NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 28, 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 : 4,756,106: 1,724,821 952,770 276,775 1,424,822 601,565 551,241 108,509 1,221,297 43,410 118,744 302,193: 34,804 26,206
Old : 4,756,106: 1,724,821 952,770 276,775 1,424,822 601,565 551,241 108,509 1,221,297 43,410 118,744 302,193: 34,804 26,206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -232,108: -85,077 -39,080 -10,105 -111,008 -12,511 20,225 41,197 -107,193 -4,859 19,462 -29,959: -2,629 6,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 20.0 5.8 30.0 12.6 11.6 2.3 25.7 0.9 2.5 6.4: 0.7 0.6
Old : 100.0: 36.3 20.0 5.8 30.0 12.6 11.6 2.3 25.7 0.9 2.5 6.4: 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 : 236: 110 103 16 25 33 31 9 35 13 27 32:
Old : 236: 110 103 16 25 33 31 9 35 13 27 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 22.6 38.6 37.7 14.7 18.7 20.7 26.6
Old : 24.7 22.6 38.6 37.7 14.7 18.7 20.7 26.6
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 28, 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 : 401,220: 224,843 268,709 52,952 22,185 61,325 17,093 15,161 29,210 0 1,111 2,082: 13,715 1,437
Old : 401,220: 224,843 268,709 52,952 22,185 61,325 17,093 15,161 29,210 0 1,111 2,082: 13,715 1,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 11,538: 2,917 1,979 1,015 4,453 4,084 -372 -2,420 3,052 0 428 984: -142 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 67.0 13.2 5.5 15.3 4.3 3.8 7.3 0.0 0.3 0.5: 3.4 0.4
Old : 100.0: 56.0 67.0 13.2 5.5 15.3 4.3 3.8 7.3 0.0 0.3 0.5: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 33 32 6 8 10 7 4 9 0 . .:
Old : 66: 33 32 6 8 10 7 4 9 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 : 25.1 41.8 42.5 66.8 21.2 33.2 33.1 42.7
Old : 25.1 41.8 42.5 66.8 21.2 33.2 33.1 42.7
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 28, 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 : 163,270: 134,106 96,284 2,663 44,652 11,042 7,064 3,407 4,395 1,099 0 275: 2,626 3,215
Old : 163,270: 134,106 96,284 2,663 44,652 11,042 7,064 3,407 4,395 1,099 0 275: 2,626 3,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -484: 45 1,947 856 -509 6 447 -1,115 -69 208 0 -124: -1,853 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 59.0 1.6 27.3 6.8 4.3 2.1 2.7 0.7 0.0 0.2: 1.6 2.0
Old : 100.0: 82.1 59.0 1.6 27.3 6.8 4.3 2.1 2.7 0.7 0.0 0.2: 1.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 26 28 . 9 11 . . . . 0 .:
Old : 49: 26 28 . 9 11 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 40.3 69.1 57.0 49.2 37.0 62.6 51.7
Old : 51.7 40.3 69.1 57.0 49.2 37.0 62.6 51.7
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 28, 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 : 337,440: 229,243 106,522 58,419 165,341 32,385 841 14,116 12,331 1,228 2,781 494: 2,499 3,470
Old : 337,440: 229,243 106,522 58,419 165,341 32,385 841 14,116 12,331 1,228 2,781 494: 2,499 3,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 5,802: 2,292 1,832 3,873 540 1,532 -579 1,761 104 0 736 31: -1,451 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 31.6 17.3 49.0 9.6 0.2 4.2 3.7 0.4 0.8 0.1: 0.7 1.0
Old : 100.0: 67.9 31.6 17.3 49.0 9.6 0.2 4.2 3.7 0.4 0.8 0.1: 0.7 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 : 55: 25 21 5 11 14 . 6 4 . . .:
Old : 55: 25 21 5 11 14 . 6 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 : 44.1 47.5 63.3 70.2 41.5 38.1 57.4 57.6
Old : 44.1 47.5 63.3 70.2 41.5 38.1 57.4 57.6
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 28, 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 : 698,685: 476,059 300,628 105,033 242,095 87,325 15 37,561 24,736 0 972 1,382: 4,135 3,986
Old : 698,685: 476,059 300,628 105,033 242,095 87,325 15 37,561 24,736 0 972 1,382: 4,135 3,986
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,982: -3,913 3,148 6,240 -3,811 -576 0 7,056 549 0 -3,883 -65: -253 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 43.0 15.0 34.7 12.5 0.0 5.4 3.5 0.0 0.1 0.2: 0.6 0.6
Old : 100.0: 68.1 43.0 15.0 34.7 12.5 0.0 5.4 3.5 0.0 0.1 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 : 72: 36 32 9 13 20 . 7 7 0 . .:
Old : 72: 36 32 9 13 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 : 40.8 37.1 54.6 51.8 30.8 28.1 43.1 38.9
Old : 40.8 37.1 54.6 51.8 30.8 28.1 43.1 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, June 28, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 195,759: 134,223 112,384 35,284 60,317 3,163 15,094 10,569 1,834 0 0 0: 6,161 7,492
Old : 195,759: 134,223 112,384 35,284 60,317 3,163 15,094 10,569 1,834 0 0 0: 6,161 7,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 4,192: 4,484 -980 210 -124 248 190 6,086 -850 0 0 0: -90 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 57.4 18.0 30.8 1.6 7.7 5.4 0.9 0.0 0.0 0.0: 3.1 3.8
Old : 100.0: 68.6 57.4 18.0 30.8 1.6 7.7 5.4 0.9 0.0 0.0 0.0: 3.1 3.8
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 : 39: 24 20 4 4 4 . . . 0 0 0:
Old : 39: 24 20 4 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 : 45.5 63.1 62.2 78.5 42.8 62.3 58.0 72.8
Old : 45.5 63.1 62.2 78.5 42.8 62.3 58.0 72.8
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 28, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 322,625: 236,052 157,078 33,323 84,910 24,909 5,592 33,833 14,894 0 0 0: 7,855 7,001
Old : 322,625: 236,052 157,078 33,323 84,910 24,909 5,592 33,833 14,894 0 0 0: 7,855 7,001
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 31,434: 39,121 18,091 -3,185 5,676 1,606 -2,107 10,952 -3,330 0 0 0: -671 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 48.7 10.3 26.3 7.7 1.7 10.5 4.6 0.0 0.0 0.0: 2.4 2.2
Old : 100.0: 73.2 48.7 10.3 26.3 7.7 1.7 10.5 4.6 0.0 0.0 0.0: 2.4 2.2
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 : 57: 29 28 5 13 11 . 4 5 0 0 0:
Old : 57: 29 28 5 13 11 . 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 : 34.0 26.1 53.5 42.6 28.2 20.1 40.4 31.4
Old : 34.0 26.1 53.5 42.6 28.2 20.1 40.4 31.4
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 28, 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 : 170,046: 132,522 61,114 542 56,266 21,452 5,555 21,405 5,372 217 0 736: 3,650 3,701
Old : 170,046: 132,522 61,114 542 56,266 21,452 5,555 21,405 5,372 217 0 736: 3,650 3,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 8,324: 8,838 1,164 -723 1,771 276 646 6,412 -927 -56 0 335: -65 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 35.9 0.3 33.1 12.6 3.3 12.6 3.2 0.1 0.0 0.4: 2.1 2.2
Old : 100.0: 77.9 35.9 0.3 33.1 12.6 3.3 12.6 3.2 0.1 0.0 0.4: 2.1 2.2
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 : 50: 21 24 . 15 10 . 4 4 . 0 .:
Old : 50: 21 24 . 15 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 : 44.3 26.0 64.4 46.5 35.3 21.9 50.8 36.6
Old : 44.3 26.0 64.4 46.5 35.3 21.9 50.8 36.6
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 28, 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 : 1,008,585: 58,106 112,966 219,670 44,768 106,868 138,184 215,027 302,250 18,562 100,012 82,533: 82,411 44,159
Old : 1,008,585: 58,106 112,966 219,670 44,768 106,868 138,184 215,027 302,250 18,562 100,012 82,533: 82,411 44,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -29,251: -1,237 -10,494 6,618 -1,478 -6,153 -7,336 25,283 -12,504 3,463 -16,893 -6,621: -5,480 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 11.2 21.8 4.4 10.6 13.7 21.3 30.0 1.8 9.9 8.2: 8.2 4.4
Old : 100.0: 5.8 11.2 21.8 4.4 10.6 13.7 21.3 30.0 1.8 9.9 8.2: 8.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 318: 42 39 26 12 31 67 67 88 37 50 72:
Old : 318: 42 39 26 12 31 67 67 88 37 50 72:
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 : 17.8 21.5 30.4 33.4 13.7 13.4 20.5 20.2
Old : 17.8 21.5 30.4 33.4 13.7 13.4 20.5 20.2
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 28, 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 21, 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 28, 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 : 39,131: 20,140 25,822 6,588 1,785 4,029 2,258 500 2,178 0 0 0: 3,938 4,817
Old : 39,131: 20,140 25,822 6,588 1,785 4,029 2,258 500 2,178 0 0 0: 3,938 4,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -124: -93 -124 0 0 0 0 0 0 0 0 0: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 66.0 16.8 4.6 10.3 5.8 1.3 5.6 0.0 0.0 0.0: 10.1 12.3
Old : 100.0: 51.5 66.0 16.8 4.6 10.3 5.8 1.3 5.6 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 : 48.2 49.2 67.5 68.3 46.4 47.8 59.9 59.7
Old : 48.2 49.2 67.5 68.3 46.4 47.8 59.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, June 28, 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 : 1,588,458: 187,582 165,091 57,403 90,278 769,777 45,456 55,458 183,094 35,409 16,776 304,195: 5,542 3,789
Old : 1,588,458: 187,582 165,091 57,403 90,278 769,777 45,456 55,458 183,094 35,409 16,776 304,195: 5,542 3,789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -100,920: -13,539 -14,108 -6,191 1,660 -25,275 1,081 -17,362 -19,644 -10,568 234 -25,277: -1,507 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.4 3.6 5.7 48.5 2.9 3.5 11.5 2.2 1.1 19.2: 0.3 0.2
Old : 100.0: 11.8 10.4 3.6 5.7 48.5 2.9 3.5 11.5 2.2 1.1 19.2: 0.3 0.2
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 : 151: 38 38 12 17 28 22 21 33 25 12 33:
Old : 151: 38 38 12 17 28 22 21 33 25 12 33:
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 : 34.0 36.3 55.5 55.8 3.6 4.4 6.3 7.1
Old : 34.0 36.3 55.5 55.8 3.6 4.4 6.3 7.1
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 28, 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 : 56,094: 3,404 5,333 3,864 1,283 9,824 7,140 8,908 28,638 1,642 73 936: 647 1,099
Old : 56,094: 3,404 5,333 3,864 1,283 9,824 7,140 8,908 28,638 1,642 73 936: 647 1,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -1,660: -56 42 660 -131 -346 -1,793 -1,321 43 -227 1 25: 34 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.5 6.9 2.3 17.5 12.7 15.9 51.1 2.9 0.1 1.7: 1.2 2.0
Old : 100.0: 6.1 9.5 6.9 2.3 17.5 12.7 15.9 51.1 2.9 0.1 1.7: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 10 14 4 4 6 . 14 11 4 . 5:
Old : 45: 10 14 4 4 6 . 14 11 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 : 71.8 60.9 87.3 77.8 19.2 11.0 23.4 16.9
Old : 71.8 60.9 87.3 77.8 19.2 11.0 23.4 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, June 28, 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 : 83,210: 43,972 35,877 21,824 24,091 8,982 0 6,921 2,948 0 0 0: 5,484 4,391
Old : 83,210: 43,972 35,877 21,824 24,091 8,982 0 6,921 2,948 0 0 0: 5,484 4,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 248: -86 248 0 0 0 0 -248 248 0 0 0: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 43.1 26.2 29.0 10.8 0.0 8.3 3.5 0.0 0.0 0.0: 6.6 5.3
Old : 100.0: 52.8 43.1 26.2 29.0 10.8 0.0 8.3 3.5 0.0 0.0 0.0: 6.6 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 : 47.4 40.3 72.1 62.0 44.8 36.8 58.3 52.1
Old : 47.4 40.3 72.1 62.0 44.8 36.8 58.3 52.1
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 28, 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 : 71,244: 37,474 27,351 11,489 24,024 8,502 4,548 0 1,071 0 0 0: 8,160 10,296
Old : 71,244: 37,474 27,351 11,489 24,024 8,502 4,548 0 1,071 0 0 0: 8,160 10,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -29: -18 -11 0 -18 0 0 0 0 0 0 0: -11 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 14.5
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 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 59.5 51.4 76.7 69.9 48.2 50.4 60.3 61.1
Old : 59.5 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 28, 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 : 126,466: 68,256 51,370 18,630 46,128 17,299 4,337 0 5,255 0 0 0: 12,689 6,414
Old : 126,466: 68,256 51,370 18,630 46,128 17,299 4,337 0 5,255 0 0 0: 12,689 6,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 555: -17 501 0 0 0 332 0 54 0 0 0: 186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 40.6 14.7 36.5 13.7 3.4 0.0 4.2 0.0 0.0 0.0: 10.0 5.1
Old : 100.0: 54.0 40.6 14.7 36.5 13.7 3.4 0.0 4.2 0.0 0.0 0.0: 10.0 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 : 35.8 36.0 58.3 56.9 29.1 33.5 40.1 48.5
Old : 35.8 36.0 58.3 56.9 29.1 33.5 40.1 48.5
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 28, 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 : 2,612,270: 715,870 446,351 105,789 876,643 466,419 305,333 40,572 518,647 247,214 16,833 219,606: 33,392 27,199
Old : 2,612,270: 715,870 446,351 105,789 876,643 466,419 305,333 40,572 518,647 247,214 16,833 219,606: 33,392 27,199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -32,993: -1,536 16,901 14,528 -38,595 -7,382 -34,095 7,975 -754 -6,631 -11,951 -450: 3,327 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.1 4.0 33.6 17.9 11.7 1.6 19.9 9.5 0.6 8.4: 1.3 1.0
Old : 100.0: 27.4 17.1 4.0 33.6 17.9 11.7 1.6 19.9 9.5 0.6 8.4: 1.3 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 : 181: 77 64 12 19 28 29 11 30 25 6 24:
Old : 181: 77 64 12 19 28 29 11 30 25 6 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 : 20.9 29.1 32.3 47.0 11.3 21.4 18.5 31.0
Old : 20.9 29.1 32.3 47.0 11.3 21.4 18.5 31.0
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 28, 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 : 944,618: 155,803 148,024 237,390 286,282 288,156 46,219 36,439 80,140 63,632 30,906 68,357: 4,921 6,314
Old : 944,618: 155,803 148,024 237,390 286,282 288,156 46,219 36,439 80,140 63,632 30,906 68,357: 4,921 6,314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -79,329: -9,460 -5,424 -11,551 -30,038 -5,624 -36,520 -6,246 -4,949 9,502 -7,955 -18,973: -1,754 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.7 25.1 30.3 30.5 4.9 3.9 8.5 6.7 3.3 7.2: 0.5 0.7
Old : 100.0: 16.5 15.7 25.1 30.3 30.5 4.9 3.9 8.5 6.7 3.3 7.2: 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 : 97: 24 20 11 13 19 13 12 18 12 10 18:
Old : 97: 24 20 11 13 19 13 12 18 12 10 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 : 34.1 38.9 50.7 62.0 16.9 29.6 27.6 38.0
Old : 34.1 38.9 50.7 62.0 16.9 29.6 27.6 38.0
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 28, 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 : 22,118: 20,637 12,427 624 8,697 412 67 40 30 0 0 0: 348 512
Old : 22,118: 20,637 12,427 624 8,697 412 67 40 30 0 0 0: 348 512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -265: -324 -153 75 -123 26 0 -30 10 0 0 0: -52 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 56.2 2.8 39.3 1.9 0.3 0.2 0.1 0.0 0.0 0.0: 1.6 2.3
Old : 100.0: 93.3 56.2 2.8 39.3 1.9 0.3 0.2 0.1 0.0 0.0 0.0: 1.6 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 : 45: 32 27 . 6 5 . . . 0 0 0:
Old : 45: 32 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 : 46.0 43.6 67.1 66.8 39.0 36.3 51.0 56.1
Old : 46.0 43.6 67.1 66.8 39.0 36.3 51.0 56.1
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 28, 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 : 15,052: 12,920 7,110 470 6,848 504 738 0 0 209 120 30: 181 440
Old : 15,052: 12,920 7,110 470 6,848 504 738 0 0 209 120 30: 181 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 105: 15 105 0 -120 120 0 0 0 0 30 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 47.2 3.1 45.5 3.3 4.9 0.0 0.0 1.4 0.8 0.2: 1.2 2.9
Old : 100.0: 85.8 47.2 3.1 45.5 3.3 4.9 0.0 0.0 1.4 0.8 0.2: 1.2 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 : 30: 17 18 . 4 . . 0 0 . . .:
Old : 30: 17 18 . 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 : 52.5 61.5 71.4 82.5 40.9 54.5 54.3 62.8
Old : 52.5 61.5 71.4 82.5 40.9 54.5 54.3 62.8
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 28, 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 : 7,986: 5,414 4,966 1,559 1,634 643 45 0 30 0 0 0: 295 713
Old : 7,986: 5,414 4,966 1,559 1,634 643 45 0 30 0 0 0: 295 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -103: -132 -160 -92 -66 131 45 0 -45 0 0 0: -10 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 62.2 19.5 20.5 8.1 0.6 0.0 0.4 0.0 0.0 0.0: 3.7 8.9
Old : 100.0: 67.8 62.2 19.5 20.5 8.1 0.6 0.0 0.4 0.0 0.0 0.0: 3.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 4 4 5 . 0 . 0 0 0:
Old : 26: 14 11 4 4 5 . 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 : 63.8 49.0 79.8 70.1 59.6 46.8 70.7 63.7
Old : 63.8 49.0 79.8 70.1 59.6 46.8 70.7 63.7
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 28, 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 : 11,438: 9,690 4,563 362 5,468 655 0 0 0 140 0 15: 576 737
Old : 11,438: 9,690 4,563 362 5,468 655 0 0 0 140 0 15: 576 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -64: 8 -49 -10 -15 0 0 0 0 5 0 0: -67 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 39.9 3.2 47.8 5.7 0.0 0.0 0.0 1.2 0.0 0.1: 5.0 6.4
Old : 100.0: 84.7 39.9 3.2 47.8 5.7 0.0 0.0 0.0 1.2 0.0 0.1: 5.0 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: 15 13 . 6 . 0 0 0 . 0 .:
Old : 28: 15 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 : 62.3 58.2 78.2 77.3 57.5 56.9 71.1 72.8
Old : 62.3 58.2 78.2 77.3 57.5 56.9 71.1 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011