NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 4,819,815: 1,734,076 921,844 287,713 1,412,855 602,362 375,053 38,549 1,407,789 60,156 95,347 322,067: 30,599 19,002
Old : 4,819,815: 1,734,076 921,844 287,713 1,412,855 602,362 375,053 38,549 1,407,789 60,156 95,347 322,067: 30,599 19,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -19,321: 47,858 -2,510 15,460 21,491 -25,489 -26,883 645 -18,752 636 14,685 -11,408: -743 2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 19.1 6.0 29.3 12.5 7.8 0.8 29.2 1.2 2.0 6.7: 0.6 0.4
Old : 100.0: 36.0 19.1 6.0 29.3 12.5 7.8 0.8 29.2 1.2 2.0 6.7: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 228: 103 100 13 27 35 31 7 34 13 24 34:
Old : 228: 103 100 13 27 35 31 7 34 13 24 34:
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 : 24.7 24.7 38.5 39.7 11.1 17.8 16.5 25.0
Old : 24.7 24.7 38.5 39.7 11.1 17.8 16.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 390,595: 236,465 265,438 46,263 30,062 55,070 15,740 12,744 23,529 0 75 1,287: 12,241 2,390
Old : 390,595: 236,465 265,438 46,263 30,062 55,070 15,740 12,744 23,529 0 75 1,287: 12,241 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 11,058: 918 21,101 4,178 -2,695 518 6,207 -7,688 588 -462 75 -289: -600 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 68.0 11.8 7.7 14.1 4.0 3.3 6.0 0.0 0.0 0.3: 3.1 0.6
Old : 100.0: 60.5 68.0 11.8 7.7 14.1 4.0 3.3 6.0 0.0 0.0 0.3: 3.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 32 30 6 7 11 7 . 7 0 . .:
Old : 60: 32 30 6 7 11 7 . 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 : 30.4 47.4 48.9 67.0 21.2 32.5 32.1 40.4
Old : 30.4 47.4 48.9 67.0 21.2 32.5 32.1 40.4
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 17, 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 : 180,393: 152,698 96,253 1,743 58,202 12,312 4,424 4,532 5,109 342 0 245: 3,520 3,740
Old : 180,393: 152,698 96,253 1,743 58,202 12,312 4,424 4,532 5,109 342 0 245: 3,520 3,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,282: -3,251 -661 0 -2,129 960 1,285 -707 184 -276 0 214: -398 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 53.4 1.0 32.3 6.8 2.5 2.5 2.8 0.2 0.0 0.1: 2.0 2.1
Old : 100.0: 84.6 53.4 1.0 32.3 6.8 2.5 2.5 2.8 0.2 0.0 0.1: 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 : 47: 28 23 . 11 12 4 . 4 . 0 .:
Old : 47: 28 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 : 51.2 38.8 70.5 61.5 49.2 35.2 60.2 51.9
Old : 51.2 38.8 70.5 61.5 49.2 35.2 60.2 51.9
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 17, 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 : 322,887: 218,408 93,400 36,273 158,978 44,064 2,491 5,961 14,624 0 304 398: 6,629 5,158
Old : 322,887: 218,408 93,400 36,273 158,978 44,064 2,491 5,961 14,624 0 304 398: 6,629 5,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 11,153: 14,055 4,889 -707 5,023 1,929 -2,647 2,489 -1,899 0 5 -64: 486 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 28.9 11.2 49.2 13.6 0.8 1.8 4.5 0.0 0.1 0.1: 2.1 1.6
Old : 100.0: 67.6 28.9 11.2 49.2 13.6 0.8 1.8 4.5 0.0 0.1 0.1: 2.1 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 : 51: 22 20 5 9 13 . 5 5 0 . .:
Old : 51: 22 20 5 9 13 . 5 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 : 41.9 47.6 62.2 70.7 40.4 36.7 53.0 57.3
Old : 41.9 47.6 62.2 70.7 40.4 36.7 53.0 57.3
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 17, 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 : 672,743: 458,489 269,786 80,283 245,112 98,668 0 23,634 27,658 1,034 1,725 890: 5,721 5,270
Old : 672,743: 458,489 269,786 80,283 245,112 98,668 0 23,634 27,658 1,034 1,725 890: 5,721 5,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -16,578: -17,420 3,811 -3,047 -10,632 -2,157 0 -13,181 5,639 73 -2,196 281: 53 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 40.1 11.9 36.4 14.7 0.0 3.5 4.1 0.2 0.3 0.1: 0.9 0.8
Old : 100.0: 68.2 40.1 11.9 36.4 14.7 0.0 3.5 4.1 0.2 0.3 0.1: 0.9 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 : 69: 35 30 8 14 21 0 7 6 . . .:
Old : 69: 35 30 8 14 21 0 7 6 . . .:
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 37.7 55.5 53.4 30.7 27.6 42.9 38.1
Old : 41.9 37.7 55.5 53.4 30.7 27.6 42.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 191,693: 134,962 113,101 32,167 58,870 4,191 10,550 3,052 1,447 0 0 0: 8,376 11,032
Old : 191,693: 134,962 113,101 32,167 58,870 4,191 10,550 3,052 1,447 0 0 0: 8,376 11,032
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,690: -899 4,249 395 -1,810 -156 2,181 -176 -809 0 0 0: 978 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 59.0 16.8 30.7 2.2 5.5 1.6 0.8 0.0 0.0 0.0: 4.4 5.8
Old : 100.0: 70.4 59.0 16.8 30.7 2.2 5.5 1.6 0.8 0.0 0.0 0.0: 4.4 5.8
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 : 37: 23 19 4 4 . . . . 0 0 0:
Old : 37: 23 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 : 49.1 64.1 64.2 76.2 47.4 60.4 60.4 70.1
Old : 49.1 64.1 64.2 76.2 47.4 60.4 60.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 338,393: 222,554 193,065 50,574 72,675 20,363 11,527 21,055 22,513 0 0 0: 10,862 8,722
Old : 338,393: 222,554 193,065 50,574 72,675 20,363 11,527 21,055 22,513 0 0 0: 10,862 8,722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4,726: -3,343 -9,188 4,029 1,883 -1,088 -1,698 5,150 -2,381 0 0 0: -245 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 57.1 14.9 21.5 6.0 3.4 6.2 6.7 0.0 0.0 0.0: 3.2 2.6
Old : 100.0: 65.8 57.1 14.9 21.5 6.0 3.4 6.2 6.7 0.0 0.0 0.0: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 24 6 13 12 5 . 5 0 0 0:
Old : 56: 28 24 6 13 12 5 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 46.0 50.7 59.7 24.8 37.1 40.8 46.6
Old : 27.2 46.0 50.7 59.7 24.8 37.1 40.8 46.6
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 17, 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 : 195,882: 153,130 74,759 378 77,456 22,093 7,784 9,673 8,047 0 206 600: 3,850 3,048
Old : 195,882: 153,130 74,759 378 77,456 22,093 7,784 9,673 8,047 0 206 600: 3,850 3,048
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -9,832: -8,672 -7,443 -2,266 -2,193 1,130 -398 1,022 -118 0 -726 -124: 616 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 38.2 0.2 39.5 11.3 4.0 4.9 4.1 0.0 0.1 0.3: 2.0 1.6
Old : 100.0: 78.2 38.2 0.2 39.5 11.3 4.0 4.9 4.1 0.0 0.1 0.3: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 22 26 . 14 9 . . 6 0 . .:
Old : 48: 22 26 . 14 9 . . 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 : 56.2 32.0 70.6 50.3 52.8 27.5 61.2 41.7
Old : 56.2 32.0 70.6 50.3 52.8 27.5 61.2 41.7
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 17, 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 : 1,019,088: 71,846 120,999 224,947 39,649 121,479 130,960 213,098 276,673 20,271 109,687 91,906: 81,007 45,597
Old : 1,019,088: 71,846 120,999 224,947 39,649 121,479 130,960 213,098 276,673 20,271 109,687 91,906: 81,007 45,597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -22,927: 1,945 -735 3,896 2,988 -8,182 -7,362 -13,754 -7,186 -1,898 2,211 -1,846: -2,293 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.9 22.1 3.9 11.9 12.9 20.9 27.1 2.0 10.8 9.0: 7.9 4.5
Old : 100.0: 7.1 11.9 22.1 3.9 11.9 12.9 20.9 27.1 2.0 10.8 9.0: 7.9 4.5
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 : 337: 47 44 26 11 31 66 76 92 39 51 79:
Old : 337: 47 44 26 11 31 66 76 92 39 51 79:
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 : 17.3 19.5 30.0 31.5 14.2 10.5 21.3 17.6
Old : 17.3 19.5 30.0 31.5 14.2 10.5 21.3 17.6
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 17, 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: May 10, 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: 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 17, 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 : 39,908: 21,223 26,700 7,980 1,259 3,391 2,496 1,392 1,778 0 0 0: 3,040 5,388
Old : 39,908: 21,223 26,700 7,980 1,259 3,391 2,496 1,392 1,778 0 0 0: 3,040 5,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,224: 0 0 -1,224 -1,224 2,448 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 66.9 20.0 3.2 8.5 6.3 3.5 4.5 0.0 0.0 0.0: 7.6 13.5
Old : 100.0: 53.2 66.9 20.0 3.2 8.5 6.3 3.5 4.5 0.0 0.0 0.0: 7.6 13.5
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 : 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 : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7
Old : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7
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 17, 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 : 1,699,619: 197,556 177,594 70,473 87,334 800,674 45,251 83,784 185,587 56,676 22,089 336,326: 7,077 6,232
Old : 1,699,619: 197,556 177,594 70,473 87,334 800,674 45,251 83,784 185,587 56,676 22,089 336,326: 7,077 6,232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 4,581: 3,971 1,211 -848 -764 2,102 515 -483 -743 -242 3,402 -192: 18 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.4 4.1 5.1 47.1 2.7 4.9 10.9 3.3 1.3 19.8: 0.4 0.4
Old : 100.0: 11.6 10.4 4.1 5.1 47.1 2.7 4.9 10.9 3.3 1.3 19.8: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 151: 39 37 12 16 27 23 19 37 29 10 32:
Old : 151: 39 37 12 16 27 23 19 37 29 10 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 : 33.3 35.8 55.4 54.4 4.7 5.7 7.6 8.7
Old : 33.3 35.8 55.4 54.4 4.7 5.7 7.6 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 44,606: 3,395 3,911 1,334 1,550 8,780 10,838 11,404 17,298 1,601 62 744: 615 855
Old : 44,606: 3,395 3,911 1,334 1,550 8,780 10,838 11,404 17,298 1,601 62 744: 615 855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,965: -76 -145 13 32 550 495 495 977 82 5 33: -109 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.8 3.0 3.5 19.7 24.3 25.6 38.8 3.6 0.1 1.7: 1.4 1.9
Old : 100.0: 7.6 8.8 3.0 3.5 19.7 24.3 25.6 38.8 3.6 0.1 1.7: 1.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 10 11 . 4 5 6 12 13 4 . 5:
Old : 43: 10 11 . 4 5 6 12 13 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 56.1 83.9 75.5 25.8 21.9 30.5 27.9
Old : 67.7 56.1 83.9 75.5 25.8 21.9 30.5 27.9
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, May 17, 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 : 88,190: 47,001 38,863 23,334 25,068 9,102 110 7,339 3,190 0 0 0: 5,453 4,628
Old : 88,190: 47,001 38,863 23,334 25,068 9,102 110 7,339 3,190 0 0 0: 5,453 4,628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 80: 386 330 0 0 0 0 0 0 0 0 0: -306 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 44.1 26.5 28.4 10.3 0.1 8.3 3.6 0.0 0.0 0.0: 6.2 5.2
Old : 100.0: 53.3 44.1 26.5 28.4 10.3 0.1 8.3 3.6 0.0 0.0 0.0: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 10 13 7 4 6 . . . 0 0 0:
Old : 31: 10 13 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 70.8 62.2 44.1 37.3 58.0 53.8
Old : 46.9 39.5 70.8 62.2 44.1 37.3 58.0 53.8
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 17, 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 : 73,033: 40,528 29,734 12,499 25,543 8,541 1,226 0 1,316 0 0 0: 8,923 7,899
Old : 73,033: 40,528 29,734 12,499 25,543 8,541 1,226 0 1,316 0 0 0: 8,923 7,899
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 349: 2 409 0 2 0 304 0 -62 0 0 0: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 40.7 17.1 35.0 11.7 1.7 0.0 1.8 0.0 0.0 0.0: 12.2 10.8
Old : 100.0: 55.5 40.7 17.1 35.0 11.7 1.7 0.0 1.8 0.0 0.0 0.0: 12.2 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 9 5 4 7 . 0 . 0 0 0:
Old : 21: 8 9 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 : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.5
Old : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.5
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 17, 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 : 130,534: 69,499 52,214 20,126 49,142 18,371 5,168 0 3,587 0 0 0: 13,783 7,219
Old : 130,534: 69,499 52,214 20,126 49,142 18,371 5,168 0 3,587 0 0 0: 13,783 7,219
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 57: -311 518 0 0 0 932 0 -564 0 0 0: 0 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 40.0 15.4 37.6 14.1 4.0 0.0 2.7 0.0 0.0 0.0: 10.6 5.5
Old : 100.0: 53.2 40.0 15.4 37.6 14.1 4.0 0.0 2.7 0.0 0.0 0.0: 10.6 5.5
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 : 33: 16 14 5 7 6 . 0 . 0 0 0:
Old : 33: 16 14 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 : 33.8 39.4 56.7 60.8 29.0 34.2 39.8 49.8
Old : 33.8 39.4 56.7 60.8 29.0 34.2 39.8 49.8
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 17, 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 : 2,653,985: 732,635 394,195 99,564 952,209 438,261 362,328 21,019 521,360 220,330 50,346 247,127: 32,380 29,468
Old : 2,653,985: 732,635 394,195 99,564 952,209 438,261 362,328 21,019 521,360 220,330 50,346 247,127: 32,380 29,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 6,466: 37,052 -16,702 1,981 -24,730 13,838 -110,137 -2,227 38,265 13,129 -13,379 9,419: 2,919 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 14.9 3.8 35.9 16.5 13.7 0.8 19.6 8.3 1.9 9.3: 1.2 1.1
Old : 100.0: 27.6 14.9 3.8 35.9 16.5 13.7 0.8 19.6 8.3 1.9 9.3: 1.2 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 : 174: 74 63 12 18 27 28 10 30 19 10 20:
Old : 174: 74 63 12 18 27 28 10 30 19 10 20:
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 : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7
Old : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7
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 17, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 991,505: 159,926 154,452 215,158 303,805 274,458 107,015 40,603 76,879 63,555 45,623 90,560: 3,954 5,125
Old : 991,505: 159,926 154,452 215,158 303,805 274,458 107,015 40,603 76,879 63,555 45,623 90,560: 3,954 5,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 18,379: -494 2,218 -19,059 -13,848 26,572 3,880 6,218 -713 14,445 3,424 -5,784: -468 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.6 21.7 30.6 27.7 10.8 4.1 7.8 6.4 4.6 9.1: 0.4 0.5
Old : 100.0: 16.1 15.6 21.7 30.6 27.7 10.8 4.1 7.8 6.4 4.6 9.1: 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: 23 18 11 12 18 15 11 17 10 18 22:
Old : 101: 23 18 11 12 18 15 11 17 10 18 22:
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 : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4
Old : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4
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 17, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 22,833: 21,492 13,009 474 8,972 367 81 70 20 0 0 0: 399 395
Old : 22,833: 21,492 13,009 474 8,972 367 81 70 20 0 0 0: 399 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -893: -955 -781 144 -65 1 0 0 -48 -130 0 0: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 57.0 2.1 39.3 1.6 0.4 0.3 0.1 0.0 0.0 0.0: 1.7 1.7
Old : 100.0: 94.1 57.0 2.1 39.3 1.6 0.4 0.3 0.1 0.0 0.0 0.0: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 28 . 6 6 . . . 0 0 0:
Old : 42: 28 28 . 6 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5
Old : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 16,126: 14,082 7,431 215 7,464 569 733 0 10 255 110 60: 202 482
Old : 16,126: 14,082 7,431 215 7,464 569 733 0 10 255 110 60: 202 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 71: 22 16 0 -84 84 -25 0 0 -10 55 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 46.1 1.3 46.3 3.5 4.5 0.0 0.1 1.6 0.7 0.4: 1.3 3.0
Old : 100.0: 87.3 46.1 1.3 46.3 3.5 4.5 0.0 0.1 1.6 0.7 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: 18 18 . 4 . . 0 . . . .:
Old : 29: 18 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 : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7
Old : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 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 : 7,852: 5,604 4,893 1,504 1,950 392 0 30 45 0 0 0: 307 542
Old : 7,852: 5,604 4,893 1,504 1,950 392 0 30 45 0 0 0: 307 542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 48: 189 53 29 -25 0 0 30 -30 0 0 0: -140 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 62.3 19.2 24.8 5.0 0.0 0.4 0.6 0.0 0.0 0.0: 3.9 6.9
Old : 100.0: 71.4 62.3 19.2 24.8 5.0 0.0 0.4 0.6 0.0 0.0 0.0: 3.9 6.9
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 : 26: 13 13 4 4 4 0 . . 0 0 0:
Old : 26: 13 13 4 4 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9
Old : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9
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 17, 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 : 11,644: 9,860 5,472 493 5,026 825 0 0 0 0 0 0: 466 321
Old : 11,644: 9,860 5,472 493 5,026 825 0 0 0 0 0 0: 466 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4: -14 116 0 -180 40 0 0 0 -40 0 -5: 15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 47.0 4.2 43.2 7.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 2.8
Old : 100.0: 84.7 47.0 4.2 43.2 7.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 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 13 . 6 . 0 0 0 0 0 0:
Old : 29: 16 13 . 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 56.6 77.6 77.1 58.8 53.6 73.7 70.9
Old : 60.9 56.6 77.6 77.1 58.8 53.6 73.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011