NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 4,325,283: 1,724,757 970,054 282,385 1,113,229 630,794 313,845 208,115 977,412 32,964 73,785 329,123: 34,003 22,771
Old : 4,325,283: 1,724,757 970,054 282,385 1,113,229 630,794 313,845 208,115 977,412 32,964 73,785 329,123: 34,003 22,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -66,056: 33,945 54,151 -9,050 -660 1,740 3,821 15,273 -112,458 11,817 -26,243 5,782: -1,653 -3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 22.4 6.5 25.7 14.6 7.3 4.8 22.6 0.8 1.7 7.6: 0.8 0.5
Old : 100.0: 39.9 22.4 6.5 25.7 14.6 7.3 4.8 22.6 0.8 1.7 7.6: 0.8 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 : 226: 105 99 12 25 33 28 12 37 17 20 29:
Old : 226: 105 99 12 25 33 28 12 37 17 20 29:
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 : 21.0 20.5 35.5 36.2 12.5 16.7 18.9 24.0
Old : 21.0 20.5 35.5 36.2 12.5 16.7 18.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 332,339: 196,988 234,593 50,272 14,261 49,074 5,959 12,123 15,392 498 39 2,084: 12,072 4,773
Old : 332,339: 196,988 234,593 50,272 14,261 49,074 5,959 12,123 15,392 498 39 2,084: 12,072 4,773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2,019: -1,571 -1,258 212 -2,213 2,545 -1,065 1,111 -2,167 -325 39 -97: 449 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 70.6 15.1 4.3 14.8 1.8 3.6 4.6 0.1 0.0 0.6: 3.6 1.4
Old : 100.0: 59.3 70.6 15.1 4.3 14.8 1.8 3.6 4.6 0.1 0.0 0.6: 3.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 32 29 7 5 10 4 6 8 . . .:
Old : 62: 32 29 7 5 10 4 6 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 46.4 54.8 63.7 25.8 39.5 38.4 47.3
Old : 33.5 46.4 54.8 63.7 25.8 39.5 38.4 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 199,168: 153,272 145,293 11,622 30,271 15,089 8,815 0 1,442 0 34 1,010: 7,918 6,029
Old : 199,168: 153,272 145,293 11,622 30,271 15,089 8,815 0 1,442 0 34 1,010: 7,918 6,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 16,416: 10,611 15,129 2,208 -4,376 2,951 -2,646 0 8 -59 34 1: 3,342 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 72.9 5.8 15.2 7.6 4.4 0.0 0.7 0.0 0.0 0.5: 4.0 3.0
Old : 100.0: 77.0 72.9 5.8 15.2 7.6 4.4 0.0 0.7 0.0 0.0 0.5: 4.0 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 24 4 8 10 4 0 . 0 . .:
Old : 47: 25 24 4 8 10 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 : 51.7 49.3 68.2 66.5 47.2 48.0 59.2 61.1
Old : 51.7 49.3 68.2 66.5 47.2 48.0 59.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 316,815: 236,087 108,614 50,154 153,376 17,816 4,585 23,790 5,317 0 1,435 397: 2,459 6,070
Old : 316,815: 236,087 108,614 50,154 153,376 17,816 4,585 23,790 5,317 0 1,435 397: 2,459 6,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 4,078: 1,477 4,861 -2,174 -6,156 3,425 -1,776 -1,602 2,875 0 -395 366: -115 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 34.3 15.8 48.4 5.6 1.4 7.5 1.7 0.0 0.5 0.1: 0.8 1.9
Old : 100.0: 74.5 34.3 15.8 48.4 5.6 1.4 7.5 1.7 0.0 0.5 0.1: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 24 28 4 11 13 . . . 0 . .:
Old : 53: 24 28 4 11 13 . . . 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 : 49.2 42.4 70.1 67.2 48.1 39.1 66.6 58.7
Old : 49.2 42.4 70.1 67.2 48.1 39.1 66.6 58.7
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, September 13, 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 : 592,995: 457,196 233,359 25,102 254,044 77,909 6,508 5,142 21,760 904 192 579: 3,037 10
Old : 592,995: 457,196 233,359 25,102 254,044 77,909 6,508 5,142 21,760 904 192 579: 3,037 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 8,156: 10,459 9,896 2,452 4,941 -1,344 224 -1,269 -3,005 -376 0 124: -378 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 39.4 4.2 42.8 13.1 1.1 0.9 3.7 0.2 0.0 0.1: 0.5 0.0
Old : 100.0: 77.1 39.4 4.2 42.8 13.1 1.1 0.9 3.7 0.2 0.0 0.1: 0.5 0.0
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 : 71: 38 29 8 14 21 . 4 5 . . .:
Old : 71: 38 29 8 14 21 . 4 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 : 31.9 37.2 50.8 54.8 30.5 34.0 42.4 46.6
Old : 31.9 37.2 50.8 54.8 30.5 34.0 42.4 46.6
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, September 13, 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 : 216,367: 146,935 167,860 43,721 11,030 5,043 6,173 21,107 5,690 0 0 0: 8,805 5,637
Old : 216,367: 146,935 167,860 43,721 11,030 5,043 6,173 21,107 5,690 0 0 0: 8,805 5,637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,292: 5,202 1,682 1,029 -493 133 2,429 8,722 -1,916 0 0 0: 415 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 77.6 20.2 5.1 2.3 2.9 9.8 2.6 0.0 0.0 0.0: 4.1 2.6
Old : 100.0: 67.9 77.6 20.2 5.1 2.3 2.9 9.8 2.6 0.0 0.0 0.0: 4.1 2.6
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 : 40: 25 24 5 . 4 . . . 0 0 0:
Old : 40: 25 24 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 : 50.8 60.0 65.8 78.3 47.3 58.3 58.9 73.8
Old : 50.8 60.0 65.8 78.3 47.3 58.3 58.9 73.8
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, September 13, 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 : 300,313: 172,959 168,501 43,030 64,489 15,084 14,172 1,061 44,000 620 0 0: 10,448 7,178
Old : 300,313: 172,959 168,501 43,030 64,489 15,084 14,172 1,061 44,000 620 0 0: 10,448 7,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 24,719: 2,247 30,740 1,312 -1,789 458 9,551 -14,750 10,636 124 0 0: 391 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 56.1 14.3 21.5 5.0 4.7 0.4 14.7 0.2 0.0 0.0: 3.5 2.4
Old : 100.0: 57.6 56.1 14.3 21.5 5.0 4.7 0.4 14.7 0.2 0.0 0.0: 3.5 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 : 57: 30 30 7 10 10 5 . 4 . 0 0:
Old : 57: 30 30 7 10 10 5 . 4 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 40.3 56.7 56.2 23.6 25.9 34.9 37.7
Old : 38.1 40.3 56.7 56.2 23.6 25.9 34.9 37.7
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, September 13, 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 : 159,539: 110,730 73,720 14,001 48,653 17,661 12,224 9,361 2,890 0 63 247: 1,786 6,944
Old : 159,539: 110,730 73,720 14,001 48,653 17,661 12,224 9,361 2,890 0 63 247: 1,786 6,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,244: -591 1,918 -961 -252 1,739 4,740 1,492 -2,685 0 30 -30: 32 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 46.2 8.8 30.5 11.1 7.7 5.9 1.8 0.0 0.0 0.2: 1.1 4.4
Old : 100.0: 69.4 46.2 8.8 30.5 11.1 7.7 5.9 1.8 0.0 0.0 0.2: 1.1 4.4
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 : 39: 19 18 . 12 8 . . . 0 . .:
Old : 39: 19 18 . 12 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 : 67.0 30.7 80.4 51.1 63.3 28.9 73.3 47.1
Old : 67.0 30.7 80.4 51.1 63.3 28.9 73.3 47.1
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, September 13, 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 : 952,674: 113,256 153,334 235,090 45,456 85,157 126,813 238,741 226,606 16,287 88,059 70,880: 78,585 44,441
Old : 952,674: 113,256 153,334 235,090 45,456 85,157 126,813 238,741 226,606 16,287 88,059 70,880: 78,585 44,441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -25,278: 30,472 27,995 -2,331 2,393 -12,492 -807 -12,871 -34,195 -10,584 2,163 2,901: 1,758 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 16.1 24.7 4.8 8.9 13.3 25.1 23.8 1.7 9.2 7.4: 8.2 4.7
Old : 100.0: 11.9 16.1 24.7 4.8 8.9 13.3 25.1 23.8 1.7 9.2 7.4: 8.2 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 : 326: 52 45 27 10 31 64 77 80 31 43 56:
Old : 326: 52 45 27 10 31 64 77 80 31 43 56:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 18.3 29.4 30.9 14.3 12.1 21.3 19.1
Old : 17.1 18.3 29.4 30.9 14.3 12.1 21.3 19.1
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, September 13, 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 : 35,664: 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,313
Old : 35,664: 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 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: 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0: 24.0 9.3
Old : 100.0: 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0: 24.0 9.3
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 : 21: 10 8 . 5 4 0 . 0 0 0 0:
Old : 21: 10 8 . 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 : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
Old : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
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, September 13, 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 : 32,528: 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0: 3,607 5,978
Old : 32,528: 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0: 3,607 5,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 944: 576 0 0 0 0 352 0 -112 0 0 0: 128 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 59.3 7.0 9.2 8.1 6.3 0.5 4.4 0.0 0.0 0.0: 11.1 18.4
Old : 100.0: 63.0 59.3 7.0 9.2 8.1 6.3 0.5 4.4 0.0 0.0 0.0: 11.1 18.4
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 : 22: 10 11 . . 4 . . . 0 0 0:
Old : 22: 10 11 . . 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 : 54.0 46.0 74.2 66.8 52.4 44.3 63.3 58.5
Old : 54.0 46.0 74.2 66.8 52.4 44.3 63.3 58.5
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, September 13, 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 : 66,563: 39,593 24,015 14,971 21,263 7,025 0 7,883 2,059 0 0 0: 2,915 4,318
Old : 66,563: 39,593 24,015 14,971 21,263 7,025 0 7,883 2,059 0 0 0: 2,915 4,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 250: 312 0 0 8,848 0 0 -186 0 0 0 0: -62 -8,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 36.1 22.5 31.9 10.6 0.0 11.8 3.1 0.0 0.0 0.0: 4.4 6.5
Old : 100.0: 59.5 36.1 22.5 31.9 10.6 0.0 11.8 3.1 0.0 0.0 0.0: 4.4 6.5
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 : 30: 10 14 4 5 5 0 . . 0 0 0:
Old : 30: 10 14 4 5 5 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 46.3 78.9 68.9 48.9 39.5 63.4 54.7
Old : 50.8 46.3 78.9 68.9 48.9 39.5 63.4 54.7
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, September 13, 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 : 64,565: 36,143 22,016 5,780 21,002 8,361 4,131 4,043 632 0 0 0: 9,518 8,511
Old : 64,565: 36,143 22,016 5,780 21,002 8,361 4,131 4,043 632 0 0 0: 9,518 8,511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2,260: -1,738 -1,584 -1,684 -600 576 -48 -34 -106 0 0 0: 740 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 34.1 9.0 32.5 12.9 6.4 6.3 1.0 0.0 0.0 0.0: 14.7 13.2
Old : 100.0: 56.0 34.1 9.0 32.5 12.9 6.4 6.3 1.0 0.0 0.0 0.0: 14.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 8 . 5 6 . . . 0 0 0:
Old : 20: 8 8 . 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Old : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 103,989: 57,501 42,695 15,047 39,765 13,349 4,283 0 3,796 0 0 0: 10,013 4,384
Old : 103,989: 57,501 42,695 15,047 39,765 13,349 4,283 0 3,796 0 0 0: 10,013 4,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 76: 88 0 0 7,676 0 -88 0 76 0 0 0: 0 -7,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.1 14.5 38.2 12.8 4.1 0.0 3.7 0.0 0.0 0.0: 9.6 4.2
Old : 100.0: 55.3 41.1 14.5 38.2 12.8 4.1 0.0 3.7 0.0 0.0 0.0: 9.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 15 12 4 8 6 4 0 . 0 0 0:
Old : 34: 15 12 4 8 6 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 : 38.8 40.0 60.6 61.4 29.7 37.1 45.1 52.1
Old : 38.8 40.0 60.6 61.4 29.7 37.1 45.1 52.1
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 - Futures Only, September 13, 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 : 2,396,440: 655,903 404,732 88,195 749,453 490,266 347,300 38,497 446,337 164,779 68,117 171,066: 32,594 27,972
Old : 2,396,440: 655,903 404,732 88,195 749,453 490,266 347,300 38,497 446,337 164,779 68,117 171,066: 32,594 27,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 31,572: 3,295 17,311 -1,910 -472 15,367 16,727 3,756 -15,271 2,185 -771 9,559: 1,620 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.9 3.7 31.3 20.5 14.5 1.6 18.6 6.9 2.8 7.1: 1.4 1.2
Old : 100.0: 27.4 16.9 3.7 31.3 20.5 14.5 1.6 18.6 6.9 2.8 7.1: 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 : 163: 66 58 12 18 27 24 12 28 16 11 22:
Old : 163: 66 58 12 18 27 24 12 28 16 11 22:
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 : 21.3 28.4 33.6 46.2 12.2 20.1 20.7 29.5
Old : 21.3 28.4 33.6 46.2 12.2 20.1 20.7 29.5
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, September 13, 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 : 997,737: 135,435 167,112 223,109 254,507 287,372 99,598 82,831 89,110 71,798 24,699 86,871: 4,444 5,235
Old : 997,737: 135,435 167,112 223,109 254,507 287,372 99,598 82,831 89,110 71,798 24,699 86,871: 4,444 5,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 32,047: 8,790 2,860 -653 -6,875 16,667 10,064 4,430 -140 -10,485 7,681 7,355: 449 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.7 22.4 25.5 28.8 10.0 8.3 8.9 7.2 2.5 8.7: 0.4 0.5
Old : 100.0: 13.6 16.7 22.4 25.5 28.8 10.0 8.3 8.9 7.2 2.5 8.7: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 23 21 12 12 19 11 12 17 10 14 18:
Old : 99: 23 21 12 12 19 11 12 17 10 14 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 : 32.0 35.9 52.0 61.2 15.7 27.2 26.3 38.8
Old : 32.0 35.9 52.0 61.2 15.7 27.2 26.3 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, September 13, 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 : 22,671: 20,954 11,912 344 9,097 781 0 10 30 125 0 90: 347 751
Old : 22,671: 20,954 11,912 344 9,097 781 0 10 30 125 0 90: 347 751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 574: 379 464 150 80 0 0 0 0 20 0 0: 25 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 52.5 1.5 40.1 3.4 0.0 0.0 0.1 0.6 0.0 0.4: 1.5 3.3
Old : 100.0: 92.4 52.5 1.5 40.1 3.4 0.0 0.0 0.1 0.6 0.0 0.4: 1.5 3.3
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 : 47: 31 25 . 9 5 0 . . . 0 .:
Old : 47: 31 25 . 9 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 : 39.2 40.6 59.0 64.2 32.5 37.4 46.3 57.5
Old : 39.2 40.6 59.0 64.2 32.5 37.4 46.3 57.5
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 - Futures Only, September 13, 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 : 11,230: 9,780 4,537 570 5,895 363 0 13 63 245 0 25: 184 334
Old : 11,230: 9,780 4,537 570 5,895 363 0 13 63 245 0 25: 184 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 114: 177 127 0 45 0 0 5 -63 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 40.4 5.1 52.5 3.2 0.0 0.1 0.6 2.2 0.0 0.2: 1.6 3.0
Old : 100.0: 87.1 40.4 5.1 52.5 3.2 0.0 0.1 0.6 2.2 0.0 0.2: 1.6 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 : 30: 18 17 . 5 . 0 . . . 0 .:
Old : 30: 18 17 . 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 : 51.9 62.9 73.8 84.6 41.2 60.3 57.4 66.1
Old : 51.9 62.9 73.8 84.6 41.2 60.3 57.4 66.1
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, September 13, 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 : 8,177: 5,052 5,191 2,229 1,882 460 0 0 0 0 95 0: 436 549
Old : 8,177: 5,052 5,191 2,229 1,882 460 0 0 0 0 95 0: 436 549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -45: -111 -98 128 103 -25 -45 0 -120 0 0 0: 128 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 63.5 27.3 23.0 5.6 0.0 0.0 0.0 0.0 1.2 0.0: 5.3 6.7
Old : 100.0: 61.8 63.5 27.3 23.0 5.6 0.0 0.0 0.0 0.0 1.2 0.0: 5.3 6.7
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 : 28: 16 13 5 4 5 0 0 0 0 . 0:
Old : 28: 16 13 5 4 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 53.8 74.6 74.6 51.2 50.4 67.6 68.9
Old : 55.2 53.8 74.6 74.6 51.2 50.4 67.6 68.9
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, September 13, 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 : 11,231: 8,562 4,762 1,156 5,028 308 0 0 0 20 0 30: 1,155 1,103
Old : 11,231: 8,562 4,762 1,156 5,028 308 0 0 0 20 0 30: 1,155 1,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -120: -185 35 40 -220 25 0 0 0 -10 0 10: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 42.4 10.3 44.8 2.7 0.0 0.0 0.0 0.2 0.0 0.3: 10.3 9.8
Old : 100.0: 76.2 42.4 10.3 44.8 2.7 0.0 0.0 0.0 0.2 0.0 0.3: 10.3 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 : 30: 15 10 . 7 4 0 0 0 . 0 .:
Old : 30: 15 10 . 7 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 : 63.0 53.9 76.1 72.0 56.5 53.9 68.1 70.0
Old : 63.0 53.9 76.1 72.0 56.5 53.9 68.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011