NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 5,096,629: 1,968,408 1,232,634 281,635 1,091,901 688,095 461,667 206,919 1,170,344 12,135 185,200 489,419: 24,926 32,117
Old : 5,096,629: 1,968,408 1,232,634 281,635 1,091,901 688,095 461,667 206,919 1,170,344 12,135 185,200 489,419: 24,926 32,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 133,972: 50,547 51,916 14,058 -7,335 38,133 84,092 7,773 -67,670 -45,473 51,228 64,072: -3,787 -4,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 24.2 5.5 21.4 13.5 9.1 4.1 23.0 0.2 3.6 9.6: 0.5 0.6
Old : 100.0: 38.6 24.2 5.5 21.4 13.5 9.1 4.1 23.0 0.2 3.6 9.6: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 229: 111 102 15 20 32 21 17 34 10 23 26:
Old : 229: 111 102 15 20 32 21 17 34 10 23 26:
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 : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
Old : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 366,276: 190,002 228,060 95,096 17,602 46,233 4,551 56,179 12,294 241 0 1,669: 16,190 4,239
Old : 366,276: 190,002 228,060 95,096 17,602 46,233 4,551 56,179 12,294 241 0 1,669: 16,190 4,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 15,592: 10,920 8,296 2,352 3,808 638 697 3,873 102 241 -83 327: 315 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 62.3 26.0 4.8 12.6 1.2 15.3 3.4 0.1 0.0 0.5: 4.4 1.2
Old : 100.0: 51.9 62.3 26.0 4.8 12.6 1.2 15.3 3.4 0.1 0.0 0.5: 4.4 1.2
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 : 54: 30 24 9 . 10 . 5 6 . 0 .:
Old : 54: 30 24 9 . 10 . 5 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 : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
Old : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 162,206: 111,118 102,534 21,989 33,030 17,481 325 0 4,892 0 317 490: 5,911 3,462
Old : 162,206: 111,118 102,534 21,989 33,030 17,481 325 0 4,892 0 317 490: 5,911 3,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 6,295: 6,525 3,503 -188 1,530 880 -1,106 0 1,053 0 26 29: -898 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 63.2 13.6 20.4 10.8 0.2 0.0 3.0 0.0 0.2 0.3: 3.6 2.1
Old : 100.0: 68.5 63.2 13.6 20.4 10.8 0.2 0.0 3.0 0.0 0.2 0.3: 3.6 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 : 42: 23 23 5 7 12 . 0 . 0 . .:
Old : 42: 23 23 5 7 12 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
Old : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 316,432: 228,014 123,955 60,146 152,895 10,879 6,629 16,829 4,089 0 0 0: 6,675 7,785
Old : 316,432: 228,014 123,955 60,146 152,895 10,879 6,629 16,829 4,089 0 0 0: 6,675 7,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,764: 845 3,963 187 -11 -765 -2,140 -7,019 2,840 0 0 0: 797 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 39.2 19.0 48.3 3.4 2.1 5.3 1.3 0.0 0.0 0.0: 2.1 2.5
Old : 100.0: 72.1 39.2 19.0 48.3 3.4 2.1 5.3 1.3 0.0 0.0 0.0: 2.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 23 4 9 11 . . 4 0 0 0:
Old : 45: 24 23 4 9 11 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
Old : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 778,294: 612,705 331,156 21,746 269,218 120,474 683 33,905 19,329 0 725 818: 2,539 2,669
Old : 778,294: 612,705 331,156 21,746 269,218 120,474 683 33,905 19,329 0 725 818: 2,539 2,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -7,596: -7,970 -2,679 -2,898 -7,514 1,615 -391 -852 1,910 0 707 21: 117 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 42.5 2.8 34.6 15.5 0.1 4.4 2.5 0.0 0.1 0.1: 0.3 0.3
Old : 100.0: 78.7 42.5 2.8 34.6 15.5 0.1 4.4 2.5 0.0 0.1 0.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 38 26 6 16 20 . 4 5 0 . .:
Old : 69: 38 26 6 16 20 . 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 : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
Old : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 230,297: 149,695 196,456 55,904 7,427 6,794 10,776 14,084 3,419 0 0 0: 3,709 2,117
Old : 230,297: 149,695 196,456 55,904 7,427 6,794 10,776 14,084 3,419 0 0 0: 3,709 2,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,332: 713 -1,147 -876 827 265 2,670 899 -924 0 0 0: -4,180 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 85.3 24.3 3.2 3.0 4.7 6.1 1.5 0.0 0.0 0.0: 1.6 0.9
Old : 100.0: 65.0 85.3 24.3 3.2 3.0 4.7 6.1 1.5 0.0 0.0 0.0: 1.6 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 : 49: 33 32 4 . 5 . . . 0 0 0:
Old : 49: 33 32 4 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
Old : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 365,274: 274,318 266,851 44,653 52,735 12,646 7,630 6,301 18,651 0 0 0: 7,376 8,090
Old : 365,274: 274,318 266,851 44,653 52,735 12,646 7,630 6,301 18,651 0 0 0: 7,376 8,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 19,135: 21,393 26,395 1,337 -292 -3,833 2,090 -2,781 -496 0 0 0: -1,356 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 73.1 12.2 14.4 3.5 2.1 1.7 5.1 0.0 0.0 0.0: 2.0 2.2
Old : 100.0: 75.1 73.1 12.2 14.4 3.5 2.1 1.7 5.1 0.0 0.0 0.0: 2.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 27 7 7 8 . 4 6 0 0 0:
Old : 57: 32 27 7 7 8 . 4 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
Old : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 227,734: 187,928 99,806 6,204 83,613 15,602 6,112 14,261 7,664 0 652 418: 3,806 5,718
Old : 227,734: 187,928 99,806 6,204 83,613 15,602 6,112 14,261 7,664 0 652 418: 3,806 5,718
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 14,226: 15,868 8,470 58 4,088 -178 -3,976 1,498 1,828 0 652 418: 208 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 43.8 2.7 36.7 6.9 2.7 6.3 3.4 0.0 0.3 0.2: 1.7 2.5
Old : 100.0: 82.5 43.8 2.7 36.7 6.9 2.7 6.3 3.4 0.0 0.3 0.2: 1.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 16 20 4 7 8 . . . 0 . .:
Old : 42: 16 20 4 7 8 . . . 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 : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
Old : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,206,128: 109,452 146,075 234,456 81,348 91,151 210,940 291,223 294,750 36,557 99,270 148,300: 80,524 54,013
Old : 1,206,128: 109,452 146,075 234,456 81,348 91,151 210,940 291,223 294,750 36,557 99,270 148,300: 80,524 54,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 21,810: 8,246 5,836 1,764 14,593 -4,431 21,170 14,849 -11,527 5,172 -4,001 6,608: -5,192 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.1 19.4 6.7 7.6 17.5 24.1 24.4 3.0 8.2 12.3: 6.7 4.5
Old : 100.0: 9.1 12.1 19.4 6.7 7.6 17.5 24.1 24.4 3.0 8.2 12.3: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 347: 46 43 26 10 28 63 87 88 50 52 75:
Old : 347: 46 43 26 10 28 63 87 88 50 52 75:
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 : 18.0 22.4 30.3 33.9 12.4 15.6 19.9 22.0
Old : 18.0 22.4 30.3 33.9 12.4 15.6 19.9 22.0
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,359,494: 271,250 222,029 94,689 83,285 925,368 52,850 136,791 484,331 41,699 14,891 484,402: 4,904 8,397
Old : 2,359,494: 271,250 222,029 94,689 83,285 925,368 52,850 136,791 484,331 41,699 14,891 484,402: 4,904 8,397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 38,873: 3,029 8,125 2,214 -3,467 10,481 -3,350 -2,793 10,237 -668 -307 17,941: -1,010 -1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.4 4.0 3.5 39.2 2.2 5.8 20.5 1.8 0.6 20.5: 0.2 0.4
Old : 100.0: 11.5 9.4 4.0 3.5 39.2 2.2 5.8 20.5 1.8 0.6 20.5: 0.2 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 : 145: 37 34 12 16 26 21 23 31 22 11 25:
Old : 145: 37 34 12 16 26 21 23 31 22 11 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.0 52.8 55.2 5.2 4.8 7.7 6.6
Old : 33.0 33.0 52.8 55.2 5.2 4.8 7.7 6.6
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 63,354: 1,151 2,915 0 3,848 24,132 9,142 656 650 8,019 11,345 17,595: 2,666 2,213
Old : 63,354: 1,151 2,915 0 3,848 24,132 9,142 656 650 8,019 11,345 17,595: 2,666 2,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 20,201: 150 1 0 12 14,057 100 0 0 273 600 5,527: 95 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.6 0.0 6.1 38.1 14.4 1.0 1.0 12.7 17.9 27.8: 4.2 3.5
Old : 100.0: 1.8 4.6 0.0 6.1 38.1 14.4 1.0 1.0 12.7 17.9 27.8: 4.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 4 5 0 5 5 . . . 6 . 8:
Old : 23: 4 5 0 5 5 . . . 6 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 63.2 80.3 83.3 24.2 22.0 26.9 26.5
Old : 61.0 63.2 80.3 83.3 24.2 22.0 26.9 26.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 118,249: 3,505 6,800 2,986 11,034 7,557 53,131 45,784 44,818 4,366 1,011 751: 1,135 495
Old : 118,249: 3,505 6,800 2,986 11,034 7,557 53,131 45,784 44,818 4,366 1,011 751: 1,135 495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,740: 656 240 379 1,270 -489 3,545 3,684 7,034 841 134 -78: -146 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.8 2.5 9.3 6.4 44.9 38.7 37.9 3.7 0.9 0.6: 1.0 0.4
Old : 100.0: 3.0 5.8 2.5 9.3 6.4 44.9 38.7 37.9 3.7 0.9 0.6: 1.0 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 : 44: 7 10 . 4 4 4 15 15 4 . .:
Old : 44: 7 10 . 4 4 4 15 15 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 : 79.2 53.6 89.2 78.3 45.9 31.0 51.3 43.7
Old : 79.2 53.6 89.2 78.3 45.9 31.0 51.3 43.7
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,789: 30,354 16,161 12,658 14,805 3,568 0 7,744 2,438 0 0 0: 3,771 8,073
Old : 52,789: 30,354 16,161 12,658 14,805 3,568 0 7,744 2,438 0 0 0: 3,771 8,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 362: -62 366 0 0 0 0 -104 42 0 0 0: 382 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 30.6 24.0 28.0 6.8 0.0 14.7 4.6 0.0 0.0 0.0: 7.1 15.3
Old : 100.0: 57.5 30.6 24.0 28.0 6.8 0.0 14.7 4.6 0.0 0.0 0.0: 7.1 15.3
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 : 20: 8 7 4 . 4 0 . . 0 0 0:
Old : 20: 8 7 4 . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 54.7 77.8 71.5 49.3 48.7 70.0 62.3
Old : 51.8 54.7 77.8 71.5 49.3 48.7 70.0 62.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 86,486: 51,628 36,975 13,077 26,305 9,118 233 778 3,273 0 0 0: 9,157 10,037
Old : 86,486: 51,628 36,975 13,077 26,305 9,118 233 778 3,273 0 0 0: 9,157 10,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 651: 327 80 0 0 0 -931 172 399 0 0 0: 856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 42.8 15.1 30.4 10.5 0.3 0.9 3.8 0.0 0.0 0.0: 10.6 11.6
Old : 100.0: 59.7 42.8 15.1 30.4 10.5 0.3 0.9 3.8 0.0 0.0 0.0: 10.6 11.6
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 : 25: 13 11 . 5 . . . . 0 0 0:
Old : 25: 13 11 . 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 : 45.0 39.6 67.5 63.5 33.5 35.0 53.6 55.2
Old : 45.0 39.6 67.5 63.5 33.5 35.0 53.6 55.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,786,597: 623,696 467,309 328,059 719,842 518,382 311,289 212,555 553,347 192,198 64,133 228,413: 31,213 22,616
Old : 2,786,597: 623,696 467,309 328,059 719,842 518,382 311,289 212,555 553,347 192,198 64,133 228,413: 31,213 22,616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 139,733: 24,946 44,763 47,987 24,244 5,446 12,126 28,318 10,344 2,734 -11,216 39,383: -3,233 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.8 11.8 25.8 18.6 11.2 7.6 19.9 6.9 2.3 8.2: 1.1 0.8
Old : 100.0: 22.4 16.8 11.8 25.8 18.6 11.2 7.6 19.9 6.9 2.3 8.2: 1.1 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 : 165: 74 63 7 19 25 19 16 29 16 9 19:
Old : 165: 74 63 7 19 25 19 16 29 16 9 19:
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 : 28.5 27.4 41.8 43.7 19.1 18.1 25.6 27.4
Old : 28.5 27.4 41.8 43.7 19.1 18.1 25.6 27.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,301,765: 130,060 202,976 292,574 368,437 308,466 165,028 85,413 164,699 114,269 47,283 122,207: 4,462 2,284
Old : 1,301,765: 130,060 202,976 292,574 368,437 308,466 165,028 85,413 164,699 114,269 47,283 122,207: 4,462 2,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 75,805: 16,660 7,919 -3,631 2,672 10,421 -34,144 3,054 47,333 32,873 -2,553 7,121: -828 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.6 22.5 28.3 23.7 12.7 6.6 12.7 8.8 3.6 9.4: 0.3 0.2
Old : 100.0: 10.0 15.6 22.5 28.3 23.7 12.7 6.6 12.7 8.8 3.6 9.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 19 22 14 11 17 10 12 19 8 11 13:
Old : 90: 19 22 14 11 17 10 12 19 8 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.4 56.5 58.9 21.4 28.7 30.6 40.7
Old : 34.0 40.4 56.5 58.9 21.4 28.7 30.6 40.7
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 18,609: 17,212 10,620 237 6,847 667 0 0 0 220 0 0: 273 475
Old : 18,609: 17,212 10,620 237 6,847 667 0 0 0 220 0 0: 273 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 321: 463 136 -117 170 123 0 0 0 0 0 0: -148 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 57.1 1.3 36.8 3.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.5 2.6
Old : 100.0: 92.5 57.1 1.3 36.8 3.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.5 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 : 45: 28 26 . 8 7 0 0 0 . 0 0:
Old : 45: 28 26 . 8 7 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 39.4 61.9 58.1 35.2 37.8 43.8 48.4
Old : 43.2 39.4 61.9 58.1 35.2 37.8 43.8 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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,803: 7,486 3,109 329 4,569 250 0 0 0 150 90 0: 588 785
Old : 8,803: 7,486 3,109 329 4,569 250 0 0 0 150 90 0: 588 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 35.3 3.7 51.9 2.8 0.0 0.0 0.0 1.7 1.0 0.0: 6.7 8.9
Old : 100.0: 85.0 35.3 3.7 51.9 2.8 0.0 0.0 0.0 1.7 1.0 0.0: 6.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . 4 . 0 0 0 . . 0:
Old : 20: 12 11 . 4 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 66.4 77.6 82.8 48.1 66.4 65.3 70.9
Old : 58.8 66.4 77.6 82.8 48.1 66.4 65.3 70.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,291: 3,605 4,161 1,865 914 697 0 0 0 0 95 0: 124 424
Old : 6,291: 3,605 4,161 1,865 914 697 0 0 0 0 95 0: 124 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 144: 40 215 200 15 -41 0 0 0 0 0 0: -55 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 66.1 29.6 14.5 11.1 0.0 0.0 0.0 0.0 1.5 0.0: 2.0 6.7
Old : 100.0: 57.3 66.1 29.6 14.5 11.1 0.0 0.0 0.0 0.0 1.5 0.0: 2.0 6.7
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 : 25: 12 12 6 . 5 0 0 0 0 . 0:
Old : 25: 12 12 6 . 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 : 57.9 54.1 80.8 78.3 55.2 45.7 63.8 58.7
Old : 57.9 54.1 80.8 78.3 55.2 45.7 63.8 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,119: 5,724 3,490 2,565 4,942 165 0 0 0 45 0 0: 620 522
Old : 9,119: 5,724 3,490 2,565 4,942 165 0 0 0 45 0 0: 620 522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -528: 75 75 0 77 0 0 0 0 0 0 0: -603 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 38.3 28.1 54.2 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 6.8 5.7
Old : 100.0: 62.8 38.3 28.1 54.2 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 6.8 5.7
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 : 24: 12 10 . 5 . 0 0 0 . 0 0:
Old : 24: 12 10 . 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 : 67.9 58.6 85.0 82.5 67.9 58.4 83.8 81.3
Old : 67.9 58.6 85.0 82.5 67.9 58.4 83.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012