NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 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 : 4,484,453: 1,744,694 908,800 119,800 1,323,633 528,642 457,108 44,963 1,255,308 20,951 71,063 333,051: 24,899 18,993
Old : 4,484,453: 1,744,694 908,800 119,800 1,323,633 528,642 457,108 44,963 1,255,308 20,951 71,063 333,051: 24,899 18,993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 153,552: 11,844 3,035 15,053 31,593 21,968 41,219 1,752 86,918 -20,800 8,751 1,257: -3,907 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 20.3 2.7 29.5 11.8 10.2 1.0 28.0 0.5 1.6 7.4: 0.6 0.4
Old : 100.0: 38.9 20.3 2.7 29.5 11.8 10.2 1.0 28.0 0.5 1.6 7.4: 0.6 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 : 219: 98 90 10 25 32 25 13 37 13 22 36:
Old : 219: 98 90 10 25 32 25 13 37 13 22 36:
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 : 24.9 25.2 38.8 39.6 12.9 18.8 18.5 25.9
Old : 24.9 25.2 38.8 39.6 12.9 18.8 18.5 25.9
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 18, 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 : 363,810: 202,104 254,562 35,972 17,410 64,376 36,865 19,564 3,694 2,405 0 306: 18,088 3,898
Old : 363,810: 202,104 254,562 35,972 17,410 64,376 36,865 19,564 3,694 2,405 0 306: 18,088 3,898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 22,368: 14,410 23,919 -113 -1,495 538 10,731 4,866 -2,967 1,002 0 186: -1,419 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 70.0 9.9 4.8 17.7 10.1 5.4 1.0 0.7 0.0 0.1: 5.0 1.1
Old : 100.0: 55.6 70.0 9.9 4.8 17.7 10.1 5.4 1.0 0.7 0.0 0.1: 5.0 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 : 53: 28 25 5 7 10 4 4 7 . 0 .:
Old : 53: 28 25 5 7 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 : 35.9 53.7 55.0 71.6 24.1 38.9 37.1 47.3
Old : 35.9 53.7 55.0 71.6 24.1 38.9 37.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 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 : 180,116: 149,017 99,799 7,287 55,606 11,495 3,677 4,031 4,290 0 0 0: 4,350 4,895
Old : 180,116: 149,017 99,799 7,287 55,606 11,495 3,677 4,031 4,290 0 0 0: 4,350 4,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 538: 4,974 268 -447 2,877 -2,610 -1,936 -429 217 0 0 0: 340 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 55.4 4.0 30.9 6.4 2.0 2.2 2.4 0.0 0.0 0.0: 2.4 2.7
Old : 100.0: 82.7 55.4 4.0 30.9 6.4 2.0 2.2 2.4 0.0 0.0 0.0: 2.4 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 : 44: 20 22 . 10 9 . 4 4 0 0 0:
Old : 44: 20 22 . 10 9 . 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 : 59.7 39.1 76.3 60.4 59.4 35.6 69.4 54.0
Old : 59.7 39.1 76.3 60.4 59.4 35.6 69.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 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 : 345,318: 212,952 117,118 35,840 137,262 67,293 11,175 5,199 14,155 0 154 366: 3,537 3,771
Old : 345,318: 212,952 117,118 35,840 137,262 67,293 11,175 5,199 14,155 0 154 366: 3,537 3,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -2,285: -3,480 -504 -1,282 95 2,752 2,938 -285 -3,183 0 0 0: -30 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 33.9 10.4 39.7 19.5 3.2 1.5 4.1 0.0 0.0 0.1: 1.0 1.1
Old : 100.0: 61.7 33.9 10.4 39.7 19.5 3.2 1.5 4.1 0.0 0.0 0.1: 1.0 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 : 48: 23 19 4 10 13 . 4 6 0 . .:
Old : 48: 23 19 4 10 13 . 4 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 50.1 65.5 73.7 41.9 41.6 57.3 56.7
Old : 44.7 50.1 65.5 73.7 41.9 41.6 57.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 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 : 698,237: 488,027 252,258 86,112 319,826 76,041 11,325 15,643 31,476 0 0 0: 5,256 2,993
Old : 698,237: 488,027 252,258 86,112 319,826 76,041 11,325 15,643 31,476 0 0 0: 5,256 2,993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 21,743: 22,602 4,004 -412 14,636 379 -3,907 -1,142 3,690 0 -181 -91: -518 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 36.1 12.3 45.8 10.9 1.6 2.2 4.5 0.0 0.0 0.0: 0.8 0.4
Old : 100.0: 69.9 36.1 12.3 45.8 10.9 1.6 2.2 4.5 0.0 0.0 0.0: 0.8 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 : 68: 38 27 8 13 19 5 . 6 0 0 0:
Old : 68: 38 27 8 13 19 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 : 39.9 43.3 53.3 60.8 29.0 35.0 41.0 46.9
Old : 39.9 43.3 53.3 60.8 29.0 35.0 41.0 46.9
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 18, 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 : 198,748: 144,710 126,297 19,508 48,772 3,632 13,564 1,898 10,130 0 0 0: 7,204 8,019
Old : 198,748: 144,710 126,297 19,508 48,772 3,632 13,564 1,898 10,130 0 0 0: 7,204 8,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 4,758: 2,946 1,673 159 2,164 672 1,358 975 522 0 0 0: -899 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 63.5 9.8 24.5 1.8 6.8 1.0 5.1 0.0 0.0 0.0: 3.6 4.0
Old : 100.0: 72.8 63.5 9.8 24.5 1.8 6.8 1.0 5.1 0.0 0.0 0.0: 3.6 4.0
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 : 42: 26 22 . 4 4 4 . 4 0 0 0:
Old : 42: 26 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 : 44.9 64.0 60.2 76.0 43.1 62.5 55.4 68.3
Old : 44.9 64.0 60.2 76.0 43.1 62.5 55.4 68.3
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 18, 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 : 334,075: 231,429 162,857 25,874 76,782 25,396 12,745 30,405 31,673 0 0 0: 6,958 6,962
Old : 334,075: 231,429 162,857 25,874 76,782 25,396 12,745 30,405 31,673 0 0 0: 6,958 6,962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,392: -602 12,123 -167 -6,972 893 -3,402 -10,687 7,762 0 0 0: -1,092 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 48.7 7.7 23.0 7.6 3.8 9.1 9.5 0.0 0.0 0.0: 2.1 2.1
Old : 100.0: 69.3 48.7 7.7 23.0 7.6 3.8 9.1 9.5 0.0 0.0 0.0: 2.1 2.1
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 : 58: 30 25 5 13 12 . 4 5 0 0 0:
Old : 58: 30 25 5 13 12 . 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 : 36.2 37.6 57.6 53.1 29.2 28.4 42.6 40.5
Old : 36.2 37.6 57.6 53.1 29.2 28.4 42.6 40.5
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 18, 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 : 142,311: 87,074 39,570 12,835 48,026 19,555 9,350 20,752 6,089 0 1,138 0: 7,408 7,181
Old : 142,311: 87,074 39,570 12,835 48,026 19,555 9,350 20,752 6,089 0 1,138 0: 7,408 7,181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 15,062: 15,459 13,036 -312 270 -173 1,417 3,690 -1,683 0 1,138 0: 354 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 27.8 9.0 33.7 13.7 6.6 14.6 4.3 0.0 0.8 0.0: 5.2 5.0
Old : 100.0: 61.2 27.8 9.0 33.7 13.7 6.6 14.6 4.3 0.0 0.8 0.0: 5.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 11 . 8 7 . . . 0 . 0:
Old : 41: 23 11 . 8 7 . . . 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 : 31.2 47.3 49.9 71.0 25.0 40.9 40.2 59.3
Old : 31.2 47.3 49.9 71.0 25.0 40.9 40.2 59.3
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 18, 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 : 922,167: 60,822 97,067 232,252 58,459 101,590 151,613 237,197 182,731 19,981 118,583 86,958: 86,220 39,582
Old : 922,167: 60,822 97,067 232,252 58,459 101,590 151,613 237,197 182,731 19,981 118,583 86,958: 86,220 39,582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 33,162: 3,871 7,034 10,423 -14,531 5,643 -1,795 22,432 7,454 1,583 -33 7,309: -1,325 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.5 25.2 6.3 11.0 16.4 25.7 19.8 2.2 12.9 9.4: 9.3 4.3
Old : 100.0: 6.6 10.5 25.2 6.3 11.0 16.4 25.7 19.8 2.2 12.9 9.4: 9.3 4.3
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 : 302: 48 46 22 13 31 61 50 72 33 55 65:
Old : 302: 48 46 22 13 31 61 50 72 33 55 65:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 28.9 30.4 40.3 16.8 20.0 25.8 26.2
Old : 18.2 28.9 30.4 40.3 16.8 20.0 25.8 26.2
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 18, 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 : 50,149: 35,581 25,028 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,310
Old : 50,149: 35,581 25,028 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 11, 2011 :
: -1,712: -1,712 -1,712 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 49.9 12.9 35.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 11.9 10.6
Old : 100.0: 71.0 49.9 12.9 35.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 11.9 10.6
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 : 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 : 38.2 64.0 62.6 83.3 37.1 61.7 58.8 74.4
Old : 38.2 64.0 62.6 83.3 37.1 61.7 58.8 74.4
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 - Options and Futures Combined, January 18, 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 : 54,207: 27,100 26,984 11,290 19,371 4,759 0 0 0 0 0 0: 11,058 3,093
Old : 54,207: 27,100 26,984 11,290 19,371 4,759 0 0 0 0 0 0: 11,058 3,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 428: -304 428 0 0 0 0 0 0 0 0 0: 732 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 49.8 20.8 35.7 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 20.4 5.7
Old : 100.0: 50.0 49.8 20.8 35.7 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 20.4 5.7
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 : 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 : 49.2 53.2 67.9 76.1 45.7 48.4 60.1 68.9
Old : 49.2 53.2 67.9 76.1 45.7 48.4 60.1 68.9
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 18, 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 31,156 11,195 2,023 158 2,270 3,136 3,838 0 0 0: 6,201 9,693
Old : 50,004: 26,342 31,156 11,195 2,023 158 2,270 3,136 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 11, 2011 :
: 0: 0 428 0 0 0 0 -428 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 62.3 22.4 4.0 0.3 4.5 6.3 7.7 0.0 0.0 0.0: 12.4 19.4
Old : 100.0: 52.7 62.3 22.4 4.0 0.3 4.5 6.3 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 : 47.2 55.6 67.1 74.2 46.4 51.2 65.7 62.0
Old : 47.2 55.6 67.1 74.2 46.4 51.2 65.7 62.0
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 18, 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 : 1,665,692: 204,648 198,482 86,149 67,768 721,834 15,732 102,067 194,618 63,698 2,180 372,241: 6,771 6,501
Old : 1,665,692: 204,648 198,482 86,149 67,768 721,834 15,732 102,067 194,618 63,698 2,180 372,241: 6,771 6,501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,713: 1,154 -495 -2,225 -1,218 -2,228 -1,536 -258 1,799 74 -52 3,912: 764 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.9 5.2 4.1 43.3 0.9 6.1 11.7 3.8 0.1 22.3: 0.4 0.4
Old : 100.0: 12.3 11.9 5.2 4.1 43.3 0.9 6.1 11.7 3.8 0.1 22.3: 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 : 144: 36 37 10 15 24 12 29 34 27 12 34:
Old : 144: 36 37 10 15 24 12 29 34 27 12 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 : 34.2 34.0 56.8 50.9 6.1 5.2 8.5 7.4
Old : 34.2 34.0 56.8 50.9 6.1 5.2 8.5 7.4
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 18, 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 : 44,636: 7,194 6,205 9,524 2,784 6,695 5,038 13,260 10,146 2,501 2,842 2,389: 1,149 316
Old : 44,636: 7,194 6,205 9,524 2,784 6,695 5,038 13,260 10,146 2,501 2,842 2,389: 1,149 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,493: 1,142 1,336 528 -136 218 132 1,207 992 319 -235 95: 66 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.9 21.3 6.2 15.0 11.3 29.7 22.7 5.6 6.4 5.4: 2.6 0.7
Old : 100.0: 16.1 13.9 21.3 6.2 15.0 11.3 29.7 22.7 5.6 6.4 5.4: 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 : 44: 11 10 . 5 6 9 8 10 . . 4:
Old : 44: 11 10 . 5 6 9 8 10 . . 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 : 55.4 48.6 78.3 68.4 32.2 30.7 38.0 39.6
Old : 55.4 48.6 78.3 68.4 32.2 30.7 38.0 39.6
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 18, 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 : 105,251: 56,050 50,110 29,510 28,482 8,843 0 11,219 1,532 0 0 0: 9,316 5,065
Old : 105,251: 56,050 50,110 29,510 28,482 8,843 0 11,219 1,532 0 0 0: 9,316 5,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -643: -79 -580 -856 0 0 0 -254 180 0 0 0: 112 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 47.6 28.0 27.1 8.4 0.0 10.7 1.5 0.0 0.0 0.0: 8.9 4.8
Old : 100.0: 53.3 47.6 28.0 27.1 8.4 0.0 10.7 1.5 0.0 0.0 0.0: 8.9 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 : 45.8 37.0 68.5 59.6 43.8 36.9 57.7 55.9
Old : 45.8 37.0 68.5 59.6 43.8 36.9 57.7 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 18, 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 : 88,642: 50,459 35,039 14,360 32,445 9,392 0 605 1,437 0 0 0: 12,994 9,724
Old : 88,642: 50,459 35,039 14,360 32,445 9,392 0 605 1,437 0 0 0: 12,994 9,724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -300: -1,038 0 0 184 0 0 -1,284 642 0 0 0: 96 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 39.5 16.2 36.6 10.6 0.0 0.7 1.6 0.0 0.0 0.0: 14.7 11.0
Old : 100.0: 56.9 39.5 16.2 36.6 10.6 0.0 0.7 1.6 0.0 0.0 0.0: 14.7 11.0
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 : 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 : 60.5 52.3 76.6 72.7 52.5 51.4 63.4 66.4
Old : 60.5 52.3 76.6 72.7 52.5 51.4 63.4 66.4
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 18, 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 : 152,487: 77,455 62,889 24,152 56,002 20,781 10,805 0 5,157 0 0 0: 14,137 7,658
Old : 152,487: 77,455 62,889 24,152 56,002 20,781 10,805 0 5,157 0 0 0: 14,137 7,658
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,720: 2,129 2,804 0 856 1,140 1,365 0 -1,128 0 0 0: 214 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 41.2 15.8 36.7 13.6 7.1 0.0 3.4 0.0 0.0 0.0: 9.3 5.0
Old : 100.0: 50.8 41.2 15.8 36.7 13.6 7.1 0.0 3.4 0.0 0.0 0.0: 9.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 16 5 7 6 4 0 . 0 0 0:
Old : 37: 18 16 5 7 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 : 32.1 36.9 54.3 60.0 27.5 31.5 41.2 48.5
Old : 32.1 36.9 54.3 60.0 27.5 31.5 41.2 48.5
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 18, 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 : 2,547,567: 686,853 389,021 108,134 853,742 398,848 372,834 57,376 528,368 173,972 41,618 258,447: 20,111 20,147
Old : 2,547,567: 686,853 389,021 108,134 853,742 398,848 372,834 57,376 528,368 173,972 41,618 258,447: 20,111 20,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 29,449: 8,907 8,008 1,966 22,127 1,694 -1,557 -1,023 -20,578 11,638 -7,828 27,850: -471 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.3 4.2 33.5 15.7 14.6 2.3 20.7 6.8 1.6 10.1: 0.8 0.8
Old : 100.0: 27.0 15.3 4.2 33.5 15.7 14.6 2.3 20.7 6.8 1.6 10.1: 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 : 173: 72 57 12 19 27 21 14 35 21 9 26:
Old : 173: 72 57 12 19 27 21 14 35 21 9 26:
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 : 25.2 26.9 35.0 43.4 14.7 23.2 21.4 30.8
Old : 25.2 26.9 35.0 43.4 14.7 23.2 21.4 30.8
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 18, 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 : 986,086: 165,050 154,056 168,295 280,475 279,157 107,743 47,064 91,977 70,615 29,796 99,500: 3,749 4,061
Old : 986,086: 165,050 154,056 168,295 280,475 279,157 107,743 47,064 91,977 70,615 29,796 99,500: 3,749 4,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 19,664: -2,183 4,429 -1,673 -1,338 8,043 -7,474 425 7,031 2,778 -11,559 13,741: -599 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.6 17.1 28.4 28.3 10.9 4.8 9.3 7.2 3.0 10.1: 0.4 0.4
Old : 100.0: 16.7 15.6 17.1 28.4 28.3 10.9 4.8 9.3 7.2 3.0 10.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 20 19 11 11 18 16 10 19 18 11 24:
Old : 99: 20 19 11 11 18 16 10 19 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 : 22.8 37.0 40.5 57.5 15.0 29.4 24.3 36.6
Old : 22.8 37.0 40.5 57.5 15.0 29.4 24.3 36.6
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 18, 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 : 26,953: 24,282 16,895 230 8,203 1,488 234 0 101 245 0 0: 373 266
Old : 26,953: 24,282 16,895 230 8,203 1,488 234 0 101 245 0 0: 373 266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 562: 619 467 0 122 -30 -30 0 3 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 62.7 0.9 30.4 5.5 0.9 0.0 0.4 0.9 0.0 0.0: 1.4 1.0
Old : 100.0: 90.1 62.7 0.9 30.4 5.5 0.9 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 29 . 6 6 . 0 . . 0 0:
Old : 44: 29 29 . 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 : 39.0 44.8 58.1 63.1 22.9 37.5 33.7 49.4
Old : 39.0 44.8 58.1 63.1 22.9 37.5 33.7 49.4
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 18, 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 : 16,713: 15,531 8,071 85 7,723 403 25 0 60 465 0 0: 144 456
Old : 16,713: 15,531 8,071 85 7,723 403 25 0 60 465 0 0: 144 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 35: 85 80 0 0 0 25 0 -45 -30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 48.3 0.5 46.2 2.4 0.1 0.0 0.4 2.8 0.0 0.0: 0.9 2.7
Old : 100.0: 92.9 48.3 0.5 46.2 2.4 0.1 0.0 0.4 2.8 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:
Old : 26: 16 11 . 5 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 62.7 84.9 88.4 50.0 57.9 69.8 75.1
Old : 62.0 62.7 84.9 88.4 50.0 57.9 69.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 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 : 7,855: 5,791 4,671 140 1,211 1,344 0 0 0 180 0 0: 400 629
Old : 7,855: 5,791 4,671 140 1,211 1,344 0 0 0 180 0 0: 400 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 211: 29 76 -37 -82 145 0 0 0 0 0 0: 74 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 59.5 1.8 15.4 17.1 0.0 0.0 0.0 2.3 0.0 0.0: 5.1 8.0
Old : 100.0: 73.7 59.5 1.8 15.4 17.1 0.0 0.0 0.0 2.3 0.0 0.0: 5.1 8.0
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 : 26: 16 14 . 6 5 0 0 0 . 0 0:
Old : 26: 16 14 . 6 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 : 67.2 53.6 79.3 72.0 58.0 41.0 62.7 53.1
Old : 67.2 53.6 79.3 72.0 58.0 41.0 62.7 53.1
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 - Options and Futures Combined, January 18, 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 : 10,677: 9,481 6,515 270 3,038 187 0 0 0 0 0 0: 739 937
Old : 10,677: 9,481 6,515 270 3,038 187 0 0 0 0 0 0: 739 937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 290: 130 305 0 120 -20 0 0 0 0 0 0: 180 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 61.0 2.5 28.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 8.8
Old : 100.0: 88.8 61.0 2.5 28.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 8.8
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 : 21: 12 12 . . . 0 0 0 0 0 0:
Old : 21: 12 12 . . . 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 : 59.5 67.7 80.6 82.7 58.4 67.4 74.7 80.8
Old : 59.5 67.7 80.6 82.7 58.4 67.4 74.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011