NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 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 : 4,512,736: 1,620,022 862,834 178,400 1,122,143 616,576 298,287 60,874 1,383,089 32,689 93,541 353,500: 30,173 20,179
Old : 4,512,736: 1,620,022 862,834 178,400 1,122,143 616,576 298,287 60,874 1,383,089 32,689 93,541 353,500: 30,173 20,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -158,392: -112,457 -57,588 22,773 -134,983 2,834 -79,485 25,061 19,352 5,382 -17,657 416: -17,207 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 19.1 4.0 24.9 13.7 6.6 1.3 30.6 0.7 2.1 7.8: 0.7 0.4
Old : 100.0: 35.9 19.1 4.0 24.9 13.7 6.6 1.3 30.6 0.7 2.1 7.8: 0.7 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 : 216: 96 90 11 23 29 24 14 36 15 24 36:
Old : 216: 96 90 11 23 29 24 14 36 15 24 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 : 24.2 27.8 37.0 40.9 8.9 15.8 14.6 21.0
Old : 24.2 27.8 37.0 40.9 8.9 15.8 14.6 21.0
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, March 1, 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 : 379,278: 216,327 255,172 43,045 21,474 63,215 21,632 16,753 18,240 86 0 1,200: 15,533 3,224
Old : 379,278: 216,327 255,172 43,045 21,474 63,215 21,632 16,753 18,240 86 0 1,200: 15,533 3,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,319: 3,392 45 -7,179 4,339 197 12,716 1,010 -3,140 -2,073 0 278: -2,872 -1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 67.3 11.3 5.7 16.7 5.7 4.4 4.8 0.0 0.0 0.3: 4.1 0.9
Old : 100.0: 57.0 67.3 11.3 5.7 16.7 5.7 4.4 4.8 0.0 0.0 0.3: 4.1 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 : 55: 28 24 5 8 9 5 5 9 . 0 .:
Old : 55: 28 24 5 8 9 5 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 : 33.0 50.8 52.7 68.9 23.7 33.8 34.4 39.8
Old : 33.0 50.8 52.7 68.9 23.7 33.8 34.4 39.8
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, March 1, 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 : 199,320: 168,564 105,727 4,792 64,696 13,843 1,964 3,240 6,126 0 0 0: 4,031 5,688
Old : 199,320: 168,564 105,727 4,792 64,696 13,843 1,964 3,240 6,126 0 0 0: 4,031 5,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,446: -675 739 -1,406 -3,142 35 1,000 -838 998 0 0 0: -1,398 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 53.0 2.4 32.5 6.9 1.0 1.6 3.1 0.0 0.0 0.0: 2.0 2.9
Old : 100.0: 84.6 53.0 2.4 32.5 6.9 1.0 1.6 3.1 0.0 0.0 0.0: 2.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 24 . 9 10 . . 5 0 0 0:
Old : 44: 23 24 . 9 10 . . 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 : 57.0 40.8 73.3 63.7 54.8 38.1 64.2 55.4
Old : 57.0 40.8 73.3 63.7 54.8 38.1 64.2 55.4
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, March 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 334,846: 212,027 112,269 36,179 160,118 42,899 30,142 8,554 6,609 0 127 582: 6,408 3,688
Old : 334,846: 212,027 112,269 36,179 160,118 42,899 30,142 8,554 6,609 0 127 582: 6,408 3,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 19,136: 15,948 18,451 -1,733 -1,435 2,968 899 -280 838 0 2 62: 154 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 33.5 10.8 47.8 12.8 9.0 2.6 2.0 0.0 0.0 0.2: 1.9 1.1
Old : 100.0: 63.3 33.5 10.8 47.8 12.8 9.0 2.6 2.0 0.0 0.0 0.2: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 20 21 5 10 14 4 . 5 0 . .:
Old : 48: 20 21 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 : 44.5 46.6 64.6 71.5 42.7 40.1 59.2 60.9
Old : 44.5 46.6 64.6 71.5 42.7 40.1 59.2 60.9
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, March 1, 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 : 739,378: 500,340 280,548 86,420 280,105 84,730 7,331 36,901 51,370 0 837 1,586: 7,601 3,301
Old : 739,378: 500,340 280,548 86,420 280,105 84,730 7,331 36,901 51,370 0 837 1,586: 7,601 3,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 8,175: -12,487 3,244 6,516 -6,260 4,648 -1,304 -1,484 6,427 0 217 59: 4,316 1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 37.9 11.7 37.9 11.5 1.0 5.0 6.9 0.0 0.1 0.2: 1.0 0.4
Old : 100.0: 67.7 37.9 11.7 37.9 11.5 1.0 5.0 6.9 0.0 0.1 0.2: 1.0 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 : 71: 37 30 6 15 19 . 7 8 0 . .:
Old : 71: 37 30 6 15 19 . 7 8 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 : 37.5 39.6 51.9 56.2 23.6 26.6 35.0 37.0
Old : 37.5 39.6 51.9 56.2 23.6 26.6 35.0 37.0
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, March 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 193,301: 137,217 126,946 21,454 48,855 5,304 19,965 2,235 2,076 0 0 0: 7,285 7,885
Old : 193,301: 137,217 126,946 21,454 48,855 5,304 19,965 2,235 2,076 0 0 0: 7,285 7,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 4,328: 4,873 4,861 3,571 731 -942 238 2,235 -973 0 0 0: -2,439 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 65.7 11.1 25.3 2.7 10.3 1.2 1.1 0.0 0.0 0.0: 3.8 4.1
Old : 100.0: 71.0 65.7 11.1 25.3 2.7 10.3 1.2 1.1 0.0 0.0 0.0: 3.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 20 5 . 4 . . . 0 0 0:
Old : 43: 27 20 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 : 43.7 64.7 59.5 79.3 39.2 61.8 54.5 69.1
Old : 43.7 64.7 59.5 79.3 39.2 61.8 54.5 69.1
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, March 1, 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 : 338,688: 237,864 170,196 30,711 74,516 26,724 17,377 46,418 14,412 0 0 0: 11,600 6,422
Old : 338,688: 237,864 170,196 30,711 74,516 26,724 17,377 46,418 14,412 0 0 0: 11,600 6,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 9,269: 8,278 5,809 461 1,330 1,165 2,621 4,530 -3,750 0 0 0: 494 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 50.3 9.1 22.0 7.9 5.1 13.7 4.3 0.0 0.0 0.0: 3.4 1.9
Old : 100.0: 70.2 50.3 9.1 22.0 7.9 5.1 13.7 4.3 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 : 55: 29 22 5 12 11 . . 4 0 0 0:
Old : 55: 29 22 5 12 11 . . 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 : 34.5 43.3 52.9 57.1 29.7 36.8 45.9 48.9
Old : 34.5 43.3 52.9 57.1 29.7 36.8 45.9 48.9
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, March 1, 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 : 187,012: 136,828 50,753 11,152 60,492 22,950 3,373 41,022 6,433 0 0 0: 6,276 5,362
Old : 187,012: 136,828 50,753 11,152 60,492 22,950 3,373 41,022 6,433 0 0 0: 6,276 5,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 2,385: 4,031 -6,477 830 786 152 -1,226 12,015 335 0 -2,256 -62: -1,675 -2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 27.1 6.0 32.3 12.3 1.8 21.9 3.4 0.0 0.0 0.0: 3.4 2.9
Old : 100.0: 73.2 27.1 6.0 32.3 12.3 1.8 21.9 3.4 0.0 0.0 0.0: 3.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 14 . 10 6 . 4 4 0 0 0:
Old : 43: 23 14 . 10 6 . 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 : 55.2 39.9 67.4 61.9 50.6 34.7 59.6 51.2
Old : 55.2 39.9 67.4 61.9 50.6 34.7 59.6 51.2
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, March 1, 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 : 1,046,281: 71,290 95,689 242,494 27,260 123,761 136,750 311,855 249,390 35,787 83,420 102,181: 84,628 52,726
Old : 1,046,281: 71,290 95,689 242,494 27,260 123,761 136,750 311,855 249,390 35,787 83,420 102,181: 84,628 52,726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 13,178: 90 905 3,142 -2,430 -2,749 4,315 17,803 6,169 739 -11,992 -1,387: 2,860 6,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.1 23.2 2.6 11.8 13.1 29.8 23.8 3.4 8.0 9.8: 8.1 5.0
Old : 100.0: 6.8 9.1 23.2 2.6 11.8 13.1 29.8 23.8 3.4 8.0 9.8: 8.1 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 : 316: 42 41 21 11 28 59 86 80 38 39 64:
Old : 316: 42 41 21 11 28 59 86 80 38 39 64:
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 : 19.2 25.5 32.0 37.7 15.4 17.0 23.1 23.2
Old : 19.2 25.5 32.0 37.7 15.4 17.0 23.1 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 55,244: 28,098 27,858 11,114 18,504 4,703 0 0 0 0 0 0: 11,329 4,179
Old : 55,244: 28,098 27,858 11,114 18,504 4,703 0 0 0 0 0 0: 11,329 4,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,218: 1,218 1,770 0 0 0 0 0 0 0 0 0: 0 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 50.4 20.1 33.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 20.5 7.6
Old : 100.0: 50.9 50.4 20.1 33.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 20.5 7.6
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 : 21: 12 10 . 5 4 0 0 0 0 0 0:
Old : 21: 12 10 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 50.7 64.0 74.8 42.7 46.7 56.0 65.5
Old : 46.1 50.7 64.0 74.8 42.7 46.7 56.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 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 : 48,278: 27,263 33,157 10,949 1,139 590 2,580 2,485 2,575 0 0 0: 4,321 8,332
Old : 48,278: 27,263 33,157 10,949 1,139 590 2,580 2,485 2,575 0 0 0: 4,321 8,332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 208: 0 1,712 0 -432 432 254 -1,882 -50 0 0 0: -428 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 68.7 22.7 2.4 1.2 5.3 5.1 5.3 0.0 0.0 0.0: 9.0 17.3
Old : 100.0: 56.5 68.7 22.7 2.4 1.2 5.3 5.1 5.3 0.0 0.0 0.0: 9.0 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 48.0 53.3 68.8 70.2 47.1 51.5 66.2 61.5
Old : 48.0 53.3 68.8 70.2 47.1 51.5 66.2 61.5
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, March 1, 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 : 59,170: 27,357 7,197 8,108 38,248 3,717 4,533 890 2,866 0 0 0: 12,589 6,252
Old : 59,170: 27,357 7,197 8,108 38,248 3,717 4,533 890 2,866 0 0 0: 12,589 6,252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 273: -428 400 0 0 0 572 0 -166 0 0 0: 295 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 12.2 13.7 64.6 6.3 7.7 1.5 4.8 0.0 0.0 0.0: 21.3 10.6
Old : 100.0: 46.2 12.2 13.7 64.6 6.3 7.7 1.5 4.8 0.0 0.0 0.0: 21.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.8 66.0 63.5 81.6 40.8 64.6 58.8 71.6
Old : 43.8 66.0 63.5 81.6 40.8 64.6 58.8 71.6
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, March 1, 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 : 1,674,735: 197,995 182,160 72,629 68,979 780,160 19,964 73,991 193,542 47,190 12,534 356,021: 7,234 7,348
Old : 1,674,735: 197,995 182,160 72,629 68,979 780,160 19,964 73,991 193,542 47,190 12,534 356,021: 7,234 7,348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -142,936: -25,136 -21,744 -4,796 -4,533 -25,124 -5,131 -24,376 -31,535 -17,112 -273 -34,738: 636 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.9 4.3 4.1 46.6 1.2 4.4 11.6 2.8 0.7 21.3: 0.4 0.4
Old : 100.0: 11.8 10.9 4.3 4.1 46.6 1.2 4.4 11.6 2.8 0.7 21.3: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 145: 37 36 13 12 23 15 26 35 31 9 37:
Old : 145: 37 36 13 12 23 15 26 35 31 9 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 : 33.4 34.4 56.2 53.3 5.1 4.6 6.8 6.9
Old : 33.4 34.4 56.2 53.3 5.1 4.6 6.8 6.9
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, March 1, 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 : 20,489: 2,181 2,885 1,182 1,988 3,289 6,904 7,127 4,500 1,401 0 467: 565 233
Old : 20,489: 2,181 2,885 1,182 1,988 3,289 6,904 7,127 4,500 1,401 0 467: 565 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -30,103: -5,854 -5,630 -6,655 -1,349 -5,669 -1,214 -7,774 -5,589 -1,246 -1,044 -2,925: -951 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.1 5.8 9.7 16.1 33.7 34.8 22.0 6.8 0.0 2.3: 2.8 1.1
Old : 100.0: 10.6 14.1 5.8 9.7 16.1 33.7 34.8 22.0 6.8 0.0 2.3: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 9 8 . . 5 5 10 10 4 0 .:
Old : 37: 9 8 . . 5 5 10 10 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 : 62.3 54.0 76.4 72.6 38.3 35.2 44.9 43.7
Old : 62.3 54.0 76.4 72.6 38.3 35.2 44.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 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 : 95,353: 50,986 45,689 26,462 27,463 8,066 290 8,738 2,106 0 0 0: 7,443 3,290
Old : 95,353: 50,986 45,689 26,462 27,463 8,066 290 8,738 2,106 0 0 0: 7,443 3,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -5,359: -2,624 -4,426 -1,315 -263 -514 -155 -48 0 0 0 0: -751 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 47.9 27.8 28.8 8.5 0.3 9.2 2.2 0.0 0.0 0.0: 7.8 3.5
Old : 100.0: 53.5 47.9 27.8 28.8 8.5 0.3 9.2 2.2 0.0 0.0 0.0: 7.8 3.5
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 : 30: 10 14 5 5 6 . . . 0 0 0:
Old : 30: 10 14 5 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 38.4 70.5 61.9 44.7 38.1 59.8 56.9
Old : 47.5 38.4 70.5 61.9 44.7 38.1 59.8 56.9
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, March 1, 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 : 143,942: 72,195 59,636 23,893 54,675 19,659 11,828 0 2,154 0 0 0: 14,213 7,818
Old : 143,942: 72,195 59,636 23,893 54,675 19,659 11,828 0 2,154 0 0 0: 14,213 7,818
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -5,868: -4,505 -1,846 -1,730 -1,771 -483 1,854 0 -1,094 0 0 0: 90 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 41.4 16.6 38.0 13.7 8.2 0.0 1.5 0.0 0.0 0.0: 9.9 5.4
Old : 100.0: 50.2 41.4 16.6 38.0 13.7 8.2 0.0 1.5 0.0 0.0 0.0: 9.9 5.4
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 : 32: 14 12 5 7 6 . 0 . 0 0 0:
Old : 32: 14 12 5 7 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 : 32.1 39.6 54.4 63.6 28.8 33.9 44.2 50.4
Old : 32.1 39.6 54.4 63.6 28.8 33.9 44.2 50.4
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, March 1, 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 : 2,574,446: 712,407 360,395 111,437 884,179 412,351 367,036 30,773 549,343 149,818 66,492 247,704: 24,350 23,209
Old : 2,574,446: 712,407 360,395 111,437 884,179 412,351 367,036 30,773 549,343 149,818 66,492 247,704: 24,350 23,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -76,636: -30,731 -44,108 549 33,552 -22,750 24,790 -14,184 -24,631 -14,099 6,162 -10,750: 986 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.0 4.3 34.3 16.0 14.3 1.2 21.3 5.8 2.6 9.6: 0.9 0.9
Old : 100.0: 27.7 14.0 4.3 34.3 16.0 14.3 1.2 21.3 5.8 2.6 9.6: 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 : 166: 68 52 10 19 26 22 14 35 17 12 26:
Old : 166: 68 52 10 19 26 22 14 35 17 12 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 : 26.3 29.9 36.1 46.2 14.8 23.7 21.3 31.6
Old : 26.3 29.9 36.1 46.2 14.8 23.7 21.3 31.6
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, March 1, 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 : 967,345: 152,438 157,064 184,008 284,439 265,563 105,501 53,080 73,510 69,656 17,383 111,931: 4,738 4,375
Old : 967,345: 152,438 157,064 184,008 284,439 265,563 105,501 53,080 73,510 69,656 17,383 111,931: 4,738 4,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -104,984: -16,943 -22,046 7,393 13,427 -46,738 -31,560 3,395 -11,929 9,718 -26,566 -14,492: -433 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.2 19.0 29.4 27.5 10.9 5.5 7.6 7.2 1.8 11.6: 0.5 0.5
Old : 100.0: 15.8 16.2 19.0 29.4 27.5 10.9 5.5 7.6 7.2 1.8 11.6: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 94: 19 15 10 12 18 15 9 19 16 12 24:
Old : 94: 19 15 10 12 18 15 9 19 16 12 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 37.5 43.6 59.4 14.4 26.6 25.4 38.0
Old : 23.7 37.5 43.6 59.4 14.4 26.6 25.4 38.0
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, March 1, 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 : 24,162: 21,965 14,409 300 8,340 948 236 140 15 420 0 0: 278 310
Old : 24,162: 21,965 14,409 300 8,340 948 236 140 15 420 0 0: 278 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 456: 463 293 -75 20 53 10 110 -20 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 59.6 1.2 34.5 3.9 1.0 0.6 0.1 1.7 0.0 0.0: 1.2 1.3
Old : 100.0: 90.9 59.6 1.2 34.5 3.9 1.0 0.6 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 23 . 6 7 . . . . 0 0:
Old : 43: 30 23 . 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 : 37.8 45.2 59.3 64.2 23.6 35.8 37.8 48.7
Old : 37.8 45.2 59.3 64.2 23.6 35.8 37.8 48.7
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, March 1, 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 : 16,069: 14,263 7,623 25 7,575 397 496 0 35 540 0 0: 313 439
Old : 16,069: 14,263 7,623 25 7,575 397 496 0 35 540 0 0: 313 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -928: -735 -743 -70 -46 -78 15 0 -15 -70 0 0: 25 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 47.4 0.2 47.1 2.5 3.1 0.0 0.2 3.4 0.0 0.0: 1.9 2.7
Old : 100.0: 88.8 47.4 0.2 47.1 2.5 3.1 0.0 0.2 3.4 0.0 0.0: 1.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 63.0 82.5 88.0 48.1 53.8 63.8 71.7
Old : 62.2 63.0 82.5 88.0 48.1 53.8 63.8 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, March 1, 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 : 7,037: 5,507 3,389 167 2,112 701 0 0 85 0 17 20: 557 713
Old : 7,037: 5,507 3,389 167 2,112 701 0 0 85 0 17 20: 557 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -285: 110 -644 -189 670 -442 0 0 85 0 17 20: 131 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 48.2 2.4 30.0 10.0 0.0 0.0 1.2 0.0 0.2 0.3: 7.9 10.1
Old : 100.0: 78.3 48.2 2.4 30.0 10.0 0.0 0.0 1.2 0.0 0.2 0.3: 7.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . 5 5 0 0 . 0 . .:
Old : 21: 9 11 . 5 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 : 70.8 51.7 82.9 75.8 68.9 46.5 71.2 63.7
Old : 70.8 51.7 82.9 75.8 68.9 46.5 71.2 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, March 1, 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 : 10,474: 9,141 6,391 535 3,269 258 0 0 0 0 0 0: 540 556
Old : 10,474: 9,141 6,391 535 3,269 258 0 0 0 0 0 0: 540 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -899: -838 -628 21 407 73 0 0 0 -30 0 0: -125 -751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 61.0 5.1 31.2 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 5.3
Old : 100.0: 87.3 61.0 5.1 31.2 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 5.3
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 : 25: 13 15 . 4 5 0 0 0 0 0 0:
Old : 25: 13 15 . 4 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 : 62.2 60.3 80.7 76.7 60.1 59.7 76.7 74.9
Old : 62.2 60.3 80.7 76.7 60.1 59.7 76.7 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011