NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, February 1, 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 : 4,566,168: 1,662,002 824,696 131,204 1,366,758 540,556 444,331 24,195 1,398,638 35,746 66,915 328,677: 25,014 15,733
Old : 4,566,168: 1,662,002 824,696 131,204 1,366,758 540,556 444,331 24,195 1,398,638 35,746 66,915 328,677: 25,014 15,733
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -208,598: -128,748 -95,635 -1,573 -70,297 -5,990 -45,293 1,578 -22,478 9,055 -2,359 -15,875: 2,304 2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 18.1 2.9 29.9 11.8 9.7 0.5 30.6 0.8 1.5 7.2: 0.5 0.3
Old : 100.0: 36.4 18.1 2.9 29.9 11.8 9.7 0.5 30.6 0.8 1.5 7.2: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 217: 99 92 11 24 31 26 12 36 20 16 33:
Old : 217: 99 92 11 24 31 26 12 36 20 16 33:
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 : 25.1 24.9 40.0 40.4 12.1 17.8 17.5 24.8
Old : 25.1 24.9 40.0 40.4 12.1 17.8 17.5 24.8
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 - Futures Only, February 1, 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 : 379,374: 211,945 272,050 51,231 22,184 58,516 24,998 11,681 9,513 3,132 0 276: 19,763 5,154
Old : 379,374: 211,945 272,050 51,231 22,184 58,516 24,998 11,681 9,513 3,132 0 276: 19,763 5,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -10,986: 317 -12,733 11,483 552 -116 -23,353 -1,272 1,528 -1,415 0 0: 570 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 71.7 13.5 5.8 15.4 6.6 3.1 2.5 0.8 0.0 0.1: 5.2 1.4
Old : 100.0: 55.9 71.7 13.5 5.8 15.4 6.6 3.1 2.5 0.8 0.0 0.1: 5.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 30 25 6 6 9 5 4 7 . 0 .:
Old : 55: 30 25 6 6 9 5 4 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 : 34.9 54.0 52.8 72.2 22.2 36.0 32.6 43.5
Old : 34.9 54.0 52.8 72.2 22.2 36.0 32.6 43.5
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 - Futures Only, February 1, 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 : 191,482: 161,531 100,326 6,901 68,993 11,759 4,099 2,199 3,692 0 0 0: 3,500 4,513
Old : 191,482: 161,531 100,326 6,901 68,993 11,759 4,099 2,199 3,692 0 0 0: 3,500 4,513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -106: 5,429 -1,978 -4,024 6,139 -1,103 1,112 -1,668 -1,041 0 0 0: -479 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 52.4 3.6 36.0 6.1 2.1 1.1 1.9 0.0 0.0 0.0: 1.8 2.4
Old : 100.0: 84.4 52.4 3.6 36.0 6.1 2.1 1.1 1.9 0.0 0.0 0.0: 1.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 23 . 10 10 4 . 5 0 0 0:
Old : 45: 22 23 . 10 10 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 : 59.9 38.7 76.6 63.8 59.2 37.0 69.2 57.0
Old : 59.9 38.7 76.6 63.8 59.2 37.0 69.2 57.0
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 - Futures Only, February 1, 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 : 342,573: 205,683 118,027 38,136 141,664 62,806 20,483 5,798 9,174 0 0 0: 6,291 5,104
Old : 342,573: 205,683 118,027 38,136 141,664 62,806 20,483 5,798 9,174 0 0 0: 6,291 5,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 2,625: -769 -2,683 535 2,990 233 2,247 2,029 -305 0 0 0: 684 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 34.5 11.1 41.4 18.3 6.0 1.7 2.7 0.0 0.0 0.0: 1.8 1.5
Old : 100.0: 60.0 34.5 11.1 41.4 18.3 6.0 1.7 2.7 0.0 0.0 0.0: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 19 . 11 13 5 . 4 0 0 0:
Old : 46: 22 19 . 11 13 5 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 50.6 62.5 75.0 39.6 42.1 56.0 58.0
Old : 41.8 50.6 62.5 75.0 39.6 42.1 56.0 58.0
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 - Futures Only, February 1, 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 : 744,771: 520,679 280,680 82,499 307,268 78,643 12,026 27,270 42,108 127 99 852: 7,837 7,851
Old : 744,771: 520,679 280,680 82,499 307,268 78,643 12,026 27,270 42,108 127 99 852: 7,837 7,851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 11,681: 6,205 911 -2,664 -1,448 -1,950 2,101 6,311 4,342 127 -760 427: 3,093 3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 37.7 11.1 41.3 10.6 1.6 3.7 5.7 0.0 0.0 0.1: 1.1 1.1
Old : 100.0: 69.9 37.7 11.1 41.3 10.6 1.6 3.7 5.7 0.0 0.0 0.1: 1.1 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 : 69: 37 29 7 14 19 . 5 6 . . .:
Old : 69: 37 29 7 14 19 . 5 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.7 52.2 57.1 24.7 29.6 36.6 40.0
Old : 38.7 41.7 52.2 57.1 24.7 29.6 36.6 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, February 1, 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 : 198,282: 136,137 127,287 19,501 47,779 5,258 21,291 1,176 7,820 0 0 0: 8,275 8,962
Old : 198,282: 136,137 127,287 19,501 47,779 5,258 21,291 1,176 7,820 0 0 0: 8,275 8,962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 548: -2,484 811 611 -493 152 1,647 -988 576 0 0 0: 46 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 64.2 9.8 24.1 2.7 10.7 0.6 3.9 0.0 0.0 0.0: 4.2 4.5
Old : 100.0: 68.7 64.2 9.8 24.1 2.7 10.7 0.6 3.9 0.0 0.0 0.0: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 24 4 . 4 . . 4 0 0 0:
Old : 42: 27 24 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 : 41.7 63.8 58.7 77.6 38.6 61.7 53.3 69.9
Old : 41.7 63.8 58.7 77.6 38.6 61.7 53.3 69.9
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 - Futures Only, February 1, 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 : 353,690: 235,975 185,407 26,296 77,561 26,755 18,255 18,501 38,459 348 0 0: 7,602 7,007
Old : 353,690: 235,975 185,407 26,296 77,561 26,755 18,255 18,501 38,459 348 0 0: 7,602 7,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,388: 5,607 10,788 898 2,554 -1,806 5,054 -1,376 -787 0 0 0: 422 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 52.4 7.4 21.9 7.6 5.2 5.2 10.9 0.1 0.0 0.0: 2.1 2.0
Old : 100.0: 66.7 52.4 7.4 21.9 7.6 5.2 5.2 10.9 0.1 0.0 0.0: 2.1 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 : 60: 31 27 4 13 11 . . 4 . 0 0:
Old : 60: 31 27 4 13 11 . . 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 : 36.8 42.7 57.1 56.2 27.9 30.6 39.5 42.7
Old : 36.8 42.7 57.1 56.2 27.9 30.6 39.5 42.7
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 - Futures Only, February 1, 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 : 194,045: 139,603 62,646 11,580 61,301 20,990 5,627 33,430 7,408 0 2,400 0: 8,837 5,870
Old : 194,045: 139,603 62,646 11,580 61,301 20,990 5,627 33,430 7,408 0 2,400 0: 8,837 5,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,734: 10,789 12,030 335 3,934 -339 -3,396 -7,163 1,538 0 -856 0: 807 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 32.3 6.0 31.6 10.8 2.9 17.2 3.8 0.0 1.2 0.0: 4.6 3.0
Old : 100.0: 71.9 32.3 6.0 31.6 10.8 2.9 17.2 3.8 0.0 1.2 0.0: 4.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 16 . 11 8 . 4 5 0 . 0:
Old : 47: 25 16 . 11 8 . 4 5 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 42.2 61.3 63.4 41.5 36.6 51.3 52.1
Old : 46.0 42.2 61.3 63.4 41.5 36.6 51.3 52.1
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 - Futures Only, February 1, 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 : 831,568: 51,977 92,515 251,951 38,432 61,253 120,361 240,648 184,688 19,228 118,073 60,554: 81,556 35,405
Old : 831,568: 51,977 92,515 251,951 38,432 61,253 120,361 240,648 184,688 19,228 118,073 60,554: 81,556 35,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -4,997: -3,515 -1,926 7,954 -4,653 -5,207 519 17,042 -2,054 3,780 -4,134 -4,836: -1,638 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.1 30.3 4.6 7.4 14.5 28.9 22.2 2.3 14.2 7.3: 9.8 4.3
Old : 100.0: 6.3 11.1 30.3 4.6 7.4 14.5 28.9 22.2 2.3 14.2 7.3: 9.8 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 : 283: 45 38 22 11 30 52 57 70 25 50 58:
Old : 283: 45 38 22 11 30 52 57 70 25 50 58:
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 : 19.8 30.0 32.2 39.3 18.0 22.3 27.4 29.0
Old : 19.8 30.0 32.2 39.3 18.0 22.3 27.4 29.0
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 - Futures Only, February 1, 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: January 25, 2011 :
: -3,604: -1,344 -2,308 -1,916 -504 -8 0 0 0 0 0 0: -336 -784
: : :
: : 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 64.1 63.2 84.5 35.1 62.7 58.7 75.7
Old : 37.3 64.1 63.2 84.5 35.1 62.7 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 - Futures Only, February 1, 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 : 56,199: 29,520 27,692 11,290 19,371 4,759 0 0 0 0 0 0: 10,630 4,377
Old : 56,199: 29,520 27,692 11,290 19,371 4,759 0 0 0 0 0 0: 10,630 4,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 304: 304 0 0 0 0 0 0 0 0 0 0: 0 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 49.3 20.1 34.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.9 7.8
Old : 100.0: 52.5 49.3 20.1 34.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . 5 4 0 0 0 0 0 0:
Old : 21: 12 10 . 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 : 47.5 51.3 65.9 73.4 44.0 46.7 58.0 63.9
Old : 47.5 51.3 65.9 73.4 44.0 46.7 58.0 63.9
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 - Futures Only, February 1, 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 : 49,850: 25,500 32,734 11,195 2,023 158 2,270 2,316 3,838 0 0 0: 6,889 8,781
Old : 49,850: 25,500 32,734 11,195 2,023 158 2,270 2,316 3,838 0 0 0: 6,889 8,781
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 0: 0 428 0 0 0 0 -428 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 65.7 22.5 4.1 0.3 4.6 4.6 7.7 0.0 0.0 0.0: 13.8 17.6
Old : 100.0: 51.2 65.7 22.5 4.1 0.3 4.6 4.6 7.7 0.0 0.0 0.0: 13.8 17.6
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 : 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 : 47.1 56.1 66.4 73.0 46.4 51.8 62.4 63.0
Old : 47.1 56.1 66.4 73.0 46.4 51.8 62.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 60,489: 31,383 4,604 8,340 39,628 3,737 152 1,030 4,224 0 0 0: 12,653 7,266
Old : 60,489: 31,383 4,604 8,340 39,628 3,737 152 1,030 4,224 0 0 0: 12,653 7,266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 62: 0 0 0 0 0 62 0 0 0 0 0: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 7.6 13.8 65.5 6.2 0.3 1.7 7.0 0.0 0.0 0.0: 20.9 12.0
Old : 100.0: 51.9 7.6 13.8 65.5 6.2 0.3 1.7 7.0 0.0 0.0 0.0: 20.9 12.0
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 : 20: 12 7 . 4 . . . . 0 0 0:
Old : 20: 12 7 . 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 : 41.0 66.9 60.4 82.6 40.5 65.5 57.0 69.1
Old : 41.0 66.9 60.4 82.6 40.5 65.5 57.0 69.1
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 - Futures Only, February 1, 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 : 100,420: 53,413 49,542 28,142 27,603 8,703 0 9,021 1,999 0 0 0: 8,163 3,552
Old : 100,420: 53,413 49,542 28,142 27,603 8,703 0 9,021 1,999 0 0 0: 8,163 3,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -5,288: -2,409 -2,780 -1,368 -755 -140 0 -986 -248 0 0 0: -1,123 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 49.3 28.0 27.5 8.7 0.0 9.0 2.0 0.0 0.0 0.0: 8.1 3.5
Old : 100.0: 53.2 49.3 28.0 27.5 8.7 0.0 9.0 2.0 0.0 0.0 0.0: 8.1 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 : 32: 11 15 6 4 7 0 . . 0 0 0:
Old : 32: 11 15 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 : 46.6 36.8 69.6 59.5 44.4 36.7 58.9 55.5
Old : 46.6 36.8 69.6 59.5 44.4 36.7 58.9 55.5
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 - Futures Only, February 1, 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 : 149,024: 74,308 60,986 25,623 56,446 20,142 10,567 0 3,629 0 0 0: 14,755 7,821
Old : 149,024: 74,308 60,986 25,623 56,446 20,142 10,567 0 3,629 0 0 0: 14,755 7,821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -6,407: -3,639 -3,762 -2,110 -1,792 212 -568 0 -852 0 0 0: 550 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 40.9 17.2 37.9 13.5 7.1 0.0 2.4 0.0 0.0 0.0: 9.9 5.2
Old : 100.0: 49.9 40.9 17.2 37.9 13.5 7.1 0.0 2.4 0.0 0.0 0.0: 9.9 5.2
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 : 34: 17 13 6 6 6 . 0 . 0 0 0:
Old : 34: 17 13 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 : 32.1 38.6 55.5 62.2 28.4 33.6 43.6 50.2
Old : 32.1 38.6 55.5 62.2 28.4 33.6 43.6 50.2
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 - Futures Only, February 1, 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 : 2,531,989: 681,650 374,604 124,419 853,378 397,741 333,501 36,179 545,075 171,848 42,592 262,509: 15,246 19,911
Old : 2,531,989: 681,650 374,604 124,419 853,378 397,741 333,501 36,179 545,075 171,848 42,592 262,509: 15,246 19,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -57,522: -31,527 -34,563 14,750 -5,819 -11,056 -18,145 -11,061 13,181 -13,216 2,796 -8,952: -2,557 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.8 4.9 33.7 15.7 13.2 1.4 21.5 6.8 1.7 10.4: 0.6 0.8
Old : 100.0: 26.9 14.8 4.9 33.7 15.7 13.2 1.4 21.5 6.8 1.7 10.4: 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 : 170: 70 55 11 20 28 20 14 33 21 10 26:
Old : 170: 70 55 11 20 28 20 14 33 21 10 26:
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 27.9 35.4 44.5 13.7 23.3 20.4 30.9
Old : 25.0 27.9 35.4 44.5 13.7 23.3 20.4 30.9
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 - Futures Only, February 1, 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 : 982,964: 161,878 159,096 182,955 301,726 263,656 107,698 44,252 82,860 68,037 16,075 111,021: 4,859 4,278
Old : 982,964: 161,878 159,096 182,955 301,726 263,656 107,698 44,252 82,860 68,037 16,075 111,021: 4,859 4,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -63,816: -8,432 -7,610 4,101 1,913 -23,415 -17,691 -610 -8,825 -3,204 -17,973 -7,753: 1,403 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.2 18.6 30.7 26.8 11.0 4.5 8.4 6.9 1.6 11.3: 0.5 0.4
Old : 100.0: 16.5 16.2 18.6 30.7 26.8 11.0 4.5 8.4 6.9 1.6 11.3: 0.5 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 : 97: 19 19 12 10 18 14 11 18 15 13 24:
Old : 97: 19 19 12 10 18 14 11 18 15 13 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 : 24.1 37.9 42.9 59.8 15.1 30.6 24.6 38.8
Old : 24.1 37.9 42.9 59.8 15.1 30.6 24.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 1, 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 : 27,977: 25,029 17,893 300 8,272 1,448 329 0 73 410 0 0: 388 291
Old : 27,977: 25,029 17,893 300 8,272 1,448 329 0 73 410 0 0: 388 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 783: 666 728 70 38 25 -40 0 -8 55 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 64.0 1.1 29.6 5.2 1.2 0.0 0.3 1.5 0.0 0.0: 1.4 1.0
Old : 100.0: 89.5 64.0 1.1 29.6 5.2 1.2 0.0 0.3 1.5 0.0 0.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 27 . 6 6 . 0 . . 0 0:
Old : 42: 29 27 . 6 6 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 43.6 58.4 61.4 21.7 35.8 32.6 47.4
Old : 38.2 43.6 58.4 61.4 21.7 35.8 32.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 1, 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 : 16,061: 14,792 7,585 70 7,586 450 0 0 0 515 0 0: 234 440
Old : 16,061: 14,792 7,585 70 7,586 450 0 0 0 515 0 0: 234 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -1,095: -955 -685 -15 -304 25 0 -10 -75 -100 0 0: 25 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 47.2 0.4 47.2 2.8 0.0 0.0 0.0 3.2 0.0 0.0: 1.5 2.7
Old : 100.0: 92.1 47.2 0.4 47.2 2.8 0.0 0.0 0.0 3.2 0.0 0.0: 1.5 2.7
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 11 . 5 4 0 0 0 . 0 0:
Old : 23: 14 11 . 5 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 62.8 86.6 90.3 50.4 57.0 71.3 75.7
Old : 62.1 62.8 86.6 90.3 50.4 57.0 71.3 75.7
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 - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 7,040: 5,180 3,976 332 1,053 1,152 0 0 0 0 0 0: 376 859
Old : 7,040: 5,180 3,976 332 1,053 1,152 0 0 0 0 0 0: 376 859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -1,049: -731 -995 167 157 -441 0 0 0 0 0 0: -44 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 56.5 4.7 15.0 16.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 12.2
Old : 100.0: 73.6 56.5 4.7 15.0 16.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 9 . 5 6 0 0 0 0 0 0:
Old : 21: 14 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 : 66.8 55.3 81.6 74.6 62.5 43.8 67.2 56.9
Old : 66.8 55.3 81.6 74.6 62.5 43.8 67.2 56.9
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 - Futures Only, February 1, 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 : 10,476: 9,258 6,397 534 2,918 135 0 0 0 0 0 0: 549 1,026
Old : 10,476: 9,258 6,397 534 2,918 135 0 0 0 0 0 0: 549 1,026
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -443: -335 -355 264 -95 -52 0 0 0 0 0 0: -320 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 61.1 5.1 27.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 9.8
Old : 100.0: 88.4 61.1 5.1 27.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 0 0 0 0 0:
Old : 21: 13 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 : 58.3 64.9 80.9 81.8 52.0 64.5 71.0 77.5
Old : 58.3 64.9 80.9 81.8 52.0 64.5 71.0 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011