NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 31, 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 : 4,730,067: 1,642,017 919,384 242,126 1,446,139 603,800 430,874 36,708 1,346,660 121,544 50,891 302,544: 40,502 23,941
Old : 4,730,067: 1,642,017 919,384 242,126 1,446,139 603,800 430,874 36,708 1,346,660 121,544 50,891 302,544: 40,502 23,941
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -51,172: -117,495 -23,540 -26,043 22,975 -3,351 17,795 -8,116 24,172 75,679 -39,038 -19,729: -2,200 -4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 19.4 5.1 30.6 12.8 9.1 0.8 28.5 2.6 1.1 6.4: 0.9 0.5
Old : 100.0: 34.7 19.4 5.1 30.6 12.8 9.1 0.8 28.5 2.6 1.1 6.4: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 221: 97 99 13 25 33 30 5 31 23 16 33:
Old : 221: 97 99 13 25 33 30 5 31 23 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 : 25.3 25.0 38.7 40.4 11.2 18.6 16.4 26.4
Old : 25.3 25.0 38.7 40.4 11.2 18.6 16.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, May 31, 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 : 399,401: 243,736 268,561 40,795 21,106 60,554 13,158 15,918 28,473 0 570 831: 11,854 3,388
Old : 399,401: 243,736 268,561 40,795 21,106 60,554 13,158 15,918 28,473 0 570 831: 11,854 3,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -361: -2,259 -6,257 -2,885 -8,253 7,623 -4,105 3,403 2,512 0 495 -217: -1,030 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 67.2 10.2 5.3 15.2 3.3 4.0 7.1 0.0 0.1 0.2: 3.0 0.8
Old : 100.0: 61.0 67.2 10.2 5.3 15.2 3.3 4.0 7.1 0.0 0.1 0.2: 3.0 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 : 59: 32 28 5 8 11 8 . 10 0 . .:
Old : 59: 32 28 5 8 11 8 . 10 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 : 30.5 46.7 49.5 66.4 21.0 33.0 31.8 38.5
Old : 30.5 46.7 49.5 66.4 21.0 33.0 31.8 38.5
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, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 177,707: 150,637 101,266 1,686 49,244 12,578 3,391 4,699 5,284 189 0 214: 3,728 4,422
Old : 177,707: 150,637 101,266 1,686 49,244 12,578 3,391 4,699 5,284 189 0 214: 3,728 4,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,660: -2,252 -44 0 -2,312 614 86 122 -164 60 0 -60: 56 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 57.0 0.9 27.7 7.1 1.9 2.6 3.0 0.1 0.0 0.1: 2.1 2.5
Old : 100.0: 84.8 57.0 0.9 27.7 7.1 1.9 2.6 3.0 0.1 0.0 0.1: 2.1 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 : 47: 28 25 . 11 12 . . 4 . 0 .:
Old : 47: 28 25 . 11 12 . . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 37.6 71.1 60.6 51.4 34.6 57.7 48.0
Old : 52.9 37.6 71.1 60.6 51.4 34.6 57.7 48.0
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, May 31, 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 : 331,013: 227,453 98,970 36,588 159,033 43,608 2,195 8,883 14,783 1,136 950 214: 5,036 4,572
Old : 331,013: 227,453 98,970 36,588 159,033 43,608 2,195 8,883 14,783 1,136 950 214: 5,036 4,572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,549: 2,132 2,242 1,543 -1,548 646 -1,202 1,658 1,026 1,136 771 -244: -488 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 29.9 11.1 48.0 13.2 0.7 2.7 4.5 0.3 0.3 0.1: 1.5 1.4
Old : 100.0: 68.7 29.9 11.1 48.0 13.2 0.7 2.7 4.5 0.3 0.3 0.1: 1.5 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: 23 18 5 9 13 . 8 5 . . .:
Old : 55: 23 18 5 9 13 . 8 5 . . .:
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 : 40.8 47.0 60.8 69.9 39.2 36.3 52.9 56.6
Old : 40.8 47.0 60.8 69.9 39.2 36.3 52.9 56.6
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, May 31, 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 : 690,214: 477,498 279,472 81,474 245,682 100,016 546 29,328 25,992 0 4,285 428: 4,260 5,011
Old : 690,214: 477,498 279,472 81,474 245,682 100,016 546 29,328 25,992 0 4,285 428: 4,260 5,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,767: 4,263 -716 -1,987 1,441 353 -64 -1,092 1,483 -670 1,742 -553: -58 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 40.5 11.8 35.6 14.5 0.1 4.2 3.8 0.0 0.6 0.1: 0.6 0.7
Old : 100.0: 69.2 40.5 11.8 35.6 14.5 0.1 4.2 3.8 0.0 0.6 0.1: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 37 31 6 16 21 . 7 7 0 . .:
Old : 71: 37 31 6 16 21 . 7 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 : 41.4 38.0 55.1 53.2 29.2 26.6 41.7 36.5
Old : 41.4 38.0 55.1 53.2 29.2 26.6 41.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, May 31, 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 : 196,577: 135,640 118,978 33,603 59,484 4,130 12,902 1,263 2,882 542 0 0: 6,878 9,840
Old : 196,577: 135,640 118,978 33,603 59,484 4,130 12,902 1,263 2,882 542 0 0: 6,878 9,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 327: -3,667 2,398 1,536 0 -124 3,092 -893 -442 542 0 0: -610 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 60.5 17.1 30.3 2.1 6.6 0.6 1.5 0.3 0.0 0.0: 3.5 5.0
Old : 100.0: 69.0 60.5 17.1 30.3 2.1 6.6 0.6 1.5 0.3 0.0 0.0: 3.5 5.0
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 : 41: 24 20 5 . . 4 . 4 . 0 0:
Old : 41: 24 20 5 . . 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 : 47.1 63.3 62.7 75.8 45.0 59.8 58.6 69.7
Old : 47.1 63.3 62.7 75.8 45.0 59.8 58.6 69.7
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, May 31, 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 : 320,939: 218,914 155,741 38,184 73,676 25,692 10,667 36,965 20,112 0 0 0: 7,370 8,753
Old : 320,939: 218,914 155,741 38,184 73,676 25,692 10,667 36,965 20,112 0 0 0: 7,370 8,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 937: 3,957 -12,139 -1,938 296 876 -37 11,244 260 0 0 0: -2,181 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 48.5 11.9 23.0 8.0 3.3 11.5 6.3 0.0 0.0 0.0: 2.3 2.7
Old : 100.0: 68.2 48.5 11.9 23.0 8.0 3.3 11.5 6.3 0.0 0.0 0.0: 2.3 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 : 61: 33 29 6 13 12 5 . 5 0 0 0:
Old : 61: 33 29 6 13 12 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 : 28.9 35.6 50.0 52.7 25.5 25.5 39.9 37.1
Old : 28.9 35.6 50.0 52.7 25.5 25.5 39.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 177,856: 127,713 70,559 3,582 59,151 25,461 8,830 10,414 7,416 0 0 0: 4,854 4,855
Old : 177,856: 127,713 70,559 3,582 59,151 25,461 8,830 10,414 7,416 0 0 0: 4,854 4,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -6,411: -8,901 4,013 1,674 -8,454 340 -828 -3,126 1,151 0 -166 -392: 545 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 39.7 2.0 33.3 14.3 5.0 5.9 4.2 0.0 0.0 0.0: 2.7 2.7
Old : 100.0: 71.8 39.7 2.0 33.3 14.3 5.0 5.9 4.2 0.0 0.0 0.0: 2.7 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 : 48: 23 26 4 12 9 4 . 5 0 0 0:
Old : 48: 23 26 4 12 9 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 : 40.3 27.3 60.8 47.0 35.4 22.2 50.3 36.6
Old : 40.3 27.3 60.8 47.0 35.4 22.2 50.3 36.6
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, May 31, 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 : 919,093: 58,666 125,592 244,478 46,942 81,558 111,626 148,364 266,065 6,655 136,590 76,262: 73,783 37,720
Old : 919,093: 58,666 125,592 244,478 46,942 81,558 111,626 148,364 266,065 6,655 136,590 76,262: 73,783 37,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,775: -5,467 7,760 -4,829 8,340 -2,365 4,353 -49,291 13,907 -8,496 19,481 6,233: 439 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.7 26.6 5.1 8.9 12.1 16.1 28.9 0.7 14.9 8.3: 8.0 4.1
Old : 100.0: 6.4 13.7 26.6 5.1 8.9 12.1 16.1 28.9 0.7 14.9 8.3: 8.0 4.1
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 : 324: 47 43 23 13 29 72 61 84 25 61 62:
Old : 324: 47 43 23 13 29 72 61 84 25 61 62:
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 : 18.6 21.0 32.1 32.1 15.6 11.9 24.1 18.4
Old : 18.6 21.0 32.1 32.1 15.6 11.9 24.1 18.4
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, May 31, 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 : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Old : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 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: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.8
Old : 100.0: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.8
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 : 20: 10 8 . 5 4 0 0 0 0 0 0:
Old : 20: 10 8 . 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 : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
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, May 31, 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 : 40,812: 21,943 27,388 7,572 1,259 3,799 2,496 904 2,194 0 0 0: 2,808 5,268
Old : 40,812: 21,943 27,388 7,572 1,259 3,799 2,496 904 2,194 0 0 0: 2,808 5,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 96: 520 288 0 0 0 0 -288 216 0 0 0: -640 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 67.1 18.6 3.1 9.3 6.1 2.2 5.4 0.0 0.0 0.0: 6.9 12.9
Old : 100.0: 53.8 67.1 18.6 3.1 9.3 6.1 2.2 5.4 0.0 0.0 0.0: 6.9 12.9
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: 10 12 . . . . . . 0 0 0:
Old : 23: 10 12 . . . . . . 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 50.2 67.8 67.7 45.8 48.1 62.3 61.1
Old : 46.7 50.2 67.8 67.7 45.8 48.1 62.3 61.1
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, May 31, 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 : 89,508: 47,479 40,183 23,334 25,068 9,102 830 7,459 3,190 0 0 0: 5,573 4,506
Old : 89,508: 47,479 40,183 23,334 25,068 9,102 830 7,459 3,190 0 0 0: 5,573 4,506
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 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: 53.0 44.9 26.1 28.0 10.2 0.9 8.3 3.6 0.0 0.0 0.0: 6.2 5.0
Old : 100.0: 53.0 44.9 26.1 28.0 10.2 0.9 8.3 3.6 0.0 0.0 0.0: 6.2 5.0
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 : 33: 11 14 7 4 6 . . . 0 0 0:
Old : 33: 11 14 7 4 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 39.2 69.5 61.5 43.4 36.8 57.1 53.0
Old : 46.2 39.2 69.5 61.5 43.4 36.8 57.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, May 31, 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 : 75,550: 38,827 29,525 12,589 25,272 8,541 5,398 0 1,011 0 0 0: 9,184 11,201
Old : 75,550: 38,827 29,525 12,589 25,272 8,541 5,398 0 1,011 0 0 0: 9,184 11,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,802: -1,552 0 90 -122 0 4,264 0 -366 0 0 0: 366 3,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 39.1 16.7 33.5 11.3 7.1 0.0 1.3 0.0 0.0 0.0: 12.2 14.8
Old : 100.0: 51.4 39.1 16.7 33.5 11.3 7.1 0.0 1.3 0.0 0.0 0.0: 12.2 14.8
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 : 20: 7 8 5 4 7 . 0 . 0 0 0:
Old : 20: 7 8 5 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 : 58.7 50.7 75.7 69.1 47.5 49.8 60.8 61.1
Old : 58.7 50.7 75.7 69.1 47.5 49.8 60.8 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, May 31, 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 : 130,538: 68,335 51,937 20,126 48,650 18,371 5,306 0 4,225 0 0 0: 14,175 7,355
Old : 130,538: 68,335 51,937 20,126 48,650 18,371 5,306 0 4,225 0 0 0: 14,175 7,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 218: -772 286 0 0 0 683 -375 307 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 39.8 15.4 37.3 14.1 4.1 0.0 3.2 0.0 0.0 0.0: 10.9 5.6
Old : 100.0: 52.3 39.8 15.4 37.3 14.1 4.1 0.0 3.2 0.0 0.0 0.0: 10.9 5.6
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 : 34: 16 15 5 7 6 . 0 . 0 0 0:
Old : 34: 16 15 5 7 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 : 32.5 39.4 56.0 60.6 29.7 33.8 40.9 49.7
Old : 32.5 39.4 56.0 60.6 29.7 33.8 40.9 49.7
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, May 31, 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 : 2,569,683: 703,774 382,511 112,026 903,729 423,808 295,704 33,148 522,630 238,595 35,925 238,251: 34,895 29,681
Old : 2,569,683: 703,774 382,511 112,026 903,729 423,808 295,704 33,148 522,630 238,595 35,925 238,251: 34,895 29,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -64,743: -53,966 -28,533 2,881 -20,493 -227 -8,156 535 -3,139 423 -10,613 -1,974: -585 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.9 4.4 35.2 16.5 11.5 1.3 20.3 9.3 1.4 9.3: 1.4 1.2
Old : 100.0: 27.4 14.9 4.4 35.2 16.5 11.5 1.3 20.3 9.3 1.4 9.3: 1.4 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 : 169: 72 61 12 18 27 27 9 27 19 9 21:
Old : 169: 72 61 12 18 27 27 9 27 19 9 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 29.6 32.8 47.8 10.4 22.2 17.8 32.1
Old : 21.6 29.6 32.8 47.8 10.4 22.2 17.8 32.1
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, May 31, 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 : 947,634: 152,325 147,782 220,072 301,179 276,361 77,008 34,905 70,701 61,284 26,586 86,406: 3,477 3,714
Old : 947,634: 152,325 147,782 220,072 301,179 276,361 77,008 34,905 70,701 61,284 26,586 86,406: 3,477 3,714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -82,474: -13,156 -10,839 2,522 -7,939 -10,263 -49,938 -5,849 -6,058 9,361 -27,008 -14,368: -574 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.6 23.2 31.8 29.2 8.1 3.7 7.5 6.5 2.8 9.1: 0.4 0.4
Old : 100.0: 16.1 15.6 23.2 31.8 29.2 8.1 3.7 7.5 6.5 2.8 9.1: 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 : 99: 23 18 11 12 18 12 13 15 10 16 18:
Old : 99: 23 18 11 12 18 12 13 15 10 16 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 38.8 49.7 60.0 17.7 29.5 27.2 38.5
Old : 31.2 38.8 49.7 60.0 17.7 29.5 27.2 38.5
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, May 31, 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 : 23,105: 21,711 13,098 524 9,118 434 86 70 20 0 0 0: 330 365
Old : 23,105: 21,711 13,098 524 9,118 434 86 70 20 0 0 0: 330 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 215: 344 69 30 161 30 5 0 0 0 0 0: -194 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 56.7 2.3 39.5 1.9 0.4 0.3 0.1 0.0 0.0 0.0: 1.4 1.6
Old : 100.0: 94.0 56.7 2.3 39.5 1.9 0.4 0.3 0.1 0.0 0.0 0.0: 1.4 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 : 43: 29 28 . 6 6 . . . 0 0 0:
Old : 43: 29 28 . 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 : 46.3 41.5 66.9 67.3 38.2 35.5 48.8 52.8
Old : 46.3 41.5 66.9 67.3 38.2 35.5 48.8 52.8
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, May 31, 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 : 16,286: 14,177 7,646 205 7,464 554 768 0 10 280 40 90: 202 482
Old : 16,286: 14,177 7,646 205 7,464 554 768 0 10 280 40 90: 202 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 65: -15 105 0 0 0 0 0 0 50 -70 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 46.9 1.3 45.8 3.4 4.7 0.0 0.1 1.7 0.2 0.6: 1.2 3.0
Old : 100.0: 87.1 46.9 1.3 45.8 3.4 4.7 0.0 0.1 1.7 0.2 0.6: 1.2 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 : 30: 18 17 . 4 . . 0 . . . .:
Old : 30: 18 17 . 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 61.2 72.7 83.0 40.3 53.4 52.0 64.1
Old : 54.2 61.2 72.7 83.0 40.3 53.4 52.0 64.1
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, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,495: 5,756 5,456 1,647 1,852 477 0 0 45 260 0 0: 310 665
Old : 8,495: 5,756 5,456 1,647 1,852 477 0 0 45 260 0 0: 310 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 445: 70 388 6 -52 85 0 -30 0 260 0 0: 24 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 64.2 19.4 21.8 5.6 0.0 0.0 0.5 3.1 0.0 0.0: 3.6 7.8
Old : 100.0: 67.8 64.2 19.4 21.8 5.6 0.0 0.0 0.5 3.1 0.0 0.0: 3.6 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 : 27: 13 13 4 4 4 0 0 . . 0 0:
Old : 27: 13 13 4 4 4 0 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 48.9 80.0 71.8 60.6 46.4 72.7 65.7
Old : 63.9 48.9 80.0 71.8 60.6 46.4 72.7 65.7
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, May 31, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,884: 10,073 4,949 493 5,306 800 0 0 0 0 0 0: 518 829
Old : 11,884: 10,073 4,949 493 5,306 800 0 0 0 0 0 0: 518 829
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 209: 184 54 0 135 0 0 0 0 0 0 0: 25 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 41.6 4.1 44.6 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 7.0
Old : 100.0: 84.8 41.6 4.1 44.6 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 7.0
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 : 28: 15 13 . 6 . 0 0 0 0 0 0:
Old : 28: 15 13 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 57.8 77.7 77.0 59.7 55.6 73.5 72.0
Old : 61.4 57.8 77.7 77.0 59.7 55.6 73.5 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011