NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 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 : 4,915,473: 1,654,268 943,684 237,241 1,404,542 667,065 369,345 50,626 1,482,623 164,825 38,862 306,822: 33,284 21,249
Old : 4,915,473: 1,654,268 943,684 237,241 1,404,542 667,065 369,345 50,626 1,482,623 164,825 38,862 306,822: 33,284 21,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -34,575: -101,210 -58,421 234 53,318 -24,001 17,302 -1,099 37,684 72,280 -8,637 -38,214: 1,350 4,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 19.2 4.8 28.6 13.6 7.5 1.0 30.2 3.4 0.8 6.2: 0.7 0.4
Old : 100.0: 33.7 19.2 4.8 28.6 13.6 7.5 1.0 30.2 3.4 0.8 6.2: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 229: 98 99 12 28 35 31 7 34 23 17 35:
Old : 229: 98 99 12 28 35 31 7 34 23 17 35:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 26.1 39.1 40.7 9.8 18.2 14.8 24.7
Old : 24.8 26.1 39.1 40.7 9.8 18.2 14.8 24.7
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, May 3, 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 : 381,990: 232,465 247,628 40,027 29,076 53,035 11,416 15,943 31,354 0 772 831: 12,862 3,351
Old : 381,990: 232,465 247,628 40,027 29,076 53,035 11,416 15,943 31,354 0 772 831: 12,862 3,351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,249: -1,986 -9,416 -1,441 -122 -3,335 -3,296 3,708 4,340 -21 772 -287: 777 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 64.8 10.5 7.6 13.9 3.0 4.2 8.2 0.0 0.2 0.2: 3.4 0.9
Old : 100.0: 60.9 64.8 10.5 7.6 13.9 3.0 4.2 8.2 0.0 0.2 0.2: 3.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 29 6 7 11 6 4 7 0 . .:
Old : 60: 34 29 6 7 11 6 4 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 45.9 52.2 68.5 22.5 30.7 32.7 38.7
Old : 32.7 45.9 52.2 68.5 22.5 30.7 32.7 38.7
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, May 3, 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 : 177,481: 150,810 92,771 1,743 60,335 11,248 3,518 6,508 4,255 1,139 0 30: 4,738 2,334
Old : 177,481: 150,810 92,771 1,743 60,335 11,248 3,518 6,508 4,255 1,139 0 30: 4,738 2,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -10,945: -8,839 -12,199 -825 1,107 -1,091 767 3,147 -557 889 0 -154: -1,135 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 52.3 1.0 34.0 6.3 2.0 3.7 2.4 0.6 0.0 0.0: 2.7 1.3
Old : 100.0: 85.0 52.3 1.0 34.0 6.3 2.0 3.7 2.4 0.6 0.0 0.0: 2.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 27 23 . 11 12 4 . 4 . 0 .:
Old : 48: 27 23 . 11 12 4 . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 39.2 73.2 62.2 49.9 35.6 62.7 53.6
Old : 52.2 39.2 73.2 62.2 49.9 35.6 62.7 53.6
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, May 3, 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 : 309,416: 206,036 89,525 34,686 152,763 41,231 5,098 3,480 15,937 153 0 334: 5,941 6,146
Old : 309,416: 206,036 89,525 34,686 152,763 41,231 5,098 3,480 15,937 153 0 334: 5,941 6,146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,885: -904 -1,243 669 -4,174 -2,007 -4,308 -1,452 1,681 95 0 -3: -1,108 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 28.9 11.2 49.4 13.3 1.6 1.1 5.2 0.0 0.0 0.1: 1.9 2.0
Old : 100.0: 66.6 28.9 11.2 49.4 13.3 1.6 1.1 5.2 0.0 0.0 0.1: 1.9 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 : 49: 22 18 5 9 13 . 4 . . 0 .:
Old : 49: 22 18 5 9 13 . 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 : 41.9 46.4 60.6 70.0 39.7 38.6 53.1 59.3
Old : 41.9 46.4 60.6 70.0 39.7 38.6 53.1 59.3
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, May 3, 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 : 686,416: 470,032 262,711 82,846 261,927 98,927 0 26,719 28,336 810 4,121 580: 4,885 3,095
Old : 686,416: 470,032 262,711 82,846 261,927 98,927 0 26,719 28,336 810 4,121 580: 4,885 3,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -70,609: -36,951 -28,863 -5,400 847 -6,795 -1,110 -15,011 -21,069 269 1,074 60: 387 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 38.3 12.1 38.2 14.4 0.0 3.9 4.1 0.1 0.6 0.1: 0.7 0.5
Old : 100.0: 68.5 38.3 12.1 38.2 14.4 0.0 3.9 4.1 0.1 0.6 0.1: 0.7 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 : 70: 33 28 7 15 21 0 8 8 . . .:
Old : 70: 33 28 7 15 21 0 8 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 38.3 56.7 54.7 31.1 27.4 43.5 38.9
Old : 42.7 38.3 56.7 54.7 31.1 27.4 43.5 38.9
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, May 3, 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 : 189,041: 134,100 108,916 31,807 62,046 4,106 9,786 0 2,085 0 0 0: 7,157 11,888
Old : 189,041: 134,100 108,916 31,807 62,046 4,106 9,786 0 2,085 0 0 0: 7,157 11,888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -11,181: -8,060 -6,578 -1,426 -1,968 -740 -435 -4,563 530 0 0 0: -1,050 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 57.6 16.8 32.8 2.2 5.2 0.0 1.1 0.0 0.0 0.0: 3.8 6.3
Old : 100.0: 70.9 57.6 16.8 32.8 2.2 5.2 0.0 1.1 0.0 0.0 0.0: 3.8 6.3
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 : 37: 23 19 4 4 . . 0 . 0 0 0:
Old : 37: 23 19 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 : 50.9 64.2 66.1 77.1 49.5 61.6 62.6 70.4
Old : 50.9 64.2 66.1 77.1 49.5 61.6 62.6 70.4
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, May 3, 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 : 316,272: 223,589 168,353 44,567 70,033 21,104 13,930 43,417 6,704 0 0 0: 6,378 6,661
Old : 316,272: 223,589 168,353 44,567 70,033 21,104 13,930 43,417 6,704 0 0 0: 6,378 6,661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -16,450: -8,893 -8,083 -655 -4,603 24 833 3,429 -5,656 0 0 0: -2,103 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 53.2 14.1 22.1 6.7 4.4 13.7 2.1 0.0 0.0 0.0: 2.0 2.1
Old : 100.0: 70.7 53.2 14.1 22.1 6.7 4.4 13.7 2.1 0.0 0.0 0.0: 2.0 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 : 59: 30 27 6 13 13 4 . 4 0 0 0:
Old : 59: 30 27 6 13 13 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 : 29.3 46.1 54.1 59.5 26.0 42.4 42.7 52.2
Old : 29.3 46.1 54.1 59.5 26.0 42.4 42.7 52.2
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, May 3, 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 : 201,319: 159,340 77,815 2,482 77,355 21,650 5,869 10,213 7,465 0 416 755: 3,758 5,650
Old : 201,319: 159,340 77,815 2,482 77,355 21,650 5,869 10,213 7,465 0 416 755: 3,758 5,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -9,387: -691 -7,224 -1,618 1,198 -1,860 -851 -996 -3,159 0 69 24: -1,232 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 38.7 1.2 38.4 10.8 2.9 5.1 3.7 0.0 0.2 0.4: 1.9 2.8
Old : 100.0: 79.1 38.7 1.2 38.4 10.8 2.9 5.1 3.7 0.0 0.2 0.4: 1.9 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 : 48: 23 24 . 14 8 . . 6 0 . .:
Old : 48: 23 24 . 14 8 . . 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 : 63.7 33.4 74.2 53.3 59.0 28.6 64.1 45.2
Old : 63.7 33.4 74.2 53.3 59.0 28.6 64.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 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 : 1,062,576: 69,115 131,692 213,816 42,643 121,447 182,950 210,679 291,946 9,973 140,306 78,628: 94,699 45,235
Old : 1,062,576: 69,115 131,692 213,816 42,643 121,447 182,950 210,679 291,946 9,973 140,306 78,628: 94,699 45,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 77,655: 3,209 9,983 -5,330 5,832 8,859 46,269 3,331 18,970 -515 28,330 592: 5,602 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.4 20.1 4.0 11.4 17.2 19.8 27.5 0.9 13.2 7.4: 8.9 4.3
Old : 100.0: 6.5 12.4 20.1 4.0 11.4 17.2 19.8 27.5 0.9 13.2 7.4: 8.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 337: 46 45 22 14 32 89 51 91 36 58 67:
Old : 337: 46 45 22 14 32 89 51 91 36 58 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 : 16.8 25.0 30.2 37.5 13.7 15.5 21.9 21.5
Old : 16.8 25.0 30.2 37.5 13.7 15.5 21.9 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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Old : 47,439: 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0: 10,881 3,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -4,116: -3,208 -2,959 -310 -1,027 0 0 0 0 0 0 0: -598 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.8
Old : 100.0: 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 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 : 20: 10 8 . 5 4 0 0 0 0 0 0:
Old : 20: 10 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 : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
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, May 3, 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 : 39,086: 21,223 27,102 9,204 2,483 943 2,980 1,392 1,778 0 0 0: 2,958 5,388
Old : 39,086: 21,223 27,102 9,204 2,483 943 2,980 1,392 1,778 0 0 0: 2,958 5,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,429: -817 -1,589 -681 33 -95 -652 -1,102 0 0 0 0: -184 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 69.3 23.5 6.4 2.4 7.6 3.6 4.5 0.0 0.0 0.0: 7.6 13.8
Old : 100.0: 54.3 69.3 23.5 6.4 2.4 7.6 3.6 4.5 0.0 0.0 0.0: 7.6 13.8
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 : 22: 9 11 . . . . . . 0 0 0:
Old : 22: 9 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 : 48.6 52.9 71.8 69.4 47.2 51.5 65.4 65.9
Old : 48.6 52.9 71.8 69.4 47.2 51.5 65.4 65.9
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, May 3, 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 : 1,687,305: 190,940 179,388 75,160 89,384 795,484 41,527 81,112 187,629 52,270 12,028 336,364: 7,932 5,917
Old : 1,687,305: 190,940 179,388 75,160 89,384 795,484 41,527 81,112 187,629 52,270 12,028 336,364: 7,932 5,917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 48,677: 7,361 8,488 -1,318 5,396 13,443 8,248 5,945 7,300 5,297 -240 8,042: 305 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.6 4.5 5.3 47.1 2.5 4.8 11.1 3.1 0.7 19.9: 0.5 0.4
Old : 100.0: 11.3 10.6 4.5 5.3 47.1 2.5 4.8 11.1 3.1 0.7 19.9: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 148: 36 36 16 12 27 17 26 39 24 13 32:
Old : 148: 36 36 16 12 27 17 26 39 24 13 32:
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 : 33.8 35.4 56.0 54.5 4.6 5.4 7.7 8.0
Old : 33.8 35.4 56.0 54.5 4.6 5.4 7.7 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, May 3, 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 : 38,808: 3,372 4,112 1,734 1,520 8,148 7,299 7,786 15,728 1,300 58 742: 485 714
Old : 38,808: 3,372 4,112 1,734 1,520 8,148 7,299 7,786 15,728 1,300 58 742: 485 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,414: 977 569 -418 135 1,166 2,375 2,126 307 -114 -10 14: 108 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.6 4.5 3.9 21.0 18.8 20.1 40.5 3.4 0.1 1.9: 1.2 1.8
Old : 100.0: 8.7 10.6 4.5 3.9 21.0 18.8 20.1 40.5 3.4 0.1 1.9: 1.2 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 . 5 5 6 8 12 4 . 4:
Old : 38: 9 10 . 5 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 : 64.9 56.7 83.1 76.7 21.6 19.9 27.2 25.2
Old : 64.9 56.7 83.1 76.7 21.6 19.9 27.2 25.2
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, May 3, 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 : 88,140: 46,615 38,653 23,334 25,068 9,102 110 7,339 3,190 0 0 0: 5,789 4,788
Old : 88,140: 46,615 38,653 23,334 25,068 9,102 110 7,339 3,190 0 0 0: 5,789 4,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,628: -2,421 -3,842 -1,563 -1,008 -124 -620 -352 -62 0 0 0: -838 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 43.9 26.5 28.4 10.3 0.1 8.3 3.6 0.0 0.0 0.0: 6.6 5.4
Old : 100.0: 52.9 43.9 26.5 28.4 10.3 0.1 8.3 3.6 0.0 0.0 0.0: 6.6 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 : 46.9 39.5 70.9 62.5 44.1 37.3 58.0 54.1
Old : 46.9 39.5 70.9 62.5 44.1 37.3 58.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 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 : 72,590: 40,613 29,265 12,348 25,507 8,541 862 0 1,408 0 0 0: 8,818 7,869
Old : 72,590: 40,613 29,265 12,348 25,507 8,541 862 0 1,408 0 0 0: 8,818 7,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,827: -1,691 -2,319 -1,048 -1,498 -129 6 0 14 0 0 0: -979 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.3 17.0 35.1 11.8 1.2 0.0 1.9 0.0 0.0 0.0: 12.1 10.8
Old : 100.0: 55.9 40.3 17.0 35.1 11.8 1.2 0.0 1.9 0.0 0.0 0.0: 12.1 10.8
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: 8 8 5 4 7 . 0 . 0 0 0:
Old : 21: 8 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 : 60.7 53.0 75.4 72.3 49.0 52.0 60.0 63.6
Old : 60.7 53.0 75.4 72.3 49.0 52.0 60.0 63.6
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, May 3, 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 : 131,159: 69,506 53,155 20,126 49,142 18,371 5,584 0 3,192 0 0 0: 14,379 7,298
Old : 131,159: 69,506 53,155 20,126 49,142 18,371 5,584 0 3,192 0 0 0: 14,379 7,298
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -8,345: -4,170 -3,552 -1,464 -2,567 -1,107 -812 0 -582 0 0 0: -210 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 40.5 15.3 37.5 14.0 4.3 0.0 2.4 0.0 0.0 0.0: 11.0 5.6
Old : 100.0: 53.0 40.5 15.3 37.5 14.0 4.3 0.0 2.4 0.0 0.0 0.0: 11.0 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 : 32: 15 12 5 7 6 . 0 . 0 0 0:
Old : 32: 15 12 5 7 6 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 40.1 56.4 61.7 29.3 34.9 41.7 50.4
Old : 33.7 40.1 56.4 61.7 29.3 34.9 41.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 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 : 2,612,548: 680,711 414,000 100,151 973,510 404,155 476,003 23,092 478,710 218,648 65,742 224,621: 29,549 28,718
Old : 2,612,548: 680,711 414,000 100,151 973,510 404,155 476,003 23,092 478,710 218,648 65,742 224,621: 29,549 28,718
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -54,724: -59,453 -4,742 3,996 5,700 -16,715 27,286 -2,858 -35,830 26,411 -5,188 -1,880: 1,461 6,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.8 3.8 37.3 15.5 18.2 0.9 18.3 8.4 2.5 8.6: 1.1 1.1
Old : 100.0: 26.1 15.8 3.8 37.3 15.5 18.2 0.9 18.3 8.4 2.5 8.6: 1.1 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 : 172: 71 60 12 19 27 29 9 31 17 11 21:
Old : 172: 71 60 12 19 27 29 9 31 17 11 21:
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 : 26.2 29.4 35.9 46.9 14.7 23.7 22.4 33.7
Old : 26.2 29.4 35.9 46.9 14.7 23.7 22.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 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 : 961,124: 150,441 153,527 230,428 313,283 251,197 86,893 35,010 80,023 64,160 30,118 93,605: 4,377 4,361
Old : 961,124: 150,441 153,527 230,428 313,283 251,197 86,893 35,010 80,023 64,160 30,118 93,605: 4,377 4,361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -72,614: -4,570 -107 33,668 -20,377 -35,133 -32,187 2,062 1,074 -20,295 -4,125 -15,429: 258 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.0 24.0 32.6 26.1 9.0 3.6 8.3 6.7 3.1 9.7: 0.5 0.5
Old : 100.0: 15.7 16.0 24.0 32.6 26.1 9.0 3.6 8.3 6.7 3.1 9.7: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 95: 22 16 11 12 18 14 9 15 12 15 21:
Old : 95: 22 16 11 12 18 14 9 15 12 15 21:
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 : 28.0 38.8 47.5 58.8 17.7 28.8 28.5 40.2
Old : 28.0 38.8 47.5 58.8 17.7 28.8 28.5 40.2
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, May 3, 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 : 25,542: 24,250 14,832 340 9,801 401 129 70 23 170 0 0: 229 415
Old : 25,542: 24,250 14,832 340 9,801 401 129 70 23 170 0 0: 229 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 780: 730 601 130 279 -40 30 0 0 -10 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 58.1 1.3 38.4 1.6 0.5 0.3 0.1 0.7 0.0 0.0: 0.9 1.6
Old : 100.0: 94.9 58.1 1.3 38.4 1.6 0.5 0.3 0.1 0.7 0.0 0.0: 0.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 27 . 7 6 . . . . 0 0:
Old : 44: 29 27 . 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 : 48.2 40.2 69.1 65.9 38.7 32.9 47.5 49.7
Old : 48.2 40.2 69.1 65.9 38.7 32.9 47.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,036: 13,877 7,416 240 7,548 485 897 0 10 265 35 60: 202 482
Old : 16,036: 13,877 7,416 240 7,548 485 897 0 10 265 35 60: 202 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,131: -980 -293 110 -621 -195 225 0 -60 -235 30 15: -11 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 46.2 1.5 47.1 3.0 5.6 0.0 0.1 1.7 0.2 0.4: 1.3 3.0
Old : 100.0: 86.5 46.2 1.5 47.1 3.0 5.6 0.0 0.1 1.7 0.2 0.4: 1.3 3.0
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 : 29: 16 18 . 4 . . 0 . . . .:
Old : 29: 16 18 . 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 : 55.6 61.3 73.9 82.8 41.8 53.3 53.9 64.5
Old : 55.6 61.3 73.9 82.8 41.8 53.3 53.9 64.5
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, May 3, 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 : 7,968: 5,676 4,710 1,429 2,280 381 0 0 75 0 0 0: 407 522
Old : 7,968: 5,676 4,710 1,429 2,280 381 0 0 75 0 0 0: 407 522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -517: -404 -35 115 -177 -175 0 -45 0 0 0 0: -53 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 59.1 17.9 28.6 4.8 0.0 0.0 0.9 0.0 0.0 0.0: 5.1 6.6
Old : 100.0: 71.2 59.1 17.9 28.6 4.8 0.0 0.0 0.9 0.0 0.0 0.0: 5.1 6.6
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 : 26: 14 13 4 4 4 0 0 . 0 0 0:
Old : 26: 14 13 4 4 4 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 : 69.2 52.6 82.2 74.0 68.1 48.3 77.3 68.0
Old : 69.2 52.6 82.2 74.0 68.1 48.3 77.3 68.0
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,434: 9,680 5,142 493 5,226 785 0 0 0 0 0 0: 476 281
Old : 11,434: 9,680 5,142 493 5,226 785 0 0 0 0 0 0: 476 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,391: -1,095 -1,096 -117 -198 -55 0 0 0 0 0 0: -124 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 45.0 4.3 45.7 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 2.5
Old : 100.0: 84.7 45.0 4.3 45.7 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 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 : 60.6 58.5 77.7 79.0 58.4 56.1 74.2 73.7
Old : 60.6 58.5 77.7 79.0 58.4 56.1 74.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011