NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 4,330,901: 1,732,850 905,765 104,747 1,292,040 506,674 415,889 43,211 1,168,390 41,751 62,312 331,794: 28,806 20,715
Old : 4,330,901: 1,732,850 905,765 104,747 1,292,040 506,674 415,889 43,211 1,168,390 41,751 62,312 331,794: 28,806 20,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 211,623: 46,889 33,181 4,296 35,083 10,398 34,546 7,830 114,514 459 13,455 -3,664: 4,185 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 20.9 2.4 29.8 11.7 9.6 1.0 27.0 1.0 1.4 7.7: 0.7 0.5
Old : 100.0: 40.0 20.9 2.4 29.8 11.7 9.6 1.0 27.0 1.0 1.4 7.7: 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 : 217: 97 88 11 24 32 24 13 35 17 21 34:
Old : 217: 97 88 11 24 32 24 13 35 17 21 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 25.3 38.3 40.0 13.0 19.1 18.6 26.5
Old : 24.7 25.3 38.3 40.0 13.0 19.1 18.6 26.5
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 - Options and Futures Combined, January 11, 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 : 341,442: 187,694 230,643 36,085 18,905 63,838 26,134 14,698 6,661 1,403 0 120: 19,507 6,577
Old : 341,442: 187,694 230,643 36,085 18,905 63,838 26,134 14,698 6,661 1,403 0 120: 19,507 6,577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 6,101: 9,445 -930 -197 -557 495 5,541 11,512 -6,071 -125 0 -310: -2,677 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 67.5 10.6 5.5 18.7 7.7 4.3 2.0 0.4 0.0 0.0: 5.7 1.9
Old : 100.0: 55.0 67.5 10.6 5.5 18.7 7.7 4.3 2.0 0.4 0.0 0.0: 5.7 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 : 54: 29 26 6 6 10 4 4 7 . 0 .:
Old : 54: 29 26 6 6 10 4 4 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 58.2 53.0 72.5 22.5 35.9 34.0 41.9
Old : 35.3 58.2 53.0 72.5 22.5 35.9 34.0 41.9
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 - Options and Futures Combined, January 11, 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 : 179,578: 144,043 99,531 7,734 52,729 14,105 5,613 4,460 4,073 0 0 0: 4,010 4,680
Old : 179,578: 144,043 99,531 7,734 52,729 14,105 5,613 4,460 4,073 0 0 0: 4,010 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -9,053: -5,746 -5,329 264 -2,404 981 -4,238 486 -276 0 0 0: -38 -2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 55.4 4.3 29.4 7.9 3.1 2.5 2.3 0.0 0.0 0.0: 2.2 2.6
Old : 100.0: 80.2 55.4 4.3 29.4 7.9 3.1 2.5 2.3 0.0 0.0 0.0: 2.2 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 : 45: 19 23 . 10 9 . 4 5 0 0 0:
Old : 45: 19 23 . 10 9 . 4 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 36.4 74.0 59.6 59.7 32.1 67.5 54.1
Old : 60.0 36.4 74.0 59.6 59.7 32.1 67.5 54.1
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 - Options and Futures Combined, January 11, 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 : 347,603: 216,432 117,622 37,122 137,167 64,541 8,237 5,484 17,338 0 154 366: 3,567 4,931
Old : 347,603: 216,432 117,622 37,122 137,167 64,541 8,237 5,484 17,338 0 154 366: 3,567 4,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -5,445: -550 -346 -1,782 -133 1,449 3,333 2,767 -5,137 0 -1,027 -31: -2,727 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 33.8 10.7 39.5 18.6 2.4 1.6 5.0 0.0 0.0 0.1: 1.0 1.4
Old : 100.0: 62.3 33.8 10.7 39.5 18.6 2.4 1.6 5.0 0.0 0.0 0.1: 1.0 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 : 45: 21 16 4 9 12 . 5 6 0 . .:
Old : 45: 21 16 4 9 12 . 5 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 : 44.7 49.8 65.1 73.7 42.3 41.4 57.2 57.0
Old : 44.7 49.8 65.1 73.7 42.3 41.4 57.2 57.0
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 - Options and Futures Combined, January 11, 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 : 676,494: 465,425 248,254 86,524 305,190 75,662 15,232 16,785 27,786 0 181 91: 5,774 2,545
Old : 676,494: 465,425 248,254 86,524 305,190 75,662 15,232 16,785 27,786 0 181 91: 5,774 2,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -28,988: -21,463 -2,182 4,145 -16,113 -5,552 5,143 8,069 -7,517 0 181 91: -3,835 -5,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 36.7 12.8 45.1 11.2 2.3 2.5 4.1 0.0 0.0 0.0: 0.9 0.4
Old : 100.0: 68.8 36.7 12.8 45.1 11.2 2.3 2.5 4.1 0.0 0.0 0.0: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 70: 38 27 8 13 19 6 . 7 0 . .:
Old : 70: 38 27 8 13 19 6 . 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 : 39.1 44.3 53.5 61.7 27.7 35.1 40.2 46.8
Old : 39.1 44.3 53.5 61.7 27.7 35.1 40.2 46.8
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 - Options and Futures Combined, January 11, 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 : 193,990: 141,764 124,624 19,349 46,608 2,960 12,206 923 9,608 0 0 0: 8,103 9,267
Old : 193,990: 141,764 124,624 19,349 46,608 2,960 12,206 923 9,608 0 0 0: 8,103 9,267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 361: -3,056 -2,386 6,525 -1,917 -997 -4,987 923 4,081 0 0 0: -1,205 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 64.2 10.0 24.0 1.5 6.3 0.5 5.0 0.0 0.0 0.0: 4.2 4.8
Old : 100.0: 73.1 64.2 10.0 24.0 1.5 6.3 0.5 5.0 0.0 0.0 0.0: 4.2 4.8
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 : 41: 24 22 . 4 4 4 . 4 0 0 0:
Old : 41: 24 22 . 4 4 4 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 62.6 61.2 75.2 41.9 61.8 55.3 67.7
Old : 44.3 62.6 61.2 75.2 41.9 61.8 55.3 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 330,683: 232,031 150,734 26,041 83,754 24,503 16,147 41,092 23,911 0 0 0: 8,050 6,689
Old : 330,683: 232,031 150,734 26,041 83,754 24,503 16,147 41,092 23,911 0 0 0: 8,050 6,689
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -17,398: -17,974 -8,430 -1,573 -7,615 -791 -1,476 -12,420 8,689 -248 0 0: -4,025 3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 45.6 7.9 25.3 7.4 4.9 12.4 7.2 0.0 0.0 0.0: 2.4 2.0
Old : 100.0: 70.2 45.6 7.9 25.3 7.4 4.9 12.4 7.2 0.0 0.0 0.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 27 23 4 14 13 . 4 6 0 0 0:
Old : 56: 27 23 4 14 13 . 4 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 36.8 56.7 52.1 30.1 30.0 43.7 42.8
Old : 36.7 36.8 56.7 52.1 30.1 30.0 43.7 42.8
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 - Options and Futures Combined, January 11, 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 : 127,249: 71,615 26,534 13,147 47,756 19,728 7,933 17,062 7,772 0 0 0: 7,054 8,397
Old : 127,249: 71,615 26,534 13,147 47,756 19,728 7,933 17,062 7,772 0 0 0: 7,054 8,397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 6,128: 5,471 7,941 -2,022 3,228 491 401 -3,185 673 0 0 0: 1,114 -3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 20.9 10.3 37.5 15.5 6.2 13.4 6.1 0.0 0.0 0.0: 5.5 6.6
Old : 100.0: 56.3 20.9 10.3 37.5 15.5 6.2 13.4 6.1 0.0 0.0 0.0: 5.5 6.6
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 : 39: 22 11 . 8 7 . . . 0 0 0:
Old : 39: 22 11 . 8 7 . . . 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 : 33.0 39.3 50.6 64.4 22.5 32.9 34.2 51.1
Old : 33.0 39.3 50.6 64.4 22.5 32.9 34.2 51.1
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 - Options and Futures Combined, January 11, 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 : 889,005: 56,952 90,033 221,829 72,991 95,947 153,408 214,765 175,277 18,399 118,616 79,649: 87,545 41,728
Old : 889,005: 56,952 90,033 221,829 72,991 95,947 153,408 214,765 175,277 18,399 118,616 79,649: 87,545 41,728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 49,879: 2,379 6,158 19,633 -4,296 15,784 6,819 15,094 2,145 1,275 12,791 -443: 2,287 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.1 25.0 8.2 10.8 17.3 24.2 19.7 2.1 13.3 9.0: 9.8 4.7
Old : 100.0: 6.4 10.1 25.0 8.2 10.8 17.3 24.2 19.7 2.1 13.3 9.0: 9.8 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 : 291: 43 44 21 12 31 65 44 71 30 57 67:
Old : 291: 43 44 21 12 31 65 44 71 30 57 67:
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 : 17.8 27.5 30.3 39.9 16.6 20.0 26.1 27.0
Old : 17.8 27.5 30.3 39.9 16.6 20.0 26.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 51,861: 37,293 26,740 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,310
Old : 51,861: 37,293 26,740 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -156: -156 272 0 0 0 0 0 0 0 0 0: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 51.6 12.5 34.1 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 10.2
Old : 100.0: 71.9 51.6 12.5 34.1 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 10.2
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 : 23: 14 9 . 5 . 0 0 0 0 0 0:
Old : 23: 14 9 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 62.7 63.9 83.9 35.9 60.0 60.1 75.2
Old : 38.1 62.7 63.9 83.9 35.9 60.0 60.1 75.2
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 - Options and Futures Combined, January 11, 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 : 53,779: 27,404 26,556 11,290 19,371 4,759 0 0 0 0 0 0: 10,326 3,093
Old : 53,779: 27,404 26,556 11,290 19,371 4,759 0 0 0 0 0 0: 10,326 3,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 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: 51.0 49.4 21.0 36.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 5.8
Old : 100.0: 51.0 49.4 21.0 36.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 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 : 20: 10 9 . 5 4 0 0 0 0 0 0:
Old : 20: 10 9 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 53.6 68.6 76.1 46.0 48.8 60.6 69.5
Old : 49.6 53.6 68.6 76.1 46.0 48.8 60.6 69.5
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 - Options and Futures Combined, January 11, 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 : 50,004: 26,342 30,728 11,195 2,023 158 2,270 3,564 3,838 0 0 0: 6,201 9,693
Old : 50,004: 26,342 30,728 11,195 2,023 158 2,270 3,564 3,838 0 0 0: 6,201 9,693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 61.5 22.4 4.0 0.3 4.5 7.1 7.7 0.0 0.0 0.0: 12.4 19.4
Old : 100.0: 52.7 61.5 22.4 4.0 0.3 4.5 7.1 7.7 0.0 0.0 0.0: 12.4 19.4
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 : 20: 10 8 . . . . . . 0 0 0:
Old : 20: 10 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 : 47.6 55.6 67.6 74.2 46.9 51.2 66.1 62.4
Old : 47.6 55.6 67.6 74.2 46.9 51.2 66.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 1,663,979: 203,494 198,977 88,374 68,986 724,063 17,268 102,325 192,819 63,624 2,233 368,329: 6,008 6,247
Old : 1,663,979: 203,494 198,977 88,374 68,986 724,063 17,268 102,325 192,819 63,624 2,233 368,329: 6,008 6,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 14,725: 3,013 2,655 9,301 5,003 6,220 -885 2,577 -3,179 -616 -168 1,843: -972 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.0 5.3 4.1 43.5 1.0 6.1 11.6 3.8 0.1 22.1: 0.4 0.4
Old : 100.0: 12.2 12.0 5.3 4.1 43.5 1.0 6.1 11.6 3.8 0.1 22.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 142: 35 35 10 15 24 14 27 32 26 12 33:
Old : 142: 35 35 10 15 24 14 27 32 26 12 33:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 33.9 57.0 50.9 5.9 5.3 8.5 7.7
Old : 34.4 33.9 57.0 50.9 5.9 5.3 8.5 7.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 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 : 41,143: 6,051 4,869 8,996 2,920 6,477 4,906 12,053 9,154 2,182 3,077 2,293: 1,083 299
Old : 41,143: 6,051 4,869 8,996 2,920 6,477 4,906 12,053 9,154 2,182 3,077 2,293: 1,083 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 3,925: 409 -68 -868 4 2,304 1,178 941 470 1,299 177 208: -1,075 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.8 21.9 7.1 15.7 11.9 29.3 22.2 5.3 7.5 5.6: 2.6 0.7
Old : 100.0: 14.7 11.8 21.9 7.1 15.7 11.9 29.3 22.2 5.3 7.5 5.6: 2.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 10 10 . 6 6 8 8 9 . . 4:
Old : 42: 10 10 . 6 6 8 8 9 . . 4:
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 : 56.5 52.2 77.9 72.1 34.0 32.9 39.7 40.4
Old : 56.5 52.2 77.9 72.1 34.0 32.9 39.7 40.4
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 - Options and Futures Combined, January 11, 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 : 105,893: 56,128 50,690 30,366 28,482 8,843 0 11,473 1,352 0 0 0: 9,204 5,054
Old : 105,893: 56,128 50,690 30,366 28,482 8,843 0 11,473 1,352 0 0 0: 9,204 5,054
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -449: -814 -18 0 0 0 0 -768 337 0 0 0: 28 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 47.9 28.7 26.9 8.4 0.0 10.8 1.3 0.0 0.0 0.0: 8.7 4.8
Old : 100.0: 53.0 47.9 28.7 26.9 8.4 0.0 10.8 1.3 0.0 0.0 0.0: 8.7 4.8
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 : 33: 12 16 6 4 7 0 . . 0 0 0:
Old : 33: 12 16 6 4 7 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 37.1 68.1 59.6 43.6 37.0 57.4 55.9
Old : 45.5 37.1 68.1 59.6 43.6 37.0 57.4 55.9
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 - Options and Futures Combined, January 11, 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 : 88,942: 51,497 35,039 14,360 32,261 9,392 0 1,889 795 0 0 0: 12,898 9,566
Old : 88,942: 51,497 35,039 14,360 32,261 9,392 0 1,889 795 0 0 0: 12,898 9,566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 511: 507 0 0 123 0 0 4 0 0 0 0: 4 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 39.4 16.1 36.3 10.6 0.0 2.1 0.9 0.0 0.0 0.0: 14.5 10.8
Old : 100.0: 57.9 39.4 16.1 36.3 10.6 0.0 2.1 0.9 0.0 0.0 0.0: 14.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 8 4 4 6 0 . . 0 0 0:
Old : 20: 8 8 4 4 6 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 52.1 77.7 72.3 53.7 51.2 64.6 66.3
Old : 61.7 52.1 77.7 72.3 53.7 51.2 64.6 66.3
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 - Options and Futures Combined, January 11, 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 : 148,767: 75,326 60,085 24,152 55,146 19,641 9,440 0 6,285 0 0 0: 13,923 7,610
Old : 148,767: 75,326 60,085 24,152 55,146 19,641 9,440 0 6,285 0 0 0: 13,923 7,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,652: 667 2,003 -259 -598 0 1,126 0 271 0 0 0: -153 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 40.4 16.2 37.1 13.2 6.3 0.0 4.2 0.0 0.0 0.0: 9.4 5.1
Old : 100.0: 50.6 40.4 16.2 37.1 13.2 6.3 0.0 4.2 0.0 0.0 0.0: 9.4 5.1
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 : 37: 18 16 5 7 7 4 0 . 0 0 0:
Old : 37: 18 16 5 7 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 : 31.3 36.5 53.3 59.4 27.9 28.8 40.2 46.2
Old : 31.3 36.5 53.3 59.4 27.9 28.8 40.2 46.2
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 - Options and Futures Combined, January 11, 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 : 2,518,118: 677,946 381,013 106,168 831,615 397,154 374,391 58,399 548,946 162,334 49,446 230,597: 20,582 20,948
Old : 2,518,118: 677,946 381,013 106,168 831,615 397,154 374,391 58,399 548,946 162,334 49,446 230,597: 20,582 20,948
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 22,237: 3,515 9,027 -4,099 -3,551 5,518 -19,373 19,757 7,618 23,949 -21,466 7,680: -2,571 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.1 4.2 33.0 15.8 14.9 2.3 21.8 6.4 2.0 9.2: 0.8 0.8
Old : 100.0: 26.9 15.1 4.2 33.0 15.8 14.9 2.3 21.8 6.4 2.0 9.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 171: 70 57 12 19 27 20 16 35 18 11 24:
Old : 171: 70 57 12 19 27 20 16 35 18 11 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 26.6 35.4 43.3 14.3 22.8 21.0 30.2
Old : 25.0 26.6 35.4 43.3 14.3 22.8 21.0 30.2
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 - Options and Futures Combined, January 11, 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 : 966,422: 167,233 149,627 169,968 281,813 271,114 115,217 46,639 84,946 67,837 41,355 85,759: 4,348 5,169
Old : 966,422: 167,233 149,627 169,968 281,813 271,114 115,217 46,639 84,946 67,837 41,355 85,759: 4,348 5,169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 31,610: 3,379 541 3,458 21,193 6,763 10,150 587 -2,603 7,941 1,514 2,501: 21 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.5 17.6 29.2 28.1 11.9 4.8 8.8 7.0 4.3 8.9: 0.4 0.5
Old : 100.0: 17.3 15.5 17.6 29.2 28.1 11.9 4.8 8.8 7.0 4.3 8.9: 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 : 96: 19 18 11 11 18 16 9 18 19 9 25:
Old : 96: 19 18 11 11 18 16 9 18 19 9 25:
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 : 23.5 37.9 41.5 59.1 15.9 30.8 26.1 39.9
Old : 23.5 37.9 41.5 59.1 15.9 30.8 26.1 39.9
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 - Options and Futures Combined, January 11, 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 : 26,391: 23,663 16,428 230 8,081 1,518 264 0 98 245 0 0: 373 266
Old : 26,391: 23,663 16,428 230 8,081 1,518 264 0 98 245 0 0: 373 266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -1,847: -1,091 -746 -5 -205 -506 -233 -300 0 70 0 -50: -32 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 62.2 0.9 30.6 5.8 1.0 0.0 0.4 0.9 0.0 0.0: 1.4 1.0
Old : 100.0: 89.7 62.2 0.9 30.6 5.8 1.0 0.0 0.4 0.9 0.0 0.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 30 . 6 6 . 0 . . 0 0:
Old : 44: 29 30 . 6 6 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 45.4 57.9 63.9 23.5 37.9 34.1 49.8
Old : 38.9 45.4 57.9 63.9 23.5 37.9 34.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,678: 15,446 7,991 85 7,723 403 0 0 105 495 0 0: 144 456
Old : 16,678: 15,446 7,991 85 7,723 403 0 0 105 495 0 0: 144 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 327: 135 155 -50 55 112 -5 0 5 130 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 47.9 0.5 46.3 2.4 0.0 0.0 0.6 3.0 0.0 0.0: 0.9 2.7
Old : 100.0: 92.6 47.9 0.5 46.3 2.4 0.0 0.0 0.6 3.0 0.0 0.0: 0.9 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 : 26: 16 11 . 5 4 0 0 . . 0 0:
Old : 26: 16 11 . 5 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 : 61.6 63.0 84.7 88.2 49.7 58.3 69.7 75.0
Old : 61.6 63.0 84.7 88.2 49.7 58.3 69.7 75.0
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 - Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 7,644: 5,762 4,595 177 1,293 1,199 0 0 0 180 0 0: 326 557
Old : 7,644: 5,762 4,595 177 1,293 1,199 0 0 0 180 0 0: 326 557
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 102: -128 -93 -45 25 95 0 0 0 120 0 0: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 60.1 2.3 16.9 15.7 0.0 0.0 0.0 2.4 0.0 0.0: 4.3 7.3
Old : 100.0: 75.4 60.1 2.3 16.9 15.7 0.0 0.0 0.0 2.4 0.0 0.0: 4.3 7.3
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 : 26: 16 14 . 5 5 0 0 0 . 0 0:
Old : 26: 16 14 . 5 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 : 67.0 53.9 79.4 71.7 59.4 41.3 63.7 54.3
Old : 67.0 53.9 79.4 71.7 59.4 41.3 63.7 54.3
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 - Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,387: 9,351 6,210 270 2,918 207 0 0 0 0 0 0: 559 1,052
Old : 10,387: 9,351 6,210 270 2,918 207 0 0 0 0 0 0: 559 1,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 90: 125 -160 45 46 -30 0 0 0 0 0 0: -50 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 59.8 2.6 28.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 10.1
Old : 100.0: 90.0 59.8 2.6 28.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 10.1
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 : 20: 12 11 . . . 0 0 0 0 0 0:
Old : 20: 12 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 67.3 82.7 82.7 58.8 66.8 76.9 80.5
Old : 59.9 67.3 82.7 82.7 58.8 66.8 76.9 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011