NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 4,591,159: 1,734,020 848,030 154,344 1,316,943 549,520 374,425 29,917 1,383,993 15,378 95,674 350,288: 29,191 16,794
Old : 4,591,159: 1,734,020 848,030 154,344 1,316,943 549,520 374,425 29,917 1,383,993 15,378 95,674 350,288: 29,191 16,794
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 24,991: 72,018 23,334 23,140 -49,815 8,964 -69,906 5,722 -14,645 -20,368 28,759 21,611: 4,177 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 18.5 3.4 28.7 12.0 8.2 0.7 30.1 0.3 2.1 7.6: 0.6 0.4
Old : 100.0: 37.8 18.5 3.4 28.7 12.0 8.2 0.7 30.1 0.3 2.1 7.6: 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 : 222: 101 94 11 25 32 26 12 34 14 25 34:
Old : 222: 101 94 11 25 32 26 12 34 14 25 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 25.3 38.9 39.9 10.7 17.1 16.4 23.7
Old : 24.6 25.3 38.9 39.9 10.7 17.1 16.4 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 367,217: 201,478 263,186 54,106 18,664 57,388 20,066 10,808 12,170 2,677 0 431: 18,901 4,570
Old : 367,217: 201,478 263,186 54,106 18,664 57,388 20,066 10,808 12,170 2,677 0 431: 18,901 4,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -12,157: -10,467 -8,864 2,875 -3,520 -1,128 -4,932 -873 2,657 -455 0 155: -862 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 71.7 14.7 5.1 15.6 5.5 2.9 3.3 0.7 0.0 0.1: 5.1 1.2
Old : 100.0: 54.9 71.7 14.7 5.1 15.6 5.5 2.9 3.3 0.7 0.0 0.1: 5.1 1.2
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 : 52: 28 21 6 6 9 5 4 8 . 0 .:
Old : 52: 28 21 6 6 9 5 4 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 : 35.4 55.8 52.6 72.6 20.6 36.9 30.9 41.7
Old : 35.4 55.8 52.6 72.6 20.6 36.9 30.9 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 189,377: 158,875 94,317 7,649 70,719 11,399 2,863 2,147 4,816 0 0 0: 3,775 5,979
Old : 189,377: 158,875 94,317 7,649 70,719 11,399 2,863 2,147 4,816 0 0 0: 3,775 5,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,105: -2,656 -6,009 748 1,726 -360 -1,236 -52 1,124 0 0 0: 275 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 49.8 4.0 37.3 6.0 1.5 1.1 2.5 0.0 0.0 0.0: 2.0 3.2
Old : 100.0: 83.9 49.8 4.0 37.3 6.0 1.5 1.1 2.5 0.0 0.0 0.0: 2.0 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 : 45: 21 20 . 10 10 4 . 4 0 0 0:
Old : 45: 21 20 . 10 10 4 . 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 : 62.0 41.5 77.6 66.1 61.2 38.4 70.1 57.6
Old : 62.0 41.5 77.6 66.1 61.2 38.4 70.1 57.6
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, February 8, 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 : 318,547: 194,003 102,206 36,347 146,924 52,386 23,959 5,463 6,562 0 0 0: 5,290 5,006
Old : 318,547: 194,003 102,206 36,347 146,924 52,386 23,959 5,463 6,562 0 0 0: 5,290 5,006
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,026: -11,680 -15,821 -1,789 5,260 -10,420 3,476 -335 -2,612 0 0 0: -1,001 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 32.1 11.4 46.1 16.4 7.5 1.7 2.1 0.0 0.0 0.0: 1.7 1.6
Old : 100.0: 60.9 32.1 11.4 46.1 16.4 7.5 1.7 2.1 0.0 0.0 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 20 17 5 10 14 5 . 5 0 0 0:
Old : 45: 20 17 5 10 14 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 : 43.4 50.4 64.3 75.8 41.2 42.6 58.3 61.9
Old : 43.4 50.4 64.3 75.8 41.2 42.6 58.3 61.9
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, February 8, 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 : 720,570: 504,575 280,083 84,422 286,170 75,862 12,453 37,365 38,290 0 371 764: 4,204 1,665
Old : 720,570: 504,575 280,083 84,422 286,170 75,862 12,453 37,365 38,290 0 371 764: 4,204 1,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,201: -16,104 -597 1,923 -21,098 -2,781 427 10,095 -3,818 -127 272 -88: -3,633 -6,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 38.9 11.7 39.7 10.5 1.7 5.2 5.3 0.0 0.1 0.1: 0.6 0.2
Old : 100.0: 70.0 38.9 11.7 39.7 10.5 1.7 5.2 5.3 0.0 0.1 0.1: 0.6 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 : 70: 37 30 8 13 19 . 5 7 0 . .:
Old : 70: 37 30 8 13 19 . 5 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 41.4 53.3 58.1 25.6 30.5 38.1 39.7
Old : 39.0 41.4 53.3 58.1 25.6 30.5 38.1 39.7
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, February 8, 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 : 189,149: 132,749 119,064 19,190 46,995 4,661 15,222 1,125 8,500 0 0 0: 8,827 8,804
Old : 189,149: 132,749 119,064 19,190 46,995 4,661 15,222 1,125 8,500 0 0 0: 8,827 8,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -9,133: -3,388 -8,223 -311 -784 -597 -6,069 -51 680 0 0 0: 552 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 62.9 10.1 24.8 2.5 8.0 0.6 4.5 0.0 0.0 0.0: 4.7 4.7
Old : 100.0: 70.2 62.9 10.1 24.8 2.5 8.0 0.6 4.5 0.0 0.0 0.0: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 21 4 . 4 . . 4 0 0 0:
Old : 40: 24 21 4 . 4 . . 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 : 44.4 64.1 59.8 77.9 41.3 61.9 55.3 69.5
Old : 44.4 64.1 59.8 77.9 41.3 61.9 55.3 69.5
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, February 8, 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 : 329,027: 222,640 167,090 25,838 70,301 25,895 15,902 27,544 29,898 0 0 0: 8,854 8,299
Old : 329,027: 222,640 167,090 25,838 70,301 25,895 15,902 27,544 29,898 0 0 0: 8,854 8,299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,663: -13,335 -18,317 -458 -7,260 -860 -2,353 9,043 -8,561 -348 0 0: 1,252 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 50.8 7.9 21.4 7.9 4.8 8.4 9.1 0.0 0.0 0.0: 2.7 2.5
Old : 100.0: 67.7 50.8 7.9 21.4 7.9 4.8 8.4 9.1 0.0 0.0 0.0: 2.7 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 : 53: 28 22 4 12 10 . . 4 0 0 0:
Old : 53: 28 22 4 12 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 : 35.9 41.7 56.2 55.4 28.6 31.4 42.5 44.0
Old : 35.9 41.7 56.2 55.4 28.6 31.4 42.5 44.0
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, February 8, 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 : 183,903: 135,239 57,920 11,477 63,468 18,397 4,996 28,540 5,987 0 2,400 0: 7,807 7,191
Old : 183,903: 135,239 57,920 11,477 63,468 18,397 4,996 28,540 5,987 0 2,400 0: 7,807 7,191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -10,142: -4,364 -4,726 -103 2,167 -2,593 -631 -4,890 -1,421 0 0 0: -1,030 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 31.5 6.2 34.5 10.0 2.7 15.5 3.3 0.0 1.3 0.0: 4.2 3.9
Old : 100.0: 73.5 31.5 6.2 34.5 10.0 2.7 15.5 3.3 0.0 1.3 0.0: 4.2 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 : 41: 21 11 . 10 7 . 4 4 0 . 0:
Old : 41: 21 11 . 10 7 . 4 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 : 51.6 40.9 65.6 64.1 46.7 34.8 56.7 53.4
Old : 51.6 40.9 65.6 64.1 46.7 34.8 56.7 53.4
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, February 8, 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 : 964,555: 61,503 94,044 229,905 48,975 106,151 147,618 259,699 215,486 25,436 104,213 94,531: 83,924 41,457
Old : 964,555: 61,503 94,044 229,905 48,975 106,151 147,618 259,699 215,486 25,436 104,213 94,531: 83,924 41,457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 68,429: 5,465 -1,034 6,190 -303 14,744 -3,731 20,122 25,695 6,095 -9,518 15,604: -1,632 3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.7 23.8 5.1 11.0 15.3 26.9 22.3 2.6 10.8 9.8: 8.7 4.3
Old : 100.0: 6.4 9.7 23.8 5.1 11.0 15.3 26.9 22.3 2.6 10.8 9.8: 8.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 312: 47 45 22 14 32 57 66 82 40 45 68:
Old : 312: 47 45 22 14 32 57 66 82 40 45 68:
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 : 17.4 26.0 30.5 38.2 16.1 17.3 24.1 24.3
Old : 17.4 26.0 30.5 38.2 16.1 17.3 24.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 46,435: 34,127 22,610 4,578 17,202 2,097 0 0 0 0 0 0: 5,633 4,526
Old : 46,435: 34,127 22,610 4,578 17,202 2,097 0 0 0 0 0 0: 5,633 4,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 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: 73.5 48.7 9.9 37.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.7
Old : 100.0: 73.5 48.7 9.9 37.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.7
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 : 23: 14 9 . 5 . 0 0 0 0 0 0:
Old : 23: 14 9 . 5 . 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 : 37.3 64.6 63.2 84.5 35.1 63.2 58.7 75.7
Old : 37.3 64.6 63.2 84.5 35.1 63.2 58.7 75.7
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, February 8, 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 : 53,475: 26,880 26,088 11,114 18,139 4,703 0 0 0 0 0 0: 10,778 4,545
Old : 53,475: 26,880 26,088 11,114 18,139 4,703 0 0 0 0 0 0: 10,778 4,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,724: -2,640 -1,604 -176 -1,232 -56 0 0 0 0 0 0: 148 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 48.8 20.8 33.9 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 20.2 8.5
Old : 100.0: 50.3 48.8 20.8 33.9 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 20.2 8.5
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 : 20: 11 9 . 5 4 0 0 0 0 0 0:
Old : 20: 11 9 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 51.7 65.6 74.1 44.1 47.6 57.9 64.7
Old : 47.7 51.7 65.6 74.1 44.1 47.6 57.9 64.7
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, February 8, 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 : 45,766: 23,188 30,662 10,887 1,571 158 2,326 1,811 3,354 0 0 0: 5,853 8,210
Old : 45,766: 23,188 30,662 10,887 1,571 158 2,326 1,811 3,354 0 0 0: 5,853 8,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -4,084: -2,312 -2,072 -308 -452 0 56 -505 -484 0 0 0: -1,036 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 67.0 23.8 3.4 0.3 5.1 4.0 7.3 0.0 0.0 0.0: 12.8 17.9
Old : 100.0: 50.7 67.0 23.8 3.4 0.3 5.1 4.0 7.3 0.0 0.0 0.0: 12.8 17.9
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 : 20: 10 9 . . . . . . 0 0 0:
Old : 20: 10 9 . . . . . . 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 : 47.5 57.1 68.0 72.4 46.8 52.5 63.6 62.7
Old : 47.5 57.1 68.0 72.4 46.8 52.5 63.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 1,728,979: 209,719 193,478 82,178 69,966 772,841 18,439 101,240 204,001 62,525 7,434 372,808: 6,468 7,212
Old : 1,728,979: 209,719 193,478 82,178 69,966 772,841 18,439 101,240 204,001 62,525 7,434 372,808: 6,468 7,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 63,568: 6,449 1,254 -3,470 2,395 32,271 1,682 6,704 10,815 6,017 -120 9,737: 66 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.2 4.8 4.0 44.7 1.1 5.9 11.8 3.6 0.4 21.6: 0.4 0.4
Old : 100.0: 12.1 11.2 4.8 4.0 44.7 1.1 5.9 11.8 3.6 0.4 21.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 149: 39 36 13 12 23 14 30 31 29 11 35:
Old : 149: 39 36 13 12 23 14 30 31 29 11 35:
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 : 32.9 33.8 55.5 51.3 5.5 5.2 7.5 7.5
Old : 32.9 33.8 55.5 51.3 5.5 5.2 7.5 7.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, February 8, 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 : 52,701: 8,059 7,748 8,418 2,557 8,149 5,708 14,206 15,070 2,472 1,100 3,245: 1,579 626
Old : 52,701: 8,059 7,748 8,418 2,557 8,149 5,708 14,206 15,070 2,472 1,100 3,245: 1,579 626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 4,570: 188 506 -694 -419 930 918 -161 3,464 -69 -22 279: -447 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.7 16.0 4.9 15.5 10.8 27.0 28.6 4.7 2.1 6.2: 3.0 1.2
Old : 100.0: 15.3 14.7 16.0 4.9 15.5 10.8 27.0 28.6 4.7 2.1 6.2: 3.0 1.2
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: 12 12 . 5 6 9 8 12 . . 4:
Old : 46: 12 12 . 5 6 9 8 12 . . 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 : 55.5 52.7 77.8 73.5 23.8 24.9 29.0 30.8
Old : 55.5 52.7 77.8 73.5 23.8 24.9 29.0 30.8
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, February 8, 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 : 100,093: 53,055 49,611 28,142 27,603 8,703 0 8,593 2,030 0 0 0: 8,163 3,553
Old : 100,093: 53,055 49,611 28,142 27,603 8,703 0 8,593 2,030 0 0 0: 8,163 3,553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -451: -482 -54 0 0 0 0 -428 31 0 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 49.6 28.1 27.6 8.7 0.0 8.6 2.0 0.0 0.0 0.0: 8.2 3.5
Old : 100.0: 53.0 49.6 28.1 27.6 8.7 0.0 8.6 2.0 0.0 0.0 0.0: 8.2 3.5
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 : 33: 11 17 6 4 7 0 . . 0 0 0:
Old : 33: 11 17 6 4 7 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 36.9 69.8 59.7 44.5 36.8 59.1 55.7
Old : 46.7 36.9 69.8 59.7 44.5 36.8 59.1 55.7
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, February 8, 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 : 149,489: 74,702 60,425 25,623 56,446 20,142 10,401 0 3,686 0 0 0: 14,935 8,790
Old : 149,489: 74,702 60,425 25,623 56,446 20,142 10,401 0 3,686 0 0 0: 14,935 8,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -339: 394 -561 0 0 0 -166 0 57 0 0 0: -624 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 40.4 17.1 37.8 13.5 7.0 0.0 2.5 0.0 0.0 0.0: 10.0 5.9
Old : 100.0: 50.0 40.4 17.1 37.8 13.5 7.0 0.0 2.5 0.0 0.0 0.0: 10.0 5.9
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 : 34: 17 14 6 6 6 . 0 . 0 0 0:
Old : 34: 17 14 6 6 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 : 32.0 38.5 55.1 61.5 28.1 33.5 43.1 50.1
Old : 32.0 38.5 55.1 61.5 28.1 33.5 43.1 50.1
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, February 8, 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 : 2,573,928: 691,792 379,790 123,926 870,194 412,154 343,925 34,776 558,321 172,795 42,812 255,854: 15,161 20,027
Old : 2,573,928: 691,792 379,790 123,926 870,194 412,154 343,925 34,776 558,321 172,795 42,812 255,854: 15,161 20,027
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 41,939: 10,142 5,186 -493 16,816 14,413 10,424 -1,403 13,246 947 220 -6,655: -85 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.8 4.8 33.8 16.0 13.4 1.4 21.7 6.7 1.7 9.9: 0.6 0.8
Old : 100.0: 26.9 14.8 4.8 33.8 16.0 13.4 1.4 21.7 6.7 1.7 9.9: 0.6 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 : 171: 71 56 11 20 28 21 12 34 20 11 24:
Old : 171: 71 56 11 20 28 21 12 34 20 11 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 : 25.2 28.2 35.6 44.4 13.9 23.5 20.5 31.0
Old : 25.2 28.2 35.6 44.4 13.9 23.5 20.5 31.0
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, February 8, 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 : 1,003,255: 158,911 167,017 182,493 288,114 274,519 127,015 45,848 76,980 66,795 33,907 113,038: 3,504 3,832
Old : 1,003,255: 158,911 167,017 182,493 288,114 274,519 127,015 45,848 76,980 66,795 33,907 113,038: 3,504 3,832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 20,291: -2,967 7,921 -462 -13,612 10,863 19,317 1,596 -5,880 -1,242 17,832 2,017: -1,355 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.6 18.2 28.7 27.4 12.7 4.6 7.7 6.7 3.4 11.3: 0.3 0.4
Old : 100.0: 15.8 16.6 18.2 28.7 27.4 12.7 4.6 7.7 6.7 3.4 11.3: 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 : 100: 20 19 11 11 18 14 13 18 13 15 25:
Old : 100: 20 19 11 11 18 14 13 18 13 15 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 36.8 44.1 59.1 14.0 28.7 23.7 36.9
Old : 25.0 36.8 44.1 59.1 14.0 28.7 23.7 36.9
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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 23,751: 21,315 14,258 275 8,001 1,111 211 25 106 315 0 0: 418 250
Old : 23,751: 21,315 14,258 275 8,001 1,111 211 25 106 315 0 0: 418 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -4,226: -3,714 -3,635 -25 -271 -337 -118 25 33 -95 0 0: 30 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 60.0 1.2 33.7 4.7 0.9 0.1 0.4 1.3 0.0 0.0: 1.8 1.1
Old : 100.0: 89.7 60.0 1.2 33.7 4.7 0.9 0.1 0.4 1.3 0.0 0.0: 1.8 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 : 41: 29 24 . 6 6 . . . . 0 0:
Old : 41: 29 24 . 6 6 . . . . 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 : 36.7 45.7 58.3 65.2 23.9 35.4 34.7 47.5
Old : 36.7 45.7 58.3 65.2 23.9 35.4 34.7 47.5
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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,512: 14,608 7,991 115 7,561 475 366 0 0 555 0 0: 393 485
Old : 16,512: 14,608 7,991 115 7,561 475 366 0 0 555 0 0: 393 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 451: -184 406 45 -25 25 366 0 0 40 0 0: 159 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 48.4 0.7 45.8 2.9 2.2 0.0 0.0 3.4 0.0 0.0: 2.4 2.9
Old : 100.0: 88.5 48.4 0.7 45.8 2.9 2.2 0.0 0.0 3.4 0.0 0.0: 2.4 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 : 23: 13 10 . 5 4 . 0 0 . 0 0:
Old : 23: 13 10 . 5 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 : 62.1 63.7 83.3 89.1 49.7 54.9 65.5 72.0
Old : 62.1 63.7 83.3 89.1 49.7 54.9 65.5 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, February 8, 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 : 6,986: 5,047 3,868 356 1,038 1,167 0 0 0 0 0 0: 416 913
Old : 6,986: 5,047 3,868 356 1,038 1,167 0 0 0 0 0 0: 416 913
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -54: -133 -108 24 -15 15 0 0 0 0 0 0: 40 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 55.4 5.1 14.9 16.7 0.0 0.0 0.0 0.0 0.0 0.0: 6.0 13.1
Old : 100.0: 72.2 55.4 5.1 14.9 16.7 0.0 0.0 0.0 0.0 0.0 0.0: 6.0 13.1
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 : 21: 13 9 . 5 6 0 0 0 0 0 0:
Old : 21: 13 9 . 5 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 : 67.8 54.2 82.1 73.6 62.8 43.9 67.7 57.1
Old : 67.8 54.2 82.1 73.6 62.8 43.9 67.7 57.1
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, February 8, 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 : 10,827: 9,554 6,861 514 2,818 185 0 0 0 0 0 0: 574 963
Old : 10,827: 9,554 6,861 514 2,818 185 0 0 0 0 0 0: 574 963
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 351: 296 464 -20 -100 50 0 0 0 0 0 0: 25 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 63.4 4.7 26.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.9
Old : 100.0: 88.2 63.4 4.7 26.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.9
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: 12 13 . . . 0 0 0 0 0 0:
Old : 21: 12 13 . . . 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 : 59.2 61.4 79.7 79.8 51.1 60.9 68.4 72.9
Old : 59.2 61.4 79.7 79.8 51.1 60.9 68.4 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011