Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,988,214 : : Positions : :1,809,898 991,850 286,880 1,535,830 614,076 531,016 67,312 1,328,490 48,269 99,282 332,152 : : : : Changes from: June 14, 2011 : : 29,125 5,275 33,510 -77,229 -12,259 -3,638 12,482 -60,317 -68,761 48,431 -14,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 19.9 5.8 30.8 12.3 10.6 1.3 26.6 1.0 2.0 6.7 : : : : Number of Traders in Each Category Total Traders: 236 : : 107 102 16 25 33 30 9 36 13 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 389,682 : : Positions : : 221,926 266,730 51,937 17,732 57,241 17,465 17,581 26,158 0 683 1,098 : : : : Changes from: June 14, 2011 : : -1,580 8,086 4,258 -2,705 -779 285 -349 3,143 0 -81 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 68.4 13.3 4.6 14.7 4.5 4.5 6.7 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 31 7 6 10 5 6 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 163,754 : : Positions : : 134,061 94,337 1,807 45,161 11,036 6,617 4,522 4,464 891 0 399 : : : : Changes from: June 14, 2011 : : -7,482 -1,528 193 -2,710 847 981 -307 -729 28 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 57.6 1.1 27.6 6.7 4.0 2.8 2.7 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 . 9 11 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 331,638 : : Positions : : 226,951 104,690 54,546 164,801 30,853 1,420 12,355 12,227 1,228 2,045 463 : : : : Changes from: June 14, 2011 : : 5,773 6,572 1,985 3,824 -4,077 1,172 -1,415 -1,472 0 118 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 31.6 16.4 49.7 9.3 0.4 3.7 3.7 0.4 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 19 5 9 13 . 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 696,703 : : Positions : : 479,972 297,480 98,793 245,906 87,901 15 30,505 24,187 0 4,855 1,447 : : : : Changes from: June 14, 2011 : : 1,460 12,308 6,850 -258 1,691 -1,503 -3,497 776 0 -675 592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 42.7 14.2 35.3 12.6 0.0 4.4 3.5 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 30 8 14 20 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 191,567 : : Positions : : 129,739 113,364 35,074 60,441 2,915 14,904 4,483 2,684 0 0 0 : : : : Changes from: June 14, 2011 : : 8,610 6,192 461 536 -62 670 3,496 1,183 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 59.2 18.3 31.6 1.5 7.8 2.3 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 291,191 : : Positions : : 196,931 138,987 36,508 79,234 23,303 7,699 22,881 18,224 0 0 0 : : : : Changes from: June 14, 2011 : : -2,068 6,147 551 512 -801 485 -9,860 3,461 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 47.7 12.5 27.2 8.0 2.6 7.9 6.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 25 6 12 11 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 161,722 : : Positions : : 123,684 59,950 1,265 54,495 21,176 4,909 14,993 6,299 273 0 401 : : : : Changes from: June 14, 2011 : : 4,543 -130 -331 1,201 -1,595 -2,258 -700 -36 -91 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 37.1 0.8 33.7 13.1 3.0 9.3 3.9 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 24 . 13 9 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,037,835 : : Positions : : 59,344 123,460 213,052 46,246 113,021 145,520 189,744 314,754 15,099 116,905 89,154 : : : : Changes from: June 14, 2011 : : 608 -5,302 8,810 -4,920 -2,810 -40,623 18,361 514 7,915 -36,278 -9,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 11.9 20.5 4.5 10.9 14.0 18.3 30.3 1.5 11.3 8.6 : : : : Number of Traders in Each Category Total Traders: 326 : : 46 43 28 11 30 70 60 96 37 54 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 44,165 : : Positions : : 19,495 21,835 9,956 14,465 4,781 0 0 0 0 0 0 : : : : Changes from: June 14, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 49.4 22.5 32.8 10.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 39,255 : : Positions : : 20,233 25,946 6,588 1,785 4,029 2,258 500 2,178 0 0 0 : : : : Changes from: June 14, 2011 : : 0 246 0 408 0 246 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 66.1 16.8 4.5 10.3 5.8 1.3 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,689,378 : : Positions : : 201,121 179,199 63,594 88,618 795,052 44,375 72,820 202,738 45,977 16,542 329,472 : : : : Changes from: June 14, 2011 : : 7,894 1,865 9 2,903 8,613 4,517 -719 16,784 -6,346 2,120 -4,141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 10.6 3.8 5.2 47.1 2.6 4.3 12.0 2.7 1.0 19.5 : : : : Number of Traders in Each Category Total Traders: 161 : : 40 38 12 16 27 24 22 38 29 15 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 57,754 : : Positions : : 3,460 5,291 3,204 1,414 10,170 8,934 10,229 28,595 1,869 72 911 : : : : Changes from: June 14, 2011 : : -364 -137 269 -2 -575 37 206 -787 82 6 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 9.2 5.5 2.4 17.6 15.5 17.7 49.5 3.2 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 13 . 5 6 . 15 12 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 82,962 : : Positions : : 44,058 35,629 21,824 24,091 8,982 0 7,169 2,700 0 0 0 : : : : Changes from: June 14, 2011 : : 262 204 0 0 0 0 184 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 42.9 26.3 29.0 10.8 0.0 8.6 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 13 7 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 71,273 : : Positions : : 37,492 27,362 11,489 24,042 8,502 4,548 0 1,071 0 0 0 : : : : Changes from: June 14, 2011 : : 303 -457 -152 -1 91 -608 0 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 38.4 16.1 33.7 11.9 6.4 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 5 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 125,911 : : Positions : : 68,273 50,869 18,630 46,128 17,299 4,005 0 5,201 0 0 0 : : : : Changes from: June 14, 2011 : : 115 -81 0 0 0 -320 0 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 40.4 14.8 36.6 13.7 3.2 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 5 7 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,645,263 : : Positions : : 717,406 429,450 91,261 915,238 473,801 339,428 32,597 519,401 253,845 28,784 220,056 : : : : Changes from: June 14, 2011 : : 18,450 11,457 1,431 2,569 14,189 38,280 -2,846 -2,917 -47,144 -2 -9,478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 16.2 3.4 34.6 17.9 12.8 1.2 19.6 9.6 1.1 8.3 : : : : Number of Traders in Each Category Total Traders: 179 : : 77 66 10 21 28 30 9 28 21 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,023,947 : : Positions : : 165,263 153,448 248,941 316,320 293,780 82,739 42,685 85,089 54,130 38,861 87,330 : : : : Changes from: June 14, 2011 : : 9,462 -1,263 -3,886 6,164 9,134 8,585 1,933 6,801 -1,496 6,014 -4,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.0 24.3 30.9 28.7 8.1 4.2 8.3 5.3 3.8 8.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 22 18 11 12 19 15 15 19 11 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,383 : : Positions : : 20,961 12,580 549 8,820 386 67 70 20 0 0 0 : : : : Changes from: June 14, 2011 : : -344 -132 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 56.2 2.5 39.4 1.7 0.3 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 6 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 14,947 : : Positions : : 12,905 7,005 470 6,968 384 738 0 0 209 90 30 : : : : Changes from: June 14, 2011 : : -36 44 50 -15 0 30 0 -30 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 46.9 3.1 46.6 2.6 4.9 0.0 0.0 1.4 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,089 : : Positions : : 5,546 5,126 1,651 1,700 512 0 0 75 0 0 0 : : : : Changes from: June 14, 2011 : : 5 158 66 -82 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 63.4 20.4 21.0 6.3 0.0 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 4 4 5 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 11,502 : : Positions : : 9,682 4,612 372 5,483 655 0 0 0 135 0 15 : : : : Changes from: June 14, 2011 : : -202 18 0 -45 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 40.1 3.2 47.7 5.7 0.0 0.0 0.0 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 6 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 24, 2011