NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 4,988,214: 1,809,898 991,850 286,880 1,535,830 614,076 531,016 67,312 1,328,490 48,269 99,282 332,152: 37,433 19,222
Old : 4,988,214: 1,809,898 991,850 286,880 1,535,830 614,076 531,016 67,312 1,328,490 48,269 99,282 332,152: 37,433 19,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -99,897: 29,125 5,275 33,510 -77,229 -12,259 -3,638 12,482 -60,317 -68,761 48,431 -14,280: -3,277 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 19.9 5.8 30.8 12.3 10.6 1.3 26.6 1.0 2.0 6.7: 0.8 0.4
Old : 100.0: 36.3 19.9 5.8 30.8 12.3 10.6 1.3 26.6 1.0 2.0 6.7: 0.8 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 : 236: 107 102 16 25 33 30 9 36 13 28 36:
Old : 236: 107 102 16 25 33 30 9 36 13 28 36:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.9 37.9 38.4 14.0 18.5 19.6 27.3
Old : 24.5 22.9 37.9 38.4 14.0 18.5 19.6 27.3
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 21, 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 : 389,682: 221,926 266,730 51,937 17,732 57,241 17,465 17,581 26,158 0 683 1,098: 13,857 2,459
Old : 389,682: 221,926 266,730 51,937 17,732 57,241 17,465 17,581 26,158 0 683 1,098: 13,857 2,459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 6,856: -1,580 8,086 4,258 -2,705 -779 285 -349 3,143 0 -81 -31: 1,560 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 68.4 13.3 4.6 14.7 4.5 4.5 6.7 0.0 0.2 0.3: 3.6 0.6
Old : 100.0: 57.0 68.4 13.3 4.6 14.7 4.5 4.5 6.7 0.0 0.2 0.3: 3.6 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 : 63: 30 31 7 6 10 5 6 8 0 . .:
Old : 63: 30 31 7 6 10 5 6 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 : 26.3 43.6 44.2 69.2 22.0 34.2 33.2 44.7
Old : 26.3 43.6 44.2 69.2 22.0 34.2 33.2 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 163,754: 134,061 94,337 1,807 45,161 11,036 6,617 4,522 4,464 891 0 399: 4,479 3,835
Old : 163,754: 134,061 94,337 1,807 45,161 11,036 6,617 4,522 4,464 891 0 399: 4,479 3,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -4,757: -7,482 -1,528 193 -2,710 847 981 -307 -729 28 0 93: 1,312 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 57.6 1.1 27.6 6.7 4.0 2.8 2.7 0.5 0.0 0.2: 2.7 2.3
Old : 100.0: 81.9 57.6 1.1 27.6 6.7 4.0 2.8 2.7 0.5 0.0 0.2: 2.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 25 27 . 9 11 . 4 4 . 0 .:
Old : 48: 25 27 . 9 11 . 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 : 54.2 40.7 70.9 58.7 51.8 37.5 62.3 51.4
Old : 54.2 40.7 70.9 58.7 51.8 37.5 62.3 51.4
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 21, 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 : 331,638: 226,951 104,690 54,546 164,801 30,853 1,420 12,355 12,227 1,228 2,045 463: 3,950 4,204
Old : 331,638: 226,951 104,690 54,546 164,801 30,853 1,420 12,355 12,227 1,228 2,045 463: 3,950 4,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 3,310: 5,773 6,572 1,985 3,824 -4,077 1,172 -1,415 -1,472 0 118 248: -319 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 31.6 16.4 49.7 9.3 0.4 3.7 3.7 0.4 0.6 0.1: 1.2 1.3
Old : 100.0: 68.4 31.6 16.4 49.7 9.3 0.4 3.7 3.7 0.4 0.6 0.1: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 19 5 9 13 . 5 4 . . .:
Old : 53: 27 19 5 9 13 . 5 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 48.2 63.9 70.9 41.2 38.1 57.1 57.9
Old : 44.4 48.2 63.9 70.9 41.2 38.1 57.1 57.9
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 21, 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 : 696,703: 479,972 297,480 98,793 245,906 87,901 15 30,505 24,187 0 4,855 1,447: 4,388 4,422
Old : 696,703: 479,972 297,480 98,793 245,906 87,901 15 30,505 24,187 0 4,855 1,447: 4,388 4,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 10,738: 1,460 12,308 6,850 -258 1,691 -1,503 -3,497 776 0 -675 592: 872 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 42.7 14.2 35.3 12.6 0.0 4.4 3.5 0.0 0.7 0.2: 0.6 0.6
Old : 100.0: 68.9 42.7 14.2 35.3 12.6 0.0 4.4 3.5 0.0 0.7 0.2: 0.6 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 : 71: 36 30 8 14 20 . 7 7 0 . .:
Old : 71: 36 30 8 14 20 . 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 : 42.1 38.6 55.5 52.6 31.3 29.0 43.3 38.6
Old : 42.1 38.6 55.5 52.6 31.3 29.0 43.3 38.6
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 21, 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 : 191,567: 129,739 113,364 35,074 60,441 2,915 14,904 4,483 2,684 0 0 0: 6,251 7,680
Old : 191,567: 129,739 113,364 35,074 60,441 2,915 14,904 4,483 2,684 0 0 0: 6,251 7,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 9,635: 8,610 6,192 461 536 -62 670 3,496 1,183 0 0 0: -1,227 -1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 59.2 18.3 31.6 1.5 7.8 2.3 1.4 0.0 0.0 0.0: 3.3 4.0
Old : 100.0: 67.7 59.2 18.3 31.6 1.5 7.8 2.3 1.4 0.0 0.0 0.0: 3.3 4.0
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 : 39: 24 21 4 4 . . . . 0 0 0:
Old : 39: 24 21 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 : 44.5 64.0 62.3 77.7 42.0 62.1 57.9 71.6
Old : 44.5 64.0 62.3 77.7 42.0 62.1 57.9 71.6
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 21, 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 : 291,191: 196,931 138,987 36,508 79,234 23,303 7,699 22,881 18,224 0 0 0: 8,526 8,562
Old : 291,191: 196,931 138,987 36,508 79,234 23,303 7,699 22,881 18,224 0 0 0: 8,526 8,562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -387: -2,068 6,147 551 512 -801 485 -9,860 3,461 0 0 0: -2,015 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 47.7 12.5 27.2 8.0 2.6 7.9 6.3 0.0 0.0 0.0: 2.9 2.9
Old : 100.0: 67.6 47.7 12.5 27.2 8.0 2.6 7.9 6.3 0.0 0.0 0.0: 2.9 2.9
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 : 55: 27 25 6 12 11 5 . 6 0 0 0:
Old : 55: 27 25 6 12 11 5 . 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 : 27.9 30.5 49.8 47.5 24.3 22.2 39.3 34.3
Old : 27.9 30.5 49.8 47.5 24.3 22.2 39.3 34.3
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 21, 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 : 161,722: 123,684 59,950 1,265 54,495 21,176 4,909 14,993 6,299 273 0 401: 3,715 4,408
Old : 161,722: 123,684 59,950 1,265 54,495 21,176 4,909 14,993 6,299 273 0 401: 3,715 4,408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -126: 4,543 -130 -331 1,201 -1,595 -2,258 -700 -36 -91 0 31: -389 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 37.1 0.8 33.7 13.1 3.0 9.3 3.9 0.2 0.0 0.2: 2.3 2.7
Old : 100.0: 76.5 37.1 0.8 33.7 13.1 3.0 9.3 3.9 0.2 0.0 0.2: 2.3 2.7
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 : 47: 19 24 . 13 9 . . 4 . 0 .:
Old : 47: 19 24 . 13 9 . . 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 : 43.3 26.5 63.4 46.3 34.4 23.0 47.5 36.8
Old : 43.3 26.5 63.4 46.3 34.4 23.0 47.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 1,037,835: 59,344 123,460 213,052 46,246 113,021 145,520 189,744 314,754 15,099 116,905 89,154: 87,891 44,550
Old : 1,037,835: 59,344 123,460 213,052 46,246 113,021 145,520 189,744 314,754 15,099 116,905 89,154: 87,891 44,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -32,294: 608 -5,302 8,810 -4,920 -2,810 -40,623 18,361 514 7,915 -36,278 -9,191: 2,483 7,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.9 20.5 4.5 10.9 14.0 18.3 30.3 1.5 11.3 8.6: 8.5 4.3
Old : 100.0: 5.7 11.9 20.5 4.5 10.9 14.0 18.3 30.3 1.5 11.3 8.6: 8.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 326: 46 43 28 11 30 70 60 96 37 54 78:
Old : 326: 46 43 28 11 30 70 60 96 37 54 78:
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 : 17.0 21.2 29.6 33.1 13.2 13.8 19.8 20.1
Old : 17.0 21.2 29.6 33.1 13.2 13.8 19.8 20.1
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 21, 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: June 14, 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: 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 21, 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 : 39,255: 20,233 25,946 6,588 1,785 4,029 2,258 500 2,178 0 0 0: 3,969 4,817
Old : 39,255: 20,233 25,946 6,588 1,785 4,029 2,258 500 2,178 0 0 0: 3,969 4,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 654: 0 246 0 408 0 246 0 0 0 0 0: 408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 66.1 16.8 4.5 10.3 5.8 1.3 5.5 0.0 0.0 0.0: 10.1 12.3
Old : 100.0: 51.5 66.1 16.8 4.5 10.3 5.8 1.3 5.5 0.0 0.0 0.0: 10.1 12.3
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 : 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 : 47.3 49.2 67.5 68.2 45.3 47.8 59.7 59.6
Old : 47.3 49.2 67.5 68.2 45.3 47.8 59.7 59.6
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 21, 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 : 1,689,378: 201,121 179,199 63,594 88,618 795,052 44,375 72,820 202,738 45,977 16,542 329,472: 7,049 4,936
Old : 1,689,378: 201,121 179,199 63,594 88,618 795,052 44,375 72,820 202,738 45,977 16,542 329,472: 7,049 4,936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 27,536: 7,894 1,865 9 2,903 8,613 4,517 -719 16,784 -6,346 2,120 -4,141: 207 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.6 3.8 5.2 47.1 2.6 4.3 12.0 2.7 1.0 19.5: 0.4 0.3
Old : 100.0: 11.9 10.6 3.8 5.2 47.1 2.6 4.3 12.0 2.7 1.0 19.5: 0.4 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 : 161: 40 38 12 16 27 24 22 38 29 15 37:
Old : 161: 40 38 12 16 27 24 22 38 29 15 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 : 33.3 35.2 54.8 54.2 3.8 4.8 6.8 7.5
Old : 33.3 35.2 54.8 54.2 3.8 4.8 6.8 7.5
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 21, 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 : 57,754: 3,460 5,291 3,204 1,414 10,170 8,934 10,229 28,595 1,869 72 911: 613 1,072
Old : 57,754: 3,460 5,291 3,204 1,414 10,170 8,934 10,229 28,595 1,869 72 911: 613 1,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,428: -364 -137 269 -2 -575 37 206 -787 82 6 -70: -22 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.2 5.5 2.4 17.6 15.5 17.7 49.5 3.2 0.1 1.6: 1.1 1.9
Old : 100.0: 6.0 9.2 5.5 2.4 17.6 15.5 17.7 49.5 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: 10 13 . 5 6 . 15 12 4 . 5:
Old : 45: 10 13 . 5 6 . 15 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 : 72.1 59.7 87.0 77.2 21.1 13.1 25.1 19.0
Old : 72.1 59.7 87.0 77.2 21.1 13.1 25.1 19.0
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 21, 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 : 82,962: 44,058 35,629 21,824 24,091 8,982 0 7,169 2,700 0 0 0: 5,398 4,391
Old : 82,962: 44,058 35,629 21,824 24,091 8,982 0 7,169 2,700 0 0 0: 5,398 4,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 266: 262 204 0 0 0 0 184 -60 0 0 0: 64 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 42.9 26.3 29.0 10.8 0.0 8.6 3.3 0.0 0.0 0.0: 6.5 5.3
Old : 100.0: 53.1 42.9 26.3 29.0 10.8 0.0 8.6 3.3 0.0 0.0 0.0: 6.5 5.3
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 : 31: 11 13 7 4 6 0 . . 0 0 0:
Old : 31: 11 13 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 : 47.6 40.4 72.3 62.2 44.9 36.9 58.5 52.2
Old : 47.6 40.4 72.3 62.2 44.9 36.9 58.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 71,273: 37,492 27,362 11,489 24,042 8,502 4,548 0 1,071 0 0 0: 8,171 10,296
Old : 71,273: 37,492 27,362 11,489 24,042 8,502 4,548 0 1,071 0 0 0: 8,171 10,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -242: 303 -457 -152 -1 91 -608 0 124 0 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 38.4 16.1 33.7 11.9 6.4 0.0 1.5 0.0 0.0 0.0: 11.5 14.4
Old : 100.0: 52.6 38.4 16.1 33.7 11.9 6.4 0.0 1.5 0.0 0.0 0.0: 11.5 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 : 59.4 51.4 76.7 69.9 48.2 50.4 60.3 61.1
Old : 59.4 51.4 76.7 69.9 48.2 50.4 60.3 61.1
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 21, 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 : 125,911: 68,273 50,869 18,630 46,128 17,299 4,005 0 5,201 0 0 0: 12,503 6,414
Old : 125,911: 68,273 50,869 18,630 46,128 17,299 4,005 0 5,201 0 0 0: 12,503 6,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -65: 115 -81 0 0 0 -320 0 16 0 0 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 40.4 14.8 36.6 13.7 3.2 0.0 4.1 0.0 0.0 0.0: 9.9 5.1
Old : 100.0: 54.2 40.4 14.8 36.6 13.7 3.2 0.0 4.1 0.0 0.0 0.0: 9.9 5.1
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 : 35: 16 15 5 7 6 4 0 . 0 0 0:
Old : 35: 16 15 5 7 6 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 : 36.1 36.3 58.7 57.3 29.2 33.6 40.2 48.7
Old : 36.1 36.3 58.7 57.3 29.2 33.6 40.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 2,645,263: 717,406 429,450 91,261 915,238 473,801 339,428 32,597 519,401 253,845 28,784 220,056: 30,065 25,936
Old : 2,645,263: 717,406 429,450 91,261 915,238 473,801 339,428 32,597 519,401 253,845 28,784 220,056: 30,065 25,936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 14,062: 18,450 11,457 1,431 2,569 14,189 38,280 -2,846 -2,917 -47,144 -2 -9,478: 1,251 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 16.2 3.4 34.6 17.9 12.8 1.2 19.6 9.6 1.1 8.3: 1.1 1.0
Old : 100.0: 27.1 16.2 3.4 34.6 17.9 12.8 1.2 19.6 9.6 1.1 8.3: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 179: 77 66 10 21 28 30 9 28 21 9 24:
Old : 179: 77 66 10 21 28 30 9 28 21 9 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 28.8 32.7 46.9 11.3 21.4 18.6 31.5
Old : 21.3 28.8 32.7 46.9 11.3 21.4 18.6 31.5
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 21, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,023,947: 165,263 153,448 248,941 316,320 293,780 82,739 42,685 85,089 54,130 38,861 87,330: 6,675 6,434
Old : 1,023,947: 165,263 153,448 248,941 316,320 293,780 82,739 42,685 85,089 54,130 38,861 87,330: 6,675 6,434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 24,452: 9,462 -1,263 -3,886 6,164 9,134 8,585 1,933 6,801 -1,496 6,014 -4,396: 248 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.0 24.3 30.9 28.7 8.1 4.2 8.3 5.3 3.8 8.5: 0.7 0.6
Old : 100.0: 16.1 15.0 24.3 30.9 28.7 8.1 4.2 8.3 5.3 3.8 8.5: 0.7 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 : 102: 22 18 11 12 19 15 15 19 11 14 20:
Old : 102: 22 18 11 12 19 15 15 19 11 14 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 : 32.2 38.3 48.6 59.4 17.0 28.3 26.3 37.3
Old : 32.2 38.3 48.6 59.4 17.0 28.3 26.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 22,383: 20,961 12,580 549 8,820 386 67 70 20 0 0 0: 400 507
Old : 22,383: 20,961 12,580 549 8,820 386 67 70 20 0 0 0: 400 507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -278: -344 -132 0 -150 0 0 0 0 0 0 0: 66 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 56.2 2.5 39.4 1.7 0.3 0.3 0.1 0.0 0.0 0.0: 1.8 2.3
Old : 100.0: 93.6 56.2 2.5 39.4 1.7 0.3 0.3 0.1 0.0 0.0 0.0: 1.8 2.3
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 : 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 : 48.9 44.2 69.6 67.0 41.7 36.8 53.5 57.0
Old : 48.9 44.2 69.6 67.0 41.7 36.8 53.5 57.0
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 21, 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 : 14,947: 12,905 7,005 470 6,968 384 738 0 0 209 90 30: 211 470
Old : 14,947: 12,905 7,005 470 6,968 384 738 0 0 209 90 30: 211 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 29: -36 44 50 -15 0 30 0 -30 0 15 -15: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 46.9 3.1 46.6 2.6 4.9 0.0 0.0 1.4 0.6 0.2: 1.4 3.1
Old : 100.0: 86.3 46.9 3.1 46.6 2.6 4.9 0.0 0.0 1.4 0.6 0.2: 1.4 3.1
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 : 30: 17 17 . 4 . . 0 0 . . .:
Old : 30: 17 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 : 54.3 61.9 72.5 83.0 41.7 54.9 55.9 63.5
Old : 54.3 61.9 72.5 83.0 41.7 54.9 55.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,089: 5,546 5,126 1,651 1,700 512 0 0 75 0 0 0: 305 676
Old : 8,089: 5,546 5,126 1,651 1,700 512 0 0 75 0 0 0: 305 676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 101: 5 158 66 -82 25 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 63.4 20.4 21.0 6.3 0.0 0.0 0.9 0.0 0.0 0.0: 3.8 8.4
Old : 100.0: 68.6 63.4 20.4 21.0 6.3 0.0 0.0 0.9 0.0 0.0 0.0: 3.8 8.4
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 : 25: 13 11 4 4 5 0 0 . 0 0 0:
Old : 25: 13 11 4 4 5 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 : 64.1 49.8 80.5 71.8 59.3 47.4 71.9 64.8
Old : 64.1 49.8 80.5 71.8 59.3 47.4 71.9 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, June 21, 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 : 11,502: 9,682 4,612 372 5,483 655 0 0 0 135 0 15: 643 737
Old : 11,502: 9,682 4,612 372 5,483 655 0 0 0 135 0 15: 643 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -27: -202 18 0 -45 0 0 0 0 60 0 0: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 40.1 3.2 47.7 5.7 0.0 0.0 0.0 1.2 0.0 0.1: 5.6 6.4
Old : 100.0: 84.2 40.1 3.2 47.7 5.7 0.0 0.0 0.0 1.2 0.0 0.1: 5.6 6.4
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 : 28: 14 13 . 6 . 0 0 0 . 0 .:
Old : 28: 14 13 . 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 : 62.1 56.7 77.9 76.2 56.9 55.4 70.2 72.0
Old : 62.1 56.7 77.9 76.2 56.9 55.4 70.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011