NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 20, 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 : 4,324,460: 1,757,592 986,105 280,699 1,066,833 654,409 286,617 184,746 969,051 21,399 117,751 320,076: 34,617 25,489
Old : 4,324,460: 1,757,592 986,105 280,699 1,066,833 654,409 286,617 184,746 969,051 21,399 117,751 320,076: 34,617 25,489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -823: 32,835 16,051 -1,686 -46,396 23,615 -27,228 -23,369 -8,361 -11,565 43,966 -9,047: 614 2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 22.8 6.5 24.7 15.1 6.6 4.3 22.4 0.5 2.7 7.4: 0.8 0.6
Old : 100.0: 40.6 22.8 6.5 24.7 15.1 6.6 4.3 22.4 0.5 2.7 7.4: 0.8 0.6
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 : 225: 104 97 12 26 34 26 13 37 12 22 27:
Old : 225: 104 97 12 26 34 26 13 37 12 22 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
Old : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
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 20, 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 : 338,587: 200,328 238,208 50,180 18,272 51,044 7,845 10,262 15,001 593 0 2,210: 11,386 3,590
Old : 338,587: 200,328 238,208 50,180 18,272 51,044 7,845 10,262 15,001 593 0 2,210: 11,386 3,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 6,248: 3,340 3,615 -92 4,011 1,970 1,886 -1,861 -391 95 -39 126: -686 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 70.4 14.8 5.4 15.1 2.3 3.0 4.4 0.2 0.0 0.7: 3.4 1.1
Old : 100.0: 59.2 70.4 14.8 5.4 15.1 2.3 3.0 4.4 0.2 0.0 0.7: 3.4 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 : 64: 32 31 7 5 10 6 4 9 . 0 .:
Old : 64: 32 31 7 5 10 6 4 9 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
Old : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
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, September 20, 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 : 209,044: 163,385 154,540 13,081 29,057 18,901 5,972 0 2,940 83 0 861: 3,821 2,745
Old : 209,044: 163,385 154,540 13,081 29,057 18,901 5,972 0 2,940 83 0 861: 3,821 2,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 9,876: 10,113 9,247 1,459 -1,214 3,812 -2,843 0 1,498 83 -34 -149: -4,097 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 73.9 6.3 13.9 9.0 2.9 0.0 1.4 0.0 0.0 0.4: 1.8 1.3
Old : 100.0: 78.2 73.9 6.3 13.9 9.0 2.9 0.0 1.4 0.0 0.0 0.4: 1.8 1.3
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: 26 25 5 7 10 . 0 . . 0 .:
Old : 47: 26 25 5 7 10 . 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 : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
Old : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, September 20, 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 : 325,719: 241,062 110,267 53,050 155,352 16,729 1,977 25,917 8,280 0 1,430 31: 4,590 7,713
Old : 325,719: 241,062 110,267 53,050 155,352 16,729 1,977 25,917 8,280 0 1,430 31: 4,590 7,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,904: 4,975 1,653 2,896 1,976 -1,087 -2,608 2,127 2,963 0 -5 -366: 2,131 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 33.9 16.3 47.7 5.1 0.6 8.0 2.5 0.0 0.4 0.0: 1.4 2.4
Old : 100.0: 74.0 33.9 16.3 47.7 5.1 0.6 8.0 2.5 0.0 0.4 0.0: 1.4 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 : 51: 23 26 5 10 13 . . . 0 . .:
Old : 51: 23 26 5 10 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 : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
Old : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
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, September 20, 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 : 607,376: 466,327 238,571 24,027 262,525 78,555 9,979 2,531 23,686 1,330 119 557: 2,915 832
Old : 607,376: 466,327 238,571 24,027 262,525 78,555 9,979 2,531 23,686 1,330 119 557: 2,915 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 14,381: 9,131 5,212 -1,075 8,481 646 3,471 -2,611 1,926 426 -73 -22: -122 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 39.3 4.0 43.2 12.9 1.6 0.4 3.9 0.2 0.0 0.1: 0.5 0.1
Old : 100.0: 76.8 39.3 4.0 43.2 12.9 1.6 0.4 3.9 0.2 0.0 0.1: 0.5 0.1
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 : 72: 39 31 6 16 22 4 . 5 . . .:
Old : 72: 39 31 6 16 22 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 35.9 50.2 54.0 30.2 33.0 42.3 45.8
Old : 31.9 35.9 50.2 54.0 30.2 33.0 42.3 45.8
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 20, 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 : 219,393: 146,014 171,048 44,289 11,092 5,866 7,235 21,352 4,282 1,064 0 0: 10,643 5,753
Old : 219,393: 146,014 171,048 44,289 11,092 5,866 7,235 21,352 4,282 1,064 0 0: 10,643 5,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,026: -921 3,188 568 62 823 1,062 245 -1,408 1,064 0 0: 1,838 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 78.0 20.2 5.1 2.7 3.3 9.7 2.0 0.5 0.0 0.0: 4.9 2.6
Old : 100.0: 66.6 78.0 20.2 5.1 2.7 3.3 9.7 2.0 0.5 0.0 0.0: 4.9 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 : 42: 24 25 5 . 4 . . . . 0 0:
Old : 42: 24 25 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 : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
Old : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 318,345: 192,199 186,681 44,640 68,301 15,386 15,135 734 42,654 372 0 0: 7,959 4,589
Old : 318,345: 192,199 186,681 44,640 68,301 15,386 15,135 734 42,654 372 0 0: 7,959 4,589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 18,032: 19,240 18,180 1,610 3,812 302 963 -327 -1,346 -248 0 0: -2,489 -2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 58.6 14.0 21.5 4.8 4.8 0.2 13.4 0.1 0.0 0.0: 2.5 1.4
Old : 100.0: 60.4 58.6 14.0 21.5 4.8 4.8 0.2 13.4 0.1 0.0 0.0: 2.5 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 : 59: 30 31 7 11 11 5 . 4 . 0 0:
Old : 59: 30 31 7 11 11 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 : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
Old : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
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 20, 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 : 163,713: 116,533 75,908 14,051 51,312 16,509 10,692 8,619 4,173 0 0 0: 1,755 7,192
Old : 163,713: 116,533 75,908 14,051 51,312 16,509 10,692 8,619 4,173 0 0 0: 1,755 7,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 4,174: 5,803 2,188 50 2,659 -1,152 -1,532 -742 1,283 0 -63 -247: -31 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 46.4 8.6 31.3 10.1 6.5 5.3 2.5 0.0 0.0 0.0: 1.1 4.4
Old : 100.0: 71.2 46.4 8.6 31.3 10.1 6.5 5.3 2.5 0.0 0.0 0.0: 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 : 38: 19 18 . 12 8 . . . 0 0 0:
Old : 38: 19 18 . 12 8 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
Old : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
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 20, 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 : 953,117: 116,169 151,087 239,237 43,228 77,082 117,442 255,078 229,729 30,289 84,343 65,501: 77,668 47,069
Old : 953,117: 116,169 151,087 239,237 43,228 77,082 117,442 255,078 229,729 30,289 84,343 65,501: 77,668 47,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 443: 2,913 -2,247 4,147 -2,228 -8,075 -9,371 16,337 3,123 14,002 -3,716 -5,379: -917 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.9 25.1 4.5 8.1 12.3 26.8 24.1 3.2 8.8 6.9: 8.1 4.9
Old : 100.0: 12.2 15.9 25.1 4.5 8.1 12.3 26.8 24.1 3.2 8.8 6.9: 8.1 4.9
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 : 313: 51 44 24 12 29 50 92 77 33 36 48:
Old : 313: 51 44 24 12 29 50 92 77 33 36 48:
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 : 16.8 18.4 29.2 30.6 14.5 11.3 21.5 18.2
Old : 16.8 18.4 29.2 30.6 14.5 11.3 21.5 18.2
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 20, 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 13, 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 20, 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 : 32,742: 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0: 3,821 6,192
Old : 32,742: 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0: 3,821 6,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 214: 0 0 0 0 0 0 0 0 0 0 0: 214 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 58.9 7.0 9.1 8.1 6.3 0.5 4.4 0.0 0.0 0.0: 11.7 18.9
Old : 100.0: 62.6 58.9 7.0 9.1 8.1 6.3 0.5 4.4 0.0 0.0 0.0: 11.7 18.9
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 : 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 : 53.6 45.7 73.8 66.4 52.1 44.0 62.9 58.1
Old : 53.6 45.7 73.8 66.4 52.1 44.0 62.9 58.1
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, September 20, 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 : 68,980: 39,593 23,953 14,971 21,263 7,025 1,216 9,099 3,260 0 0 0: 2,915 4,380
Old : 68,980: 39,593 23,953 14,971 21,263 7,025 1,216 9,099 3,260 0 0 0: 2,915 4,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,417: 0 -62 0 0 0 1,216 1,216 1,201 0 0 0: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 34.7 21.7 30.8 10.2 1.8 13.2 4.7 0.0 0.0 0.0: 4.2 6.3
Old : 100.0: 57.4 34.7 21.7 30.8 10.2 1.8 13.2 4.7 0.0 0.0 0.0: 4.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 10 14 4 5 5 . . . 0 0 0:
Old : 30: 10 14 4 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 : 49.0 48.9 76.2 70.7 47.1 42.5 61.6 57.2
Old : 49.0 48.9 76.2 70.7 47.1 42.5 61.6 57.2
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 20, 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 13, 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: 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 20, 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 : 104,345: 57,605 42,703 15,047 40,069 13,349 4,491 0 3,840 0 0 0: 10,013 4,384
Old : 104,345: 57,605 42,703 15,047 40,069 13,349 4,491 0 3,840 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 13, 2011 :
: 356: 104 8 0 304 0 208 0 44 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 40.9 14.4 38.4 12.8 4.3 0.0 3.7 0.0 0.0 0.0: 9.6 4.2
Old : 100.0: 55.2 40.9 14.4 38.4 12.8 4.3 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 : 38.7 39.8 60.3 61.5 29.6 37.3 44.9 52.2
Old : 38.7 39.8 60.3 61.5 29.6 37.3 44.9 52.2
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, September 20, 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 : 2,473,972: 685,481 405,523 112,695 778,287 481,027 356,412 70,868 446,595 163,808 69,931 192,672: 35,282 29,069
Old : 2,473,972: 685,481 405,523 112,695 778,287 481,027 356,412 70,868 446,595 163,808 69,931 192,672: 35,282 29,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 77,532: 29,578 791 24,500 28,834 -9,239 9,112 32,371 258 -971 1,814 21,606: 2,688 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.4 4.6 31.5 19.4 14.4 2.9 18.1 6.6 2.8 7.8: 1.4 1.2
Old : 100.0: 27.7 16.4 4.6 31.5 19.4 14.4 2.9 18.1 6.6 2.8 7.8: 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 : 166: 67 60 12 18 27 25 12 28 15 12 22:
Old : 166: 67 60 12 18 27 25 12 28 15 12 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 : 21.5 29.8 33.4 47.4 12.1 20.9 20.6 29.9
Old : 21.5 29.8 33.4 47.4 12.1 20.9 20.6 29.9
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,044,895: 148,726 164,870 222,811 248,159 311,695 117,473 90,209 88,651 46,496 32,615 103,292: 5,751 5,404
Old : 1,044,895: 148,726 164,870 222,811 248,159 311,695 117,473 90,209 88,651 46,496 32,615 103,292: 5,751 5,404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 47,158: 13,291 -2,242 -298 -6,348 24,323 17,875 7,378 -459 -25,302 7,916 16,421: 1,307 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.8 21.3 23.7 29.8 11.2 8.6 8.5 4.4 3.1 9.9: 0.6 0.5
Old : 100.0: 14.2 15.8 21.3 23.7 29.8 11.2 8.6 8.5 4.4 3.1 9.9: 0.6 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 : 101: 24 22 13 11 19 11 13 18 10 14 18:
Old : 101: 24 22 13 11 19 11 13 18 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 : 31.5 35.1 50.1 59.0 14.0 25.1 24.3 36.5
Old : 31.5 35.1 50.1 59.0 14.0 25.1 24.3 36.5
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, September 20, 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 : 23,106: 21,319 11,978 344 9,421 806 0 10 30 150 51 142: 315 668
Old : 23,106: 21,319 11,978 344 9,421 806 0 10 30 150 51 142: 315 668
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 435: 365 66 0 324 25 0 0 0 25 51 52: -32 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 51.8 1.5 40.8 3.5 0.0 0.0 0.1 0.6 0.2 0.6: 1.4 2.9
Old : 100.0: 92.3 51.8 1.5 40.8 3.5 0.0 0.0 0.1 0.6 0.2 0.6: 1.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 31 26 . 9 7 0 . . . . .:
Old : 49: 31 26 . 9 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 : 38.2 39.4 59.4 63.2 31.8 38.5 45.9 55.9
Old : 38.2 39.4 59.4 63.2 31.8 38.5 45.9 55.9
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 20, 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 : 11,535: 10,142 4,659 570 6,120 363 0 45 120 245 0 25: 70 203
Old : 11,535: 10,142 4,659 570 6,120 363 0 45 120 245 0 25: 70 203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 305: 362 122 0 225 0 0 32 57 0 0 0: -114 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 40.4 4.9 53.1 3.1 0.0 0.4 1.0 2.1 0.0 0.2: 0.6 1.8
Old : 100.0: 87.9 40.4 4.9 53.1 3.1 0.0 0.4 1.0 2.1 0.0 0.2: 0.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . 5 . 0 . . . 0 .:
Old : 30: 18 16 . 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 : 53.6 64.2 73.7 84.9 43.8 60.6 58.4 66.3
Old : 53.6 64.2 73.7 84.9 43.8 60.6 58.4 66.3
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 20, 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 : 8,284: 5,187 5,217 2,259 1,965 494 5 0 30 0 95 0: 309 483
Old : 8,284: 5,187 5,217 2,259 1,965 494 5 0 30 0 95 0: 309 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 107: 135 26 30 83 34 5 0 30 0 0 0: -127 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 63.0 27.3 23.7 6.0 0.1 0.0 0.4 0.0 1.1 0.0: 3.7 5.8
Old : 100.0: 62.6 63.0 27.3 23.7 6.0 0.1 0.0 0.4 0.0 1.1 0.0: 3.7 5.8
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 : 31: 17 14 5 5 6 . 0 . 0 . 0:
Old : 31: 17 14 5 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 : 54.9 53.1 73.9 74.3 50.9 48.9 67.0 67.9
Old : 54.9 53.1 73.9 74.3 50.9 48.9 67.0 67.9
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 20, 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 : 11,320: 8,476 4,741 1,403 5,150 271 0 0 0 20 0 30: 1,120 1,128
Old : 11,320: 8,476 4,741 1,403 5,150 271 0 0 0 20 0 30: 1,120 1,128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 89: -86 -21 247 122 -37 0 0 0 0 0 0: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 41.9 12.4 45.5 2.4 0.0 0.0 0.0 0.2 0.0 0.3: 9.9 10.0
Old : 100.0: 74.9 41.9 12.4 45.5 2.4 0.0 0.0 0.0 0.2 0.0 0.3: 9.9 10.0
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 : 31: 15 12 . 6 4 0 0 0 . 0 .:
Old : 31: 15 12 . 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 : 64.5 54.8 77.1 72.7 58.8 54.8 70.3 70.7
Old : 64.5 54.8 77.1 72.7 58.8 54.8 70.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011