NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 5,046,920: 1,820,492 1,193,091 286,021 1,073,752 721,585 533,135 239,528 1,119,822 7,742 139,613 541,756: 16,367 17,773
Old : 5,046,920: 1,820,492 1,193,091 286,021 1,073,752 721,585 533,135 239,528 1,119,822 7,742 139,613 541,756: 16,367 17,773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -49,709: -147,916 -39,543 4,386 -18,149 33,490 71,468 32,609 -50,522 -4,393 -45,587 52,337: -8,559 -14,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 23.6 5.7 21.3 14.3 10.6 4.7 22.2 0.2 2.8 10.7: 0.3 0.4
Old : 100.0: 36.1 23.6 5.7 21.3 14.3 10.6 4.7 22.2 0.2 2.8 10.7: 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 : 224: 111 102 15 22 33 19 17 30 9 21 24:
Old : 224: 111 102 15 22 33 19 17 30 9 21 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 : 24.2 21.4 40.2 35.9 16.8 14.3 21.9 21.0
Old : 24.2 21.4 40.2 35.9 16.8 14.3 21.9 21.0
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 386,325: 211,705 229,320 78,802 25,855 57,444 5,848 52,210 12,239 1,788 0 2,307: 16,192 6,950
Old : 386,325: 211,705 229,320 78,802 25,855 57,444 5,848 52,210 12,239 1,788 0 2,307: 16,192 6,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20,049: 21,703 1,260 -16,294 8,253 11,211 1,297 -3,969 -55 1,547 0 638: 2 2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 59.4 20.4 6.7 14.9 1.5 13.5 3.2 0.5 0.0 0.6: 4.2 1.8
Old : 100.0: 54.8 59.4 20.4 6.7 14.9 1.5 13.5 3.2 0.5 0.0 0.6: 4.2 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 : 54: 29 24 8 4 11 . 4 6 . 0 .:
Old : 54: 29 24 8 4 11 . 4 6 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 45.2 54.4 70.7 24.9 39.5 41.9 55.5
Old : 34.1 45.2 54.4 70.7 24.9 39.5 41.9 55.5
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 169,427: 112,742 109,846 25,108 31,641 18,622 1,964 0 4,899 55 0 747: 5,290 3,672
Old : 169,427: 112,742 109,846 25,108 31,641 18,622 1,964 0 4,899 55 0 747: 5,290 3,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 7,221: 1,624 7,312 3,119 -1,389 1,141 1,639 0 7 55 -317 257: -621 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 64.8 14.8 18.7 11.0 1.2 0.0 2.9 0.0 0.0 0.4: 3.1 2.2
Old : 100.0: 66.5 64.8 14.8 18.7 11.0 1.2 0.0 2.9 0.0 0.0 0.4: 3.1 2.2
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 : 43: 24 24 . 9 11 . 0 . . 0 .:
Old : 43: 24 24 . 9 11 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 43.1 70.0 60.5 53.3 39.3 59.9 51.7
Old : 56.7 43.1 70.0 60.5 53.3 39.3 59.9 51.7
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 319,934: 231,596 122,763 59,934 152,013 12,284 6,910 19,717 3,930 0 0 0: 5,280 9,227
Old : 319,934: 231,596 122,763 59,934 152,013 12,284 6,910 19,717 3,930 0 0 0: 5,280 9,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,502: 3,582 -1,192 -212 -882 1,405 281 2,888 -159 0 0 0: -1,395 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 38.4 18.7 47.5 3.8 2.2 6.2 1.2 0.0 0.0 0.0: 1.7 2.9
Old : 100.0: 72.4 38.4 18.7 47.5 3.8 2.2 6.2 1.2 0.0 0.0 0.0: 1.7 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 : 47: 24 25 4 9 12 . . 4 0 0 0:
Old : 47: 24 25 4 9 12 . . 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 : 52.2 44.6 74.5 68.1 51.7 41.4 73.5 62.9
Old : 52.2 44.6 74.5 68.1 51.7 41.4 73.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 781,979: 623,405 336,895 19,611 269,601 120,348 533 30,893 14,782 0 5,454 485: 2,815 3,521
Old : 781,979: 623,405 336,895 19,611 269,601 120,348 533 30,893 14,782 0 5,454 485: 2,815 3,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,685: 10,700 5,739 -2,135 383 -126 -150 -3,012 -4,547 0 4,729 -333: 276 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 43.1 2.5 34.5 15.4 0.1 4.0 1.9 0.0 0.7 0.1: 0.4 0.5
Old : 100.0: 79.7 43.1 2.5 34.5 15.4 0.1 4.0 1.9 0.0 0.7 0.1: 0.4 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 : 70: 37 26 7 15 21 . 4 5 0 . .:
Old : 70: 37 26 7 15 21 . 4 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 37.5 57.4 56.8 33.1 30.4 46.5 42.5
Old : 39.8 37.5 57.4 56.8 33.1 30.4 46.5 42.5
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 242,022: 159,665 201,383 55,260 8,925 6,980 12,418 18,835 3,190 0 0 0: 4,509 2,709
Old : 242,022: 159,665 201,383 55,260 8,925 6,980 12,418 18,835 3,190 0 0 0: 4,509 2,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 11,725: 9,970 4,927 -644 1,498 186 1,642 4,751 -229 0 0 0: 800 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 83.2 22.8 3.7 2.9 5.1 7.8 1.3 0.0 0.0 0.0: 1.9 1.1
Old : 100.0: 66.0 83.2 22.8 3.7 2.9 5.1 7.8 1.3 0.0 0.0 0.0: 1.9 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 : 51: 34 32 4 . 5 . . . 0 0 0:
Old : 51: 34 32 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 : 43.7 58.7 65.0 73.1 38.5 58.5 56.4 71.2
Old : 43.7 58.7 65.0 73.1 38.5 58.5 56.4 71.2
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 398,256: 296,515 298,866 49,398 52,096 12,467 7,827 5,393 21,558 0 0 0: 10,491 7,876
Old : 398,256: 296,515 298,866 49,398 52,096 12,467 7,827 5,393 21,558 0 0 0: 10,491 7,876
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 32,982: 22,197 32,015 4,745 -639 -179 197 -908 2,907 0 0 0: 3,115 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 75.0 12.4 13.1 3.1 2.0 1.4 5.4 0.0 0.0 0.0: 2.6 2.0
Old : 100.0: 74.5 75.0 12.4 13.1 3.1 2.0 1.4 5.4 0.0 0.0 0.0: 2.6 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 : 55: 31 27 7 7 9 . . 5 0 0 0:
Old : 55: 31 27 7 7 9 . . 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 : 35.5 61.4 51.8 72.7 33.4 59.4 48.0 67.3
Old : 35.5 61.4 51.8 72.7 33.4 59.4 48.0 67.3
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 240,427: 198,451 104,214 6,001 77,668 16,784 5,086 23,560 9,215 0 1,694 232: 4,658 7,060
Old : 240,427: 198,451 104,214 6,001 77,668 16,784 5,086 23,560 9,215 0 1,694 232: 4,658 7,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 12,693: 10,523 4,408 -203 -5,945 1,182 -1,026 9,299 1,551 0 1,042 -186: 852 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 43.3 2.5 32.3 7.0 2.1 9.8 3.8 0.0 0.7 0.1: 1.9 2.9
Old : 100.0: 82.5 43.3 2.5 32.3 7.0 2.1 9.8 3.8 0.0 0.7 0.1: 1.9 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 : 44: 19 22 4 7 9 . . . 0 . .:
Old : 44: 19 22 4 7 9 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 42.8 82.1 58.9 67.8 39.8 71.7 53.8
Old : 72.2 42.8 82.1 58.9 67.8 39.8 71.7 53.8
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,245,201: 107,991 143,824 231,577 92,757 113,739 223,977 298,264 303,595 46,309 100,000 144,230: 73,785 48,793
Old : 1,245,201: 107,991 143,824 231,577 92,757 113,739 223,977 298,264 303,595 46,309 100,000 144,230: 73,785 48,793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 39,073: -1,461 -2,251 -2,879 11,409 22,588 13,037 7,041 8,845 9,752 730 -4,069: -6,739 -5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.6 18.6 7.4 9.1 18.0 24.0 24.4 3.7 8.0 11.6: 5.9 3.9
Old : 100.0: 8.7 11.6 18.6 7.4 9.1 18.0 24.0 24.4 3.7 8.0 11.6: 5.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 348: 44 45 25 10 29 61 91 79 54 49 71:
Old : 348: 44 45 25 10 29 61 91 79 54 49 71:
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 : 19.1 23.9 31.6 36.5 12.3 16.7 20.5 22.4
Old : 19.1 23.9 31.6 36.5 12.3 16.7 20.5 22.4
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,321,706: 259,225 205,896 98,086 84,568 922,297 52,536 153,103 469,748 47,048 10,230 467,007: 5,759 8,857
Old : 2,321,706: 259,225 205,896 98,086 84,568 922,297 52,536 153,103 469,748 47,048 10,230 467,007: 5,759 8,857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -37,788: -12,025 -16,132 3,396 1,283 -3,071 -314 16,311 -14,584 5,349 -4,661 -17,395: 855 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.9 4.2 3.6 39.7 2.3 6.6 20.2 2.0 0.4 20.1: 0.2 0.4
Old : 100.0: 11.2 8.9 4.2 3.6 39.7 2.3 6.6 20.2 2.0 0.4 20.1: 0.2 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 : 145: 37 33 11 15 24 19 27 29 23 10 27:
Old : 145: 37 33 11 15 24 19 27 29 23 10 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 : 33.6 33.8 53.5 56.4 5.5 5.5 7.9 7.3
Old : 33.6 33.8 53.5 56.4 5.5 5.5 7.9 7.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 92,611: 1,295 3,231 700 3,929 49,989 9,342 656 650 6,609 10,924 21,441: 2,585 1,791
Old : 92,611: 1,295 3,231 700 3,929 49,989 9,342 656 650 6,609 10,924 21,441: 2,585 1,791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29,257: 144 315 700 81 25,858 200 0 0 -1,410 -421 3,846: -81 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.5 0.8 4.2 54.0 10.1 0.7 0.7 7.1 11.8 23.2: 2.8 1.9
Old : 100.0: 1.4 3.5 0.8 4.2 54.0 10.1 0.7 0.7 7.1 11.8 23.2: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 4 5 . 4 5 . . . 4 5 9:
Old : 24: 4 5 . 4 5 . . . 4 5 9:
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 : 71.8 73.7 86.9 88.9 16.3 14.4 17.8 17.8
Old : 71.8 73.7 86.9 88.9 16.3 14.4 17.8 17.8
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 119,552: 3,384 6,444 3,057 11,066 7,542 56,301 48,858 43,103 4,207 1,061 897: 1,060 580
Old : 119,552: 3,384 6,444 3,057 11,066 7,542 56,301 48,858 43,103 4,207 1,061 897: 1,060 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,303: -121 -356 71 33 -16 3,171 3,074 -1,715 -160 50 147: -74 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.4 2.6 9.3 6.3 47.1 40.9 36.1 3.5 0.9 0.8: 0.9 0.5
Old : 100.0: 2.8 5.4 2.6 9.3 6.3 47.1 40.9 36.1 3.5 0.9 0.8: 0.9 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 : 44: 7 10 . 4 4 5 14 15 4 . .:
Old : 44: 7 10 . 4 4 5 14 15 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 : 79.4 53.3 89.4 78.5 48.1 32.3 53.3 45.8
Old : 79.4 53.3 89.4 78.5 48.1 32.3 53.3 45.8
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 52,789: 30,354 16,161 12,658 14,805 3,568 0 7,806 2,438 0 0 0: 3,771 8,011
Old : 52,789: 30,354 16,161 12,658 14,805 3,568 0 7,806 2,438 0 0 0: 3,771 8,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 62 0 0 0 0: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 30.6 24.0 28.0 6.8 0.0 14.8 4.6 0.0 0.0 0.0: 7.1 15.2
Old : 100.0: 57.5 30.6 24.0 28.0 6.8 0.0 14.8 4.6 0.0 0.0 0.0: 7.1 15.2
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 : 20: 8 7 4 . 4 0 . . 0 0 0:
Old : 20: 8 7 4 . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
Old : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 85,964: 51,169 36,529 13,077 26,305 9,118 173 705 3,270 0 0 0: 9,157 10,037
Old : 85,964: 51,169 36,529 13,077 26,305 9,118 173 705 3,270 0 0 0: 9,157 10,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -522: -459 -446 0 0 0 -60 -73 -3 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 42.5 15.2 30.6 10.6 0.2 0.8 3.8 0.0 0.0 0.0: 10.7 11.7
Old : 100.0: 59.5 42.5 15.2 30.6 10.6 0.2 0.8 3.8 0.0 0.0 0.0: 10.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . 5 . . . . 0 0 0:
Old : 25: 13 11 . 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 : 45.1 39.6 67.6 63.6 33.5 34.9 53.5 55.2
Old : 45.1 39.6 67.6 63.6 33.5 34.9 53.5 55.2
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,809,751: 576,799 460,839 372,333 717,389 517,253 356,332 226,685 550,122 187,205 101,439 214,040: 35,667 21,984
Old : 2,809,751: 576,799 460,839 372,333 717,389 517,253 356,332 226,685 550,122 187,205 101,439 214,040: 35,667 21,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 23,154: -46,897 -6,470 44,274 -2,453 -1,129 45,043 14,130 -3,225 -4,993 37,306 -14,373: 4,454 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.4 13.3 25.5 18.4 12.7 8.1 19.6 6.7 3.6 7.6: 1.3 0.8
Old : 100.0: 20.5 16.4 13.3 25.5 18.4 12.7 8.1 19.6 6.7 3.6 7.6: 1.3 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 : 156: 66 61 9 17 25 19 14 29 15 9 19:
Old : 156: 66 61 9 17 25 19 14 29 15 9 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 : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
Old : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,268,111: 116,962 195,386 299,126 390,219 301,298 213,291 69,317 133,898 71,163 48,208 127,754: 4,619 2,031
Old : 1,268,111: 116,962 195,386 299,126 390,219 301,298 213,291 69,317 133,898 71,163 48,208 127,754: 4,619 2,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -33,654: -13,098 -7,590 6,552 21,782 -7,168 48,263 -16,096 -30,801 -43,106 925 5,547: 157 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.4 23.6 30.8 23.8 16.8 5.5 10.6 5.6 3.8 10.1: 0.4 0.2
Old : 100.0: 9.2 15.4 23.6 30.8 23.8 16.8 5.5 10.6 5.6 3.8 10.1: 0.4 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 : 87: 19 20 14 11 17 13 9 19 6 11 12:
Old : 87: 19 20 14 11 17 13 9 19 6 11 12:
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 : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
Old : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 18,981: 17,539 11,050 267 6,789 667 0 0 0 240 0 0: 268 475
Old : 18,981: 17,539 11,050 267 6,789 667 0 0 0 240 0 0: 268 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 372: 327 430 30 -58 0 0 0 0 20 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 58.2 1.4 35.8 3.5 0.0 0.0 0.0 1.3 0.0 0.0: 1.4 2.5
Old : 100.0: 92.4 58.2 1.4 35.8 3.5 0.0 0.0 0.0 1.3 0.0 0.0: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 26 . 8 7 0 0 0 . 0 0:
Old : 45: 28 26 . 8 7 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 : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
Old : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,832: 7,471 3,178 309 4,719 270 0 0 0 150 60 0: 632 605
Old : 8,832: 7,471 3,178 309 4,719 270 0 0 0 150 60 0: 632 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29: -15 69 -20 150 20 0 0 0 0 -30 0: 44 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 36.0 3.5 53.4 3.1 0.0 0.0 0.0 1.7 0.7 0.0: 7.2 6.9
Old : 100.0: 84.6 36.0 3.5 53.4 3.1 0.0 0.0 0.0 1.7 0.7 0.0: 7.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . 4 . 0 0 0 . . 0:
Old : 21: 13 13 . 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 : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
Old : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,350: 3,598 4,189 1,910 914 697 0 0 0 0 95 0: 145 455
Old : 6,350: 3,598 4,189 1,910 914 697 0 0 0 0 95 0: 145 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 59: -7 28 45 0 0 0 0 0 0 0 0: 21 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 66.0 30.1 14.4 11.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.3 7.2
Old : 100.0: 56.7 66.0 30.1 14.4 11.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.3 7.2
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 : 24: 12 9 6 . 5 0 0 0 0 . 0:
Old : 24: 12 9 6 . 5 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 : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
Old : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,208: 5,223 3,549 3,165 4,897 165 0 0 0 30 0 15: 610 582
Old : 9,208: 5,223 3,549 3,165 4,897 165 0 0 0 30 0 15: 610 582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 89: -501 59 600 -45 0 0 0 0 -15 0 15: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 38.5 34.4 53.2 1.8 0.0 0.0 0.0 0.3 0.0 0.2: 6.6 6.3
Old : 100.0: 56.7 38.5 34.4 53.2 1.8 0.0 0.0 0.0 0.3 0.0 0.2: 6.6 6.3
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 : 24: 12 10 . 5 . 0 0 0 . 0 .:
Old : 24: 12 10 . 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 : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
Old : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012