NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 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 : 4,637,200: 1,654,106 897,695 179,668 1,257,788 646,748 294,528 48,422 1,403,236 108,293 40,794 322,756: 27,865 19,761
Old : 4,637,200: 1,654,106 897,695 179,668 1,257,788 646,748 294,528 48,422 1,403,236 108,293 40,794 322,756: 27,865 19,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 92,665: 20,278 5,434 26,634 -4,959 33,483 -33,399 6,965 27,996 3,204 2,713 17,702: -3,233 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 19.4 3.9 27.1 13.9 6.4 1.0 30.3 2.3 0.9 7.0: 0.6 0.4
Old : 100.0: 35.7 19.4 3.9 27.1 13.9 6.4 1.0 30.3 2.3 0.9 7.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 220: 96 95 13 28 37 30 5 34 20 17 33:
Old : 220: 96 95 13 28 37 30 5 34 20 17 33:
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 : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4
Old : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4
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, April 5, 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 : 359,603: 211,127 233,643 44,438 29,309 56,242 8,529 12,164 23,400 0 903 918: 14,949 3,024
Old : 359,603: 211,127 233,643 44,438 29,309 56,242 8,529 12,164 23,400 0 903 918: 14,949 3,024
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -10,475: -11,343 -1,549 6,256 2,676 -5,665 4,686 -5,523 -2,114 -1,258 903 -719: -318 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 65.0 12.4 8.2 15.6 2.4 3.4 6.5 0.0 0.3 0.3: 4.2 0.8
Old : 100.0: 58.7 65.0 12.4 8.2 15.6 2.4 3.4 6.5 0.0 0.3 0.3: 4.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 29 25 7 7 11 7 4 8 0 . .:
Old : 58: 29 25 7 7 11 7 4 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 : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9
Old : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9
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, April 5, 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 : 175,251: 142,708 95,627 5,314 58,592 13,394 3,741 0 3,872 249 0 152: 5,821 3,614
Old : 175,251: 142,708 95,627 5,314 58,592 13,394 3,741 0 3,872 249 0 152: 5,821 3,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,753: -9,128 -8,588 -1,992 2,036 -899 954 -2,882 -2,685 249 0 152: 596 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 54.6 3.0 33.4 7.6 2.1 0.0 2.2 0.1 0.0 0.1: 3.3 2.1
Old : 100.0: 81.4 54.6 3.0 33.4 7.6 2.1 0.0 2.2 0.1 0.0 0.1: 3.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 21 . 10 12 4 0 4 . 0 .:
Old : 41: 21 21 . 10 12 4 0 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 : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6
Old : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6
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, April 5, 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 : 307,077: 203,308 87,678 34,847 154,476 42,555 9,535 4,917 11,405 0 0 0: 5,427 6,046
Old : 307,077: 203,308 87,678 34,847 154,476 42,555 9,535 4,917 11,405 0 0 0: 5,427 6,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -14,071: -8,062 -10,264 -808 -7,241 2,609 -11,121 -2,794 3,613 0 -646 -215: -87 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 28.6 11.3 50.3 13.9 3.1 1.6 3.7 0.0 0.0 0.0: 1.8 2.0
Old : 100.0: 66.2 28.6 11.3 50.3 13.9 3.1 1.6 3.7 0.0 0.0 0.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 17 5 9 13 . . . 0 0 0:
Old : 47: 22 17 5 9 13 . . . 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 45.0 63.3 71.0 41.9 38.5 56.8 61.5
Old : 44.0 45.0 63.3 71.0 41.9 38.5 56.8 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, April 5, 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 : 720,822: 485,524 257,462 87,306 268,664 97,551 497 45,892 43,387 0 1,632 1,158: 5,399 5,076
Old : 720,822: 485,524 257,462 87,306 268,664 97,551 497 45,892 43,387 0 1,632 1,158: 5,399 5,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -9,568: -8,774 -240 4,780 8,952 -5,643 -373 -12,798 -1,331 0 668 -274: 2,047 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 35.7 12.1 37.3 13.5 0.1 6.4 6.0 0.0 0.2 0.2: 0.7 0.7
Old : 100.0: 67.4 35.7 12.1 37.3 13.5 0.1 6.4 6.0 0.0 0.2 0.2: 0.7 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 : 69: 36 28 6 15 20 . 6 7 0 . .:
Old : 69: 36 28 6 15 20 . 6 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 : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1
Old : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1
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, April 5, 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 : 190,918: 133,644 110,801 31,011 62,137 5,094 9,918 0 2,917 0 0 0: 8,334 9,969
Old : 190,918: 133,644 110,801 31,011 62,137 5,094 9,918 0 2,917 0 0 0: 8,334 9,969
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 806: -2,751 -9,918 6,977 10,095 -232 -3,690 0 119 0 0 0: 383 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 58.0 16.2 32.5 2.7 5.2 0.0 1.5 0.0 0.0 0.0: 4.4 5.2
Old : 100.0: 70.0 58.0 16.2 32.5 2.7 5.2 0.0 1.5 0.0 0.0 0.0: 4.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 18 4 4 . 4 0 . 0 0 0:
Old : 37: 23 18 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 : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2
Old : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2
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, April 5, 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 : 318,297: 218,455 150,031 37,804 68,475 19,931 13,719 49,682 18,743 0 0 0: 9,645 11,435
Old : 318,297: 218,455 150,031 37,804 68,475 19,931 13,719 49,682 18,743 0 0 0: 9,645 11,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -20,848: -18,194 -17,187 1,371 -1,707 -3,393 -4,055 -2,366 2,034 0 0 0: 1,389 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 47.1 11.9 21.5 6.3 4.3 15.6 5.9 0.0 0.0 0.0: 3.0 3.6
Old : 100.0: 68.6 47.1 11.9 21.5 6.3 4.3 15.6 5.9 0.0 0.0 0.0: 3.0 3.6
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 : 51: 24 22 6 12 10 4 . 4 0 0 0:
Old : 51: 24 22 6 12 10 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 : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0
Old : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 183,889: 135,320 66,748 1,743 70,900 21,644 7,877 8,347 10,567 0 301 611: 6,127 4,771
Old : 183,889: 135,320 66,748 1,743 70,900 21,644 7,877 8,347 10,567 0 301 611: 6,127 4,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,190: -18,356 8,639 -1,767 4,866 -1,012 5,243 -28,430 3,125 0 -544 307: 270 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 36.3 0.9 38.6 11.8 4.3 4.5 5.7 0.0 0.2 0.3: 3.3 2.6
Old : 100.0: 73.6 36.3 0.9 38.6 11.8 4.3 4.5 5.7 0.0 0.2 0.3: 3.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 18 16 . 14 8 . . 5 0 . .:
Old : 43: 18 16 . 14 8 . . 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 : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8
Old : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8
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, April 5, 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 : 969,483: 62,753 125,969 224,385 45,498 105,190 145,512 212,916 238,568 13,594 113,068 88,401: 91,080 39,873
Old : 969,483: 62,753 125,969 224,385 45,498 105,190 145,512 212,916 238,568 13,594 113,068 88,401: 91,080 39,873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 34,099: 2,640 8,026 -3,012 -380 -883 6,223 -1,261 21,886 -7,247 -505 6,833: 7,657 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.0 23.1 4.7 10.9 15.0 22.0 24.6 1.4 11.7 9.1: 9.4 4.1
Old : 100.0: 6.5 13.0 23.1 4.7 10.9 15.0 22.0 24.6 1.4 11.7 9.1: 9.4 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 : 306: 46 43 20 14 29 61 61 84 42 44 67:
Old : 306: 46 43 20 14 29 61 61 84 42 44 67:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 25.7 29.9 36.7 15.8 18.1 23.9 24.4
Old : 18.2 25.7 29.9 36.7 15.8 18.1 23.9 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 49,173: 22,827 25,048 10,566 16,006 4,781 0 0 0 0 0 0: 10,999 3,338
Old : 49,173: 22,827 25,048 10,566 16,006 4,781 0 0 0 0 0 0: 10,999 3,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,616: -7,686 -2,498 -300 -994 0 0 0 0 0 0 0: 4,370 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 50.9 21.5 32.6 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 22.4 6.8
Old : 100.0: 46.4 50.9 21.5 32.6 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 22.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . 5 4 0 0 0 0 0 0:
Old : 21: 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 : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5
Old : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5
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, April 5, 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 : 1,682,910: 189,619 179,562 72,514 71,651 802,788 25,855 79,647 182,375 47,281 7,609 352,962: 9,518 6,316
Old : 1,682,910: 189,619 179,562 72,514 71,651 802,788 25,855 79,647 182,375 47,281 7,609 352,962: 9,518 6,316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 47,164: 2,588 4,276 7,018 6,793 13,960 627 2,941 9,064 4,722 2,011 8,104: 1,081 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.7 4.3 4.3 47.7 1.5 4.7 10.8 2.8 0.5 21.0: 0.6 0.4
Old : 100.0: 11.3 10.7 4.3 4.3 47.7 1.5 4.7 10.8 2.8 0.5 21.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 143: 36 35 10 16 24 20 23 34 22 14 33:
Old : 143: 36 35 10 16 24 20 23 34 22 14 33:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.5 57.0 54.2 4.6 4.5 7.1 6.7
Old : 34.2 34.5 57.0 54.2 4.6 4.5 7.1 6.7
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, April 5, 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 : 29,269: 2,116 3,573 1,551 1,564 5,663 6,727 6,928 10,405 1,731 233 722: 352 181
Old : 29,269: 2,116 3,573 1,551 1,564 5,663 6,727 6,928 10,405 1,731 233 722: 352 181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,502: -7 -162 -46 187 526 258 135 505 191 233 98: -24 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.2 5.3 5.3 19.3 23.0 23.7 35.6 5.9 0.8 2.5: 1.2 0.6
Old : 100.0: 7.2 12.2 5.3 5.3 19.3 23.0 23.7 35.6 5.9 0.8 2.5: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 8 9 . . 5 7 9 12 4 . 4:
Old : 40: 8 9 . . 5 7 9 12 4 . 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 : 61.1 52.3 78.6 70.6 24.7 22.4 31.7 29.7
Old : 61.1 52.3 78.6 70.6 24.7 22.4 31.7 29.7
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, April 5, 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 : 91,440: 48,782 41,875 24,962 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,301
Old : 91,440: 48,782 41,875 24,962 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -4,324: -2,219 -3,316 -1,500 -1,387 290 128 380 -56 0 0 0: -967 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 45.8 27.3 28.5 9.1 0.7 9.4 2.4 0.0 0.0 0.0: 7.1 4.7
Old : 100.0: 53.3 45.8 27.3 28.5 9.1 0.7 9.4 2.4 0.0 0.0 0.0: 7.1 4.7
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 : 28: 9 11 6 4 6 . . . 0 0 0:
Old : 28: 9 11 6 4 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 : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2
Old : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2
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, April 5, 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 : 76,054: 42,184 31,624 13,450 26,939 8,526 938 0 1,306 0 0 0: 9,650 7,659
Old : 76,054: 42,184 31,624 13,450 26,939 8,526 938 0 1,306 0 0 0: 9,650 7,659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,801: -1,653 -1,918 -1,098 -1,189 -130 72 0 -248 0 0 0: -744 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 41.6 17.7 35.4 11.2 1.2 0.0 1.7 0.0 0.0 0.0: 12.7 10.1
Old : 100.0: 55.5 41.6 17.7 35.4 11.2 1.2 0.0 1.7 0.0 0.0 0.0: 12.7 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: 7 8 5 4 7 . 0 . 0 0 0:
Old : 21: 7 8 5 4 7 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 52.9 74.9 72.5 48.4 51.9 60.5 65.0
Old : 59.5 52.9 74.9 72.5 48.4 51.9 60.5 65.0
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, April 5, 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 : 138,984: 71,246 57,673 22,195 51,709 19,151 10,224 0 2,677 0 0 0: 13,491 7,774
Old : 138,984: 71,246 57,673 22,195 51,709 19,151 10,224 0 2,677 0 0 0: 13,491 7,774
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -6,235: -2,971 -2,128 -1,698 -2,966 -508 -1,067 0 -241 0 0 0: 250 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 41.5 16.0 37.2 13.8 7.4 0.0 1.9 0.0 0.0 0.0: 9.7 5.6
Old : 100.0: 51.3 41.5 16.0 37.2 13.8 7.4 0.0 1.9 0.0 0.0 0.0: 9.7 5.6
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 : 33: 15 13 5 7 6 . 0 . 0 0 0:
Old : 33: 15 13 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 : 32.7 39.0 56.1 61.6 29.1 33.6 43.0 49.3
Old : 32.7 39.0 56.1 61.6 29.1 33.6 43.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 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 : 2,599,652: 713,965 383,685 104,048 932,253 404,858 430,976 39,414 504,060 183,626 78,373 231,453: 26,666 25,556
Old : 2,599,652: 713,965 383,685 104,048 932,253 404,858 430,976 39,414 504,060 183,626 78,373 231,453: 26,666 25,556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -33,415: -28,523 -12,640 -20,279 33,656 -4,875 96,625 -19,645 -47,148 -15,575 23,047 -8,951: -4,689 3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 14.8 4.0 35.9 15.6 16.6 1.5 19.4 7.1 3.0 8.9: 1.0 1.0
Old : 100.0: 27.5 14.8 4.0 35.9 15.6 16.6 1.5 19.4 7.1 3.0 8.9: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 170: 72 57 10 20 27 25 11 30 19 9 23:
Old : 170: 72 57 10 20 27 25 11 30 19 9 23:
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 : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4
Old : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4
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, April 5, 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 : 991,711: 156,786 152,828 180,588 280,687 302,915 92,182 44,051 76,400 79,857 31,521 99,334: 3,649 3,975
Old : 991,711: 156,786 152,828 180,588 280,687 302,915 92,182 44,051 76,400 79,857 31,521 99,334: 3,649 3,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 29,996: 6,703 667 11,670 16,348 2,409 3,450 1,043 257 -2,957 1,021 8,583: -119 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.4 18.2 28.3 30.5 9.3 4.4 7.7 8.1 3.2 10.0: 0.4 0.4
Old : 100.0: 15.8 15.4 18.2 28.3 30.5 9.3 4.4 7.7 8.1 3.2 10.0: 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 : 94: 22 16 11 11 17 13 10 17 15 12 23:
Old : 94: 22 16 11 11 17 13 10 17 15 12 23:
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 : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7
Old : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7
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, April 5, 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 : 22,507: 21,184 12,881 180 8,409 628 74 70 24 210 0 0: 207 495
Old : 22,507: 21,184 12,881 180 8,409 628 74 70 24 210 0 0: 207 495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -747: -464 -171 -30 -345 -137 -35 -70 5 -95 0 0: 9 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 57.2 0.8 37.4 2.8 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 2.2
Old : 100.0: 94.1 57.2 0.8 37.4 2.8 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 27 25 . 7 6 . . . . 0 0:
Old : 41: 27 25 . 7 6 . . . . 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 43.4 69.2 67.2 37.5 34.2 49.5 48.1
Old : 46.2 43.4 69.2 67.2 37.5 34.2 49.5 48.1
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, April 5, 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 : 15,762: 13,772 7,029 125 7,794 420 637 0 70 465 0 0: 273 449
Old : 15,762: 13,772 7,029 125 7,794 420 637 0 70 465 0 0: 273 449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,212: -1,281 -1,119 125 -56 3 171 0 -30 -185 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 44.6 0.8 49.4 2.7 4.0 0.0 0.4 3.0 0.0 0.0: 1.7 2.8
Old : 100.0: 87.4 44.6 0.8 49.4 2.7 4.0 0.0 0.4 3.0 0.0 0.0: 1.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . 5 . . 0 . . 0 0:
Old : 27: 15 13 . 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 : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4
Old : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4
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, April 5, 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 : 7,673: 5,681 3,971 875 2,449 469 0 60 90 0 0 0: 558 634
Old : 7,673: 5,681 3,971 875 2,449 469 0 60 90 0 0 0: 558 634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -200: 73 -224 163 325 -344 -25 60 -30 0 0 0: -37 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 51.8 11.4 31.9 6.1 0.0 0.8 1.2 0.0 0.0 0.0: 7.3 8.3
Old : 100.0: 74.0 51.8 11.4 31.9 6.1 0.0 0.8 1.2 0.0 0.0 0.0: 7.3 8.3
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 : 23: 12 10 . 5 4 0 . . 0 0 0:
Old : 23: 12 10 . 5 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 : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8
Old : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8
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, April 5, 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 : 10,876: 9,141 6,174 610 3,824 525 0 0 0 0 0 0: 600 353
Old : 10,876: 9,141 6,174 610 3,824 525 0 0 0 0 0 0: 600 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -651: -518 -574 15 130 -108 0 0 0 0 0 0: -40 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 56.8 5.6 35.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.5 3.2
Old : 100.0: 84.0 56.8 5.6 35.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.5 3.2
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 : 26: 14 12 . 4 . 0 0 0 0 0 0:
Old : 26: 14 12 . 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 : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7
Old : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011