NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 4,966,536: 1,765,681 1,004,231 228,666 1,581,885 612,207 496,790 40,236 1,334,263 170,338 52,812 317,066: 41,525 23,836
Old : 4,966,536: 1,765,681 1,004,231 228,666 1,581,885 612,207 496,790 40,236 1,334,263 170,338 52,812 317,066: 41,525 23,836
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 236,469: 123,664 84,847 -13,460 135,746 8,407 65,916 3,528 -12,397 48,794 1,921 14,522: 1,023 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 20.2 4.6 31.9 12.3 10.0 0.8 26.9 3.4 1.1 6.4: 0.8 0.5
Old : 100.0: 35.6 20.2 4.6 31.9 12.3 10.0 0.8 26.9 3.4 1.1 6.4: 0.8 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 : 229: 104 101 12 26 32 30 6 35 24 18 35:
Old : 229: 104 101 12 26 32 30 6 35 24 18 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 : 24.6 24.0 38.5 39.6 12.2 19.1 17.2 27.6
Old : 24.6 24.0 38.5 39.6 12.2 19.1 17.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 375,490: 224,921 249,404 42,224 24,078 57,027 15,299 18,386 22,707 0 17 1,290: 12,022 2,581
Old : 375,490: 224,921 249,404 42,224 24,078 57,027 15,299 18,386 22,707 0 17 1,290: 12,022 2,581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -23,911: -18,815 -19,157 1,429 2,972 -3,527 2,141 2,468 -5,766 0 -553 459: 168 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 66.4 11.2 6.4 15.2 4.1 4.9 6.0 0.0 0.0 0.3: 3.2 0.7
Old : 100.0: 59.9 66.4 11.2 6.4 15.2 4.1 4.9 6.0 0.0 0.0 0.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 29 28 6 8 10 7 4 8 0 . .:
Old : 60: 29 28 6 8 10 7 4 8 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 45.4 47.4 66.8 22.3 33.4 31.6 40.1
Old : 29.7 45.4 47.4 66.8 22.3 33.4 31.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 164,539: 139,380 91,742 1,583 46,384 10,367 3,952 5,447 5,334 399 0 370: 3,154 4,895
Old : 164,539: 139,380 91,742 1,583 46,384 10,367 3,952 5,447 5,334 399 0 370: 3,154 4,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -13,168: -11,257 -9,524 -103 -2,860 -2,211 561 748 50 210 0 156: -574 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 55.8 1.0 28.2 6.3 2.4 3.3 3.2 0.2 0.0 0.2: 1.9 3.0
Old : 100.0: 84.7 55.8 1.0 28.2 6.3 2.4 3.3 3.2 0.2 0.0 0.2: 1.9 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 : 48: 23 27 . 11 10 . 4 4 . 0 .:
Old : 48: 23 27 . 11 10 . 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 : 57.4 39.9 73.1 58.6 56.3 37.2 63.6 50.2
Old : 57.4 39.9 73.1 58.6 56.3 37.2 63.6 50.2
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, June 7, 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 : 320,669: 218,832 90,060 47,189 162,713 35,570 620 12,905 12,700 1,136 1,528 215: 4,407 4,978
Old : 320,669: 218,832 90,060 47,189 162,713 35,570 620 12,905 12,700 1,136 1,528 215: 4,407 4,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -10,344: -8,621 -8,910 10,601 3,680 -8,038 -1,575 4,022 -2,083 0 578 1: -629 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 28.1 14.7 50.7 11.1 0.2 4.0 4.0 0.4 0.5 0.1: 1.4 1.6
Old : 100.0: 68.2 28.1 14.7 50.7 11.1 0.2 4.0 4.0 0.4 0.5 0.1: 1.4 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 : 53: 23 18 5 9 13 . 8 . . . .:
Old : 53: 23 18 5 9 13 . 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 : 43.5 46.9 63.9 69.1 40.7 37.2 56.3 56.6
Old : 43.5 46.9 63.9 69.1 40.7 37.2 56.3 56.6
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, June 7, 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 : 675,114: 471,449 276,307 87,650 246,156 88,272 1,795 32,369 21,604 0 5,106 671: 3,673 4,629
Old : 675,114: 471,449 276,307 87,650 246,156 88,272 1,795 32,369 21,604 0 5,106 671: 3,673 4,629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -15,100: -6,049 -3,165 6,176 474 -11,744 1,249 3,041 -4,388 0 821 243: -587 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 40.9 13.0 36.5 13.1 0.3 4.8 3.2 0.0 0.8 0.1: 0.5 0.7
Old : 100.0: 69.8 40.9 13.0 36.5 13.1 0.3 4.8 3.2 0.0 0.8 0.1: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 36 30 8 14 20 . 6 7 0 . .:
Old : 71: 36 30 8 14 20 . 6 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 38.9 55.5 53.8 30.1 28.6 43.2 38.8
Old : 41.4 38.9 55.5 53.8 30.1 28.6 43.2 38.8
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, June 7, 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 : 184,056: 125,797 108,366 32,931 58,600 3,039 13,490 3,375 1,129 0 0 0: 7,670 9,547
Old : 184,056: 125,797 108,366 32,931 58,600 3,039 13,490 3,375 1,129 0 0 0: 7,670 9,547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -12,521: -9,843 -10,612 -672 -884 -1,091 588 2,112 -1,753 -542 0 0: 792 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 58.9 17.9 31.8 1.7 7.3 1.8 0.6 0.0 0.0 0.0: 4.2 5.2
Old : 100.0: 68.3 58.9 17.9 31.8 1.7 7.3 1.8 0.6 0.0 0.0 0.0: 4.2 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 : 36: 22 20 4 4 . . . . 0 0 0:
Old : 36: 22 20 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 : 47.0 64.1 63.8 77.3 45.2 62.0 59.8 71.3
Old : 47.0 64.1 63.8 77.3 45.2 62.0 59.8 71.3
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, June 7, 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 : 300,412: 197,167 136,679 35,597 75,891 23,753 11,207 33,650 21,975 0 0 0: 10,713 8,464
Old : 300,412: 197,167 136,679 35,597 75,891 23,753 11,207 33,650 21,975 0 0 0: 10,713 8,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -20,527: -21,747 -19,062 -2,587 2,215 -1,939 540 -3,315 1,863 0 0 0: 3,343 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 45.5 11.8 25.3 7.9 3.7 11.2 7.3 0.0 0.0 0.0: 3.6 2.8
Old : 100.0: 65.6 45.5 11.8 25.3 7.9 3.7 11.2 7.3 0.0 0.0 0.0: 3.6 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 : 56: 27 25 6 12 11 4 4 5 0 0 0:
Old : 56: 27 25 6 12 11 4 4 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 : 28.5 31.3 50.9 48.9 26.1 20.9 39.5 32.0
Old : 28.5 31.3 50.9 48.9 26.1 20.9 39.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 153,789: 112,424 52,577 3,209 54,658 21,861 5,587 14,630 6,141 0 0 0: 4,567 3,922
Old : 153,789: 112,424 52,577 3,209 54,658 21,861 5,587 14,630 6,141 0 0 0: 4,567 3,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -24,067: -15,289 -17,982 -373 -4,493 -3,600 -3,243 4,216 -1,275 0 0 0: -287 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 34.2 2.1 35.5 14.2 3.6 9.5 4.0 0.0 0.0 0.0: 3.0 2.6
Old : 100.0: 73.1 34.2 2.1 35.5 14.2 3.6 9.5 4.0 0.0 0.0 0.0: 3.0 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 : 47: 20 24 4 12 9 . 4 4 0 0 0:
Old : 47: 20 24 4 12 9 . 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 : 40.6 25.9 61.9 46.6 37.7 24.0 53.9 38.2
Old : 40.6 25.9 61.9 46.6 37.7 24.0 53.9 38.2
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, June 7, 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 : 1,039,032: 58,483 132,096 208,910 51,477 112,461 180,744 155,670 294,741 7,871 161,074 89,176: 86,646 42,337
Old : 1,039,032: 58,483 132,096 208,910 51,477 112,461 180,744 155,670 294,741 7,871 161,074 89,176: 86,646 42,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 65,544: -3,592 4,223 -8,762 4,405 1,565 47,871 7,635 24,276 222 27,099 -3,400: 7,364 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.7 20.1 5.0 10.8 17.4 15.0 28.4 0.8 15.5 8.6: 8.3 4.1
Old : 100.0: 5.6 12.7 20.1 5.0 10.8 17.4 15.0 28.4 0.8 15.5 8.6: 8.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 334: 46 46 23 13 30 89 50 93 32 64 75:
Old : 334: 46 46 23 13 30 89 50 93 32 64 75:
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 : 16.4 20.1 29.0 31.6 13.9 12.6 21.8 19.0
Old : 16.4 20.1 29.0 31.6 13.9 12.6 21.8 19.0
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, June 7, 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 : 44,165: 19,495 21,835 9,956 14,465 4,781 0 0 0 0 0 0: 9,933 3,084
Old : 44,165: 19,495 21,835 9,956 14,465 4,781 0 0 0 0 0 0: 9,933 3,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -3,274: -2,026 -2,156 -300 -994 0 0 0 0 0 0 0: -948 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 49.4 22.5 32.8 10.8 0.0 0.0 0.0 0.0 0.0 0.0: 22.5 7.0
Old : 100.0: 44.1 49.4 22.5 32.8 10.8 0.0 0.0 0.0 0.0 0.0 0.0: 22.5 7.0
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 : 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 : 47.0 53.1 63.5 77.5 42.2 48.9 54.0 64.1
Old : 47.0 53.1 63.5 77.5 42.2 48.9 54.0 64.1
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, June 7, 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 : 38,601: 20,233 25,700 6,588 1,377 4,029 2,012 500 2,178 0 0 0: 3,561 4,817
Old : 38,601: 20,233 25,700 6,588 1,377 4,029 2,012 500 2,178 0 0 0: 3,561 4,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,211: -1,710 -1,688 -984 118 230 -484 -404 -16 0 0 0: 753 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 66.6 17.1 3.6 10.4 5.2 1.3 5.6 0.0 0.0 0.0: 9.2 12.5
Old : 100.0: 52.4 66.6 17.1 3.6 10.4 5.2 1.3 5.6 0.0 0.0 0.0: 9.2 12.5
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 . . 4 . . . 0 0 0:
Old : 22: 9 11 . . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 50.0 68.0 68.3 46.7 48.6 60.8 60.6
Old : 48.1 50.0 68.0 68.3 46.7 48.6 60.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 1,675,722: 190,820 180,487 65,309 86,006 791,875 40,353 72,097 191,716 49,178 9,768 338,888: 7,581 4,885
Old : 1,675,722: 190,820 180,487 65,309 86,006 791,875 40,353 72,097 191,716 49,178 9,768 338,888: 7,581 4,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 26,041: 2,540 4,154 -9,853 -4,187 8,817 139 2,334 9,629 6,410 -2,487 7,961: 397 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.8 3.9 5.1 47.3 2.4 4.3 11.4 2.9 0.6 20.2: 0.5 0.3
Old : 100.0: 11.4 10.8 3.9 5.1 47.3 2.4 4.3 11.4 2.9 0.6 20.2: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 160: 38 39 14 13 27 21 25 35 32 11 37:
Old : 160: 38 39 14 13 27 21 25 35 32 11 37:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 35.3 55.3 54.3 4.0 4.8 7.1 7.3
Old : 33.7 35.3 55.3 54.3 4.0 4.8 7.1 7.3
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, June 7, 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 : 56,814: 3,989 5,559 3,797 1,444 9,999 7,013 9,077 28,662 1,795 64 915: 644 1,095
Old : 56,814: 3,989 5,559 3,797 1,444 9,999 7,013 9,077 28,662 1,795 64 915: 644 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,831: 441 1,173 1,665 77 -419 -3,047 -2,129 7,963 129 -9 63: 36 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.8 6.7 2.5 17.6 12.3 16.0 50.4 3.2 0.1 1.6: 1.1 1.9
Old : 100.0: 7.0 9.8 6.7 2.5 17.6 12.3 16.0 50.4 3.2 0.1 1.6: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 11 13 . 5 6 5 13 12 4 . 5:
Old : 45: 11 13 . 5 6 5 13 12 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 : 70.3 59.3 85.9 76.3 16.6 11.7 22.4 18.0
Old : 70.3 59.3 85.9 76.3 16.6 11.7 22.4 18.0
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, June 7, 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 : 82,696: 43,920 35,425 21,824 24,091 8,982 0 6,985 2,760 0 0 0: 5,210 4,453
Old : 82,696: 43,920 35,425 21,824 24,091 8,982 0 6,985 2,760 0 0 0: 5,210 4,453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -6,812: -3,559 -4,758 -1,510 -977 -120 -830 -474 -430 0 0 0: -363 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 42.8 26.4 29.1 10.9 0.0 8.4 3.3 0.0 0.0 0.0: 6.3 5.4
Old : 100.0: 53.1 42.8 26.4 29.1 10.9 0.0 8.4 3.3 0.0 0.0 0.0: 6.3 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 : 30: 9 12 7 4 6 0 . . 0 0 0:
Old : 30: 9 12 7 4 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 : 47.7 40.4 72.6 63.1 45.1 37.7 58.7 53.1
Old : 47.7 40.4 72.6 63.1 45.1 37.7 58.7 53.1
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, June 7, 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 : 71,570: 37,220 27,841 11,641 24,074 8,411 5,156 0 947 0 0 0: 8,194 10,296
Old : 71,570: 37,220 27,841 11,641 24,074 8,411 5,156 0 947 0 0 0: 8,194 10,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -4,179: -1,723 -1,766 -948 -1,314 -130 -242 0 -64 0 0 0: -1,072 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 38.9 16.3 33.6 11.8 7.2 0.0 1.3 0.0 0.0 0.0: 11.4 14.4
Old : 100.0: 52.0 38.9 16.3 33.6 11.8 7.2 0.0 1.3 0.0 0.0 0.0: 11.4 14.4
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 : 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 : 59.9 51.2 77.1 69.6 48.9 50.2 60.9 60.9
Old : 59.9 51.2 77.1 69.6 48.9 50.2 60.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 124,618: 67,611 49,625 18,642 46,128 17,299 4,210 0 4,173 0 0 0: 12,683 7,393
Old : 124,618: 67,611 49,625 18,642 46,128 17,299 4,210 0 4,173 0 0 0: 12,683 7,393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -8,192: -2,996 -3,984 -1,484 -2,522 -1,072 -1,096 0 -52 0 0 0: -1,492 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 39.8 15.0 37.0 13.9 3.4 0.0 3.3 0.0 0.0 0.0: 10.2 5.9
Old : 100.0: 54.3 39.8 15.0 37.0 13.9 3.4 0.0 3.3 0.0 0.0 0.0: 10.2 5.9
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 : 34: 16 15 5 7 6 . 0 . 0 0 0:
Old : 34: 16 15 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 : 34.4 39.2 57.2 60.4 29.5 34.0 39.4 49.2
Old : 34.4 39.2 57.2 60.4 29.5 34.0 39.4 49.2
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, June 7, 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 : 2,612,420: 702,592 414,516 108,404 915,063 432,903 294,042 36,259 526,498 297,775 43,569 219,882: 30,324 23,730
Old : 2,612,420: 702,592 414,516 108,404 915,063 432,903 294,042 36,259 526,498 297,775 43,569 219,882: 30,324 23,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 42,737: -1,182 32,005 -3,622 11,334 9,095 -1,662 3,111 3,868 59,180 7,644 -18,369: -4,571 -5,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.9 4.1 35.0 16.6 11.3 1.4 20.2 11.4 1.7 8.4: 1.2 0.9
Old : 100.0: 26.9 15.9 4.1 35.0 16.6 11.3 1.4 20.2 11.4 1.7 8.4: 1.2 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 : 178: 76 65 11 20 28 27 10 26 21 10 22:
Old : 178: 76 65 11 20 28 27 10 26 21 10 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 : 21.4 29.3 33.1 47.4 11.4 21.7 18.6 31.9
Old : 21.4 29.3 33.1 47.4 11.4 21.7 18.6 31.9
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, June 7, 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 : 978,933: 154,966 153,217 245,694 297,948 285,618 70,533 40,078 78,015 49,945 29,492 89,228: 4,934 5,337
Old : 978,933: 154,966 153,217 245,694 297,948 285,618 70,533 40,078 78,015 49,945 29,492 89,228: 4,934 5,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 31,299: 2,641 5,435 25,622 -3,231 9,257 -6,475 5,173 7,314 -11,339 2,906 2,822: 1,457 1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.7 25.1 30.4 29.2 7.2 4.1 8.0 5.1 3.0 9.1: 0.5 0.5
Old : 100.0: 15.8 15.7 25.1 30.4 29.2 7.2 4.1 8.0 5.1 3.0 9.1: 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 : 101: 23 19 11 12 19 14 13 17 10 16 18:
Old : 101: 23 19 11 12 19 14 13 17 10 16 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 37.9 49.5 60.4 17.4 28.4 27.2 37.6
Old : 32.6 37.9 49.5 60.4 17.4 28.4 27.2 37.6
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, June 7, 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 : 21,539: 20,118 11,890 549 8,790 381 62 70 20 0 0 0: 409 388
Old : 21,539: 20,118 11,890 549 8,790 381 62 70 20 0 0 0: 409 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,566: -1,593 -1,208 25 -328 -53 -24 0 0 0 0 0: 79 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 55.2 2.5 40.8 1.8 0.3 0.3 0.1 0.0 0.0 0.0: 1.9 1.8
Old : 100.0: 93.4 55.2 2.5 40.8 1.8 0.3 0.3 0.1 0.0 0.0 0.0: 1.9 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 : 44: 30 27 . 6 5 . . . 0 0 0:
Old : 44: 30 27 . 6 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 : 48.7 44.4 68.4 68.3 42.0 37.1 54.2 58.4
Old : 48.7 44.4 68.4 68.3 42.0 37.1 54.2 58.4
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, June 7, 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 : 14,888: 12,956 7,006 300 6,953 384 768 0 0 209 15 90: 181 440
Old : 14,888: 12,956 7,006 300 6,953 384 768 0 0 209 15 90: 181 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,398: -1,221 -640 95 -511 -170 0 0 -10 -71 -25 0: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 47.1 2.0 46.7 2.6 5.2 0.0 0.0 1.4 0.1 0.6: 1.2 3.0
Old : 100.0: 87.0 47.1 2.0 46.7 2.6 5.2 0.0 0.0 1.4 0.1 0.6: 1.2 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 : 30: 18 17 . 4 . . 0 0 . . .:
Old : 30: 18 17 . 4 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 61.3 73.3 83.2 39.1 54.3 52.7 64.7
Old : 55.1 61.3 73.3 83.2 39.1 54.3 52.7 64.7
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, June 7, 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 : 7,850: 5,449 4,942 1,553 1,729 478 0 0 75 0 0 0: 295 626
Old : 7,850: 5,449 4,942 1,553 1,729 478 0 0 75 0 0 0: 295 626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -645: -307 -514 -94 -123 1 0 0 30 -260 0 0: -15 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 63.0 19.8 22.0 6.1 0.0 0.0 1.0 0.0 0.0 0.0: 3.8 8.0
Old : 100.0: 69.4 63.0 19.8 22.0 6.1 0.0 0.0 1.0 0.0 0.0 0.0: 3.8 8.0
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 : 27: 14 13 4 4 4 0 0 . 0 0 0:
Old : 27: 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 : 64.6 49.2 80.2 70.2 60.8 47.1 72.9 64.2
Old : 64.6 49.2 80.2 70.2 60.8 47.1 72.9 64.2
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, June 7, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,819: 9,319 4,039 372 5,343 655 0 0 0 0 0 0: 473 782
Old : 10,819: 9,319 4,039 372 5,343 655 0 0 0 0 0 0: 473 782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,065: -754 -910 -121 37 -145 0 0 0 0 0 0: -45 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 37.3 3.4 49.4 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 7.2
Old : 100.0: 86.1 37.3 3.4 49.4 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . 6 . 0 0 0 0 0 0:
Old : 28: 15 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 : 64.6 60.0 80.6 80.0 62.9 58.9 76.7 76.4
Old : 64.6 60.0 80.6 80.0 62.9 58.9 76.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011