Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 4,391,339 : : Positions : :1,690,812 915,903 291,435 1,113,889 629,054 310,024 192,842 1,089,870 21,147 100,028 323,341 : : : : Changes from: August 30, 2011 : : 27,772 -31,618 -13,018 -20,319 22,267 -52,486 11,021 35,795 2,909 8,013 -11,089 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 20.9 6.6 25.4 14.3 7.1 4.4 24.8 0.5 2.3 7.4 : : : : Number of Traders in Each Category Total Traders: 227 : : 107 101 12 26 33 31 9 37 13 22 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 334,358 : : Positions : : 198,559 235,851 50,060 16,474 46,529 7,024 11,012 17,559 823 0 2,181 : : : : Changes from: August 30, 2011 : : -6,961 -11,847 3,517 2,164 -5,385 -1,404 4,063 -2,329 -10 -721 504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 70.5 15.0 4.9 13.9 2.1 3.3 5.3 0.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 30 6 6 10 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 182,752 : : Positions : : 142,661 130,164 9,414 34,647 12,138 11,461 0 1,434 59 0 1,009 : : : : Changes from: August 30, 2011 : : -5,931 1,442 4,087 -4,189 -974 890 -450 -711 -1,390 0 546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 71.2 5.2 19.0 6.6 6.3 0.0 0.8 0.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 4 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 312,737 : : Positions : : 234,610 103,753 52,328 159,532 14,391 6,361 25,392 2,442 0 1,830 31 : : : : Changes from: August 30, 2011 : : -5,360 -1,848 2,330 805 -5,605 1,870 -1,148 -2,871 0 -825 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 33.2 16.7 51.0 4.6 2.0 8.1 0.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 26 4 11 13 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 584,839 : : Positions : : 446,737 223,463 22,650 249,103 79,253 6,284 6,411 24,765 1,280 192 455 : : : : Changes from: August 30, 2011 : : -11,977 -31,214 -9,608 12,790 -5,428 3 -3,359 -4,862 327 168 -427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 38.2 3.9 42.6 13.6 1.1 1.1 4.2 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 30 6 15 20 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 209,075 : : Positions : : 141,733 166,178 42,692 11,523 4,910 3,744 12,385 7,606 0 0 0 : : : : Changes from: August 30, 2011 : : -14,182 -11,341 9,266 947 -1,086 -151 5,090 -3,507 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 79.5 20.4 5.5 2.3 1.8 5.9 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 275,594 : : Positions : : 170,712 137,761 41,718 66,278 14,626 4,621 15,811 33,364 496 0 0 : : : : Changes from: August 30, 2011 : : -12,242 -5,339 2,104 -3,819 -4,688 -3,102 -3,519 297 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 50.0 15.1 24.0 5.3 1.7 5.7 12.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 28 7 11 10 4 . 5 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 157,295 : : Positions : : 111,321 71,802 14,962 48,905 15,922 7,484 7,869 5,575 0 33 277 : : : : Changes from: August 30, 2011 : : -8,379 -4,158 1,743 -951 -2,915 -340 -630 -51 0 33 277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 45.6 9.5 31.1 10.1 4.8 5.0 3.5 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 11 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 1,021,768 : : Positions : : 87,455 129,790 222,780 43,037 113,886 137,814 252,161 265,189 27,481 84,829 84,382 : : : : Changes from: August 30, 2011 : : 5,117 -1,274 -3,816 854 1,792 2,144 6,927 -6,222 4,468 2,671 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 12.7 21.8 4.2 11.1 13.5 24.7 26.0 2.7 8.3 8.3 : : : : Number of Traders in Each Category Total Traders: 330 : : 50 48 25 10 30 60 81 82 42 43 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 35,664 : : Positions : : 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0 : : : : Changes from: August 30, 2011 : : -2,026 -2,156 -300 -994 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 5 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 31,584 : : Positions : : 19,919 19,300 2,280 2,989 2,641 1,707 174 1,558 0 0 0 : : : : Changes from: August 30, 2011 : : -1,300 -2,142 0 394 -454 -440 174 -324 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 61.1 7.2 9.5 8.4 5.4 0.6 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 1,638,141 : : Positions : : 210,846 178,938 40,143 77,951 768,346 46,034 59,432 218,239 35,732 18,290 313,445 : : : : Changes from: August 30, 2011 : : -1,472 -1,173 3,155 2,196 3,594 -719 -649 4,964 758 1,463 5,903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 10.9 2.5 4.8 46.9 2.8 3.6 13.3 2.2 1.1 19.1 : : : : Number of Traders in Each Category Total Traders: 145 : : 39 38 13 16 29 20 18 29 23 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 53,320 : : Positions : : 3,359 5,788 7,186 230 9,191 2,769 9,480 27,031 1,801 50 797 : : : : Changes from: August 30, 2011 : : 2 136 331 -76 -332 -882 -1,181 572 -36 50 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 10.9 13.5 0.4 17.2 5.2 17.8 50.7 3.4 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 13 5 . 7 6 11 12 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 66,313 : : Positions : : 39,281 24,015 14,971 12,415 7,025 0 8,069 2,059 0 0 0 : : : : Changes from: August 30, 2011 : : -2,377 -4,250 -1,785 -9,620 -225 0 58 -600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 36.2 22.6 18.7 10.6 0.0 12.2 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 14 4 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 63,102 : : Positions : : 36,144 22,017 7,079 19,580 7,062 4,131 4,043 632 0 0 0 : : : : Changes from: August 30, 2011 : : -1,738 -1,584 -384 -2,022 -724 -48 -34 -106 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 34.9 11.2 31.0 11.2 6.5 6.4 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 4 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 105,452 : : Positions : : 58,952 43,994 15,047 32,089 13,349 4,131 0 3,960 0 0 0 : : : : Changes from: August 30, 2011 : : -3,837 -2,704 -867 -9,391 -1,551 -601 -579 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 41.7 14.3 30.4 12.7 3.9 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 12 4 7 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 2,364,868 : : Positions : : 652,608 387,421 90,105 749,925 474,899 330,573 34,741 461,608 162,594 68,888 161,507 : : : : Changes from: August 30, 2011 : : 8,268 -29,136 -37,899 9,334 14,132 36,768 14,026 -42,583 -3,596 8,885 -2,733 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 16.4 3.8 31.7 20.1 14.0 1.5 19.5 6.9 2.9 6.8 : : : : Number of Traders in Each Category Total Traders: 164 : : 66 58 12 18 27 24 12 29 16 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 965,690 : : Positions : : 126,645 164,252 223,762 261,382 270,705 89,534 78,401 89,250 82,283 17,018 79,516 : : : : Changes from: August 30, 2011 : : -23,082 10,962 28,856 6,422 -4,020 1,414 -5,415 7,996 6,299 -704 -1,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 17.0 23.2 27.1 28.0 9.3 8.1 9.2 8.5 1.8 8.2 : : : : Number of Traders in Each Category Total Traders: 99 : : 23 21 13 10 19 12 12 18 12 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 22,097 : : Positions : : 20,575 11,448 194 9,017 781 0 10 30 105 0 90 : : : : Changes from: August 30, 2011 : : -1,118 -896 0 -331 2 0 0 0 -35 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 51.8 0.9 40.8 3.5 0.0 0.0 0.1 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 25 . 9 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 11,116 : : Positions : : 9,603 4,410 570 5,850 363 0 8 126 245 0 25 : : : : Changes from: August 30, 2011 : : -1,067 -658 -85 -503 0 0 5 17 -43 -20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 39.7 5.1 52.6 3.3 0.0 0.1 1.1 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 8,222 : : Positions : : 5,163 5,289 2,101 1,779 485 45 0 120 0 95 0 : : : : Changes from: August 30, 2011 : : -200 -675 -406 52 -24 15 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 64.3 25.6 21.6 5.9 0.5 0.0 1.5 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 5 4 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 11,351 : : Positions : : 8,747 4,727 1,116 5,248 283 0 0 0 30 0 20 : : : : Changes from: August 30, 2011 : : -607 30 264 -404 -62 0 0 0 -115 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 41.6 9.8 46.2 2.5 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 7 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 9, 2011