NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 4,334,771: 1,793,042 980,198 286,092 1,091,491 605,848 283,371 187,784 986,238 21,848 133,985 323,608: 34,724 25,619
Old : 4,334,771: 1,793,042 980,198 286,092 1,091,491 605,848 283,371 187,784 986,238 21,848 133,985 323,608: 34,724 25,619
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 10,311: 35,450 -5,907 5,393 24,658 -48,561 -3,246 3,038 17,187 449 16,234 3,532: 107 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 22.6 6.6 25.2 14.0 6.5 4.3 22.8 0.5 3.1 7.5: 0.8 0.6
Old : 100.0: 41.4 22.6 6.6 25.2 14.0 6.5 4.3 22.8 0.5 3.1 7.5: 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 : 222: 103 97 15 24 35 25 14 36 11 21 27:
Old : 222: 103 97 15 24 35 25 14 36 11 21 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 : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
Old : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
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 27, 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 : 338,833: 195,359 240,309 46,353 15,290 54,847 10,858 7,817 14,819 281 371 1,635: 14,681 3,745
Old : 338,833: 195,359 240,309 46,353 15,290 54,847 10,858 7,817 14,819 281 371 1,635: 14,681 3,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 246: -4,969 2,101 -3,827 -2,982 3,803 3,013 -2,445 -182 -312 371 -575: 3,295 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 70.9 13.7 4.5 16.2 3.2 2.3 4.4 0.1 0.1 0.5: 4.3 1.1
Old : 100.0: 57.7 70.9 13.7 4.5 16.2 3.2 2.3 4.4 0.1 0.1 0.5: 4.3 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: 34 34 7 4 10 6 . 9 . . .:
Old : 64: 34 34 7 4 10 6 . 9 . . .:
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 46.2 50.9 63.3 23.0 37.4 35.5 45.2
Old : 32.0 46.2 50.9 63.3 23.0 37.4 35.5 45.2
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 27, 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 : 210,908: 163,954 158,102 13,965 26,437 19,967 6,174 0 2,936 0 173 850: 3,062 2,443
Old : 210,908: 163,954 158,102 13,965 26,437 19,967 6,174 0 2,936 0 173 850: 3,062 2,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,864: 569 3,562 884 -2,620 1,066 202 0 -4 -83 173 -11: -759 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 75.0 6.6 12.5 9.5 2.9 0.0 1.4 0.0 0.1 0.4: 1.5 1.2
Old : 100.0: 77.7 75.0 6.6 12.5 9.5 2.9 0.0 1.4 0.0 0.1 0.4: 1.5 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 : 49: 27 26 5 7 10 4 0 . 0 . .:
Old : 49: 27 26 5 7 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 : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
Old : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
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 27, 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 : 338,999: 254,286 113,212 51,800 160,245 18,010 3,155 29,347 7,040 0 1,356 124: 4,584 9,665
Old : 338,999: 254,286 113,212 51,800 160,245 18,010 3,155 29,347 7,040 0 1,356 124: 4,584 9,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,280: 13,224 2,945 -1,250 4,893 1,281 1,178 3,430 -1,240 0 -74 93: -6 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 33.4 15.3 47.3 5.3 0.9 8.7 2.1 0.0 0.4 0.0: 1.4 2.9
Old : 100.0: 75.0 33.4 15.3 47.3 5.3 0.9 8.7 2.1 0.0 0.4 0.0: 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 : 53: 25 26 5 11 14 . 4 4 0 . .:
Old : 53: 25 26 5 11 14 . 4 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 : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
Old : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 641,454: 488,147 247,430 22,933 275,938 89,667 12,063 2,666 22,557 1,182 0 248: 4,657 2,948
Old : 641,454: 488,147 247,430 22,933 275,938 89,667 12,063 2,666 22,557 1,182 0 248: 4,657 2,948
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 34,078: 21,820 8,859 -1,094 13,413 11,112 2,084 135 -1,129 -148 -119 -309: 1,742 2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 38.6 3.6 43.0 14.0 1.9 0.4 3.5 0.2 0.0 0.0: 0.7 0.5
Old : 100.0: 76.1 38.6 3.6 43.0 14.0 1.9 0.4 3.5 0.2 0.0 0.0: 0.7 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 : 69: 37 29 6 15 20 4 . 5 . 0 .:
Old : 69: 37 29 6 15 20 4 . 5 . 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 : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
Old : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
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, September 27, 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 : 226,841: 149,936 181,506 44,377 10,996 6,631 11,008 18,444 3,477 1,064 0 0: 10,348 5,787
Old : 226,841: 149,936 181,506 44,377 10,996 6,631 11,008 18,444 3,477 1,064 0 0: 10,348 5,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,448: 3,922 10,458 88 -96 765 3,773 -2,908 -805 0 0 0: -295 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 80.0 19.6 4.8 2.9 4.9 8.1 1.5 0.5 0.0 0.0: 4.6 2.6
Old : 100.0: 66.1 80.0 19.6 4.8 2.9 4.9 8.1 1.5 0.5 0.0 0.0: 4.6 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 : 44: 26 26 5 . 4 . . . . 0 0:
Old : 44: 26 26 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 : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
Old : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
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 27, 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 : 326,455: 198,017 198,129 50,896 59,319 16,342 13,473 5,359 38,405 0 0 0: 9,322 8,901
Old : 326,455: 198,017 198,129 50,896 59,319 16,342 13,473 5,359 38,405 0 0 0: 9,322 8,901
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 8,110: 5,818 11,448 6,256 -8,982 956 -1,662 4,625 -4,249 -372 0 0: 1,363 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 60.7 15.6 18.2 5.0 4.1 1.6 11.8 0.0 0.0 0.0: 2.9 2.7
Old : 100.0: 60.7 60.7 15.6 18.2 5.0 4.1 1.6 11.8 0.0 0.0 0.0: 2.9 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 : 58: 32 31 7 9 11 4 . 4 0 0 0:
Old : 58: 32 31 7 9 11 4 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
Old : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
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 27, 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 : 167,507: 120,655 87,691 10,704 25,482 24,171 310 14,256 9,820 0 0 0: 1,847 6,087
Old : 167,507: 120,655 87,691 10,704 25,482 24,171 310 14,256 9,820 0 0 0: 1,847 6,087
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,794: 4,122 11,783 -3,347 -25,830 7,662 -10,382 5,637 5,647 0 0 0: 92 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 52.4 6.4 15.2 14.4 0.2 8.5 5.9 0.0 0.0 0.0: 1.1 3.6
Old : 100.0: 72.0 52.4 6.4 15.2 14.4 0.2 8.5 5.9 0.0 0.0 0.0: 1.1 3.6
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 : 44: 21 22 5 9 10 . . . 0 0 0:
Old : 44: 21 22 5 9 10 . . . 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 : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
Old : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
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 27, 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 : 913,905: 108,250 145,854 234,484 43,883 71,300 110,515 244,959 221,816 29,791 75,932 65,757: 71,992 44,404
Old : 913,905: 108,250 145,854 234,484 43,883 71,300 110,515 244,959 221,816 29,791 75,932 65,757: 71,992 44,404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -39,212: -7,919 -5,233 -4,753 655 -5,782 -6,927 -10,119 -7,913 -498 -8,411 256: -5,676 -2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.0 25.7 4.8 7.8 12.1 26.8 24.3 3.3 8.3 7.2: 7.9 4.9
Old : 100.0: 11.8 16.0 25.7 4.8 7.8 12.1 26.8 24.3 3.3 8.3 7.2: 7.9 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 : 310: 54 46 25 9 26 50 97 77 25 32 50:
Old : 310: 54 46 25 9 26 50 97 77 25 32 50:
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 : 17.9 19.2 31.3 30.7 15.0 11.5 21.8 18.4
Old : 17.9 19.2 31.3 30.7 15.0 11.5 21.8 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, September 27, 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 : 35,748: 13,361 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,397
Old : 35,748: 13,361 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 84: 84 0 0 0 0 0 0 0 0 0 0: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 42.6 25.3 32.4 13.4 0.0 2.1 0.0 0.0 0.0 0.0: 24.0 9.5
Old : 100.0: 37.4 42.6 25.3 32.4 13.4 0.0 2.1 0.0 0.0 0.0 0.0: 24.0 9.5
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 : 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 : 51.8 57.4 67.0 79.2 43.0 50.1 53.3 66.1
Old : 51.8 57.4 67.0 79.2 43.0 50.1 53.3 66.1
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, September 27, 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 : 33,092: 20,575 19,380 2,280 2,989 2,641 2,059 174 1,716 0 0 0: 3,821 6,192
Old : 33,092: 20,575 19,380 2,280 2,989 2,641 2,059 174 1,716 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 20, 2011 :
: 350: 80 80 0 0 0 0 0 270 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 58.6 6.9 9.0 8.0 6.2 0.5 5.2 0.0 0.0 0.0: 11.5 18.7
Old : 100.0: 62.2 58.6 6.9 9.0 8.0 6.2 0.5 5.2 0.0 0.0 0.0: 11.5 18.7
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 : 22: 11 11 . . 4 . . . 0 0 0:
Old : 22: 11 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 : 53.1 45.4 73.8 65.9 51.6 43.5 62.3 57.5
Old : 53.1 45.4 73.8 65.9 51.6 43.5 62.3 57.5
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 27, 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 20, 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: 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 27, 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 : 64,851: 36,165 22,208 7,814 21,002 8,361 4,109 4,127 642 0 0 0: 7,760 8,511
Old : 64,851: 36,165 22,208 7,814 21,002 8,361 4,109 4,127 642 0 0 0: 7,760 8,511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 286: 22 192 2,034 0 0 -22 84 10 0 0 0: -1,758 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 34.2 12.0 32.4 12.9 6.3 6.4 1.0 0.0 0.0 0.0: 12.0 13.1
Old : 100.0: 55.8 34.2 12.0 32.4 12.9 6.3 6.4 1.0 0.0 0.0 0.0: 12.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 8 4 5 6 . . . 0 0 0:
Old : 21: 8 8 4 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 : 57.7 48.9 75.9 69.8 49.1 47.7 60.6 61.0
Old : 57.7 48.9 75.9 69.8 49.1 47.7 60.6 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 27, 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 : 106,780: 58,609 45,579 16,145 40,069 13,349 5,087 0 3,399 0 0 0: 10,191 4,384
Old : 106,780: 58,609 45,579 16,145 40,069 13,349 5,087 0 3,399 0 0 0: 10,191 4,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,435: 1,004 2,876 1,098 0 0 596 0 -441 0 0 0: 178 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 42.7 15.1 37.5 12.5 4.8 0.0 3.2 0.0 0.0 0.0: 9.5 4.1
Old : 100.0: 54.9 42.7 15.1 37.5 12.5 4.8 0.0 3.2 0.0 0.0 0.0: 9.5 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 : 35: 16 13 4 8 6 4 0 . 0 0 0:
Old : 35: 16 13 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 : 37.8 38.9 60.0 61.3 29.0 36.4 43.9 53.0
Old : 37.8 38.9 60.0 61.3 29.0 36.4 43.9 53.0
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 27, 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 : 2,523,409: 715,599 422,525 107,387 744,998 520,413 360,978 106,469 437,021 164,726 78,226 184,229: 33,056 29,528
Old : 2,523,409: 715,599 422,525 107,387 744,998 520,413 360,978 106,469 437,021 164,726 78,226 184,229: 33,056 29,528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 49,437: 30,118 17,002 -5,308 -33,289 39,386 4,566 35,601 -9,574 918 8,295 -8,443: -2,226 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 16.7 4.3 29.5 20.6 14.3 4.2 17.3 6.5 3.1 7.3: 1.3 1.2
Old : 100.0: 28.4 16.7 4.3 29.5 20.6 14.3 4.2 17.3 6.5 3.1 7.3: 1.3 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 : 177: 80 68 13 17 27 24 13 28 16 10 23:
Old : 177: 80 68 13 17 27 24 13 28 16 10 23:
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 : 21.4 29.8 34.0 47.5 12.1 19.8 20.5 28.9
Old : 21.4 29.8 34.0 47.5 12.1 19.8 20.5 28.9
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 27, 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 : 1,085,864: 141,358 170,939 233,942 222,075 340,457 120,048 116,533 87,580 54,234 42,160 102,535: 5,710 3,585
Old : 1,085,864: 141,358 170,939 233,942 222,075 340,457 120,048 116,533 87,580 54,234 42,160 102,535: 5,710 3,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 40,969: -7,368 6,069 11,131 -26,084 28,762 2,575 26,324 -1,071 7,738 9,545 -757: -41 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.7 21.5 20.5 31.4 11.1 10.7 8.1 5.0 3.9 9.4: 0.5 0.3
Old : 100.0: 13.0 15.7 21.5 20.5 31.4 11.1 10.7 8.1 5.0 3.9 9.4: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 103: 26 22 13 11 20 13 12 18 11 13 21:
Old : 103: 26 22 13 11 20 13 12 18 11 13 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 : 30.3 34.0 50.0 57.4 13.9 22.5 23.6 34.2
Old : 30.3 34.0 50.0 57.4 13.9 22.5 23.6 34.2
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 27, 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 : 23,553: 21,720 12,795 419 9,146 706 0 10 30 230 66 137: 311 663
Old : 23,553: 21,720 12,795 419 9,146 706 0 10 30 230 66 137: 311 663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 447: 401 817 75 -275 -100 0 0 0 80 15 -5: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 54.3 1.8 38.8 3.0 0.0 0.0 0.1 1.0 0.3 0.6: 1.3 2.8
Old : 100.0: 92.2 54.3 1.8 38.8 3.0 0.0 0.0 0.1 1.0 0.3 0.6: 1.3 2.8
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 : 51: 33 27 . 9 6 0 . . . . .:
Old : 51: 33 27 . 9 6 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 37.3 56.3 63.1 26.0 37.2 40.9 52.7
Old : 34.9 37.3 56.3 63.1 26.0 37.2 40.9 52.7
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 27, 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 : 11,665: 10,191 4,729 570 6,165 378 0 45 120 311 0 25: 70 203
Old : 11,665: 10,191 4,729 570 6,165 378 0 45 120 311 0 25: 70 203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 130: 49 70 0 45 15 0 0 0 66 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 40.5 4.9 52.9 3.2 0.0 0.4 1.0 2.7 0.0 0.2: 0.6 1.7
Old : 100.0: 87.4 40.5 4.9 52.9 3.2 0.0 0.4 1.0 2.7 0.0 0.2: 0.6 1.7
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 : 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 : 53.1 63.5 73.6 84.4 43.5 60.0 57.5 65.9
Old : 53.1 63.5 73.6 84.4 43.5 60.0 57.5 65.9
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 27, 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 : 8,304: 5,102 5,212 2,274 1,885 559 0 0 30 0 95 0: 339 523
Old : 8,304: 5,102 5,212 2,274 1,885 559 0 0 30 0 95 0: 339 523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 20: -85 -5 15 -80 65 -5 0 0 0 0 0: 30 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 62.8 27.4 22.7 6.7 0.0 0.0 0.4 0.0 1.1 0.0: 4.1 6.3
Old : 100.0: 61.4 62.8 27.4 22.7 6.7 0.0 0.0 0.4 0.0 1.1 0.0: 4.1 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 : 31: 17 14 5 5 7 0 0 . 0 . 0:
Old : 31: 17 14 5 5 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 : 53.7 52.9 73.1 74.0 49.8 48.2 66.2 67.1
Old : 53.7 52.9 73.1 74.0 49.8 48.2 66.2 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 11,475: 8,566 4,761 1,403 5,285 271 0 0 0 20 0 30: 1,185 1,128
Old : 11,475: 8,566 4,761 1,403 5,285 271 0 0 0 20 0 30: 1,185 1,128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 155: 90 20 0 135 0 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 41.5 12.2 46.1 2.4 0.0 0.0 0.0 0.2 0.0 0.3: 10.3 9.8
Old : 100.0: 74.6 41.5 12.2 46.1 2.4 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: 14 12 . 6 4 0 0 0 . 0 .:
Old : 30: 14 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 : 66.4 55.2 78.5 72.9 61.2 55.2 71.4 70.9
Old : 66.4 55.2 78.5 72.9 61.2 55.2 71.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011