.4 7.3 4.0 25.1 0.2 2.6 7.8: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 228: 109 105 14 24 33 30 10 37 15 21 29:
Old : 228: 109 105 14 24 33 30 10 37 15 21 29:
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 : 21.5 21.5 36.1 36.7 12.5 17.0 18.5 24.4
Old : 21.5 21.5 36.1 36.7 12.5 17.0 18.5 24.4
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, August 23, 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 : 347,534: 212,450 236,317 45,073 30,670 45,354 10,904 9,833 17,972 731 503 1,863: 13,187 5,022
Old : 347,534: 212,450 236,317 45,073 30,670 45,354 10,904 9,833 17,972 731 503 1,863: 13,187 5,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,739: 14,065 4,581 25 1,018 -1,498 -5,893 3,688 -2,321 0 142 32: -1,671 -2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 68.0 13.0 8.8 13.1 3.1 2.8 5.2 0.2 0.1 0.5: 3.8 1.4
Old : 100.0: 61.1 68.0 13.0 8.8 13.1 3.1 2.8 5.2 0.2 0.1 0.5: 3.8 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 : 63: 33 35 5 7 9 7 . 8 . . .:
Old : 63: 33 35 5 7 9 7 . 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 46.9 52.2 61.5 29.0 38.8 40.7 46.8
Old : 35.9 46.9 52.2 61.5 29.0 38.8 40.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 182,894: 146,712 122,714 5,140 38,693 13,828 7,567 450 3,369 1,365 0 558: 4,355 3,282
Old : 182,894: 146,712 122,714 5,140 38,693 13,828 7,567 450 3,369 1,365 0 558: 4,355 3,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,673: 3,874 1,893 -1,881 547 -389 2 -760 569 -488 0 -93: 79 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 67.1 2.8 21.2 7.6 4.1 0.2 1.8 0.7 0.0 0.3: 2.4 1.8
Old : 100.0: 80.2 67.1 2.8 21.2 7.6 4.1 0.2 1.8 0.7 0.0 0.3: 2.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 28 24 . 9 11 . . . . 0 .:
Old : 48: 28 24 . 9 11 . . . . 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 : 47.8 44.7 62.0 63.1 41.5 43.1 52.4 57.8
Old : 47.8 44.7 62.0 63.1 41.5 43.1 52.4 57.8
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, August 23, 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 : 315,812: 232,427 91,668 48,594 165,236 20,966 2,091 22,133 7,826 0 2,019 153: 3,755 5,811
Old : 315,812: 232,427 91,668 48,594 165,236 20,966 2,091 22,133 7,826 0 2,019 153: 3,755 5,811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 992: 1,432 1,346 -1,588 -675 -382 763 -297 526 -360 90 -248: 849 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 29.0 15.4 52.3 6.6 0.7 7.0 2.5 0.0 0.6 0.0: 1.2 1.8
Old : 100.0: 73.6 29.0 15.4 52.3 6.6 0.7 7.0 2.5 0.0 0.6 0.0: 1.2 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 : 51: 24 23 4 11 14 . 5 . 0 . .:
Old : 51: 24 23 4 11 14 . 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 : 48.1 41.8 68.6 66.0 46.5 38.3 64.4 58.2
Old : 48.1 41.8 68.6 66.0 46.5 38.3 64.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 634,776: 479,335 281,574 44,608 230,278 77,358 6,006 20,940 21,838 289 370 1,518: 3,824 900
Old : 634,776: 479,335 281,574 44,608 230,278 77,358 6,006 20,940 21,838 289 370 1,518: 3,824 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -2,510: -7,119 3,515 -1,482 4,987 -700 2,745 -14,276 4,722 -146 36 450: -980 -1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 44.4 7.0 36.3 12.2 0.9 3.3 3.4 0.0 0.1 0.2: 0.6 0.1
Old : 100.0: 75.5 44.4 7.0 36.3 12.2 0.9 3.3 3.4 0.0 0.1 0.2: 0.6 0.1
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 : 74: 40 32 9 12 20 . 5 6 . . .:
Old : 74: 40 32 9 12 20 . 5 6 . . .:
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 : 30.0 39.1 47.6 54.8 27.9 30.4 39.6 42.0
Old : 30.0 39.1 47.6 54.8 27.9 30.4 39.6 42.0
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, August 23, 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 : 207,070: 147,507 169,258 33,698 10,148 5,604 8,169 11,945 3,848 0 0 0: 8,244 6,267
Old : 207,070: 147,507 169,258 33,698 10,148 5,604 8,169 11,945 3,848 0 0 0: 8,244 6,267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,696: 242 2,534 -495 -221 537 -749 -1,611 1,531 0 0 0: 630 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 81.7 16.3 4.9 2.7 3.9 5.8 1.9 0.0 0.0 0.0: 4.0 3.0
Old : 100.0: 71.2 81.7 16.3 4.9 2.7 3.9 5.8 1.9 0.0 0.0 0.0: 4.0 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 : 39: 26 21 5 . 4 . . . 0 0 0:
Old : 39: 26 21 5 . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 61.8 63.0 79.5 45.2 59.1 59.7 74.2
Old : 47.8 61.8 63.0 79.5 45.2 59.1 59.7 74.2
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, August 23, 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 : 298,691: 190,619 145,553 27,505 70,366 21,652 5,158 11,287 44,104 0 0 0: 9,653 5,729
Old : 298,691: 190,619 145,553 27,505 70,366 21,652 5,158 11,287 44,104 0 0 0: 9,653 5,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,792: -1,582 6,149 -2,050 243 1,664 -681 -10,916 7,102 0 0 0: 339 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 48.7 9.2 23.6 7.2 1.7 3.8 14.8 0.0 0.0 0.0: 3.2 1.9
Old : 100.0: 63.8 48.7 9.2 23.6 7.2 1.7 3.8 14.8 0.0 0.0 0.0: 3.2 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 : 60: 32 34 7 11 10 . . 4 0 0 0:
Old : 60: 32 34 7 11 10 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 31.7 56.3 47.5 23.8 16.4 33.7 28.1
Old : 37.7 31.7 56.3 47.5 23.8 16.4 33.7 28.1
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, August 23, 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 : 164,590: 124,015 73,021 7,799 49,425 18,752 6,364 10,063 5,312 0 0 0: 2,348 8,017
Old : 164,590: 124,015 73,021 7,799 49,425 18,752 6,364 10,063 5,312 0 0 0: 2,348 8,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 10,152: 4,981 5,728 3,718 674 883 141 1,552 339 0 0 0: 90 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 44.4 4.7 30.0 11.4 3.9 6.1 3.2 0.0 0.0 0.0: 1.4 4.9
Old : 100.0: 75.3 44.4 4.7 30.0 11.4 3.9 6.1 3.2 0.0 0.0 0.0: 1.4 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 : 43: 19 25 4 10 8 . . . 0 0 0:
Old : 43: 19 25 4 10 8 . . . 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 : 61.8 28.4 77.3 48.3 55.0 26.6 66.9 44.9
Old : 61.8 28.4 77.3 48.3 55.0 26.6 66.9 44.9
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, August 23, 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 : 1,055,408: 90,334 136,223 225,782 41,077 116,278 145,229 257,902 271,558 23,533 86,683 95,333: 87,360 50,353
Old : 1,055,408: 90,334 136,223 225,782 41,077 116,278 145,229 257,902 271,558 23,533 86,683 95,333: 87,360 50,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -795: -145 3,393 -1,027 -293 143 1,698 -2,760 1,740 -2,113 3,500 -3,846: 2,755 -2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.9 21.4 3.9 11.0 13.8 24.4 25.7 2.2 8.2 9.0: 8.3 4.8
Old : 100.0: 8.6 12.9 21.4 3.9 11.0 13.8 24.4 25.7 2.2 8.2 9.0: 8.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 341: 50 45 26 10 30 66 81 86 44 48 72:
Old : 341: 50 45 26 10 30 66 81 86 44 48 72:
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 : 16.8 19.7 29.2 30.9 12.7 11.3 18.5 18.3
Old : 16.8 19.7 29.2 30.9 12.7 11.3 18.5 18.3
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, August 23, 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 : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Old : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 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: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Old : 100.0: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 5 4 0 . 0 0 0 0:
Old : 21: 10 8 . 5 4 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
Old : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
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, August 23, 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 : 34,272: 21,559 21,367 2,280 2,595 3,095 1,692 0 1,852 0 0 0: 3,794 5,363
Old : 34,272: 21,559 21,367 2,280 2,595 3,095 1,692 0 1,852 0 0 0: 3,794 5,363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 542: 198 -66 0 0 0 680 0 -224 0 0 0: -112 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 62.3 6.7 7.6 9.0 4.9 0.0 5.4 0.0 0.0 0.0: 11.1 15.6
Old : 100.0: 62.9 62.3 6.7 7.6 9.0 4.9 0.0 5.4 0.0 0.0 0.0: 11.1 15.6
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: 10 11 . . 4 . 0 . 0 0 0:
Old : 22: 10 11 . . 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 : 52.2 47.6 70.8 67.8 50.4 46.0 60.0 59.4
Old : 52.2 47.6 70.8 67.8 50.4 46.0 60.0 59.4
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, August 23, 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 : 1,719,912: 217,930 187,296 46,141 86,353 787,112 53,481 69,613 231,151 41,493 17,444 336,661: 5,942 4,283
Old : 1,719,912: 217,930 187,296 46,141 86,353 787,112 53,481 69,613 231,151 41,493 17,444 336,661: 5,942 4,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 29,741: 3,384 2,434 4,115 987 8,253 -664 7,394 6,768 2,405 -1,526 6,173: -692 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.9 2.7 5.0 45.8 3.1 4.0 13.4 2.4 1.0 19.6: 0.3 0.2
Old : 100.0: 12.7 10.9 2.7 5.0 45.8 3.1 4.0 13.4 2.4 1.0 19.6: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 150: 43 43 14 15 29 18 21 30 27 9 30:
Old : 150: 43 43 14 15 29 18 21 30 27 9 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 : 32.0 34.1 52.6 52.9 3.4 4.0 5.7 7.1
Old : 32.0 34.1 52.6 52.9 3.4 4.0 5.7 7.1
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, August 23, 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 : 52,392: 3,443 5,591 7,034 348 9,362 3,980 9,922 25,267 1,423 89 963: 920 850
Old : 52,392: 3,443 5,591 7,034 348 9,362 3,980 9,922 25,267 1,423 89 963: 920 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,523: 695 990 3,106 -80 -1,428 -696 1,849 1,040 -367 10 30: 143 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.7 13.4 0.7 17.9 7.6 18.9 48.2 2.7 0.2 1.8: 1.8 1.6
Old : 100.0: 6.6 10.7 13.4 0.7 17.9 7.6 18.9 48.2 2.7 0.2 1.8: 1.8 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 : 44: 10 13 4 4 7 5 11 12 . . 6:
Old : 44: 10 13 4 4 7 5 11 12 . . 6:
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 : 66.2 58.7 85.5 74.9 18.2 13.5 23.2 19.3
Old : 66.2 58.7 85.5 74.9 18.2 13.5 23.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 72,125: 41,570 28,787 16,756 22,035 7,250 0 7,463 2,599 0 0 0: 3,950 3,991
Old : 72,125: 41,570 28,787 16,756 22,035 7,250 0 7,463 2,599 0 0 0: 3,950 3,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 60: 60 0 0 0 0 0 60 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 39.9 23.2 30.6 10.1 0.0 10.3 3.6 0.0 0.0 0.0: 5.5 5.5
Old : 100.0: 57.6 39.9 23.2 30.6 10.1 0.0 10.3 3.6 0.0 0.0 0.0: 5.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 14 5 4 5 0 . . 0 0 0:
Old : 30: 12 14 5 4 5 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 44.3 76.3 67.3 47.2 39.2 61.0 53.9
Old : 49.4 44.3 76.3 67.3 47.2 39.2 61.0 53.9
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, August 23, 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 : 67,002: 37,884 23,688 7,631 21,602 7,788 4,179 4,077 738 0 0 0: 8,781 9,108
Old : 67,002: 37,884 23,688 7,631 21,602 7,788 4,179 4,077 738 0 0 0: 8,781 9,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,958: 4,329 39 1 0 -1 36 4,077 -40 0 0 0: -367 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 35.4 11.4 32.2 11.6 6.2 6.1 1.1 0.0 0.0 0.0: 13.1 13.6
Old : 100.0: 56.5 35.4 11.4 32.2 11.6 6.2 6.1 1.1 0.0 0.0 0.0: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 4 4 6 . . . 0 0 0:
Old : 21: 9 9 4 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 : 57.9 49.7 76.9 70.2 47.3 48.6 59.9 62.1
Old : 57.9 49.7 76.9 70.2 47.3 48.6 59.9 62.1
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, August 23, 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 : 112,012: 61,476 45,791 15,914 41,540 14,900 4,439 556 4,185 0 0 0: 11,098 5,040
Old : 112,012: 61,476 45,791 15,914 41,540 14,900 4,439 556 4,185 0 0 0: 11,098 5,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 185: 201 -84 0 0 0 0 285 -16 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 40.9 14.2 37.1 13.3 4.0 0.5 3.7 0.0 0.0 0.0: 9.9 4.5
Old : 100.0: 54.9 40.9 14.2 37.1 13.3 4.0 0.5 3.7 0.0 0.0 0.0: 9.9 4.5
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 : 35: 16 14 4 8 6 . . . 0 0 0:
Old : 35: 16 14 4 8 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 38.4 59.6 59.7 29.4 35.8 43.5 50.6
Old : 38.0 38.4 59.6 59.7 29.4 35.8 43.5 50.6
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, August 23, 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 : 2,464,642: 672,769 432,263 130,219 778,624 460,273 295,530 38,610 509,183 183,312 38,256 184,928: 28,428 22,505
Old : 2,464,642: 672,769 432,263 130,219 778,624 460,273 295,530 38,610 509,183 183,312 38,256 184,928: 28,428 22,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 20,290: 18,224 6,295 -3,490 15 -8,733 -9,473 1,756 32,661 -4,685 -9,327 -1,491: -2,723 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.5 5.3 31.6 18.7 12.0 1.6 20.7 7.4 1.6 7.5: 1.2 0.9
Old : 100.0: 27.3 17.5 5.3 31.6 18.7 12.0 1.6 20.7 7.4 1.6 7.5: 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 : 171: 70 65 12 18 27 26 10 30 19 8 23:
Old : 171: 70 65 12 18 27 26 10 30 19 8 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.8 33.3 46.5 10.9 20.0 18.9 30.0
Old : 22.0 27.8 33.3 46.5 10.9 20.0 18.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 1,009,810: 156,966 159,587 218,910 266,148 279,981 100,518 92,117 86,044 77,375 38,639 84,043: 5,973 3,251
Old : 1,009,810: 156,966 159,587 218,910 266,148 279,981 100,518 92,117 86,044 77,375 38,639 84,043: 5,973 3,251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 40,159: 2,388 3,638 2,330 1,320 3,301 23,515 21,576 -1,343 5,937 7,852 4,066: -35 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.8 21.7 26.4 27.7 10.0 9.1 8.5 7.7 3.8 8.3: 0.6 0.3
Old : 100.0: 15.5 15.8 21.7 26.4 27.7 10.0 9.1 8.5 7.7 3.8 8.3: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 24 22 12 11 19 12 14 18 9 14 19:
Old : 99: 24 22 12 11 19 12 14 18 9 14 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 33.7 50.8 58.7 15.9 27.3 26.9 39.1
Old : 32.2 33.7 50.8 58.7 15.9 27.3 26.9 39.1
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, August 23, 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 : 22,795: 21,239 11,928 194 9,308 779 0 10 30 160 0 15: 378 725
Old : 22,795: 21,239 11,928 194 9,308 779 0 10 30 160 0 15: 378 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 127: -67 -188 0 114 200 0 0 0 0 0 0: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 52.3 0.9 40.8 3.4 0.0 0.0 0.1 0.7 0.0 0.1: 1.7 3.2
Old : 100.0: 93.2 52.3 0.9 40.8 3.4 0.0 0.0 0.1 0.7 0.0 0.1: 1.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 31 25 . 9 4 0 . . . 0 .:
Old : 46: 31 25 . 9 4 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 44.8 66.9 68.7 44.6 42.3 57.6 64.4
Old : 48.1 44.8 66.9 68.7 44.6 42.3 57.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 12,297: 10,752 5,065 580 6,353 363 0 3 109 278 20 30: 185 354
Old : 12,297: 10,752 5,065 580 6,353 363 0 3 109 278 20 30: 185 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 29: 82 -13 0 60 -45 -7 3 -5 -25 0 0: 29 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 41.2 4.7 51.7 3.0 0.0 0.0 0.9 2.3 0.2 0.2: 1.5 2.9
Old : 100.0: 87.4 41.2 4.7 51.7 3.0 0.0 0.0 0.9 2.3 0.2 0.2: 1.5 2.9
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 : 30: 18 16 . 5 . 0 . . . . .:
Old : 30: 18 16 . 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 : 52.2 62.2 72.4 83.6 42.3 58.3 56.7 64.2
Old : 52.2 62.2 72.4 83.6 42.3 58.3 56.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 8,632: 5,148 5,754 2,462 1,667 509 0 0 150 0 95 0: 363 457
Old : 8,632: 5,148 5,754 2,462 1,667 509 0 0 150 0 95 0: 363 457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 205: 10 155 194 59 -9 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.7 28.5 19.3 5.9 0.0 0.0 1.7 0.0 1.1 0.0: 4.2 5.3
Old : 100.0: 59.6 66.7 28.5 19.3 5.9 0.0 0.0 1.7 0.0 1.1 0.0: 4.2 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 : 30: 17 15 5 4 5 0 0 . 0 . 0:
Old : 30: 17 15 5 4 5 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 51.9 73.9 70.6 51.0 48.4 65.4 65.1
Old : 54.8 51.9 73.9 70.6 51.0 48.4 65.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 11,811: 9,296 4,682 867 5,546 390 0 0 0 145 0 0: 1,113 1,193
Old : 11,811: 9,296 4,682 867 5,546 390 0 0 0 145 0 0: 1,113 1,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 370: -302 238 710 195 -93 0 0 0 0 0 0: 55 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 39.6 7.3 47.0 3.3 0.0 0.0 0.0 1.2 0.0 0.0: 9.4 10.1
Old : 100.0: 78.7 39.6 7.3 47.0 3.3 0.0 0.0 0.0 1.2 0.0 0.0: 9.4 10.1
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 : 29: 14 11 . 6 . 0 0 0 . 0 0:
Old : 29: 14 11 . 6 . 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 : 61.2 57.3 77.4 75.2 57.3 57.3 72.8 72.5
Old : 61.2 57.3 77.4 75.2 57.3 57.3 72.8 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011