NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 4,387,312: 1,663,040 947,521 304,453 1,134,208 606,787 362,510 181,821 1,054,075 18,238 92,015 334,430: 43,779 36,455
Old : 4,387,312: 1,663,040 947,521 304,453 1,134,208 606,787 362,510 181,821 1,054,075 18,238 92,015 334,430: 43,779 36,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -217,998: -129,350 -16,156 24,632 -29,846 -12,162 24,489 -1,679 -103,162 6,755 -29,244 -23,274: -5,926 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 21.6 6.9 25.9 13.8 8.3 4.1 24.0 0.4 2.1 7.6: 1.0 0.8
Old : 100.0: 37.9 21.6 6.9 25.9 13.8 8.3 4.1 24.0 0.4 2.1 7.6: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 221: 104 100 10 27 33 28 9 35 11 23 29:
Old : 221: 104 100 10 27 33 28 9 35 11 23 29:
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 : 22.7 21.9 37.3 37.5 13.4 17.6 20.1 24.9
Old : 22.7 21.9 37.3 37.5 13.4 17.6 20.1 24.9
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, August 30, 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 : 349,883: 205,520 247,698 46,543 14,310 51,914 8,428 6,949 19,888 833 721 1,677: 15,080 6,726
Old : 349,883: 205,520 247,698 46,543 14,310 51,914 8,428 6,949 19,888 833 721 1,677: 15,080 6,726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,349: -6,930 11,381 1,470 -16,360 6,560 -2,476 -2,884 1,916 102 218 -186: 1,893 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 70.8 13.3 4.1 14.8 2.4 2.0 5.7 0.2 0.2 0.5: 4.3 1.9
Old : 100.0: 58.7 70.8 13.3 4.1 14.8 2.4 2.0 5.7 0.2 0.2 0.5: 4.3 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 : 61: 33 34 5 6 9 6 . 6 . . .:
Old : 61: 33 34 5 6 9 6 . 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 47.1 51.0 62.5 27.4 39.7 39.6 46.1
Old : 34.5 47.1 51.0 62.5 27.4 39.7 39.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 186,602: 148,592 128,722 5,327 38,836 13,112 10,571 450 2,145 1,449 0 463: 4,943 2,874
Old : 186,602: 148,592 128,722 5,327 38,836 13,112 10,571 450 2,145 1,449 0 463: 4,943 2,874
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 3,708: 1,880 6,008 187 143 -716 3,004 0 -1,224 84 0 -95: 588 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 69.0 2.9 20.8 7.0 5.7 0.2 1.1 0.8 0.0 0.2: 2.6 1.5
Old : 100.0: 79.6 69.0 2.9 20.8 7.0 5.7 0.2 1.1 0.8 0.0 0.2: 2.6 1.5
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 : 48: 29 25 . 9 11 . . . . 0 .:
Old : 48: 29 25 . 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 : 49.5 47.3 64.0 65.6 42.6 45.8 54.9 60.5
Old : 49.5 47.3 64.0 65.6 42.6 45.8 54.9 60.5
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, August 30, 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 : 323,915: 239,970 105,601 49,998 158,727 19,996 4,491 26,540 5,313 0 2,655 0: 4,147 5,083
Old : 323,915: 239,970 105,601 49,998 158,727 19,996 4,491 26,540 5,313 0 2,655 0: 4,147 5,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 8,103: 7,543 13,933 1,404 -6,509 -970 2,400 4,407 -2,513 0 636 -153: 392 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 32.6 15.4 49.0 6.2 1.4 8.2 1.6 0.0 0.8 0.0: 1.3 1.6
Old : 100.0: 74.1 32.6 15.4 49.0 6.2 1.4 8.2 1.6 0.0 0.8 0.0: 1.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 27 27 4 11 14 . 5 . 0 . 0:
Old : 54: 27 27 4 11 14 . 5 . 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 42.4 69.0 67.2 46.5 37.6 66.7 60.5
Old : 48.2 42.4 69.0 67.2 46.5 37.6 66.7 60.5
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, August 30, 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 : 617,772: 458,714 254,677 32,258 236,313 84,681 6,281 9,770 29,627 953 24 882: 4,376 1,798
Old : 617,772: 458,714 254,677 32,258 236,313 84,681 6,281 9,770 29,627 953 24 882: 4,376 1,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -17,004: -20,621 -26,897 -12,350 6,035 7,323 275 -11,170 7,789 664 -346 -636: 552 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 41.2 5.2 38.3 13.7 1.0 1.6 4.8 0.2 0.0 0.1: 0.7 0.3
Old : 100.0: 74.3 41.2 5.2 38.3 13.7 1.0 1.6 4.8 0.2 0.0 0.1: 0.7 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 : 72: 39 32 8 13 20 . 5 6 . . .:
Old : 72: 39 32 8 13 20 . 5 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 37.8 47.1 54.5 28.2 31.2 39.5 41.8
Old : 30.4 37.8 47.1 54.5 28.2 31.2 39.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 218,203: 155,915 177,519 33,426 10,576 5,996 3,895 7,295 11,113 0 0 0: 7,858 5,704
Old : 218,203: 155,915 177,519 33,426 10,576 5,996 3,895 7,295 11,113 0 0 0: 7,858 5,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 11,133: 8,408 8,261 -272 428 392 -4,274 -4,650 7,265 0 0 0: -386 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 81.4 15.3 4.8 2.7 1.8 3.3 5.1 0.0 0.0 0.0: 3.6 2.6
Old : 100.0: 71.5 81.4 15.3 4.8 2.7 1.8 3.3 5.1 0.0 0.0 0.0: 3.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 24 5 . 5 . . . 0 0 0:
Old : 42: 28 24 5 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 59.0 61.9 75.8 44.3 56.1 55.5 69.0
Old : 48.0 59.0 61.9 75.8 44.3 56.1 55.5 69.0
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, August 30, 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 : 290,887: 182,954 143,100 39,614 70,097 19,314 7,723 19,330 33,067 248 0 0: 7,967 5,979
Old : 290,887: 182,954 143,100 39,614 70,097 19,314 7,723 19,330 33,067 248 0 0: 7,967 5,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -7,804: -7,665 -2,453 12,109 -269 -2,338 2,565 8,043 -11,037 248 0 0: -1,686 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 49.2 13.6 24.1 6.6 2.7 6.6 11.4 0.1 0.0 0.0: 2.7 2.1
Old : 100.0: 62.9 49.2 13.6 24.1 6.6 2.7 6.6 11.4 0.1 0.0 0.0: 2.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 33 34 7 11 10 . . 4 . 0 0:
Old : 62: 33 34 7 11 10 . . 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 : 33.6 31.4 53.7 47.7 22.0 18.3 34.5 31.6
Old : 33.6 31.4 53.7 47.7 22.0 18.3 34.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 167,986: 119,700 75,960 13,219 49,856 18,837 7,824 8,499 5,626 0 0 0: 2,780 9,208
Old : 167,986: 119,700 75,960 13,219 49,856 18,837 7,824 8,499 5,626 0 0 0: 2,780 9,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 3,396: -4,315 2,939 5,420 431 85 1,460 -1,564 314 0 0 0: 432 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 45.2 7.9 29.7 11.2 4.7 5.1 3.3 0.0 0.0 0.0: 1.7 5.5
Old : 100.0: 71.3 45.2 7.9 29.7 11.2 4.7 5.1 3.3 0.0 0.0 0.0: 1.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 24 . 11 8 . . . 0 0 0:
Old : 41: 19 24 . 11 8 . . . 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 : 62.6 28.9 78.6 48.7 56.0 26.9 68.8 45.0
Old : 62.6 28.9 78.6 48.7 56.0 26.9 68.8 45.0
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, August 30, 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 : 1,017,077: 82,338 131,064 226,596 42,182 112,094 135,670 245,233 271,412 23,013 82,158 84,130: 81,826 48,805
Old : 1,017,077: 82,338 131,064 226,596 42,182 112,094 135,670 245,233 271,412 23,013 82,158 84,130: 81,826 48,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -38,330: -7,996 -5,159 814 1,105 -4,185 -9,559 -12,669 -146 -521 -4,525 -11,203: -5,533 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.9 22.3 4.1 11.0 13.3 24.1 26.7 2.3 8.1 8.3: 8.0 4.8
Old : 100.0: 8.1 12.9 22.3 4.1 11.0 13.3 24.1 26.7 2.3 8.1 8.3: 8.0 4.8
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 : 325: 49 45 29 9 32 55 80 77 42 44 69:
Old : 325: 49 45 29 9 32 55 80 77 42 44 69:
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 : 17.9 20.2 31.1 31.9 13.1 11.4 19.1 18.3
Old : 17.9 20.2 31.1 31.9 13.1 11.4 19.1 18.3
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, August 30, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Old : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 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: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Old : 100.0: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 5 4 0 . 0 0 0 0:
Old : 21: 10 8 . 5 4 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
Old : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
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, August 30, 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 : 34,417: 21,219 21,442 2,280 2,595 3,095 2,147 0 1,882 0 0 0: 3,794 5,403
Old : 34,417: 21,219 21,442 2,280 2,595 3,095 2,147 0 1,882 0 0 0: 3,794 5,403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 145: -340 75 0 0 0 455 0 30 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 62.3 6.6 7.5 9.0 6.2 0.0 5.5 0.0 0.0 0.0: 11.0 15.7
Old : 100.0: 61.7 62.3 6.6 7.5 9.0 6.2 0.0 5.5 0.0 0.0 0.0: 11.0 15.7
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 : 22: 11 11 . . 4 . 0 . 0 0 0:
Old : 22: 11 11 . . 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 : 52.0 47.7 71.7 67.8 50.2 45.8 60.0 59.1
Old : 52.0 47.7 71.7 67.8 50.2 45.8 60.0 59.1
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, August 30, 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 : 1,621,462: 212,318 180,111 36,988 75,755 764,751 46,753 60,080 213,274 34,974 16,827 307,543: 4,861 3,121
Old : 1,621,462: 212,318 180,111 36,988 75,755 764,751 46,753 60,080 213,274 34,974 16,827 307,543: 4,861 3,121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -98,450: -5,613 -7,185 -9,153 -10,598 -22,361 -6,728 -9,533 -17,877 -6,519 -617 -29,119: -1,081 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.1 2.3 4.7 47.2 2.9 3.7 13.2 2.2 1.0 19.0: 0.3 0.2
Old : 100.0: 13.1 11.1 2.3 4.7 47.2 2.9 3.7 13.2 2.2 1.0 19.0: 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 : 144: 40 40 13 16 28 18 19 30 22 13 29:
Old : 144: 40 40 13 16 28 18 19 30 22 13 29:
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 : 33.1 34.7 53.6 53.7 3.4 4.0 5.6 6.7
Old : 33.1 34.7 53.6 53.7 3.4 4.0 5.6 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 54,264: 3,356 5,653 6,855 307 9,523 3,651 10,661 26,458 1,837 0 932: 1,651 730
Old : 54,264: 3,356 5,653 6,855 307 9,523 3,651 10,661 26,458 1,837 0 932: 1,651 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 1,872: -87 62 -179 -41 161 -329 739 1,191 414 -89 -30: 731 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.4 12.6 0.6 17.5 6.7 19.6 48.8 3.4 0.0 1.7: 3.0 1.3
Old : 100.0: 6.2 10.4 12.6 0.6 17.5 6.7 19.6 48.8 3.4 0.0 1.7: 3.0 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 : 44: 9 13 5 . 7 7 10 12 5 0 6:
Old : 44: 9 13 5 . 7 7 10 12 5 0 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 60.6 83.3 76.1 15.9 14.9 21.1 20.3
Old : 64.5 60.6 83.3 76.1 15.9 14.9 21.1 20.3
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, August 30, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 72,211: 41,658 28,265 16,756 22,035 7,250 0 8,011 2,659 0 0 0: 3,888 3,991
Old : 72,211: 41,658 28,265 16,756 22,035 7,250 0 8,011 2,659 0 0 0: 3,888 3,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 86: 88 -522 0 0 0 0 548 60 0 0 0: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 39.1 23.2 30.5 10.0 0.0 11.1 3.7 0.0 0.0 0.0: 5.4 5.5
Old : 100.0: 57.7 39.1 23.2 30.5 10.0 0.0 11.1 3.7 0.0 0.0 0.0: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 11 14 5 4 5 0 . . 0 0 0:
Old : 30: 11 14 5 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 : 49.4 44.1 76.2 66.6 47.2 39.1 60.9 53.0
Old : 49.4 44.1 76.2 66.6 47.2 39.1 60.9 53.0
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, August 30, 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 : 66,827: 37,882 23,601 7,463 21,602 7,786 4,179 4,077 738 0 0 0: 8,779 9,023
Old : 66,827: 37,882 23,601 7,463 21,602 7,786 4,179 4,077 738 0 0 0: 8,779 9,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -175: -2 -87 -168 0 -2 0 0 0 0 0 0: -2 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 35.3 11.2 32.3 11.7 6.3 6.1 1.1 0.0 0.0 0.0: 13.1 13.5
Old : 100.0: 56.7 35.3 11.2 32.3 11.7 6.3 6.1 1.1 0.0 0.0 0.0: 13.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 4 4 6 . . . 0 0 0:
Old : 21: 9 9 4 4 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 49.7 76.9 70.2 47.4 48.6 59.8 62.2
Old : 58.1 49.7 76.9 70.2 47.4 48.6 59.8 62.2
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, August 30, 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 : 112,646: 62,789 46,697 15,914 41,480 14,900 4,732 579 4,070 0 0 0: 10,241 4,920
Old : 112,646: 62,789 46,697 15,914 41,480 14,900 4,732 579 4,070 0 0 0: 10,241 4,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 634: 1,313 907 0 -60 0 293 23 -115 0 0 0: -857 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 41.5 14.1 36.8 13.2 4.2 0.5 3.6 0.0 0.0 0.0: 9.1 4.4
Old : 100.0: 55.7 41.5 14.1 36.8 13.2 4.2 0.5 3.6 0.0 0.0 0.0: 9.1 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 : 36: 17 15 4 8 6 . . . 0 0 0:
Old : 36: 17 15 4 8 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 : 37.9 37.9 59.4 59.1 29.3 35.6 43.5 50.3
Old : 37.9 37.9 59.4 59.1 29.3 35.6 43.5 50.3
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, August 30, 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 : 2,393,356: 644,340 416,557 128,004 740,591 460,767 293,805 20,715 504,191 166,190 60,003 164,240: 31,819 26,292
Old : 2,393,356: 644,340 416,557 128,004 740,591 460,767 293,805 20,715 504,191 166,190 60,003 164,240: 31,819 26,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -71,286: -28,429 -15,706 -2,215 -38,033 494 -1,725 -17,895 -4,992 -17,122 21,747 -20,688: 3,391 3,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.4 5.3 30.9 19.3 12.3 0.9 21.1 6.9 2.5 6.9: 1.3 1.1
Old : 100.0: 26.9 17.4 5.3 30.9 19.3 12.3 0.9 21.1 6.9 2.5 6.9: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 162: 66 59 12 18 27 24 10 28 17 10 22:
Old : 162: 66 59 12 18 27 24 10 28 17 10 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 27.5 33.8 46.3 10.9 19.6 18.8 29.1
Old : 22.5 27.5 33.8 46.3 10.9 19.6 18.8 29.1
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, August 30, 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 : 951,104: 149,727 153,290 194,906 254,960 274,725 88,120 83,816 81,254 75,984 17,722 80,548: 5,840 4,789
Old : 951,104: 149,727 153,290 194,906 254,960 274,725 88,120 83,816 81,254 75,984 17,722 80,548: 5,840 4,789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -58,706: -7,239 -6,297 -24,004 -11,188 -5,256 -12,398 -8,301 -4,790 -1,391 -20,917 -3,495: -133 1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.1 20.5 26.8 28.9 9.3 8.8 8.5 8.0 1.9 8.5: 0.6 0.5
Old : 100.0: 15.7 16.1 20.5 26.8 28.9 9.3 8.8 8.5 8.0 1.9 8.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 23 19 12 11 19 10 14 18 10 13 18:
Old : 97: 23 19 12 11 19 10 14 18 10 13 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 : 31.6 35.5 51.3 62.3 16.4 28.1 27.8 40.0
Old : 31.6 35.5 51.3 62.3 16.4 28.1 27.8 40.0
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, August 30, 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 : 23,212: 21,693 12,344 194 9,348 779 0 10 30 140 0 15: 361 686
Old : 23,212: 21,693 12,344 194 9,348 779 0 10 30 140 0 15: 361 686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 417: 454 416 0 40 0 0 0 0 -20 0 0: -17 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 53.2 0.8 40.3 3.4 0.0 0.0 0.1 0.6 0.0 0.1: 1.6 3.0
Old : 100.0: 93.5 53.2 0.8 40.3 3.4 0.0 0.0 0.1 0.6 0.0 0.1: 1.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 30 25 . 9 4 0 . . . 0 .:
Old : 45: 30 25 . 9 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 : 45.6 43.6 65.1 67.2 39.9 40.3 53.9 62.2
Old : 45.6 43.6 65.1 67.2 39.9 40.3 53.9 62.2
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, August 30, 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 : 12,300: 10,670 5,068 655 6,353 363 0 3 109 288 20 30: 185 354
Old : 12,300: 10,670 5,068 655 6,353 363 0 3 109 288 20 30: 185 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 3: -82 3 75 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 41.2 5.3 51.7 3.0 0.0 0.0 0.9 2.3 0.2 0.2: 1.5 2.9
Old : 100.0: 86.7 41.2 5.3 51.7 3.0 0.0 0.0 0.9 2.3 0.2 0.2: 1.5 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: 18 16 . 5 . 0 . . . . .:
Old : 30: 18 16 . 5 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 62.3 72.7 84.0 42.9 58.3 57.7 64.2
Old : 51.6 62.3 72.7 84.0 42.9 58.3 57.7 64.2
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, August 30, 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 : 8,892: 5,363 5,964 2,507 1,727 509 30 0 130 0 95 0: 353 467
Old : 8,892: 5,363 5,964 2,507 1,727 509 30 0 130 0 95 0: 353 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 260: 215 210 45 60 0 30 0 -20 0 0 0: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 67.1 28.2 19.4 5.7 0.3 0.0 1.5 0.0 1.1 0.0: 4.0 5.3
Old : 100.0: 60.3 67.1 28.2 19.4 5.7 0.3 0.0 1.5 0.0 1.1 0.0: 4.0 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: 18 15 5 4 5 . 0 . 0 . 0:
Old : 31: 18 15 5 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 : 54.2 52.5 72.8 71.9 50.1 49.1 65.4 67.2
Old : 54.2 52.5 72.8 71.9 50.1 49.1 65.4 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 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 : 11,887: 9,354 4,697 852 5,652 345 0 0 0 145 0 0: 1,191 1,193
Old : 11,887: 9,354 4,697 852 5,652 345 0 0 0 145 0 0: 1,191 1,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 76: 58 15 -15 106 -45 0 0 0 0 0 0: 78 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 39.5 7.2 47.5 2.9 0.0 0.0 0.0 1.2 0.0 0.0: 10.0 10.0
Old : 100.0: 78.7 39.5 7.2 47.5 2.9 0.0 0.0 0.0 1.2 0.0 0.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 10 . 7 . 0 0 0 . 0 0:
Old : 29: 14 10 . 7 . 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 : 61.5 57.1 77.6 74.9 57.3 57.1 73.2 72.7
Old : 61.5 57.1 77.6 74.9 57.3 57.1 73.2 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011