NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 4,950,048: 1,755,478 1,002,105 237,007 1,351,224 691,066 352,043 51,725 1,444,939 92,545 47,499 345,036: 31,934 16,454
Old : 4,950,048: 1,755,478 1,002,105 237,007 1,351,224 691,066 352,043 51,725 1,444,939 92,545 47,499 345,036: 31,934 16,454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 72,837: 15,965 40,205 3,602 67,274 -2,571 40,509 4,478 7,864 34,139 -16,587 -27,858: 1,187 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 20.2 4.8 27.3 14.0 7.1 1.0 29.2 1.9 1.0 7.0: 0.6 0.3
Old : 100.0: 35.5 20.2 4.8 27.3 14.0 7.1 1.0 29.2 1.9 1.0 7.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 229: 98 98 11 30 36 30 7 35 22 19 36:
Old : 229: 98 98 11 30 36 30 7 35 22 19 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 : 23.9 25.6 38.7 40.2 10.1 17.6 15.0 23.6
Old : 23.9 25.6 38.7 40.2 10.1 17.6 15.0 23.6
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 26, 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 : 387,239: 234,451 257,044 41,468 29,198 56,370 14,712 12,235 27,014 21 0 1,118: 12,085 4,260
Old : 387,239: 234,451 257,044 41,468 29,198 56,370 14,712 12,235 27,014 21 0 1,118: 12,085 4,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 9,146: 10,960 2,593 -6,132 967 2,657 -1,518 29 4,012 21 -51 -82: -772 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 66.4 10.7 7.5 14.6 3.8 3.2 7.0 0.0 0.0 0.3: 3.1 1.1
Old : 100.0: 60.5 66.4 10.7 7.5 14.6 3.8 3.2 7.0 0.0 0.0 0.3: 3.1 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 : 58: 33 29 7 7 11 5 4 5 . 0 .:
Old : 58: 33 29 7 7 11 5 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 : 33.5 46.3 53.3 66.3 21.2 31.4 30.9 39.1
Old : 33.5 46.3 53.3 66.3 21.2 31.4 30.9 39.1
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 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 188,426: 159,649 104,970 2,568 59,228 12,339 2,751 3,361 4,812 250 0 184: 5,873 3,532
Old : 188,426: 159,649 104,970 2,568 59,228 12,339 2,751 3,361 4,812 250 0 184: 5,873 3,532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,235: 4,311 844 -244 942 -392 -138 2,106 -180 32 0 61: 785 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 55.7 1.4 31.4 6.5 1.5 1.8 2.6 0.1 0.0 0.1: 3.1 1.9
Old : 100.0: 84.7 55.7 1.4 31.4 6.5 1.5 1.8 2.6 0.1 0.0 0.1: 3.1 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 : 45: 25 22 . 9 12 . 4 5 . 0 .:
Old : 45: 25 22 . 9 12 . 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 : 51.6 39.1 71.4 62.4 49.4 35.3 61.9 52.1
Old : 51.6 39.1 71.4 62.4 49.4 35.3 61.9 52.1
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 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 315,301: 206,940 90,768 34,017 156,937 43,238 9,406 4,932 14,256 58 0 337: 7,049 4,833
Old : 315,301: 206,940 90,768 34,017 156,937 43,238 9,406 4,932 14,256 58 0 337: 7,049 4,833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,113: -1,069 -2,991 -826 1,982 1,227 -205 256 1,613 58 0 337: 978 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 28.8 10.8 49.8 13.7 3.0 1.6 4.5 0.0 0.0 0.1: 2.2 1.5
Old : 100.0: 65.6 28.8 10.8 49.8 13.7 3.0 1.6 4.5 0.0 0.0 0.1: 2.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 22 18 5 10 14 . . 4 . 0 .:
Old : 48: 22 18 5 10 14 . . 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 : 39.9 44.6 59.7 69.2 37.0 37.5 52.7 59.5
Old : 39.9 44.6 59.7 69.2 37.0 37.5 52.7 59.5
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 26, 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 : 757,025: 506,983 291,574 88,246 261,080 105,722 1,110 41,730 49,405 541 3,047 520: 4,498 3,947
Old : 757,025: 506,983 291,574 88,246 261,080 105,722 1,110 41,730 49,405 541 3,047 520: 4,498 3,947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 8,053: 691 7,855 3,502 -3,475 1,888 1,110 3,405 726 541 -1,480 -448: 43 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 38.5 11.7 34.5 14.0 0.1 5.5 6.5 0.1 0.4 0.1: 0.6 0.5
Old : 100.0: 67.0 38.5 11.7 34.5 14.0 0.1 5.5 6.5 0.1 0.4 0.1: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 35 28 7 15 21 . 8 9 . . .:
Old : 73: 35 28 7 15 21 . 8 9 . . .:
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 : 40.2 38.0 54.0 54.8 27.7 26.2 39.1 36.4
Old : 40.2 38.0 54.0 54.8 27.7 26.2 39.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 200,222: 142,160 115,494 33,233 64,014 4,846 10,221 4,563 1,555 0 0 0: 8,207 9,750
Old : 200,222: 142,160 115,494 33,233 64,014 4,846 10,221 4,563 1,555 0 0 0: 8,207 9,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 3,744: 2,567 3,375 704 -248 -62 838 1,836 -298 0 0 0: -5 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 57.7 16.6 32.0 2.4 5.1 2.3 0.8 0.0 0.0 0.0: 4.1 4.9
Old : 100.0: 71.0 57.7 16.6 32.0 2.4 5.1 2.3 0.8 0.0 0.0 0.0: 4.1 4.9
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 : 38: 22 19 4 4 . . . . 0 0 0:
Old : 38: 22 19 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 : 50.5 63.1 65.6 75.5 49.0 60.4 62.1 69.4
Old : 50.5 63.1 65.6 75.5 49.0 60.4 62.1 69.4
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 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 332,722: 232,482 176,436 45,222 74,636 21,080 13,097 39,988 12,360 0 0 0: 8,481 8,222
Old : 332,722: 232,482 176,436 45,222 74,636 21,080 13,097 39,988 12,360 0 0 0: 8,481 8,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -11,717: -17,271 5,399 -1,005 2,631 655 -1,676 -27,469 6,973 0 0 0: 607 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 53.0 13.6 22.4 6.3 3.9 12.0 3.7 0.0 0.0 0.0: 2.5 2.5
Old : 100.0: 69.9 53.0 13.6 22.4 6.3 3.9 12.0 3.7 0.0 0.0 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 30 27 6 13 12 4 . 4 0 0 0:
Old : 59: 30 27 6 13 12 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 : 29.5 42.0 53.6 56.6 26.4 37.1 42.5 48.1
Old : 29.5 42.0 53.6 56.6 26.4 37.1 42.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 210,706: 160,031 85,039 4,100 76,157 23,510 6,720 11,209 10,624 0 347 731: 4,990 3,089
Old : 210,706: 160,031 85,039 4,100 76,157 23,510 6,720 11,209 10,624 0 347 731: 4,990 3,089
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,358: -4,703 2,886 363 1,221 1,559 4,974 -1,578 14 0 -180 272: -121 -1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 40.4 1.9 36.1 11.2 3.2 5.3 5.0 0.0 0.2 0.3: 2.4 1.5
Old : 100.0: 75.9 40.4 1.9 36.1 11.2 3.2 5.3 5.0 0.0 0.2 0.3: 2.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 23 23 . 14 10 . . 6 0 . .:
Old : 48: 23 23 . 14 10 . . 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 32.9 72.7 53.2 56.7 29.4 61.8 45.1
Old : 60.7 32.9 72.7 53.2 56.7 29.4 61.8 45.1
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 26, 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 : 984,921: 65,907 121,709 219,146 36,811 112,588 136,681 207,348 272,976 10,488 111,976 78,036: 89,098 43,476
Old : 984,921: 65,907 121,709 219,146 36,811 112,588 136,681 207,348 272,976 10,488 111,976 78,036: 89,098 43,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -59,610: -4,912 -561 55 2,918 -9,853 -5,461 -23,926 -16,486 -8,417 4,877 -14,568: 32 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.4 22.3 3.7 11.4 13.9 21.1 27.7 1.1 11.4 7.9: 9.0 4.4
Old : 100.0: 6.7 12.4 22.3 3.7 11.4 13.9 21.1 27.7 1.1 11.4 7.9: 9.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 309: 43 41 21 12 28 70 61 82 35 50 66:
Old : 309: 43 41 21 12 28 70 61 82 35 50 66:
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 : 18.0 23.5 31.2 36.0 15.3 14.3 23.0 21.5
Old : 18.0 23.5 31.2 36.0 15.3 14.3 23.0 21.5
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 26, 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 : 51,555: 24,729 26,950 10,566 16,486 4,781 0 0 0 0 0 0: 11,479 3,338
Old : 51,555: 24,729 26,950 10,566 16,486 4,781 0 0 0 0 0 0: 11,479 3,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 52.3 20.5 32.0 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 22.3 6.5
Old : 100.0: 48.0 52.3 20.5 32.0 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 22.3 6.5
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 : 21: 11 8 . 5 4 0 0 0 0 0 0:
Old : 21: 11 8 . 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 : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8
Old : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 41,515: 22,040 28,691 9,885 2,450 1,038 3,632 2,494 1,778 0 0 0: 3,142 5,064
Old : 41,515: 22,040 28,691 9,885 2,450 1,038 3,632 2,494 1,778 0 0 0: 3,142 5,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 688: 0 904 0 1,786 470 372 0 -154 0 0 0: 0 -2,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 69.1 23.8 5.9 2.5 8.7 6.0 4.3 0.0 0.0 0.0: 7.6 12.2
Old : 100.0: 53.1 69.1 23.8 5.9 2.5 8.7 6.0 4.3 0.0 0.0 0.0: 7.6 12.2
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 : 22: 10 11 . . . . . . 0 0 0:
Old : 22: 10 11 . . . . . . 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 54.7 70.9 73.0 47.4 52.6 65.0 67.3
Old : 48.0 54.7 70.9 73.0 47.4 52.6 65.0 67.3
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 26, 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 : 1,638,628: 183,579 170,900 76,478 83,988 782,041 33,279 75,167 180,329 46,973 12,268 328,322: 7,627 5,614
Old : 1,638,628: 183,579 170,900 76,478 83,988 782,041 33,279 75,167 180,329 46,973 12,268 328,322: 7,627 5,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -88,289: -9,678 -9,342 -5,068 1,100 -32,187 2,930 -8,195 -14,111 -3,435 1,885 -26,904: 163 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.4 4.7 5.1 47.7 2.0 4.6 11.0 2.9 0.7 20.0: 0.5 0.3
Old : 100.0: 11.2 10.4 4.7 5.1 47.7 2.0 4.6 11.0 2.9 0.7 20.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 140: 35 34 15 12 25 18 22 36 23 12 30:
Old : 140: 35 34 15 12 25 18 22 36 23 12 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 35.9 56.8 55.2 4.6 5.3 7.3 8.0
Old : 34.3 35.9 56.8 55.2 4.6 5.3 7.3 8.0
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 26, 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 : 34,394: 2,396 3,542 2,151 1,385 6,983 4,924 5,660 15,421 1,414 68 728: 377 607
Old : 34,394: 2,396 3,542 2,151 1,385 6,983 4,924 5,660 15,421 1,414 68 728: 377 607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,608: 69 -40 87 12 443 425 232 1,685 -119 -25 4: 15 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.3 6.3 4.0 20.3 14.3 16.5 44.8 4.1 0.2 2.1: 1.1 1.8
Old : 100.0: 7.0 10.3 6.3 4.0 20.3 14.3 16.5 44.8 4.1 0.2 2.1: 1.1 1.8
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 : 38: 9 10 . 4 5 6 8 12 4 . 4:
Old : 38: 9 10 . 4 5 6 8 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 : 63.5 56.6 82.3 76.2 17.7 16.0 23.8 20.9
Old : 63.5 56.6 82.3 76.2 17.7 16.0 23.8 20.9
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 26, 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 : 93,768: 49,036 42,495 24,897 26,076 9,226 730 7,691 3,252 0 0 0: 6,627 5,028
Old : 93,768: 49,036 42,495 24,897 26,076 9,226 730 7,691 3,252 0 0 0: 6,627 5,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 931: -18 0 -960 0 870 0 -983 984 0 0 0: 55 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 45.3 26.6 27.8 9.8 0.8 8.2 3.5 0.0 0.0 0.0: 7.1 5.4
Old : 100.0: 52.3 45.3 26.6 27.8 9.8 0.8 8.2 3.5 0.0 0.0 0.0: 7.1 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 : 29: 9 11 7 4 6 . . . 0 0 0:
Old : 29: 9 11 7 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 : 46.2 38.2 69.3 61.3 43.6 36.5 57.4 54.6
Old : 46.2 38.2 69.3 61.3 43.6 36.5 57.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 76,417: 42,304 31,584 13,396 27,005 8,670 856 0 1,394 0 0 0: 9,797 7,764
Old : 76,417: 42,304 31,584 13,396 27,005 8,670 856 0 1,394 0 0 0: 9,797 7,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 171: 202 -40 -144 58 144 -44 0 44 0 0 0: -31 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 41.3 17.5 35.3 11.3 1.1 0.0 1.8 0.0 0.0 0.0: 12.8 10.2
Old : 100.0: 55.4 41.3 17.5 35.3 11.3 1.1 0.0 1.8 0.0 0.0 0.0: 12.8 10.2
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 : 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 : 59.3 52.6 74.7 72.2 48.0 51.6 60.2 64.7
Old : 59.3 52.6 74.7 72.2 48.0 51.6 60.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 139,503: 73,676 56,707 21,590 51,709 19,478 6,396 0 3,774 0 0 0: 14,589 7,835
Old : 139,503: 73,676 56,707 21,590 51,709 19,478 6,396 0 3,774 0 0 0: 14,589 7,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 209: 534 -578 -108 0 108 -1,006 0 681 0 0 0: -0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 40.6 15.5 37.1 14.0 4.6 0.0 2.7 0.0 0.0 0.0: 10.5 5.6
Old : 100.0: 52.8 40.6 15.5 37.1 14.0 4.6 0.0 2.7 0.0 0.0 0.0: 10.5 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 : 32.6 39.5 55.8 60.7 29.0 34.1 42.2 49.7
Old : 32.6 39.5 55.8 60.7 29.0 34.1 42.2 49.7
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 26, 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 : 2,667,272: 740,164 418,742 96,155 967,810 420,870 448,717 25,950 514,540 192,237 70,930 226,501: 28,088 21,929
Old : 2,667,272: 740,164 418,742 96,155 967,810 420,870 448,717 25,950 514,540 192,237 70,930 226,501: 28,088 21,929
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 34,116: 5,823 18,600 -6,242 17,711 15,716 10,186 -9,275 1,975 7,560 -3,630 757: -1,659 -7,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.7 3.6 36.3 15.8 16.8 1.0 19.3 7.2 2.7 8.5: 1.1 0.8
Old : 100.0: 27.7 15.7 3.6 36.3 15.8 16.8 1.0 19.3 7.2 2.7 8.5: 1.1 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 : 177: 76 62 13 20 29 28 9 30 20 8 24:
Old : 177: 76 62 13 20 29 28 9 30 20 8 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 : 26.3 29.4 36.5 46.5 15.5 23.4 22.0 33.2
Old : 26.3 29.4 36.5 46.5 15.5 23.4 22.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,033,738: 155,011 153,634 196,760 333,660 286,330 119,080 32,948 78,949 84,455 34,243 109,034: 4,119 4,940
Old : 1,033,738: 155,011 153,634 196,760 333,660 286,330 119,080 32,948 78,949 84,455 34,243 109,034: 4,119 4,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 15,807: -5,884 3,708 -9,580 6,599 6,415 17,635 1,395 -2,126 4,461 -6,312 5,099: -213 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 19.0 32.3 27.7 11.5 3.2 7.6 8.2 3.3 10.5: 0.4 0.5
Old : 100.0: 15.0 14.9 19.0 32.3 27.7 11.5 3.2 7.6 8.2 3.3 10.5: 0.4 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 : 101: 22 19 10 13 17 17 7 17 12 18 25:
Old : 101: 22 19 10 13 17 17 7 17 12 18 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 36.5 44.7 57.1 14.6 26.0 24.3 37.3
Old : 26.4 36.5 44.7 57.1 14.6 26.0 24.3 37.3
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 26, 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 : 24,762: 23,520 14,231 210 9,522 441 99 70 23 180 0 0: 289 475
Old : 24,762: 23,520 14,231 210 9,522 441 99 70 23 180 0 0: 289 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 281: 212 -18 30 309 -10 0 0 0 -20 0 0: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 57.5 0.8 38.5 1.8 0.4 0.3 0.1 0.7 0.0 0.0: 1.2 1.9
Old : 100.0: 95.0 57.5 0.8 38.5 1.8 0.4 0.3 0.1 0.7 0.0 0.0: 1.2 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 : 42: 28 25 . 7 6 . . . . 0 0:
Old : 42: 28 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 : 49.7 41.1 69.9 67.7 40.2 33.7 48.9 49.8
Old : 49.7 41.1 69.9 67.7 40.2 33.7 48.9 49.8
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 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 17,167: 14,857 7,709 130 8,169 680 672 0 70 500 5 45: 213 489
Old : 17,167: 14,857 7,709 130 8,169 680 672 0 70 500 5 45: 213 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 445: 400 260 15 15 30 -25 0 50 5 5 45: -75 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 44.9 0.8 47.6 4.0 3.9 0.0 0.4 2.9 0.0 0.3: 1.2 2.8
Old : 100.0: 86.5 44.9 0.8 47.6 4.0 3.9 0.0 0.4 2.9 0.0 0.3: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . 5 . . 0 . . . .:
Old : 29: 16 15 . 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 : 55.0 62.2 75.1 85.0 44.0 53.4 57.8 65.6
Old : 55.0 62.2 75.1 85.0 44.0 53.4 57.8 65.6
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 26, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,485: 6,080 4,745 1,314 2,457 556 0 45 75 0 0 0: 460 607
Old : 8,485: 6,080 4,745 1,314 2,457 556 0 45 75 0 0 0: 460 607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 205: 115 140 14 46 31 0 -75 45 0 0 0: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 55.9 15.5 29.0 6.6 0.0 0.5 0.9 0.0 0.0 0.0: 5.4 7.2
Old : 100.0: 71.7 55.9 15.5 29.0 6.6 0.0 0.5 0.9 0.0 0.0 0.0: 5.4 7.2
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 : 25: 14 12 . 5 4 0 . . 0 0 0:
Old : 25: 14 12 . 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 : 68.3 53.8 80.6 75.2 65.7 48.7 75.0 67.0
Old : 68.3 53.8 80.6 75.2 65.7 48.7 75.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 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 : 12,825: 10,775 6,238 610 5,424 840 0 0 0 0 0 0: 600 323
Old : 12,825: 10,775 6,238 610 5,424 840 0 0 0 0 0 0: 600 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 195: 240 -90 0 285 0 0 0 0 -45 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 48.6 4.8 42.3 6.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 2.5
Old : 100.0: 84.0 48.6 4.8 42.3 6.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 12 . 6 . 0 0 0 0 0 0:
Old : 29: 16 12 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 58.2 77.2 77.2 59.4 55.6 75.1 71.9
Old : 60.9 58.2 77.2 77.2 59.4 55.6 75.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011