NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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 : 4,642,292: 1,752,717 901,496 171,458 1,286,945 576,706 387,364 34,046 1,351,385 18,006 117,790 358,046: 26,610 15,878
Old : 4,642,292: 1,752,717 901,496 171,458 1,286,945 576,706 387,364 34,046 1,351,385 18,006 117,790 358,046: 26,610 15,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 51,133: 18,697 53,466 17,114 -29,998 27,186 12,939 4,129 -32,608 2,628 22,116 7,758: -2,581 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 19.4 3.7 27.7 12.4 8.3 0.7 29.1 0.4 2.5 7.7: 0.6 0.3
Old : 100.0: 37.8 19.4 3.7 27.7 12.4 8.3 0.7 29.1 0.4 2.5 7.7: 0.6 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 : 215: 98 91 11 25 33 23 12 33 9 29 34:
Old : 215: 98 91 11 25 33 23 12 33 9 29 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 26.1 38.7 39.9 10.6 16.4 16.3 22.8
Old : 24.4 26.1 38.7 39.9 10.6 16.4 16.3 22.8
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, February 15, 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 : 369,412: 204,674 256,019 52,430 15,962 60,478 11,477 12,468 19,782 2,129 0 956: 17,486 3,747
Old : 369,412: 204,674 256,019 52,430 15,962 60,478 11,477 12,468 19,782 2,129 0 956: 17,486 3,747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,195: 3,196 -7,167 -1,676 -2,702 3,090 -8,589 1,660 7,612 -548 0 525: -1,415 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 69.3 14.2 4.3 16.4 3.1 3.4 5.4 0.6 0.0 0.3: 4.7 1.0
Old : 100.0: 55.4 69.3 14.2 4.3 16.4 3.1 3.4 5.4 0.6 0.0 0.3: 4.7 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 : 54: 29 23 6 6 9 5 5 7 . 0 .:
Old : 54: 29 23 6 6 9 5 5 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 52.3 51.8 70.1 20.4 32.7 29.6 38.4
Old : 35.3 52.3 51.8 70.1 20.4 32.7 29.6 38.4
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, February 15, 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 : 199,349: 171,501 102,161 3,092 74,206 10,608 1,979 2,126 5,303 0 0 0: 6,866 4,945
Old : 199,349: 171,501 102,161 3,092 74,206 10,608 1,979 2,126 5,303 0 0 0: 6,866 4,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 9,972: 12,626 7,844 -4,557 3,487 -791 -884 -21 487 0 0 0: 3,091 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 51.2 1.6 37.2 5.3 1.0 1.1 2.7 0.0 0.0 0.0: 3.4 2.5
Old : 100.0: 86.0 51.2 1.6 37.2 5.3 1.0 1.1 2.7 0.0 0.0 0.0: 3.4 2.5
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 : 43: 22 25 . 10 9 . . 4 0 0 0:
Old : 43: 22 25 . 10 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 : 60.6 41.7 75.2 67.3 59.5 39.7 67.3 58.5
Old : 60.6 41.7 75.2 67.3 59.5 39.7 67.3 58.5
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, February 15, 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 : 317,042: 192,379 99,480 39,149 150,448 47,776 26,773 7,668 6,207 0 0 0: 4,758 5,463
Old : 317,042: 192,379 99,480 39,149 150,448 47,776 26,773 7,668 6,207 0 0 0: 4,758 5,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,505: -1,624 -2,726 2,802 3,524 -4,610 2,814 2,205 -355 0 0 0: -532 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 31.4 12.3 47.5 15.1 8.4 2.4 2.0 0.0 0.0 0.0: 1.5 1.7
Old : 100.0: 60.7 31.4 12.3 47.5 15.1 8.4 2.4 2.0 0.0 0.0 0.0: 1.5 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 : 46: 21 18 5 10 14 4 . 5 0 0 0:
Old : 46: 21 18 5 10 14 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 : 44.1 48.1 64.8 74.1 42.3 41.0 58.7 61.2
Old : 44.1 48.1 64.8 74.1 42.3 41.0 58.7 61.2
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, February 15, 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 : 731,900: 518,098 279,469 77,475 292,132 76,891 12,180 38,404 42,360 54 331 1,108: 3,734 1,205
Old : 731,900: 518,098 279,469 77,475 292,132 76,891 12,180 38,404 42,360 54 331 1,108: 3,734 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 11,330: 13,523 -614 -6,947 5,962 1,029 -273 1,039 4,070 54 -40 344: -470 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 38.2 10.6 39.9 10.5 1.7 5.2 5.8 0.0 0.0 0.2: 0.5 0.2
Old : 100.0: 70.8 38.2 10.6 39.9 10.5 1.7 5.2 5.8 0.0 0.0 0.2: 0.5 0.2
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 : 71: 38 29 6 15 20 . 6 8 . . .:
Old : 71: 38 29 6 15 20 . 6 8 . . .:
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 : 38.8 39.9 53.3 56.6 25.5 28.9 38.0 38.4
Old : 38.8 39.9 53.3 56.6 25.5 28.9 38.0 38.4
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, February 15, 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 : 184,764: 128,766 118,039 19,475 47,941 5,326 17,973 1,849 3,693 0 0 0: 9,531 7,916
Old : 184,764: 128,766 118,039 19,475 47,941 5,326 17,973 1,849 3,693 0 0 0: 9,531 7,916
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -4,385: -3,983 -1,025 285 946 665 2,751 724 -4,807 0 0 0: 704 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 63.9 10.5 25.9 2.9 9.7 1.0 2.0 0.0 0.0 0.0: 5.2 4.3
Old : 100.0: 69.7 63.9 10.5 25.9 2.9 9.7 1.0 2.0 0.0 0.0 0.0: 5.2 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 : 41: 26 20 4 . 4 4 . 4 0 0 0:
Old : 41: 26 20 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 : 43.4 65.1 59.2 79.8 38.7 62.0 54.0 70.6
Old : 43.4 65.1 59.2 79.8 38.7 62.0 54.0 70.6
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, February 15, 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 : 332,034: 228,014 164,685 29,915 71,601 25,863 17,420 43,345 19,197 0 0 0: 11,625 7,343
Old : 332,034: 228,014 164,685 29,915 71,601 25,863 17,420 43,345 19,197 0 0 0: 11,625 7,343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,007: 5,374 -2,405 4,077 1,300 -32 1,518 15,801 -10,701 0 0 0: 2,771 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 49.6 9.0 21.6 7.8 5.2 13.1 5.8 0.0 0.0 0.0: 3.5 2.2
Old : 100.0: 68.7 49.6 9.0 21.6 7.8 5.2 13.1 5.8 0.0 0.0 0.0: 3.5 2.2
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 : 55: 29 21 5 11 10 . 4 5 0 0 0:
Old : 55: 29 21 5 11 10 . 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 : 34.3 42.6 53.6 56.1 28.8 34.9 44.3 47.1
Old : 34.3 42.6 53.6 56.1 28.8 34.9 44.3 47.1
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, February 15, 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 : 183,708: 132,613 59,035 9,461 61,140 21,519 6,222 26,130 5,762 0 2,164 0: 8,131 7,958
Old : 183,708: 132,613 59,035 9,461 61,140 21,519 6,222 26,130 5,762 0 2,164 0: 8,131 7,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -195: -2,626 1,115 -2,016 -2,328 3,122 1,226 -2,410 -225 0 -236 0: 324 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 32.1 5.2 33.3 11.7 3.4 14.2 3.1 0.0 1.2 0.0: 4.4 4.3
Old : 100.0: 72.2 32.1 5.2 33.3 11.7 3.4 14.2 3.1 0.0 1.2 0.0: 4.4 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 : 40: 20 11 . 10 6 . . 4 0 . 0:
Old : 40: 20 11 . 10 6 . . 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 : 52.7 40.8 65.5 63.5 48.6 35.3 58.1 53.4
Old : 52.7 40.8 65.5 63.5 48.6 35.3 58.1 53.4
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, February 15, 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 : 1,014,270: 70,121 100,297 236,909 35,978 123,018 137,684 282,001 229,865 29,463 95,916 102,686: 84,524 44,509
Old : 1,014,270: 70,121 100,297 236,909 35,978 123,018 137,684 282,001 229,865 29,463 95,916 102,686: 84,524 44,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 49,715: 8,618 6,253 7,004 -12,997 16,867 -9,934 22,302 14,379 4,027 -8,297 8,155: 599 3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.9 23.4 3.5 12.1 13.6 27.8 22.7 2.9 9.5 10.1: 8.3 4.4
Old : 100.0: 6.9 9.9 23.4 3.5 12.1 13.6 27.8 22.7 2.9 9.5 10.1: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 316: 45 46 22 13 32 56 74 79 41 48 68:
Old : 316: 45 46 22 13 32 56 74 79 41 48 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 : 17.9 23.6 30.4 36.5 15.6 15.9 23.4 22.9
Old : 17.9 23.6 30.4 36.5 15.6 15.9 23.4 22.9
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, February 15, 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 : 46,435: 34,127 22,610 4,578 17,202 2,097 0 0 0 0 0 0: 5,633 4,526
Old : 46,435: 34,127 22,610 4,578 17,202 2,097 0 0 0 0 0 0: 5,633 4,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 48.7 9.9 37.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.7
Old : 100.0: 73.5 48.7 9.9 37.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.7
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 : 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 : 37.3 64.6 63.2 84.5 35.1 63.2 58.7 75.7
Old : 37.3 64.6 63.2 84.5 35.1 63.2 58.7 75.7
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, February 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 53,840: 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0: 11,143 4,545
Old : 53,840: 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0: 11,143 4,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 365: 0 0 0 365 0 0 0 0 0 0 0: 365 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 48.5 20.6 34.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 8.4
Old : 100.0: 49.9 48.5 20.6 34.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 8.4
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: 11 9 . 5 4 0 0 0 0 0 0:
Old : 20: 11 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 : 47.3 52.1 65.2 74.3 43.8 47.9 57.5 65.0
Old : 47.3 52.1 65.2 74.3 43.8 47.9 57.5 65.0
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, February 15, 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 : 47,192: 25,551 31,445 10,949 1,571 158 2,326 2,655 3,397 0 0 0: 4,811 7,966
Old : 47,192: 25,551 31,445 10,949 1,571 158 2,326 2,655 3,397 0 0 0: 4,811 7,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,426: 2,363 783 62 0 0 0 844 43 0 0 0: -1,042 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 66.6 23.2 3.3 0.3 4.9 5.6 7.2 0.0 0.0 0.0: 10.2 16.9
Old : 100.0: 54.1 66.6 23.2 3.3 0.3 4.9 5.6 7.2 0.0 0.0 0.0: 10.2 16.9
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 : 21: 11 10 . . . . . . 0 0 0:
Old : 21: 11 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 56.0 66.8 72.1 45.0 51.4 64.1 62.6
Old : 45.7 56.0 66.8 72.1 45.0 51.4 64.1 62.6
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, February 15, 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 : 1,778,432: 218,679 199,121 78,729 72,665 790,712 17,724 99,127 217,803 66,743 9,859 381,429: 6,614 7,717
Old : 1,778,432: 218,679 199,121 78,729 72,665 790,712 17,724 99,127 217,803 66,743 9,859 381,429: 6,614 7,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 49,453: 8,960 5,643 -3,449 2,699 17,871 -715 -2,114 13,802 4,218 2,425 8,620: 146 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.2 4.4 4.1 44.5 1.0 5.6 12.2 3.8 0.6 21.4: 0.4 0.4
Old : 100.0: 12.3 11.2 4.4 4.1 44.5 1.0 5.6 12.2 3.8 0.6 21.4: 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 : 152: 41 39 13 12 23 15 29 34 29 12 37:
Old : 152: 41 39 13 12 23 15 29 34 29 12 37:
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 33.3 54.7 51.1 5.5 5.2 7.4 7.5
Old : 32.1 33.3 54.7 51.1 5.5 5.2 7.4 7.5
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, February 15, 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 : 51,251: 8,290 8,507 7,919 3,169 8,961 7,847 15,405 10,435 2,711 1,039 3,348: 1,739 386
Old : 51,251: 8,290 8,507 7,919 3,169 8,961 7,847 15,405 10,435 2,711 1,039 3,348: 1,739 386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,450: 231 759 -499 611 812 2,139 1,199 -4,635 239 -61 103: 160 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.6 15.5 6.2 17.5 15.3 30.1 20.4 5.3 2.0 6.5: 3.4 0.8
Old : 100.0: 16.2 16.6 15.5 6.2 17.5 15.3 30.1 20.4 5.3 2.0 6.5: 3.4 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 : 48: 12 12 4 6 7 9 8 12 . . 4:
Old : 48: 12 12 4 6 7 9 8 12 . . 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 56.2 74.1 74.9 25.4 29.7 32.8 34.8
Old : 54.4 56.2 74.1 74.9 25.4 29.7 32.8 34.8
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, February 15, 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 : 99,433: 52,745 49,272 27,777 27,726 8,580 420 8,678 1,748 0 0 0: 8,163 3,429
Old : 99,433: 52,745 49,272 27,777 27,726 8,580 420 8,678 1,748 0 0 0: 8,163 3,429
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -660: -310 -339 -365 123 -123 420 85 -282 0 0 0: 0 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 49.6 27.9 27.9 8.6 0.4 8.7 1.8 0.0 0.0 0.0: 8.2 3.4
Old : 100.0: 53.0 49.6 27.9 27.9 8.6 0.4 8.7 1.8 0.0 0.0 0.0: 8.2 3.4
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 : 33: 11 17 5 5 7 . . . 0 0 0:
Old : 33: 11 17 5 5 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 37.2 70.0 59.8 44.6 37.1 59.1 55.8
Old : 46.8 37.2 70.0 59.8 44.6 37.1 59.1 55.8
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, February 15, 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 : 149,820: 76,059 61,112 25,623 56,446 20,142 9,553 0 3,382 0 0 0: 15,061 8,738
Old : 149,820: 76,059 61,112 25,623 56,446 20,142 9,553 0 3,382 0 0 0: 15,061 8,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 331: 1,357 687 0 0 0 -848 0 -304 0 0 0: 126 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 40.8 17.1 37.7 13.4 6.4 0.0 2.3 0.0 0.0 0.0: 10.1 5.8
Old : 100.0: 50.8 40.8 17.1 37.7 13.4 6.4 0.0 2.3 0.0 0.0 0.0: 10.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 14 6 6 6 . 0 . 0 0 0:
Old : 34: 17 14 6 6 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 : 32.0 38.4 54.4 61.8 28.1 33.4 42.8 50.0
Old : 32.0 38.4 54.4 61.8 28.1 33.4 42.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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 : 2,625,379: 724,513 396,699 114,701 852,860 425,142 338,512 35,388 585,077 162,688 52,928 254,878: 19,868 22,407
Old : 2,625,379: 724,513 396,699 114,701 852,860 425,142 338,512 35,388 585,077 162,688 52,928 254,878: 19,868 22,407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 51,451: 32,721 16,909 -9,225 -17,334 12,988 -5,413 612 26,756 -10,107 10,116 -976: 4,707 2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.1 4.4 32.5 16.2 12.9 1.3 22.3 6.2 2.0 9.7: 0.8 0.9
Old : 100.0: 27.6 15.1 4.4 32.5 16.2 12.9 1.3 22.3 6.2 2.0 9.7: 0.8 0.9
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 : 177: 74 58 12 19 28 21 14 36 19 13 26:
Old : 177: 74 58 12 19 28 21 14 36 19 13 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 27.1 35.6 43.5 13.7 22.3 20.0 29.7
Old : 25.2 27.1 35.6 43.5 13.7 22.3 20.0 29.7
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, February 15, 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 : 1,036,019: 165,488 176,985 179,054 263,095 296,994 132,085 45,819 79,409 47,350 38,868 130,813: 4,826 4,036
Old : 1,036,019: 165,488 176,985 179,054 263,095 296,994 132,085 45,819 79,409 47,350 38,868 130,813: 4,826 4,036
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 32,764: 6,577 9,968 -3,439 -25,019 22,475 5,070 -29 2,429 -19,445 4,961 17,775: 1,322 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.1 17.3 25.4 28.7 12.7 4.4 7.7 4.6 3.8 12.6: 0.5 0.4
Old : 100.0: 16.0 17.1 17.3 25.4 28.7 12.7 4.4 7.7 4.6 3.8 12.6: 0.5 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 18 10 12 19 15 12 20 10 18 25:
Old : 99: 20 18 10 12 19 15 12 20 10 18 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 34.5 44.5 56.1 13.7 26.3 23.1 34.0
Old : 25.3 34.5 44.5 56.1 13.7 26.3 23.1 34.0
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, February 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 23,708: 21,282 14,066 350 8,130 1,091 151 30 41 340 0 0: 453 350
Old : 23,708: 21,282 14,066 350 8,130 1,091 151 30 41 340 0 0: 453 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -43: -33 -192 75 129 -20 -60 5 -65 25 0 0: 35 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 59.3 1.5 34.3 4.6 0.6 0.1 0.2 1.4 0.0 0.0: 1.9 1.5
Old : 100.0: 89.8 59.3 1.5 34.3 4.6 0.6 0.1 0.2 1.4 0.0 0.0: 1.9 1.5
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 : 43: 30 25 . 6 7 . . . . 0 0:
Old : 43: 30 25 . 6 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 : 36.7 45.9 59.6 65.6 24.0 35.8 37.9 48.3
Old : 36.7 45.9 59.6 65.6 24.0 35.8 37.9 48.3
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, February 15, 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 : 16,772: 14,888 8,146 95 7,621 475 426 0 45 585 0 0: 258 485
Old : 16,772: 14,888 8,146 95 7,621 475 426 0 45 585 0 0: 258 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 260: 280 155 -20 60 0 60 0 45 30 0 0: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 48.6 0.6 45.4 2.8 2.5 0.0 0.3 3.5 0.0 0.0: 1.5 2.9
Old : 100.0: 88.8 48.6 0.6 45.4 2.8 2.5 0.0 0.3 3.5 0.0 0.0: 1.5 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 : 26: 15 12 . 5 4 . 0 . . 0 0:
Old : 26: 15 12 . 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 : 61.4 63.1 82.5 88.5 49.4 54.2 65.1 71.7
Old : 61.4 63.1 82.5 88.5 49.4 54.2 65.1 71.7
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, February 15, 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 : 7,062: 5,117 3,908 356 1,322 1,173 0 0 0 0 0 0: 416 659
Old : 7,062: 5,117 3,908 356 1,322 1,173 0 0 0 0 0 0: 416 659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 76: 70 40 0 284 6 0 0 0 0 0 0: 0 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 55.3 5.0 18.7 16.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 9.3
Old : 100.0: 72.5 55.3 5.0 18.7 16.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . 6 6 0 0 0 0 0 0:
Old : 22: 12 9 . 6 6 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 : 67.4 53.6 81.6 72.9 62.4 43.7 67.2 58.0
Old : 67.4 53.6 81.6 72.9 62.4 43.7 67.2 58.0
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, February 15, 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 : 10,907: 9,629 6,611 514 2,818 200 0 0 0 0 0 0: 564 1,278
Old : 10,907: 9,629 6,611 514 2,818 200 0 0 0 0 0 0: 564 1,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 80: 75 -250 0 0 15 0 0 0 0 0 0: -10 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 60.6 4.7 25.8 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 11.7
Old : 100.0: 88.3 60.6 4.7 25.8 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 11.7
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: 11 12 . . . 0 0 0 0 0 0:
Old : 20: 11 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 : 61.2 61.7 81.2 79.3 54.0 61.0 70.9 72.9
Old : 61.2 61.7 81.2 79.3 54.0 61.0 70.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011