NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 4,774,766: 1,790,750 920,331 132,777 1,437,055 546,546 489,624 22,617 1,421,116 26,691 69,274 344,552: 22,710 13,275
Old : 4,774,766: 1,790,750 920,331 132,777 1,437,055 546,546 489,624 22,617 1,421,116 26,691 69,274 344,552: 22,710 13,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 290,313: 46,056 11,531 12,977 113,422 17,904 32,516 -22,346 165,808 5,740 -1,789 11,501: -2,189 -5,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.3 2.8 30.1 11.4 10.3 0.5 29.8 0.6 1.5 7.2: 0.5 0.3
Old : 100.0: 37.5 19.3 2.8 30.1 11.4 10.3 0.5 29.8 0.6 1.5 7.2: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 220: 100 91 10 27 33 24 14 36 15 19 35:
Old : 220: 100 91 10 27 33 24 14 36 15 19 35:
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 : 25.9 24.6 41.2 40.0 13.5 17.9 18.7 25.1
Old : 25.9 24.6 41.2 40.0 13.5 17.9 18.7 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 390,360: 211,628 284,783 39,748 21,632 58,632 48,351 12,953 7,985 4,547 0 276: 19,193 4,099
Old : 390,360: 211,628 284,783 39,748 21,632 58,632 48,351 12,953 7,985 4,547 0 276: 19,193 4,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 26,550: 9,524 30,221 3,776 4,222 -5,744 11,486 -6,611 4,291 2,142 0 -30: 1,105 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 73.0 10.2 5.5 15.0 12.4 3.3 2.0 1.2 0.0 0.1: 4.9 1.1
Old : 100.0: 54.2 73.0 10.2 5.5 15.0 12.4 3.3 2.0 1.2 0.0 0.1: 4.9 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 : 54: 28 26 4 7 9 5 4 6 . 0 .:
Old : 54: 28 26 4 7 9 5 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 : 38.1 55.0 56.1 72.0 28.8 42.1 39.6 50.2
Old : 38.1 55.0 56.1 72.0 28.8 42.1 39.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 191,588: 156,102 102,304 10,925 62,854 12,862 2,987 3,867 4,733 0 0 0: 3,979 4,968
Old : 191,588: 156,102 102,304 10,925 62,854 12,862 2,987 3,867 4,733 0 0 0: 3,979 4,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 11,472: 7,085 2,505 3,638 7,248 1,367 -690 -164 443 0 0 0: -371 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 53.4 5.7 32.8 6.7 1.6 2.0 2.5 0.0 0.0 0.0: 2.1 2.6
Old : 100.0: 81.5 53.4 5.7 32.8 6.7 1.6 2.0 2.5 0.0 0.0 0.0: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 23 . 9 9 . . 4 0 0 0:
Old : 45: 23 23 . 9 9 . . 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 : 58.0 37.5 74.3 61.6 57.4 34.4 67.6 55.0
Old : 58.0 37.5 74.3 61.6 57.4 34.4 67.6 55.0
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 25, 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 : 339,948: 206,452 120,710 37,601 138,674 62,573 18,236 3,769 9,479 0 0 0: 5,607 4,743
Old : 339,948: 206,452 120,710 37,601 138,674 62,573 18,236 3,769 9,479 0 0 0: 5,607 4,743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -5,370: -6,500 3,592 1,761 1,412 -4,720 7,061 -1,430 -4,676 0 -154 -366: 2,070 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 35.5 11.1 40.8 18.4 5.4 1.1 2.8 0.0 0.0 0.0: 1.6 1.4
Old : 100.0: 60.7 35.5 11.1 40.8 18.4 5.4 1.1 2.8 0.0 0.0 0.0: 1.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 18 . 11 13 4 . 4 0 0 0:
Old : 45: 21 18 . 11 13 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 : 42.1 52.8 63.5 76.2 39.8 44.8 57.1 59.7
Old : 42.1 52.8 63.5 76.2 39.8 44.8 57.1 59.7
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 25, 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 : 733,090: 514,474 279,769 85,163 308,716 80,593 9,925 20,959 37,766 0 859 425: 4,744 4,003
Old : 733,090: 514,474 279,769 85,163 308,716 80,593 9,925 20,959 37,766 0 859 425: 4,744 4,003
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 34,853: 26,447 27,511 -949 -11,110 4,552 -1,400 5,316 6,290 0 859 425: -512 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 38.2 11.6 42.1 11.0 1.4 2.9 5.2 0.0 0.1 0.1: 0.6 0.5
Old : 100.0: 70.2 38.2 11.6 42.1 11.0 1.4 2.9 5.2 0.0 0.1 0.1: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 38 28 8 13 19 4 . 6 0 . .:
Old : 69: 38 28 8 13 19 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 : 39.2 41.9 52.0 58.3 27.6 32.5 39.1 43.8
Old : 39.2 41.9 52.0 58.3 27.6 32.5 39.1 43.8
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 25, 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 : 197,734: 138,621 126,476 18,890 48,272 5,106 19,644 2,164 7,244 0 0 0: 8,229 8,472
Old : 197,734: 138,621 126,476 18,890 48,272 5,106 19,644 2,164 7,244 0 0 0: 8,229 8,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,014: -6,089 179 -618 -500 1,474 6,080 266 -2,886 0 0 0: 1,025 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 64.0 9.6 24.4 2.6 9.9 1.1 3.7 0.0 0.0 0.0: 4.2 4.3
Old : 100.0: 70.1 64.0 9.6 24.4 2.6 9.9 1.1 3.7 0.0 0.0 0.0: 4.2 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 : 42: 27 24 4 . 4 . . 4 0 0 0:
Old : 42: 27 24 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 : 43.1 64.2 59.2 77.6 40.3 62.3 54.1 71.5
Old : 43.1 64.2 59.2 77.6 40.3 62.3 54.1 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 344,302: 230,368 174,619 25,398 75,007 28,561 13,201 19,877 39,246 348 0 0: 7,180 6,992
Old : 344,302: 230,368 174,619 25,398 75,007 28,561 13,201 19,877 39,246 348 0 0: 7,180 6,992
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 10,227: -1,061 11,762 -476 -1,775 3,165 456 -10,528 7,573 348 0 0: 222 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 50.7 7.4 21.8 8.3 3.8 5.8 11.4 0.1 0.0 0.0: 2.1 2.0
Old : 100.0: 66.9 50.7 7.4 21.8 8.3 3.8 5.8 11.4 0.1 0.0 0.0: 2.1 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 : 60: 32 25 4 13 12 . 4 4 . 0 0:
Old : 60: 32 25 4 13 12 . 4 4 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 40.4 58.0 54.4 27.9 28.2 40.0 40.1
Old : 37.9 40.4 58.0 54.4 27.9 28.2 40.0 40.1
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 25, 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 : 184,311: 128,814 50,616 11,245 57,367 21,329 9,023 40,593 5,870 0 3,256 0: 8,030 5,280
Old : 184,311: 128,814 50,616 11,245 57,367 21,329 9,023 40,593 5,870 0 3,256 0: 8,030 5,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 42,000: 41,740 11,046 -1,590 9,341 1,774 -327 19,841 -219 0 2,118 0: 622 -1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 27.5 6.1 31.1 11.6 4.9 22.0 3.2 0.0 1.8 0.0: 4.4 2.9
Old : 100.0: 69.9 27.5 6.1 31.1 11.6 4.9 22.0 3.2 0.0 1.8 0.0: 4.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 13 . 10 8 . . 4 0 . 0:
Old : 44: 24 13 . 10 8 . . 4 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 49.8 59.9 69.4 40.2 44.8 52.1 60.6
Old : 44.9 49.8 59.9 69.4 40.2 44.8 52.1 60.6
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 25, 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 : 907,959: 60,056 97,258 217,608 55,511 95,225 151,827 221,911 193,028 15,694 118,524 87,312: 87,208 39,190
Old : 907,959: 60,056 97,258 217,608 55,511 95,225 151,827 221,911 193,028 15,694 118,524 87,312: 87,208 39,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -14,208: -767 191 -14,644 -2,948 -6,365 214 -15,286 10,297 -4,287 -59 354: 989 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.7 24.0 6.1 10.5 16.7 24.4 21.3 1.7 13.1 9.6: 9.6 4.3
Old : 100.0: 6.6 10.7 24.0 6.1 10.5 16.7 24.4 21.3 1.7 13.1 9.6: 9.6 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 : 295: 44 42 22 13 32 65 48 76 29 56 68:
Old : 295: 44 42 22 13 32 65 48 76 29 56 68:
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 29.6 30.9 40.5 16.7 20.4 25.4 26.5
Old : 17.8 29.6 30.9 40.5 16.7 20.4 25.4 26.5
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 25, 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 : 50,039: 35,471 24,918 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,310
Old : 50,039: 35,471 24,918 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 18, 2011 :
: -110: -110 -110 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 49.8 13.0 35.4 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 11.9 10.6
Old : 100.0: 70.9 49.8 13.0 35.4 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 10 . 5 . 0 0 0 0 0 0:
Old : 23: 14 10 . 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 63.9 62.6 83.3 37.0 61.6 58.7 74.3
Old : 38.1 63.9 62.6 83.3 37.0 61.6 58.7 74.3
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 25, 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 : 55,895: 29,216 27,692 11,290 19,371 4,759 0 0 0 0 0 0: 10,630 4,073
Old : 55,895: 29,216 27,692 11,290 19,371 4,759 0 0 0 0 0 0: 10,630 4,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,688: 2,116 708 0 0 0 0 0 0 0 0 0: -428 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 49.5 20.2 34.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 19.0 7.3
Old : 100.0: 52.3 49.5 20.2 34.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 19.0 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 : 21: 12 10 . 5 4 0 0 0 0 0 0:
Old : 21: 12 10 . 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 : 47.7 51.6 65.9 73.8 44.3 46.9 58.3 64.3
Old : 47.7 51.6 65.9 73.8 44.3 46.9 58.3 64.3
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 25, 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 : 49,850: 25,500 32,306 11,195 2,023 158 2,270 2,744 3,838 0 0 0: 6,889 8,781
Old : 49,850: 25,500 32,306 11,195 2,023 158 2,270 2,744 3,838 0 0 0: 6,889 8,781
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -154: -842 1,150 0 0 0 0 -392 0 0 0 0: 688 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 64.8 22.5 4.1 0.3 4.6 5.5 7.7 0.0 0.0 0.0: 13.8 17.6
Old : 100.0: 51.2 64.8 22.5 4.1 0.3 4.6 5.5 7.7 0.0 0.0 0.0: 13.8 17.6
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 : 20: 10 9 . . . . . . 0 0 0:
Old : 20: 10 9 . . . . . . 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 : 47.1 56.1 66.4 73.9 46.4 51.8 63.1 63.0
Old : 47.1 56.1 66.4 73.9 46.4 51.8 63.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 60,427: 31,383 4,604 8,340 39,628 3,737 90 1,030 4,224 0 0 0: 12,653 7,204
Old : 60,427: 31,383 4,604 8,340 39,628 3,737 90 1,030 4,224 0 0 0: 12,653 7,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 7.6 13.8 65.6 6.2 0.1 1.7 7.0 0.0 0.0 0.0: 20.9 11.9
Old : 100.0: 51.9 7.6 13.8 65.6 6.2 0.1 1.7 7.0 0.0 0.0 0.0: 20.9 11.9
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 : 20: 12 7 . 4 . . . . 0 0 0:
Old : 20: 12 7 . 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 : 41.0 66.9 60.4 82.7 40.6 65.6 57.1 69.2
Old : 41.0 66.9 60.4 82.7 40.6 65.6 57.1 69.2
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 25, 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 : 1,722,084: 213,485 205,255 88,426 71,270 738,819 15,365 100,724 206,535 62,138 2,782 390,061: 7,255 6,637
Old : 1,722,084: 213,485 205,255 88,426 71,270 738,819 15,365 100,724 206,535 62,138 2,782 390,061: 7,255 6,637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 56,392: 8,837 6,773 2,277 3,502 16,984 -367 -1,343 11,918 -1,560 602 17,820: 483 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.9 5.1 4.1 42.9 0.9 5.8 12.0 3.6 0.2 22.7: 0.4 0.4
Old : 100.0: 12.4 11.9 5.1 4.1 42.9 0.9 5.8 12.0 3.6 0.2 22.7: 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 : 147: 37 36 10 15 24 14 29 35 28 12 35:
Old : 147: 37 36 10 15 24 14 29 35 28 12 35:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 33.6 56.3 50.6 5.8 5.2 8.4 7.4
Old : 33.9 33.6 56.3 50.6 5.8 5.2 8.4 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 25, 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 : 46,778: 7,400 6,756 9,919 2,922 6,430 4,518 14,325 11,315 2,752 1,845 2,398: 2,047 787
Old : 46,778: 7,400 6,756 9,919 2,922 6,430 4,518 14,325 11,315 2,752 1,845 2,398: 2,047 787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 2,142: 206 551 395 138 -265 -520 1,065 1,169 251 -997 10: 898 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.4 21.2 6.2 13.7 9.7 30.6 24.2 5.9 3.9 5.1: 4.4 1.7
Old : 100.0: 15.8 14.4 21.2 6.2 13.7 9.7 30.6 24.2 5.9 3.9 5.1: 4.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 11 11 . 5 6 9 8 10 . . 4:
Old : 44: 11 11 . 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 : 54.4 49.3 76.6 68.8 29.4 29.2 35.2 37.9
Old : 54.4 49.3 76.6 68.8 29.4 29.2 35.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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 : 57,612: 42,572 38,114 14,580 18,716 428 0 0 0 0 0 0: 32 354
Old : 57,612: 42,572 38,114 14,580 18,716 428 0 0 0 0 0 0: 32 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 66.2 25.3 32.5 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Old : 100.0: 73.9 66.2 25.3 32.5 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 . 4 . 0 0 0 0 0 0:
Old : 20: 11 7 . 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 : 77.4 67.2 96.1 94.4 77.4 66.6 93.3 91.7
Old : 77.4 67.2 96.1 94.4 77.4 66.6 93.3 91.7
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 25, 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 : 105,972: 56,086 52,583 29,510 28,358 8,843 0 10,007 2,247 0 0 0: 9,286 3,934
Old : 105,972: 56,086 52,583 29,510 28,358 8,843 0 10,007 2,247 0 0 0: 9,286 3,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 722: 37 2,474 0 -124 0 0 -1,212 715 0 0 0: -30 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 49.6 27.8 26.8 8.3 0.0 9.4 2.1 0.0 0.0 0.0: 8.8 3.7
Old : 100.0: 52.9 49.6 27.8 26.8 8.3 0.0 9.4 2.1 0.0 0.0 0.0: 8.8 3.7
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 : 34: 12 17 6 4 7 0 . . 0 0 0:
Old : 34: 12 17 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 36.8 68.0 59.6 43.5 36.8 57.3 55.6
Old : 45.5 36.8 68.0 59.6 43.5 36.8 57.3 55.6
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 25, 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 : 88,997: 50,246 35,039 14,360 32,750 9,392 0 486 1,606 0 0 0: 13,393 9,724
Old : 88,997: 50,246 35,039 14,360 32,750 9,392 0 486 1,606 0 0 0: 13,393 9,724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 355: -213 0 0 305 0 0 -119 169 0 0 0: 399 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 39.4 16.1 36.8 10.6 0.0 0.5 1.8 0.0 0.0 0.0: 15.0 10.9
Old : 100.0: 56.5 39.4 16.1 36.8 10.6 0.0 0.5 1.8 0.0 0.0 0.0: 15.0 10.9
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 : 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 : 60.0 52.3 75.9 72.8 52.0 51.4 62.8 66.5
Old : 60.0 52.3 75.9 72.8 52.0 51.4 62.8 66.5
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 25, 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 : 155,618: 77,947 64,935 27,733 58,238 19,930 11,322 0 4,481 0 0 0: 14,205 8,034
Old : 155,618: 77,947 64,935 27,733 58,238 19,930 11,322 0 4,481 0 0 0: 14,205 8,034
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 3,131: 492 2,046 3,581 2,236 -851 517 0 -676 0 0 0: 68 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 41.7 17.8 37.4 12.8 7.3 0.0 2.9 0.0 0.0 0.0: 9.1 5.2
Old : 100.0: 50.1 41.7 17.8 37.4 12.8 7.3 0.0 2.9 0.0 0.0 0.0: 9.1 5.2
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 : 38: 18 17 6 6 6 4 0 . 0 0 0:
Old : 38: 18 17 6 6 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 : 31.6 37.5 55.0 60.7 27.4 32.7 43.2 49.3
Old : 31.6 37.5 55.0 60.7 27.4 32.7 43.2 49.3
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 25, 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 : 2,589,511: 713,177 409,167 109,669 859,197 408,797 351,646 47,240 531,894 185,064 39,796 271,461: 17,803 21,959
Old : 2,589,511: 713,177 409,167 109,669 859,197 408,797 351,646 47,240 531,894 185,064 39,796 271,461: 17,803 21,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 41,944: 26,324 20,146 1,535 5,455 9,949 -21,188 -10,136 3,526 11,092 -1,822 13,014: -2,308 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.8 4.2 33.2 15.8 13.6 1.8 20.5 7.1 1.5 10.5: 0.7 0.8
Old : 100.0: 27.5 15.8 4.2 33.2 15.8 13.6 1.8 20.5 7.1 1.5 10.5: 0.7 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 : 180: 80 61 13 19 28 21 12 33 23 8 26:
Old : 180: 80 61 13 19 28 21 12 33 23 8 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 : 24.3 26.7 34.4 43.3 13.7 22.7 20.1 30.5
Old : 24.3 26.7 34.4 43.3 13.7 22.7 20.1 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,046,780: 170,310 166,706 178,854 299,813 287,071 125,389 44,862 91,685 71,241 34,048 118,774: 3,456 3,821
Old : 1,046,780: 170,310 166,706 178,854 299,813 287,071 125,389 44,862 91,685 71,241 34,048 118,774: 3,456 3,821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 60,694: 5,260 12,650 10,559 19,338 7,914 17,646 -2,202 -292 626 4,252 19,274: -293 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.9 17.1 28.6 27.4 12.0 4.3 8.8 6.8 3.3 11.3: 0.3 0.4
Old : 100.0: 16.3 15.9 17.1 28.6 27.4 12.0 4.3 8.8 6.8 3.3 11.3: 0.3 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 : 101: 21 20 12 10 18 17 10 19 16 13 24:
Old : 101: 21 20 12 10 18 17 10 19 16 13 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 : 22.9 36.4 40.0 57.8 14.0 29.4 23.0 36.9
Old : 22.9 36.4 40.0 57.8 14.0 29.4 23.0 36.9
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 25, 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 : 27,194: 24,363 17,165 230 8,234 1,423 369 0 81 355 0 0: 373 291
Old : 27,194: 24,363 17,165 230 8,234 1,423 369 0 81 355 0 0: 373 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 241: 81 270 0 31 -65 135 0 -20 110 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 63.1 0.8 30.3 5.2 1.4 0.0 0.3 1.3 0.0 0.0: 1.4 1.1
Old : 100.0: 89.6 63.1 0.8 30.3 5.2 1.4 0.0 0.3 1.3 0.0 0.0: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 28 . 6 6 . 0 . . 0 0:
Old : 43: 30 28 . 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 : 38.6 44.4 57.3 62.0 23.4 37.3 33.8 49.3
Old : 38.6 44.4 57.3 62.0 23.4 37.3 33.8 49.3
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 25, 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 : 17,156: 15,747 8,270 85 7,890 425 0 10 75 615 0 0: 209 486
Old : 17,156: 15,747 8,270 85 7,890 425 0 10 75 615 0 0: 209 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 443: 216 199 0 167 22 -25 10 15 150 0 0: 65 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 48.2 0.5 46.0 2.5 0.0 0.1 0.4 3.6 0.0 0.0: 1.2 2.8
Old : 100.0: 91.8 48.2 0.5 46.0 2.5 0.0 0.1 0.4 3.6 0.0 0.0: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 11 . 5 4 0 . . . 0 0:
Old : 25: 15 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 : 62.2 63.0 85.6 88.8 51.7 55.8 70.8 74.2
Old : 62.2 63.0 85.6 88.8 51.7 55.8 70.8 74.2
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 25, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,089: 5,911 4,971 165 896 1,593 0 0 0 0 0 0: 420 629
Old : 8,089: 5,911 4,971 165 896 1,593 0 0 0 0 0 0: 420 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 234: 120 300 25 -315 249 0 0 0 -180 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 61.5 2.0 11.1 19.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 7.8
Old : 100.0: 73.1 61.5 2.0 11.1 19.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 7.8
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 : 26: 17 14 . 6 5 0 0 0 0 0 0:
Old : 26: 17 14 . 6 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 : 65.3 53.7 79.0 71.3 55.6 40.2 60.3 51.7
Old : 65.3 53.7 79.0 71.3 55.6 40.2 60.3 51.7
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 25, 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 : 10,919: 9,593 6,752 270 3,013 187 0 0 0 0 0 0: 869 967
Old : 10,919: 9,593 6,752 270 3,013 187 0 0 0 0 0 0: 869 967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 242: 112 237 0 -25 0 0 0 0 0 0 0: 130 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 61.8 2.5 27.6 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 8.9
Old : 100.0: 87.9 61.8 2.5 27.6 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 8.9
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 : 20: 12 13 . . . 0 0 0 0 0 0:
Old : 20: 12 13 . . . 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 : 58.7 67.1 81.8 82.1 57.8 66.2 74.9 79.7
Old : 58.7 67.1 81.8 82.1 57.8 66.2 74.9 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011