NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 4,671,128: 1,732,479 920,422 155,627 1,257,126 613,742 377,772 35,813 1,363,737 27,307 111,198 353,084: 47,380 16,006
Old : 4,671,128: 1,732,479 920,422 155,627 1,257,126 613,742 377,772 35,813 1,363,737 27,307 111,198 353,084: 47,380 16,006
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 28,836: -20,238 18,926 -15,831 -29,819 37,036 -9,592 1,767 12,352 9,301 -6,592 -4,962: 20,770 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.7 3.3 26.9 13.1 8.1 0.8 29.2 0.6 2.4 7.6: 1.0 0.3
Old : 100.0: 37.1 19.7 3.3 26.9 13.1 8.1 0.8 29.2 0.6 2.4 7.6: 1.0 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 : 214: 99 90 10 24 30 23 13 35 9 28 36:
Old : 214: 99 90 10 24 30 23 13 35 9 28 36:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 26.8 37.9 40.6 10.7 15.9 16.2 21.9
Old : 24.3 26.8 37.9 40.6 10.7 15.9 16.2 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 377,959: 212,935 255,127 50,224 17,135 63,018 8,916 15,743 21,380 2,159 0 922: 18,405 4,634
Old : 377,959: 212,935 255,127 50,224 17,135 63,018 8,916 15,743 21,380 2,159 0 922: 18,405 4,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 8,547: 8,261 -892 -2,206 1,173 2,540 -2,561 3,275 1,598 30 0 -34: 919 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 67.5 13.3 4.5 16.7 2.4 4.2 5.7 0.6 0.0 0.2: 4.9 1.2
Old : 100.0: 56.3 67.5 13.3 4.5 16.7 2.4 4.2 5.7 0.6 0.0 0.2: 4.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 29 24 6 6 8 4 4 7 . 0 .:
Old : 53: 29 24 6 6 8 4 4 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 50.8 51.2 68.1 20.0 31.5 28.8 35.9
Old : 34.5 50.8 51.2 68.1 20.0 31.5 28.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 200,766: 169,239 104,988 6,198 67,838 13,808 964 4,078 5,128 0 0 0: 5,429 4,926
Old : 200,766: 169,239 104,988 6,198 67,838 13,808 964 4,078 5,128 0 0 0: 5,429 4,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,417: -2,262 2,827 3,106 -6,368 3,200 -1,015 1,952 -175 0 0 0: -1,437 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 52.3 3.1 33.8 6.9 0.5 2.0 2.6 0.0 0.0 0.0: 2.7 2.5
Old : 100.0: 84.3 52.3 3.1 33.8 6.9 0.5 2.0 2.6 0.0 0.0 0.0: 2.7 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: 23 24 . 9 10 . . 4 0 0 0:
Old : 43: 23 24 . 9 10 . . 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 : 57.4 40.6 72.7 65.2 55.6 37.7 64.3 56.5
Old : 57.4 40.6 72.7 65.2 55.6 37.7 64.3 56.5
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 22, 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 : 315,710: 196,079 93,818 37,912 161,553 39,931 29,243 8,834 5,771 0 125 520: 6,254 5,158
Old : 315,710: 196,079 93,818 37,912 161,553 39,931 29,243 8,834 5,771 0 125 520: 6,254 5,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,332: 3,700 -5,662 -1,237 11,105 -7,845 2,470 1,166 -436 0 125 520: 1,496 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 29.7 12.0 51.2 12.6 9.3 2.8 1.8 0.0 0.0 0.2: 2.0 1.6
Old : 100.0: 62.1 29.7 12.0 51.2 12.6 9.3 2.8 1.8 0.0 0.0 0.2: 2.0 1.6
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 : 46: 20 19 5 10 14 4 . 5 0 . .:
Old : 46: 20 19 5 10 14 4 . 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 45.3 65.6 71.7 43.7 40.4 59.4 61.5
Old : 45.2 45.3 65.6 71.7 43.7 40.4 59.4 61.5
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 22, 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 : 731,203: 512,827 277,304 79,904 286,365 80,082 8,635 38,385 44,943 0 620 1,527: 3,285 1,977
Old : 731,203: 512,827 277,304 79,904 286,365 80,082 8,635 38,385 44,943 0 620 1,527: 3,285 1,977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -697: -5,271 -2,165 2,429 -5,767 3,191 -3,545 -19 2,583 -54 289 419: -449 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 37.9 10.9 39.2 11.0 1.2 5.2 6.1 0.0 0.1 0.2: 0.4 0.3
Old : 100.0: 70.1 37.9 10.9 39.2 11.0 1.2 5.2 6.1 0.0 0.1 0.2: 0.4 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 : 71: 37 29 6 15 20 4 5 9 0 . .:
Old : 71: 37 29 6 15 20 4 5 9 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 39.8 52.7 56.4 24.1 27.6 36.6 37.3
Old : 38.1 39.8 52.7 56.4 24.1 27.6 36.6 37.3
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 22, 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 : 188,973: 132,344 122,085 17,883 48,124 6,246 19,727 0 3,049 0 0 0: 9,724 9,469
Old : 188,973: 132,344 122,085 17,883 48,124 6,246 19,727 0 3,049 0 0 0: 9,724 9,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 4,209: 3,578 4,046 -1,592 183 920 1,754 -1,849 -644 0 0 0: 193 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 64.6 9.5 25.5 3.3 10.4 0.0 1.6 0.0 0.0 0.0: 5.1 5.0
Old : 100.0: 70.0 64.6 9.5 25.5 3.3 10.4 0.0 1.6 0.0 0.0 0.0: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 20 4 . 4 4 0 . 0 0 0:
Old : 40: 26 20 4 . 4 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 : 43.9 64.9 58.7 79.7 38.8 61.7 53.2 68.9
Old : 43.9 64.9 58.7 79.7 38.8 61.7 53.2 68.9
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 22, 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 : 329,419: 229,586 164,387 30,250 73,186 25,559 14,756 41,888 18,162 0 0 0: 11,106 6,237
Old : 329,419: 229,586 164,387 30,250 73,186 25,559 14,756 41,888 18,162 0 0 0: 11,106 6,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,615: 1,572 -298 335 1,585 -304 -2,664 -1,457 -1,035 0 0 0: -519 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 49.9 9.2 22.2 7.8 4.5 12.7 5.5 0.0 0.0 0.0: 3.4 1.9
Old : 100.0: 69.7 49.9 9.2 22.2 7.8 4.5 12.7 5.5 0.0 0.0 0.0: 3.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 29 22 6 11 11 . 4 5 0 0 0:
Old : 56: 29 22 6 11 11 . 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 : 34.9 42.5 53.7 56.2 29.9 35.6 45.3 47.4
Old : 34.9 42.5 53.7 56.2 29.9 35.6 45.3 47.4
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 22, 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 : 184,627: 132,797 57,230 10,322 59,706 22,798 4,599 29,007 6,098 0 2,256 62: 7,951 7,470
Old : 184,627: 132,797 57,230 10,322 59,706 22,798 4,599 29,007 6,098 0 2,256 62: 7,951 7,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 919: 184 -1,805 861 -1,434 1,279 -1,623 2,877 336 0 92 62: -180 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 31.0 5.6 32.3 12.3 2.5 15.7 3.3 0.0 1.2 0.0: 4.3 4.0
Old : 100.0: 71.9 31.0 5.6 32.3 12.3 2.5 15.7 3.3 0.0 1.2 0.0: 4.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 11 . 10 6 . 4 4 0 . .:
Old : 40: 21 11 . 10 6 . 4 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 39.8 66.8 61.7 49.7 34.4 58.9 52.4
Old : 54.3 39.8 66.8 61.7 49.7 34.4 58.9 52.4
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 22, 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 : 1,033,103: 71,201 94,784 239,352 29,690 126,509 132,435 294,052 243,221 35,049 95,412 103,568: 81,768 45,867
Old : 1,033,103: 71,201 94,784 239,352 29,690 126,509 132,435 294,052 243,221 35,049 95,412 103,568: 81,768 45,867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 18,834: 1,080 -5,513 2,443 -6,287 3,491 -5,249 12,051 13,356 5,585 -505 882: -2,756 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.2 23.2 2.9 12.2 12.8 28.5 23.5 3.4 9.2 10.0: 7.9 4.4
Old : 100.0: 6.9 9.2 23.2 2.9 12.2 12.8 28.5 23.5 3.4 9.2 10.0: 7.9 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 : 325: 44 43 20 13 31 56 80 81 45 48 76:
Old : 325: 44 43 20 13 31 56 80 81 45 48 76:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 23.7 31.5 36.5 15.3 15.5 23.1 21.7
Old : 18.4 23.7 31.5 36.5 15.3 15.5 23.1 21.7
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 22, 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 : 46,097: 33,851 22,362 4,578 17,202 2,097 0 0 0 0 0 0: 5,571 4,436
Old : 46,097: 33,851 22,362 4,578 17,202 2,097 0 0 0 0 0 0: 5,571 4,436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -338: -276 -248 0 0 0 0 0 0 0 0 0: -62 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 48.5 9.9 37.3 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.6
Old : 100.0: 73.4 48.5 9.9 37.3 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 9 . 5 . 0 0 0 0 0 0:
Old : 23: 14 9 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 64.2 63.1 84.6 35.2 62.8 58.5 75.7
Old : 37.4 64.2 63.1 84.6 35.2 62.8 58.5 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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 54,026: 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0: 11,329 4,731
Old : 54,026: 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0: 11,329 4,731
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 186: 0 0 0 0 0 0 0 0 0 0 0: 186 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 48.3 20.6 34.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 21.0 8.8
Old : 100.0: 49.8 48.3 20.6 34.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 21.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.2 51.9 65.0 74.0 43.6 47.7 57.3 64.8
Old : 47.2 51.9 65.0 74.0 43.6 47.7 57.3 64.8
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 22, 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 : 48,070: 27,263 31,445 10,949 1,571 158 2,326 4,367 2,625 0 0 0: 4,749 7,904
Old : 48,070: 27,263 31,445 10,949 1,571 158 2,326 4,367 2,625 0 0 0: 4,749 7,904
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 878: 1,712 0 0 0 0 0 1,712 -772 0 0 0: -62 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 65.4 22.8 3.3 0.3 4.8 9.1 5.5 0.0 0.0 0.0: 9.9 16.4
Old : 100.0: 56.7 65.4 22.8 3.3 0.3 4.8 9.1 5.5 0.0 0.0 0.0: 9.9 16.4
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 : 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 : 48.3 55.0 69.1 72.7 47.3 51.7 66.5 65.0
Old : 48.3 55.0 69.1 72.7 47.3 51.7 66.5 65.0
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, February 22, 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 : 58,897: 27,785 6,797 8,108 38,248 3,717 3,961 890 3,032 0 0 0: 12,294 6,213
Old : 58,897: 27,785 6,797 8,108 38,248 3,717 3,961 890 3,032 0 0 0: 12,294 6,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 11.5 13.8 64.9 6.3 6.7 1.5 5.1 0.0 0.0 0.0: 20.9 10.5
Old : 100.0: 47.2 11.5 13.8 64.9 6.3 6.7 1.5 5.1 0.0 0.0 0.0: 20.9 10.5
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 : 20: 11 9 . 4 . . . . 0 0 0:
Old : 20: 11 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 : 44.0 66.3 63.9 82.3 40.8 64.9 58.8 71.4
Old : 44.0 66.3 63.9 82.3 40.8 64.9 58.8 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 1,817,671: 223,131 203,904 77,425 73,513 805,284 25,095 98,366 225,077 64,302 12,807 390,758: 6,598 7,962
Old : 1,817,671: 223,131 203,904 77,425 73,513 805,284 25,095 98,366 225,077 64,302 12,807 390,758: 6,598 7,962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 39,239: 4,452 4,783 -1,304 848 14,572 7,371 -760 7,274 -2,441 2,948 9,330: -16 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.2 4.3 4.0 44.3 1.4 5.4 12.4 3.5 0.7 21.5: 0.4 0.4
Old : 100.0: 12.3 11.2 4.3 4.0 44.3 1.4 5.4 12.4 3.5 0.7 21.5: 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: 42 39 13 12 23 22 22 33 29 11 37:
Old : 152: 42 39 13 12 23 22 22 33 29 11 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 : 31.8 33.1 54.0 51.0 5.2 5.1 6.9 7.5
Old : 31.8 33.1 54.0 51.0 5.2 5.1 6.9 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 22, 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 : 50,593: 8,036 8,516 7,836 3,337 8,958 8,118 14,901 10,090 2,647 1,044 3,392: 1,516 356
Old : 50,593: 8,036 8,516 7,836 3,337 8,958 8,118 14,901 10,090 2,647 1,044 3,392: 1,516 356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -658: -255 9 -83 168 -3 271 -504 -346 -64 5 44: -223 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.8 15.5 6.6 17.7 16.0 29.5 19.9 5.2 2.1 6.7: 3.0 0.7
Old : 100.0: 15.9 16.8 15.5 6.6 17.7 16.0 29.5 19.9 5.2 2.1 6.7: 3.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 12 12 4 6 7 8 9 11 . . 4:
Old : 48: 12 12 4 6 7 8 9 11 . . 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 : 54.7 56.2 74.3 75.0 25.9 29.6 33.7 34.6
Old : 54.7 56.2 74.3 75.0 25.9 29.6 33.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 100,712: 53,610 50,116 27,777 27,726 8,580 445 8,786 2,106 0 0 0: 8,194 3,398
Old : 100,712: 53,610 50,116 27,777 27,726 8,580 445 8,786 2,106 0 0 0: 8,194 3,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,278: 864 844 0 0 0 25 108 358 0 0 0: 31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 49.8 27.6 27.5 8.5 0.4 8.7 2.1 0.0 0.0 0.0: 8.1 3.4
Old : 100.0: 53.2 49.8 27.6 27.5 8.5 0.4 8.7 2.1 0.0 0.0 0.0: 8.1 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 : 46.2 37.2 69.1 60.4 44.0 36.8 58.4 56.1
Old : 46.2 37.2 69.1 60.4 44.0 36.8 58.4 56.1
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, February 22, 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 : 84,118: 47,009 34,672 13,088 30,371 9,120 0 81 1,774 0 0 0: 13,127 8,100
Old : 84,118: 47,009 34,672 13,088 30,371 9,120 0 81 1,774 0 0 0: 13,127 8,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 41.2 15.6 36.1 10.8 0.0 0.1 2.1 0.0 0.0 0.0: 15.6 9.6
Old : 100.0: 55.9 41.2 15.6 36.1 10.8 0.0 0.1 2.1 0.0 0.0 0.0: 15.6 9.6
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: 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 : 59.5 52.5 75.4 72.5 50.0 51.5 61.3 65.7
Old : 59.5 52.5 75.4 72.5 50.0 51.5 61.3 65.7
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 22, 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 : 149,810: 76,700 61,482 25,623 56,446 20,142 9,974 0 3,248 0 0 0: 14,123 8,492
Old : 149,810: 76,700 61,482 25,623 56,446 20,142 9,974 0 3,248 0 0 0: 14,123 8,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -10: 641 370 0 0 0 421 0 -134 0 0 0: -938 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 41.0 17.1 37.7 13.4 6.7 0.0 2.2 0.0 0.0 0.0: 9.4 5.7
Old : 100.0: 51.2 41.0 17.1 37.7 13.4 6.7 0.0 2.2 0.0 0.0 0.0: 9.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 15 6 6 6 . 0 . 0 0 0:
Old : 35: 18 15 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 54.2 61.8 28.1 33.4 42.8 50.0
Old : 32.0 38.4 54.2 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 22, 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 : 2,651,082: 743,138 404,503 110,888 850,627 435,101 342,246 44,957 573,974 163,917 60,330 258,454: 23,364 23,136
Old : 2,651,082: 743,138 404,503 110,888 850,627 435,101 342,246 44,957 573,974 163,917 60,330 258,454: 23,364 23,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 25,703: 18,625 7,804 -3,813 -2,233 9,959 3,734 9,569 -11,103 1,229 7,402 3,576: 3,496 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 15.3 4.2 32.1 16.4 12.9 1.7 21.7 6.2 2.3 9.7: 0.9 0.9
Old : 100.0: 28.0 15.3 4.2 32.1 16.4 12.9 1.7 21.7 6.2 2.3 9.7: 0.9 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 : 180: 77 60 11 19 27 21 15 34 20 13 27:
Old : 180: 77 60 11 19 27 21 15 34 20 13 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 27.0 35.3 43.3 13.7 22.0 19.9 29.2
Old : 25.1 27.0 35.3 43.3 13.7 22.0 19.9 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 1,072,329: 169,381 179,110 176,615 271,012 312,301 137,061 49,685 85,439 59,938 43,949 126,423: 5,171 4,410
Old : 1,072,329: 169,381 179,110 176,615 271,012 312,301 137,061 49,685 85,439 59,938 43,949 126,423: 5,171 4,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 36,310: 3,893 2,125 -2,439 7,917 15,307 4,976 3,866 6,030 12,588 5,081 -4,390: 345 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.7 16.5 25.3 29.1 12.8 4.6 8.0 5.6 4.1 11.8: 0.5 0.4
Old : 100.0: 15.8 16.7 16.5 25.3 29.1 12.8 4.6 8.0 5.6 4.1 11.8: 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 16 10 12 19 17 10 18 12 17 24:
Old : 99: 20 16 10 12 19 17 10 18 12 17 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 : 23.7 34.0 43.0 55.7 12.1 24.5 21.3 34.1
Old : 23.7 34.0 43.0 55.7 12.1 24.5 21.3 34.1
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 22, 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 : 23,706: 21,502 14,116 375 8,320 895 226 30 35 395 0 0: 278 310
Old : 23,706: 21,502 14,116 375 8,320 895 226 30 35 395 0 0: 278 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2: 220 50 25 190 -196 75 0 -6 55 0 0: -175 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 59.5 1.6 35.1 3.8 1.0 0.1 0.1 1.7 0.0 0.0: 1.2 1.3
Old : 100.0: 90.7 59.5 1.6 35.1 3.8 1.0 0.1 0.1 1.7 0.0 0.0: 1.2 1.3
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 : 43: 30 24 . 6 7 . . . . 0 0:
Old : 43: 30 24 . 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 : 37.6 45.6 60.0 65.8 23.9 36.5 38.2 49.5
Old : 37.6 45.6 60.0 65.8 23.9 36.5 38.2 49.5
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 22, 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 : 16,997: 14,998 8,366 95 7,621 475 481 0 50 610 0 0: 288 485
Old : 16,997: 14,998 8,366 95 7,621 475 481 0 50 610 0 0: 288 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 225: 110 220 0 0 0 55 0 5 25 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 49.2 0.6 44.8 2.8 2.8 0.0 0.3 3.6 0.0 0.0: 1.7 2.9
Old : 100.0: 88.2 49.2 0.6 44.8 2.8 2.8 0.0 0.3 3.6 0.0 0.0: 1.7 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 : 25: 14 13 . 5 4 . 0 . . 0 0:
Old : 25: 14 13 . 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 62.3 82.5 87.6 49.2 53.4 64.9 71.0
Old : 62.2 62.3 82.5 87.6 49.2 53.4 64.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 22, 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 : 7,322: 5,397 4,033 356 1,442 1,143 0 0 0 0 0 0: 426 704
Old : 7,322: 5,397 4,033 356 1,442 1,143 0 0 0 0 0 0: 426 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 260: 280 125 0 120 -30 0 0 0 0 0 0: 10 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 55.1 4.9 19.7 15.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 9.6
Old : 100.0: 73.7 55.1 4.9 19.7 15.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 9.6
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: 12 11 . 6 6 0 0 0 0 0 0:
Old : 23: 12 11 . 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 : 67.6 50.9 81.2 71.1 63.6 41.0 68.4 55.2
Old : 67.6 50.9 81.2 71.1 63.6 41.0 68.4 55.2
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,373: 9,979 7,019 514 2,862 185 0 0 0 30 0 0: 665 1,307
Old : 11,373: 9,979 7,019 514 2,862 185 0 0 0 30 0 0: 665 1,307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 466: 350 408 0 44 -15 0 0 0 30 0 0: 101 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 61.7 4.5 25.2 1.6 0.0 0.0 0.0 0.3 0.0 0.0: 5.8 11.5
Old : 100.0: 87.7 61.7 4.5 25.2 1.6 0.0 0.0 0.0 0.3 0.0 0.0: 5.8 11.5
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 : 23: 12 14 . . . 0 0 0 . 0 0:
Old : 23: 12 14 . . . 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 : 61.7 59.8 80.4 76.3 56.3 59.2 72.4 72.1
Old : 61.7 59.8 80.4 76.3 56.3 59.2 72.4 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011