NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 4,619,661: 1,893,134 1,096,050 267,475 1,090,485 622,637 255,427 166,444 1,057,739 24,769 97,828 456,337: 42,143 32,141
Old : 4,619,661: 1,893,134 1,096,050 267,475 1,090,485 622,637 255,427 166,444 1,057,739 24,769 97,828 456,337: 42,143 32,141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 13,251: 43,346 23,362 -1,826 58,753 -39,659 6,489 4,193 -25,853 5,674 -30,448 26,107: -1,027 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 23.7 5.8 23.6 13.5 5.5 3.6 22.9 0.5 2.1 9.9: 0.9 0.7
Old : 100.0: 41.0 23.7 5.8 23.6 13.5 5.5 3.6 22.9 0.5 2.1 9.9: 0.9 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 : 217: 99 94 13 24 33 26 13 36 14 20 30:
Old : 217: 99 94 13 24 33 26 13 36 14 20 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.8 35.8 36.9 12.7 16.3 18.0 22.4
Old : 21.2 20.8 35.8 36.9 12.7 16.3 18.0 22.4
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, October 25, 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 : 339,141: 176,505 251,965 61,688 22,466 42,616 24,391 320 14,639 609 198 1,475: 17,218 5,462
Old : 339,141: 176,505 251,965 61,688 22,466 42,616 24,391 320 14,639 609 198 1,475: 17,218 5,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -798: -156 3,728 -353 1,946 -1,451 2,972 -1,713 -2,701 609 -385 119: 163 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 74.3 18.2 6.6 12.6 7.2 0.1 4.3 0.2 0.1 0.4: 5.1 1.6
Old : 100.0: 52.0 74.3 18.2 6.6 12.6 7.2 0.1 4.3 0.2 0.1 0.4: 5.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 30 28 5 4 8 7 . 6 . . .:
Old : 55: 30 28 5 4 8 7 . 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 43.3 53.6 62.4 24.6 38.3 37.6 48.9
Old : 32.3 43.3 53.6 62.4 24.6 38.3 37.6 48.9
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, October 25, 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 : 204,299: 162,911 148,131 4,575 27,812 23,019 8,089 265 2,297 0 15 696: 2,712 2,064
Old : 204,299: 162,911 148,131 4,575 27,812 23,019 8,089 265 2,297 0 15 696: 2,712 2,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 449: 215 2,920 0 -1,149 226 1,911 0 -497 0 -32 -60: -1,346 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 72.5 2.2 13.6 11.3 4.0 0.1 1.1 0.0 0.0 0.3: 1.3 1.0
Old : 100.0: 79.7 72.5 2.2 13.6 11.3 4.0 0.1 1.1 0.0 0.0 0.3: 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 : 48: 25 27 . 9 9 . . . 0 . .:
Old : 48: 25 27 . 9 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 : 54.4 44.6 70.5 61.0 50.4 43.2 62.0 55.9
Old : 54.4 44.6 70.5 61.0 50.4 43.2 62.0 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 358,215: 274,990 126,490 57,540 159,555 16,156 0 39,498 7,127 0 1,880 0: 2,402 7,509
Old : 358,215: 274,990 126,490 57,540 159,555 16,156 0 39,498 7,127 0 1,880 0: 2,402 7,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 8,891: 8,812 7,908 2,467 -3,929 -354 -300 4,475 -134 0 -1,413 -122: -1,478 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 35.3 16.1 44.5 4.5 0.0 11.0 2.0 0.0 0.5 0.0: 0.7 2.1
Old : 100.0: 76.8 35.3 16.1 44.5 4.5 0.0 11.0 2.0 0.0 0.5 0.0: 0.7 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 : 54: 23 26 6 8 12 0 6 . 0 . 0:
Old : 54: 23 26 6 8 12 0 6 . 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 : 52.2 39.5 72.9 61.6 49.1 37.3 69.3 58.0
Old : 52.2 39.5 72.9 61.6 49.1 37.3 69.3 58.0
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, October 25, 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 : 710,403: 573,583 271,992 24,675 318,658 86,052 850 11,052 21,197 1,146 0 361: 2,539 1,091
Old : 710,403: 573,583 271,992 24,675 318,658 86,052 850 11,052 21,197 1,146 0 361: 2,539 1,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 24,990: 22,128 10,295 152 16,075 -2,643 0 -3,920 5,855 392 0 -422: -472 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 38.3 3.5 44.9 12.1 0.1 1.6 3.0 0.2 0.0 0.1: 0.4 0.2
Old : 100.0: 80.7 38.3 3.5 44.9 12.1 0.1 1.6 3.0 0.2 0.0 0.1: 0.4 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 : 68: 35 28 7 15 19 . 4 5 . 0 .:
Old : 68: 35 28 7 15 19 . 4 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 : 36.3 36.7 55.0 53.8 31.1 32.2 45.0 45.3
Old : 36.3 36.7 55.0 53.8 31.1 32.2 45.0 45.3
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, October 25, 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 : 237,813: 156,234 193,226 46,898 12,095 7,065 16,256 17,102 2,145 1,854 0 0: 7,361 6,180
Old : 237,813: 156,234 193,226 46,898 12,095 7,065 16,256 17,102 2,145 1,854 0 0: 7,361 6,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 7,202: 2,839 7,400 -132 1,502 656 2,328 -3,396 107 -420 0 0: 1,824 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 81.3 19.7 5.1 3.0 6.8 7.2 0.9 0.8 0.0 0.0: 3.1 2.6
Old : 100.0: 65.7 81.3 19.7 5.1 3.0 6.8 7.2 0.9 0.8 0.0 0.0: 3.1 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 : 48: 28 27 4 4 6 . . . . 0 0:
Old : 48: 28 27 4 4 6 . . . . 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 : 48.5 53.7 65.2 72.7 45.0 53.4 57.8 68.3
Old : 48.5 53.7 65.2 72.7 45.0 53.4 57.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 421,325: 265,551 319,929 73,411 40,203 22,869 16,526 204 34,244 0 0 0: 8,724 3,876
Old : 421,325: 265,551 319,929 73,411 40,203 22,869 16,526 204 34,244 0 0 0: 8,724 3,876
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 21,696: 23,564 17,719 -167 -1,274 1,967 -5,398 68 2,678 0 0 0: -948 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 75.9 17.4 9.5 5.4 3.9 0.0 8.1 0.0 0.0 0.0: 2.1 0.9
Old : 100.0: 63.0 75.9 17.4 9.5 5.4 3.9 0.0 8.1 0.0 0.0 0.0: 2.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 27 9 8 13 . . 5 0 0 0:
Old : 61: 35 27 9 8 13 . . 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 : 30.6 64.8 48.8 75.3 26.2 58.5 39.1 65.2
Old : 30.6 64.8 48.8 75.3 26.2 58.5 39.1 65.2
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, October 25, 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 : 154,232: 74,961 105,525 33,344 11,814 23,694 12,740 2,155 5,383 0 0 0: 4,110 5,661
Old : 154,232: 74,961 105,525 33,344 11,814 23,694 12,740 2,155 5,383 0 0 0: 4,110 5,661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 18,399: 8,605 19,832 13,047 1,829 -3,438 -1,720 -1,200 1,594 -390 0 -213: 914 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 68.4 21.6 7.7 15.4 8.3 1.4 3.5 0.0 0.0 0.0: 2.7 3.7
Old : 100.0: 48.6 68.4 21.6 7.7 15.4 8.3 1.4 3.5 0.0 0.0 0.0: 2.7 3.7
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 : 43: 20 20 5 8 9 . . . 0 0 0:
Old : 43: 20 20 5 8 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 40.2 62.3 58.1 38.0 37.6 52.6 51.4
Old : 44.1 40.2 62.3 58.1 38.0 37.6 52.6 51.4
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, October 25, 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 : 1,021,824: 114,175 146,683 215,392 41,538 97,448 123,517 237,823 272,178 20,287 68,311 110,427: 68,400 47,415
Old : 1,021,824: 114,175 146,683 215,392 41,538 97,448 123,517 237,823 272,178 20,287 68,311 110,427: 68,400 47,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -21,086: -7,883 -176 3,089 -1,800 -6,423 -1,599 -6,772 4,089 -7,720 -4,186 672: -5,311 -6,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.4 21.1 4.1 9.5 12.1 23.3 26.6 2.0 6.7 10.8: 6.7 4.6
Old : 100.0: 11.2 14.4 21.1 4.1 9.5 12.1 23.3 26.6 2.0 6.7 10.8: 6.7 4.6
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 : 327: 58 50 27 12 33 49 94 85 31 41 60:
Old : 327: 58 50 27 12 33 49 94 85 31 41 60:
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 : 20.2 21.0 32.5 32.8 12.0 11.8 18.1 17.5
Old : 20.2 21.0 32.5 32.8 12.0 11.8 18.1 17.5
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, October 25, 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 : 1,807,836: 218,930 172,247 45,662 64,670 821,990 29,160 71,199 298,835 43,216 27,826 344,537: 5,506 6,531
Old : 1,807,836: 218,930 172,247 45,662 64,670 821,990 29,160 71,199 298,835 43,216 27,826 344,537: 5,506 6,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -5,530: -2,519 -1,117 -2,572 5,614 -3,465 930 -10,130 5,003 -548 1,140 -2,284: -75 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.5 2.5 3.6 45.5 1.6 3.9 16.5 2.4 1.5 19.1: 0.3 0.4
Old : 100.0: 12.1 9.5 2.5 3.6 45.5 1.6 3.9 16.5 2.4 1.5 19.1: 0.3 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 : 144: 40 39 14 14 26 20 19 32 20 13 28:
Old : 144: 40 39 14 14 26 20 19 32 20 13 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 33.0 53.0 53.7 3.8 3.8 5.8 5.9
Old : 32.3 33.0 53.0 53.7 3.8 3.8 5.8 5.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 23,946: 524 327 3,092 3,621 2,390 2,600 1,872 3,384 2,092 2,400 7,143: 2,721 2,809
Old : 23,946: 524 327 3,092 3,621 2,390 2,600 1,872 3,384 2,092 2,400 7,143: 2,721 2,809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 12.9 15.1 10.0 10.9 7.8 14.1 8.7 10.0 29.8: 11.4 11.7
Old : 100.0: 2.2 1.4 12.9 15.1 10.0 10.9 7.8 14.1 8.7 10.0 29.8: 11.4 11.7
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 : 20: . . . 4 4 . . . . . 7:
Old : 20: . . . 4 4 . . . . . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 46.4 77.6 66.3 31.0 24.1 33.9 33.0
Old : 57.1 46.4 77.6 66.3 31.0 24.1 33.9 33.0
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, October 25, 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 : 56,450: 2,058 4,876 2,029 1,938 7,247 24,748 23,697 17,859 1,166 0 398: 944 436
Old : 56,450: 2,058 4,876 2,029 1,938 7,247 24,748 23,697 17,859 1,166 0 398: 944 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,130: 67 282 66 832 -712 4,377 2,941 376 -297 0 255: -2 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.6 3.6 3.4 12.8 43.8 42.0 31.6 2.1 0.0 0.7: 1.7 0.8
Old : 100.0: 3.6 8.6 3.6 3.4 12.8 43.8 42.0 31.6 2.1 0.0 0.7: 1.7 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 : 39: 7 11 . . 5 6 10 12 5 0 4:
Old : 39: 7 11 . . 5 6 10 12 5 0 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 : 74.2 60.4 91.1 78.2 45.0 36.4 48.2 46.3
Old : 74.2 60.4 91.1 78.2 45.0 36.4 48.2 46.3
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, October 25, 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 : 64,031: 37,061 19,231 13,576 20,576 6,684 1,098 9,424 2,718 0 0 0: 2,894 5,398
Old : 64,031: 37,061 19,231 13,576 20,576 6,684 1,098 9,424 2,718 0 0 0: 2,894 5,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 458: 0 0 0 0 0 -304 0 0 0 0 0: 762 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 30.0 21.2 32.1 10.4 1.7 14.7 4.2 0.0 0.0 0.0: 4.5 8.4
Old : 100.0: 57.9 30.0 21.2 32.1 10.4 1.7 14.7 4.2 0.0 0.0 0.0: 4.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 9 4 5 5 . . . 0 0 0:
Old : 23: 8 9 4 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 : 49.8 51.5 78.0 73.9 48.3 44.5 63.3 60.8
Old : 49.8 51.5 78.0 73.9 48.3 44.5 63.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 60,750: 33,812 20,280 7,532 20,654 7,524 3,739 3,564 681 0 0 0: 7,462 8,047
Old : 60,750: 33,812 20,280 7,532 20,654 7,524 3,739 3,564 681 0 0 0: 7,462 8,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -226: -418 0 -62 192 62 0 -480 0 0 0 0: 192 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 33.4 12.4 34.0 12.4 6.2 5.9 1.1 0.0 0.0 0.0: 12.3 13.2
Old : 100.0: 55.7 33.4 12.4 34.0 12.4 6.2 5.9 1.1 0.0 0.0 0.0: 12.3 13.2
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 : 20: 7 7 4 5 7 . . . 0 0 0:
Old : 20: 7 7 4 5 7 . . . 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 : 59.0 49.3 76.8 70.7 51.5 48.1 61.5 60.2
Old : 59.0 49.3 76.8 70.7 51.5 48.1 61.5 60.2
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, October 25, 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 : 99,833: 55,069 42,160 15,072 38,069 11,807 4,084 0 3,010 0 0 0: 10,791 4,787
Old : 99,833: 55,069 42,160 15,072 38,069 11,807 4,084 0 3,010 0 0 0: 10,791 4,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -208: -185 -26 0 0 0 135 -23 -158 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 42.2 15.1 38.1 11.8 4.1 0.0 3.0 0.0 0.0 0.0: 10.8 4.8
Old : 100.0: 55.2 42.2 15.1 38.1 11.8 4.1 0.0 3.0 0.0 0.0 0.0: 10.8 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 : 29: 12 11 4 8 6 . 0 . 0 0 0:
Old : 29: 12 11 4 8 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 : 41.5 39.9 62.7 62.9 30.6 36.9 47.5 54.6
Old : 41.5 39.9 62.7 62.9 30.6 36.9 47.5 54.6
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, October 25, 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 : 2,490,081: 716,327 435,562 127,337 738,872 462,694 278,942 87,814 498,738 185,180 58,171 187,700: 33,163 20,530
Old : 2,490,081: 716,327 435,562 127,337 738,872 462,694 278,942 87,814 498,738 185,180 58,171 187,700: 33,163 20,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 26,942: 34,852 26,105 2,203 8,131 1,306 -6,614 2,643 5,646 4,894 3,177 -16,148: 803 -3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.5 5.1 29.7 18.6 11.2 3.5 20.0 7.4 2.3 7.5: 1.3 0.8
Old : 100.0: 28.8 17.5 5.1 29.7 18.6 11.2 3.5 20.0 7.4 2.3 7.5: 1.3 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 : 176: 77 68 13 15 27 22 12 29 18 10 22:
Old : 176: 77 68 13 15 27 22 12 29 18 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 : 22.1 27.5 34.8 45.6 12.2 18.8 20.4 28.2
Old : 22.1 27.5 34.8 45.6 12.2 18.8 20.4 28.2
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, October 25, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,107,239: 121,781 192,409 205,808 231,264 350,880 157,046 28,541 139,781 33,178 59,114 93,913: 4,852 11,337
Old : 1,107,239: 121,781 192,409 205,808 231,264 350,880 157,046 28,541 139,781 33,178 59,114 93,913: 4,852 11,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 43,377: 4,775 12,792 3,442 -11,916 10,785 -6,096 2,506 15,934 393 -7,851 14,502: -358 6,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.4 18.6 20.9 31.7 14.2 2.6 12.6 3.0 5.3 8.5: 0.4 1.0
Old : 100.0: 11.0 17.4 18.6 20.9 31.7 14.2 2.6 12.6 3.0 5.3 8.5: 0.4 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 : 92: 19 20 14 9 20 13 8 19 10 12 18:
Old : 92: 19 20 14 9 20 13 8 19 10 12 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 : 34.2 33.4 51.7 56.4 13.7 20.7 22.3 32.1
Old : 34.2 33.4 51.7 56.4 13.7 20.7 22.3 32.1
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, October 25, 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 : 24,694: 22,822 14,301 765 9,410 527 5 0 40 190 66 137: 208 213
Old : 24,694: 22,822 14,301 765 9,410 527 5 0 40 190 66 137: 208 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 442: 400 400 0 -5 47 0 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 57.9 3.1 38.1 2.1 0.0 0.0 0.2 0.8 0.3 0.6: 0.8 0.9
Old : 100.0: 92.4 57.9 3.1 38.1 2.1 0.0 0.0 0.2 0.8 0.3 0.6: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 33 28 . 10 6 . 0 . . . .:
Old : 54: 33 28 . 10 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.4 56.6 62.7 23.8 34.6 37.8 48.4
Old : 36.2 38.4 56.6 62.7 23.8 34.6 37.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,669: 9,347 4,086 520 5,762 408 0 35 120 135 0 10: 129 248
Old : 10,669: 9,347 4,086 520 5,762 408 0 35 120 135 0 10: 129 248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -3: 45 30 0 0 0 0 0 0 0 0 0: -48 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 38.3 4.9 54.0 3.8 0.0 0.3 1.1 1.3 0.0 0.1: 1.2 2.3
Old : 100.0: 87.6 38.3 4.9 54.0 3.8 0.0 0.3 1.1 1.3 0.0 0.1: 1.2 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 : 27: 17 13 . 5 . 0 . . . 0 .:
Old : 27: 17 13 . 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 : 55.0 62.7 76.8 82.9 46.4 60.7 60.9 67.6
Old : 55.0 62.7 76.8 82.9 46.4 60.7 60.9 67.6
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, October 25, 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 : 7,550: 4,397 4,724 2,200 1,758 519 0 0 0 0 80 0: 434 469
Old : 7,550: 4,397 4,724 2,200 1,758 519 0 0 0 0 80 0: 434 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 195: -49 146 180 -15 34 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 62.6 29.1 23.3 6.9 0.0 0.0 0.0 0.0 1.1 0.0: 5.7 6.2
Old : 100.0: 58.2 62.6 29.1 23.3 6.9 0.0 0.0 0.0 0.0 1.1 0.0: 5.7 6.2
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 : 30: 17 13 5 5 5 0 0 0 0 . 0:
Old : 30: 17 13 5 5 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 55.9 75.2 77.8 53.5 51.6 70.1 71.8
Old : 57.0 55.9 75.2 77.8 53.5 51.6 70.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, October 25, 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 : 11,729: 8,001 5,313 2,306 5,053 197 0 0 0 0 0 0: 1,225 1,166
Old : 11,729: 8,001 5,313 2,306 5,053 197 0 0 0 0 0 0: 1,225 1,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 357: -55 367 554 0 0 0 0 0 0 0 0: -142 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 45.3 19.7 43.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 10.4 9.9
Old : 100.0: 68.2 45.3 19.7 43.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 10.4 9.9
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 14 . 6 . 0 0 0 0 0 0:
Old : 30: 17 14 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 51.1 75.9 71.1 55.7 51.1 63.9 65.3
Old : 64.6 51.1 75.9 71.1 55.7 51.1 63.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011