NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 4,196,073: 1,699,241 974,426 245,929 1,039,643 591,710 288,864 137,814 985,220 19,690 109,857 328,699: 36,720 28,704
Old : 4,196,073: 1,699,241 974,426 245,929 1,039,643 591,710 288,864 137,814 985,220 19,690 109,857 328,699: 36,720 28,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -138,698: -93,801 -5,772 -40,163 -51,848 -14,138 5,493 -49,970 -1,018 -2,158 -24,128 5,091: 1,996 3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 23.2 5.9 24.8 14.1 6.9 3.3 23.5 0.5 2.6 7.8: 0.9 0.7
Old : 100.0: 40.5 23.2 5.9 24.8 14.1 6.9 3.3 23.5 0.5 2.6 7.8: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 213: 97 91 13 24 33 23 14 33 10 23 27:
Old : 213: 97 91 13 24 33 23 14 33 10 23 27:
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 : 22.7 22.2 36.7 36.6 12.5 17.2 18.2 23.0
Old : 22.7 22.2 36.7 36.6 12.5 17.2 18.2 23.0
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, October 4, 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 : 343,689: 196,276 240,260 50,673 19,492 53,030 13,405 7,508 17,554 0 924 1,019: 11,732 3,902
Old : 343,689: 196,276 240,260 50,673 19,492 53,030 13,405 7,508 17,554 0 924 1,019: 11,732 3,902
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,856: 917 -49 4,320 4,202 -1,817 2,547 -309 2,735 -281 553 -616: -2,949 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 69.9 14.7 5.7 15.4 3.9 2.2 5.1 0.0 0.3 0.3: 3.4 1.1
Old : 100.0: 57.1 69.9 14.7 5.7 15.4 3.9 2.2 5.1 0.0 0.3 0.3: 3.4 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 : 65: 34 33 7 5 10 6 . 8 0 . .:
Old : 65: 34 33 7 5 10 6 . 8 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 : 33.0 43.8 52.7 61.8 23.4 37.3 36.2 46.3
Old : 33.0 43.8 52.7 61.8 23.4 37.3 36.2 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 214,550: 164,771 158,415 12,529 27,411 22,727 8,427 0 1,809 0 257 940: 3,347 2,991
Old : 214,550: 164,771 158,415 12,529 27,411 22,727 8,427 0 1,809 0 257 940: 3,347 2,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,642: 817 313 -1,436 974 2,760 2,253 0 -1,127 0 84 90: 285 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 73.8 5.8 12.8 10.6 3.9 0.0 0.8 0.0 0.1 0.4: 1.6 1.4
Old : 100.0: 76.8 73.8 5.8 12.8 10.6 3.9 0.0 0.8 0.0 0.1 0.4: 1.6 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 : 48: 27 26 4 8 10 . 0 . 0 . .:
Old : 48: 27 26 4 8 10 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 47.7 67.1 64.1 42.6 46.5 54.9 58.1
Old : 50.2 47.7 67.1 64.1 42.6 46.5 54.9 58.1
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, October 4, 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 : 351,374: 266,898 116,684 51,039 162,850 18,197 2,670 35,468 8,163 0 1,513 120: 4,287 8,379
Old : 351,374: 266,898 116,684 51,039 162,850 18,197 2,670 35,468 8,163 0 1,513 120: 4,287 8,379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 12,375: 12,612 3,472 -761 2,605 187 -485 6,121 1,123 0 157 -4: -297 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 33.2 14.5 46.3 5.2 0.8 10.1 2.3 0.0 0.4 0.0: 1.2 2.4
Old : 100.0: 76.0 33.2 14.5 46.3 5.2 0.8 10.1 2.3 0.0 0.4 0.0: 1.2 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 : 55: 28 25 5 11 14 . 4 4 0 . .:
Old : 55: 28 25 5 11 14 . 4 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 : 45.4 40.1 65.3 63.2 45.1 37.9 63.9 57.3
Old : 45.4 40.1 65.3 63.2 45.1 37.9 63.9 57.3
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, October 4, 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 : 627,867: 487,622 240,102 34,147 286,888 75,305 6,091 2,480 19,558 1,064 700 217: 3,863 2,617
Old : 627,867: 487,622 240,102 34,147 286,888 75,305 6,091 2,480 19,558 1,064 700 217: 3,863 2,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -13,587: -525 -7,328 11,214 10,950 -14,362 -5,972 -186 -2,999 -118 700 -31: -794 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 38.2 5.4 45.7 12.0 1.0 0.4 3.1 0.2 0.1 0.0: 0.6 0.4
Old : 100.0: 77.7 38.2 5.4 45.7 12.0 1.0 0.4 3.1 0.2 0.1 0.0: 0.6 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 : 67: 34 26 6 15 19 4 . 4 . . .:
Old : 67: 34 26 6 15 19 4 . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 37.7 51.5 55.1 28.8 35.7 40.4 48.4
Old : 31.6 37.7 51.5 55.1 28.8 35.7 40.4 48.4
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, October 4, 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 : 230,987: 154,748 184,179 44,805 8,986 7,021 11,837 21,050 2,528 1,064 0 0: 8,984 7,223
Old : 230,987: 154,748 184,179 44,805 8,986 7,021 11,837 21,050 2,528 1,064 0 0: 8,984 7,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,146: 4,812 2,673 428 -2,010 390 829 2,606 -949 0 0 0: -1,364 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 79.7 19.4 3.9 3.0 5.1 9.1 1.1 0.5 0.0 0.0: 3.9 3.1
Old : 100.0: 67.0 79.7 19.4 3.9 3.0 5.1 9.1 1.1 0.5 0.0 0.0: 3.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 27 26 5 . 4 . . . . 0 0:
Old : 46: 27 26 5 . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 56.3 62.8 76.5 41.9 56.1 55.1 71.4
Old : 47.0 56.3 62.8 76.5 41.9 56.1 55.1 71.4
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, October 4, 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 : 341,532: 206,869 218,984 52,734 58,954 16,990 12,782 736 40,904 0 0 0: 11,253 4,964
Old : 341,532: 206,869 218,984 52,734 58,954 16,990 12,782 736 40,904 0 0 0: 11,253 4,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 15,077: 8,852 20,855 1,838 -365 648 -691 -4,623 2,499 0 0 0: 1,931 -3,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 64.1 15.4 17.3 5.0 3.7 0.2 12.0 0.0 0.0 0.0: 3.3 1.5
Old : 100.0: 60.6 64.1 15.4 17.3 5.0 3.7 0.2 12.0 0.0 0.0 0.0: 3.3 1.5
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 : 62: 30 33 7 10 12 4 . 5 0 0 0:
Old : 62: 30 33 7 10 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 : 33.1 47.9 53.0 61.9 26.4 38.0 39.9 47.6
Old : 33.1 47.9 53.0 61.9 26.4 38.0 39.9 47.6
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, October 4, 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 : 177,554: 129,334 95,296 9,673 28,806 25,954 310 9,567 10,407 0 0 0: 1,876 7,524
Old : 177,554: 129,334 95,296 9,673 28,806 25,954 310 9,567 10,407 0 0 0: 1,876 7,524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 10,047: 8,679 7,605 -1,031 3,324 1,783 0 -4,689 587 0 0 0: 29 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 53.7 5.4 16.2 14.6 0.2 5.4 5.9 0.0 0.0 0.0: 1.1 4.2
Old : 100.0: 72.8 53.7 5.4 16.2 14.6 0.2 5.4 5.9 0.0 0.0 0.0: 1.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 22 4 10 10 . . . 0 0 0:
Old : 44: 21 22 4 10 10 . . . 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 : 63.1 26.9 75.8 44.0 56.6 25.4 63.8 41.4
Old : 63.1 26.9 75.8 44.0 56.6 25.4 63.8 41.4
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, October 4, 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 : 976,649: 122,536 154,662 215,773 47,588 95,597 117,564 234,552 233,445 29,511 74,480 86,434: 75,790 49,891
Old : 976,649: 122,536 154,662 215,773 47,588 95,597 117,564 234,552 233,445 29,511 74,480 86,434: 75,790 49,891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 30,021: 9,695 4,387 -8,531 3,664 12,982 -130 -9,718 8,475 -148 -725 7,605: 73 3,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.8 22.1 4.9 9.8 12.0 24.0 23.9 3.0 7.6 8.9: 7.8 5.1
Old : 100.0: 12.5 15.8 22.1 4.9 9.8 12.0 24.0 23.9 3.0 7.6 8.9: 7.8 5.1
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 : 332: 51 47 25 12 31 54 98 85 29 43 63:
Old : 332: 51 47 25 12 31 54 98 85 29 43 63:
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 : 17.1 18.5 30.1 29.4 12.8 10.7 19.0 16.4
Old : 17.1 18.5 30.1 29.4 12.8 10.7 19.0 16.4
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, October 4, 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 : 1,647,103: 199,010 157,253 50,714 62,979 772,338 29,416 65,558 250,785 32,761 25,514 306,688: 5,391 5,987
Old : 1,647,103: 199,010 157,253 50,714 62,979 772,338 29,416 65,558 250,785 32,761 25,514 306,688: 5,391 5,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 108,563: 13,259 8,228 9,859 -5,357 19,933 -8,048 15,784 43,501 7,888 4,035 22,590: -418 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.5 3.1 3.8 46.9 1.8 4.0 15.2 2.0 1.5 18.6: 0.3 0.4
Old : 100.0: 12.1 9.5 3.1 3.8 46.9 1.8 4.0 15.2 2.0 1.5 18.6: 0.3 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 : 132: 40 37 12 14 25 17 20 29 18 9 24:
Old : 132: 40 37 12 14 25 17 20 29 18 9 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 34.6 54.2 54.5 3.8 4.1 5.7 6.6
Old : 33.0 34.6 54.2 54.5 3.8 4.1 5.7 6.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 37,283: 1,761 3,651 1,855 1,079 7,061 7,098 8,090 16,868 1,501 0 145: 994 388
Old : 37,283: 1,761 3,651 1,855 1,079 7,061 7,098 8,090 16,868 1,501 0 145: 994 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,280: -230 36 4 149 -225 216 448 1,635 793 0 -118: 204 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.8 5.0 2.9 18.9 19.0 21.7 45.2 4.0 0.0 0.4: 2.7 1.0
Old : 100.0: 4.7 9.8 5.0 2.9 18.9 19.0 21.7 45.2 4.0 0.0 0.4: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 5 7 . . 4 6 6 9 4 0 .:
Old : 30: 5 7 . . 4 6 6 9 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 : 68.0 67.7 87.4 84.5 21.4 23.2 26.6 28.9
Old : 68.0 67.7 87.4 84.5 21.4 23.2 26.6 28.9
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, October 4, 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 : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Old : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -5,407: -2,532 -4,722 -1,395 -687 -341 186 325 -542 0 0 0: -783 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 7.8
Old : 100.0: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 9 4 5 5 . . . 0 0 0:
Old : 23: 8 9 4 5 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 : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Old : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 60,949: 34,279 20,380 7,505 20,462 7,431 3,923 4,044 585 0 0 0: 7,226 8,047
Old : 60,949: 34,279 20,380 7,505 20,462 7,431 3,923 4,044 585 0 0 0: 7,226 8,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -3,902: -1,886 -1,828 -309 -540 -930 -186 -83 -57 0 0 0: -534 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0: 11.9 13.2
Old : 100.0: 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0: 11.9 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 : 21: 8 8 4 5 6 . . . 0 0 0:
Old : 21: 8 8 4 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 49.1 77.5 71.0 52.5 47.9 62.4 61.0
Old : 59.0 49.1 77.5 71.0 52.5 47.9 62.4 61.0
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, October 4, 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 : 99,736: 54,672 42,308 15,072 38,069 11,807 4,629 0 2,738 0 0 0: 10,818 4,814
Old : 99,736: 54,672 42,308 15,072 38,069 11,807 4,629 0 2,738 0 0 0: 10,818 4,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -8,660: -5,553 -4,608 -1,073 -2,000 -1,542 -180 0 -939 0 0 0: 627 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 42.4 15.1 38.2 11.8 4.6 0.0 2.7 0.0 0.0 0.0: 10.8 4.8
Old : 100.0: 54.8 42.4 15.1 38.2 11.8 4.6 0.0 2.7 0.0 0.0 0.0: 10.8 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 : 29: 12 10 4 8 6 . 0 . 0 0 0:
Old : 29: 12 10 4 8 6 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 40.1 62.7 63.0 30.5 37.2 47.6 54.9
Old : 41.4 40.1 62.7 63.0 30.5 37.2 47.6 54.9
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, October 4, 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 : 2,390,879: 644,556 385,470 128,324 717,014 477,819 316,435 76,449 446,916 153,171 70,233 186,910: 36,748 30,068
Old : 2,390,879: 644,556 385,470 128,324 717,014 477,819 316,435 76,449 446,916 153,171 70,233 186,910: 36,748 30,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -132,530: -71,043 -37,055 20,937 -27,984 -42,594 -44,543 -30,020 9,895 -11,555 -7,993 2,681: 3,692 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.1 5.4 30.0 20.0 13.2 3.2 18.7 6.4 2.9 7.8: 1.5 1.3
Old : 100.0: 27.0 16.1 5.4 30.0 20.0 13.2 3.2 18.7 6.4 2.9 7.8: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 160: 67 61 13 15 27 21 11 28 15 11 23:
Old : 160: 67 61 13 15 27 21 11 28 15 11 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 : 22.7 29.6 35.0 47.6 11.8 19.9 20.3 28.7
Old : 22.7 29.6 35.0 47.6 11.8 19.9 20.3 28.7
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, October 4, 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 : 990,544: 112,644 164,498 201,858 264,933 297,188 130,004 28,535 118,685 45,448 32,582 79,454: 5,263 4,669
Old : 990,544: 112,644 164,498 201,858 264,933 297,188 130,004 28,535 118,685 45,448 32,582 79,454: 5,263 4,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -95,320: -28,714 -6,441 -32,084 42,858 -43,269 9,956 -87,998 31,105 -8,786 -9,578 -23,081: -447 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.6 20.4 26.7 30.0 13.1 2.9 12.0 4.6 3.3 8.0: 0.5 0.5
Old : 100.0: 11.4 16.6 20.4 26.7 30.0 13.1 2.9 12.0 4.6 3.3 8.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 18 19 13 10 19 14 7 17 9 12 15:
Old : 88: 18 19 13 10 19 14 7 17 9 12 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 38.6 54.5 62.5 15.8 27.5 25.7 37.3
Old : 36.1 38.6 54.5 62.5 15.8 27.5 25.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, October 4, 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 : 24,775: 22,749 14,121 644 9,136 680 5 0 40 250 66 137: 270 595
Old : 24,775: 22,749 14,121 644 9,136 680 5 0 40 250 66 137: 270 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,222: 1,029 1,326 225 -10 -26 5 -10 10 20 0 0: -41 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 57.0 2.6 36.9 2.7 0.0 0.0 0.2 1.0 0.3 0.6: 1.1 2.4
Old : 100.0: 91.8 57.0 2.6 36.9 2.7 0.0 0.0 0.2 1.0 0.3 0.6: 1.1 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 : 52: 34 28 . 9 6 . 0 . . . .:
Old : 52: 34 28 . 9 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 37.0 55.5 63.3 24.2 35.2 39.1 50.3
Old : 34.4 37.0 55.5 63.3 24.2 35.2 39.1 50.3
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,470: 9,158 4,042 510 5,672 378 0 35 120 135 0 10: 159 213
Old : 10,470: 9,158 4,042 510 5,672 378 0 35 120 135 0 10: 159 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,195: -1,033 -687 -60 -493 0 0 -10 0 -176 0 -15: 89 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 38.6 4.9 54.2 3.6 0.0 0.3 1.1 1.3 0.0 0.1: 1.5 2.0
Old : 100.0: 87.5 38.6 4.9 54.2 3.6 0.0 0.3 1.1 1.3 0.0 0.1: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 13 . 5 . 0 . . . 0 .:
Old : 27: 17 13 . 5 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 63.9 74.9 84.8 42.2 61.9 58.8 68.5
Old : 53.1 63.9 74.9 84.8 42.2 61.9 58.8 68.5
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 7,280: 4,468 4,463 1,975 1,743 510 0 0 0 0 80 0: 327 484
Old : 7,280: 4,468 4,463 1,975 1,743 510 0 0 0 0 80 0: 327 484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,024: -634 -749 -299 -142 -49 0 0 -30 0 -15 0: -12 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 61.3 27.1 23.9 7.0 0.0 0.0 0.0 0.0 1.1 0.0: 4.5 6.6
Old : 100.0: 61.4 61.3 27.1 23.9 7.0 0.0 0.0 0.0 0.0 1.1 0.0: 4.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 5 5 6 0 0 0 0 . 0:
Old : 28: 15 13 5 5 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 : 55.6 55.2 76.0 76.1 51.5 50.1 68.7 68.3
Old : 55.6 55.2 76.0 76.1 51.5 50.1 68.7 68.3
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,672: 7,897 4,492 1,345 4,859 220 0 0 0 0 0 0: 1,210 1,101
Old : 10,672: 7,897 4,492 1,345 4,859 220 0 0 0 0 0 0: 1,210 1,101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -803: -669 -269 -58 -426 -51 0 0 0 -20 0 -30: 25 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 42.1 12.6 45.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 10.3
Old : 100.0: 74.0 42.1 12.6 45.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.3 10.3
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 : 29: 15 13 . 6 . 0 0 0 0 0 0:
Old : 29: 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 : 68.1 55.4 78.8 72.8 62.8 55.4 70.8 71.0
Old : 68.1 55.4 78.8 72.8 62.8 55.4 70.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011