NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 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 : 5,361,287: 1,975,987 1,295,434 312,820 1,149,509 799,704 617,009 336,675 1,063,598 46,554 165,694 534,092: 11,523 16,581
Old : 5,361,287: 1,975,987 1,295,434 312,820 1,149,509 799,704 617,009 336,675 1,063,598 46,554 165,694 534,092: 11,523 16,581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -30,496: -165 6,224 -6,844 33,172 31,468 73,995 31,748 -81,919 17,895 12,541 -58,322: -6,604 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 24.2 5.8 21.4 14.9 11.5 6.3 19.8 0.9 3.1 10.0: 0.2 0.3
Old : 100.0: 36.9 24.2 5.8 21.4 14.9 11.5 6.3 19.8 0.9 3.1 10.0: 0.2 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 : 226: 112 102 14 23 34 21 13 32 13 22 28:
Old : 226: 112 102 14 23 34 21 13 32 13 22 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 22.1 41.0 36.3 17.6 15.5 23.8 23.2
Old : 24.0 22.1 41.0 36.3 17.6 15.5 23.8 23.2
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, February 21, 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 : 367,700: 218,011 235,309 69,392 39,588 44,853 5,816 30,253 8,930 1,685 711 2,229: 16,784 5,827
Old : 367,700: 218,011 235,309 69,392 39,588 44,853 5,816 30,253 8,930 1,685 711 2,229: 16,784 5,827
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,355: 6,608 10,540 1,406 1,697 -2,778 -298 -5,192 -801 -407 711 68: -443 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 64.0 18.9 10.8 12.2 1.6 8.2 2.4 0.5 0.2 0.6: 4.6 1.6
Old : 100.0: 59.3 64.0 18.9 10.8 12.2 1.6 8.2 2.4 0.5 0.2 0.6: 4.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 25 7 5 10 . 6 6 . . .:
Old : 55: 29 25 7 5 10 . 6 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 46.4 56.3 72.0 29.9 41.3 48.2 58.1
Old : 32.7 46.4 56.3 72.0 29.9 41.3 48.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 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 : 167,837: 106,669 108,624 30,083 31,081 20,603 1,457 0 4,945 373 0 671: 3,036 1,913
Old : 167,837: 106,669 108,624 30,083 31,081 20,603 1,457 0 4,945 373 0 671: 3,036 1,913
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,684: 1,285 655 1,597 2,177 180 705 0 -298 248 0 31: -1,064 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 64.7 17.9 18.5 12.3 0.9 0.0 2.9 0.2 0.0 0.4: 1.8 1.1
Old : 100.0: 63.6 64.7 17.9 18.5 12.3 0.9 0.0 2.9 0.2 0.0 0.4: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 24 . 10 12 . 0 . . 0 .:
Old : 42: 24 24 . 10 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 : 58.5 43.2 72.6 59.3 55.9 38.8 61.3 49.6
Old : 58.5 43.2 72.6 59.3 55.9 38.8 61.3 49.6
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, February 21, 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 : 330,603: 236,317 130,049 52,144 150,684 20,186 11,035 14,204 4,046 3,852 238 515: 2,508 10,681
Old : 330,603: 236,317 130,049 52,144 150,684 20,186 11,035 14,204 4,046 3,852 238 515: 2,508 10,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 12,811: 10,292 10,394 862 917 1,107 642 -1,616 115 0 238 335: -542 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 39.3 15.8 45.6 6.1 3.3 4.3 1.2 1.2 0.1 0.2: 0.8 3.2
Old : 100.0: 71.5 39.3 15.8 45.6 6.1 3.3 4.3 1.2 1.2 0.1 0.2: 0.8 3.2
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 : 49: 21 24 4 9 11 . . 4 . . .:
Old : 49: 21 24 4 9 11 . . 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 : 46.8 49.4 70.2 68.0 45.5 44.1 66.9 61.3
Old : 46.8 49.4 70.2 68.0 45.5 44.1 66.9 61.3
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, February 21, 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 : 742,130: 580,034 283,182 13,844 274,131 130,840 84 25,727 12,856 643 9,769 1,981: 1,848 3,644
Old : 742,130: 580,034 283,182 13,844 274,131 130,840 84 25,727 12,856 643 9,769 1,981: 1,848 3,644
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 19,570: 14,048 9,970 -384 1,665 8,466 84 2,122 -3,710 643 -466 422: 1 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 38.2 1.9 36.9 17.6 0.0 3.5 1.7 0.1 1.3 0.3: 0.2 0.5
Old : 100.0: 78.2 38.2 1.9 36.9 17.6 0.0 3.5 1.7 0.1 1.3 0.3: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 37 28 6 16 21 . 7 6 . . .:
Old : 73: 37 28 6 16 21 . 7 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.4 57.5 55.9 32.0 32.7 45.5 42.4
Old : 41.0 39.4 57.5 55.9 32.0 32.7 45.5 42.4
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, February 21, 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 : 236,639: 165,211 199,739 50,379 8,667 6,216 8,294 17,601 1,815 0 0 0: 4,724 2,601
Old : 236,639: 165,211 199,739 50,379 8,667 6,216 8,294 17,601 1,815 0 0 0: 4,724 2,601
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,021: 2,477 2,785 924 515 92 -230 110 -393 0 0 0: 151 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 84.4 21.3 3.7 2.6 3.5 7.4 0.8 0.0 0.0 0.0: 2.0 1.1
Old : 100.0: 69.8 84.4 21.3 3.7 2.6 3.5 7.4 0.8 0.0 0.0 0.0: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 29 28 6 . 6 . . . 0 0 0:
Old : 50: 29 28 6 . 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 : 46.7 57.9 64.6 74.6 41.0 57.8 55.1 72.0
Old : 46.7 57.9 64.6 74.6 41.0 57.8 55.1 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 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 : 408,317: 304,994 293,444 43,168 55,286 13,189 9,791 12,274 28,414 0 0 0: 8,761 5,710
Old : 408,317: 304,994 293,444 43,168 55,286 13,189 9,791 12,274 28,414 0 0 0: 8,761 5,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 12,077: 11,977 9,409 -3,693 0 -277 787 -1,092 4,622 0 0 0: -1,339 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 71.9 10.6 13.5 3.2 2.4 3.0 7.0 0.0 0.0 0.0: 2.1 1.4
Old : 100.0: 74.7 71.9 10.6 13.5 3.2 2.4 3.0 7.0 0.0 0.0 0.0: 2.1 1.4
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 : 60: 32 27 7 9 10 . 4 5 0 0 0:
Old : 60: 32 27 7 9 10 . 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 : 35.6 59.2 53.1 70.5 33.1 56.6 48.2 64.9
Old : 35.6 59.2 53.1 70.5 33.1 56.6 48.2 64.9
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, February 21, 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 : 264,358: 226,233 121,864 5,336 77,546 19,981 421 26,061 9,730 0 1,864 62: 2,595 7,250
Old : 264,358: 226,233 121,864 5,336 77,546 19,981 421 26,061 9,730 0 1,864 62: 2,595 7,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 15,576: 18,232 9,790 928 1,482 224 -5,279 716 3,823 0 0 0: -2,352 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 46.1 2.0 29.3 7.6 0.2 9.9 3.7 0.0 0.7 0.0: 1.0 2.7
Old : 100.0: 85.6 46.1 2.0 29.3 7.6 0.2 9.9 3.7 0.0 0.7 0.0: 1.0 2.7
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 : 44: 18 23 4 7 8 . 4 . 0 . .:
Old : 44: 18 23 4 7 8 . 4 . 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 : 73.6 40.9 83.8 59.8 71.7 37.7 74.9 54.2
Old : 73.6 40.9 83.8 59.8 71.7 37.7 74.9 54.2
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, February 21, 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 : 1,293,984: 133,401 156,962 233,322 110,498 122,184 215,877 286,053 320,561 46,142 101,190 147,417: 75,080 49,120
Old : 1,293,984: 133,401 156,962 233,322 110,498 122,184 215,877 286,053 320,561 46,142 101,190 147,417: 75,080 49,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -10,852: -3,668 -6,416 -1,066 3,366 6,195 -6,671 1,799 3,860 6,579 -3,065 -14,117: -1,963 -2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.1 18.0 8.5 9.4 16.7 22.1 24.8 3.6 7.8 11.4: 5.8 3.8
Old : 100.0: 10.3 12.1 18.0 8.5 9.4 16.7 22.1 24.8 3.6 7.8 11.4: 5.8 3.8
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 : 352: 45 43 24 13 31 68 86 84 52 49 70:
Old : 352: 45 43 24 13 31 68 86 84 52 49 70:
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 : 18.4 22.1 31.1 35.3 11.3 17.2 18.4 22.5
Old : 18.4 22.1 31.1 35.3 11.3 17.2 18.4 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 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 : 2,411,227: 267,429 207,169 94,810 86,965 948,515 55,613 154,982 504,498 43,165 10,042 489,312: 7,886 9,744
Old : 2,411,227: 267,429 207,169 94,810 86,965 948,515 55,613 154,982 504,498 43,165 10,042 489,312: 7,886 9,744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 598: -1,245 -193 2,857 502 400 1,837 -53 -786 -2,947 99 447: 37 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.6 3.9 3.6 39.3 2.3 6.4 20.9 1.8 0.4 20.3: 0.3 0.4
Old : 100.0: 11.1 8.6 3.9 3.6 39.3 2.3 6.4 20.9 1.8 0.4 20.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 146: 39 35 12 14 24 16 31 34 21 11 24:
Old : 146: 39 35 12 14 24 16 31 34 21 11 24:
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 : 33.3 33.9 53.2 56.5 5.2 5.3 7.5 7.3
Old : 33.3 33.9 53.2 56.5 5.2 5.3 7.5 7.3
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, February 21, 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 : 112,582: 1,595 3,080 300 5,571 53,494 8,242 656 7,300 12,491 13,895 26,287: 2,874 2,300
Old : 112,582: 1,595 3,080 300 5,571 53,494 8,242 656 7,300 12,491 13,895 26,287: 2,874 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 8,105: 0 -202 0 -418 117 500 0 3,550 2,397 3,500 1,448: 92 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.7 0.3 4.9 47.5 7.3 0.6 6.5 11.1 12.3 23.3: 2.6 2.0
Old : 100.0: 1.4 2.7 0.3 4.9 47.5 7.3 0.6 6.5 11.1 12.3 23.3: 2.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 4 5 . 5 7 4 . 5 7 4 10:
Old : 29: 4 5 . 5 7 4 . 5 7 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 66.9 80.9 84.6 15.3 15.2 17.7 18.3
Old : 64.6 66.9 80.9 84.6 15.3 15.2 17.7 18.3
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, February 21, 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 : 120,728: 3,070 6,623 2,403 15,986 10,182 56,784 43,682 40,933 3,975 807 1,080: 2,300 1,435
Old : 120,728: 3,070 6,623 2,403 15,986 10,182 56,784 43,682 40,933 3,975 807 1,080: 2,300 1,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -13,039: -354 -360 -12 1,104 147 1,007 -852 -13,554 -212 -200 38: -100 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.5 2.0 13.2 8.4 47.0 36.2 33.9 3.3 0.7 0.9: 1.9 1.2
Old : 100.0: 2.5 5.5 2.0 13.2 8.4 47.0 36.2 33.9 3.3 0.7 0.9: 1.9 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 : 45: 7 11 . 5 5 4 14 14 4 . .:
Old : 45: 7 11 . 5 5 4 14 14 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 : 76.7 42.1 87.8 68.9 47.0 31.4 52.3 44.1
Old : 76.7 42.1 87.8 68.9 47.0 31.4 52.3 44.1
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, February 21, 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 : 50,391: 27,722 16,289 13,055 13,889 2,707 0 7,054 1,888 0 0 0: 5,019 8,564
Old : 50,391: 27,722 16,289 13,055 13,889 2,707 0 7,054 1,888 0 0 0: 5,019 8,564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,382: 110 1,202 0 0 0 0 184 -184 0 0 0: 1,456 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 32.3 25.9 27.6 5.4 0.0 14.0 3.7 0.0 0.0 0.0: 10.0 17.0
Old : 100.0: 55.0 32.3 25.9 27.6 5.4 0.0 14.0 3.7 0.0 0.0 0.0: 10.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 4 . 4 0 . . 0 0 0:
Old : 20: 9 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 : 51.5 53.8 77.8 71.9 49.4 48.8 71.3 64.9
Old : 51.5 53.8 77.8 71.9 49.4 48.8 71.3 64.9
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, February 21, 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 : 82,870: 48,713 34,700 13,057 24,457 9,762 0 1,612 2,538 0 0 0: 8,800 9,802
Old : 82,870: 48,713 34,700 13,057 24,457 9,762 0 1,612 2,538 0 0 0: 8,800 9,802
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 151: 199 -31 0 0 0 -31 199 -17 0 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 41.9 15.8 29.5 11.8 0.0 1.9 3.1 0.0 0.0 0.0: 10.6 11.8
Old : 100.0: 58.8 41.9 15.8 29.5 11.8 0.0 1.9 3.1 0.0 0.0 0.0: 10.6 11.8
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 : 25: 13 10 4 4 . 0 . . 0 0 0:
Old : 25: 13 10 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 : 46.2 39.0 69.8 63.2 34.2 34.2 56.1 54.8
Old : 46.2 39.0 69.8 63.2 34.2 34.2 56.1 54.8
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, February 21, 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 : 2,940,899: 625,109 477,416 416,019 750,223 547,331 325,554 258,657 573,932 209,432 105,923 205,670: 37,852 21,747
Old : 2,940,899: 625,109 477,416 416,019 750,223 547,331 325,554 258,657 573,932 209,432 105,923 205,670: 37,852 21,747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 61,969: 14,900 2,571 -5,916 -9,727 38,743 -23,355 -34,628 48,074 -18,219 10,367 7,416: 326 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.2 14.1 25.5 18.6 11.1 8.8 19.5 7.1 3.6 7.0: 1.3 0.7
Old : 100.0: 21.3 16.2 14.1 25.5 18.6 11.1 8.8 19.5 7.1 3.6 7.0: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 165: 71 65 8 19 26 22 13 28 13 11 18:
Old : 165: 71 65 8 19 26 22 13 28 13 11 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 28.1 43.8 45.8 22.0 18.5 28.5 27.7
Old : 30.2 28.1 43.8 45.8 22.0 18.5 28.5 27.7
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, February 21, 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 : 1,466,658: 122,220 235,479 290,003 417,950 345,301 308,232 42,139 203,049 46,479 73,786 147,192: 4,182 1,762
Old : 1,466,658: 122,220 235,479 290,003 417,950 345,301 308,232 42,139 203,049 46,479 73,786 147,192: 4,182 1,762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 32,981: 4,752 5,747 4,600 4,928 8,141 7,262 13,322 5,280 18,550 10,770 -15,225: -379 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 16.1 19.8 28.5 23.5 21.0 2.9 13.8 3.2 5.0 10.0: 0.3 0.1
Old : 100.0: 8.3 16.1 19.8 28.5 23.5 21.0 2.9 13.8 3.2 5.0 10.0: 0.3 0.1
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 : 93: 20 21 15 10 18 16 8 17 8 12 15:
Old : 93: 20 21 15 10 18 16 8 17 8 12 15:
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 : 34.6 42.2 59.2 59.1 19.9 30.8 31.4 39.5
Old : 34.6 42.2 59.2 59.1 19.9 30.8 31.4 39.5
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, February 21, 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 : 18,745: 17,724 11,054 173 6,897 302 0 0 0 220 0 0: 326 492
Old : 18,745: 17,724 11,054 173 6,897 302 0 0 0 220 0 0: 326 492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 333: 268 392 60 -60 -14 0 0 0 135 0 0: -116 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 59.0 0.9 36.8 1.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.7 2.6
Old : 100.0: 94.6 59.0 0.9 36.8 1.6 0.0 0.0 0.0 1.2 0.0 0.0: 1.7 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 : 44: 25 25 . 9 6 0 0 0 . 0 0:
Old : 44: 25 25 . 9 6 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 : 50.5 37.9 67.7 59.8 48.5 37.8 60.9 50.4
Old : 50.5 37.9 67.7 59.8 48.5 37.8 60.9 50.4
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, February 21, 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 : 8,990: 7,298 3,129 222 5,006 273 305 0 0 270 3 27: 595 552
Old : 8,990: 7,298 3,129 222 5,006 273 305 0 0 270 3 27: 595 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 280: -126 -21 0 305 0 305 0 0 15 0 0: 86 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 34.8 2.5 55.7 3.0 3.4 0.0 0.0 3.0 0.0 0.3: 6.6 6.1
Old : 100.0: 81.2 34.8 2.5 55.7 3.0 3.4 0.0 0.0 3.0 0.0 0.3: 6.6 6.1
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 : 23: 13 11 . 4 . . 0 0 . . .:
Old : 23: 13 11 . 4 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 62.5 71.4 82.6 48.5 62.5 62.0 71.3
Old : 52.1 62.5 71.4 82.6 48.5 62.5 62.0 71.3
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, February 21, 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 : 6,128: 3,885 3,217 1,376 1,656 523 0 0 0 0 155 20: 324 557
Old : 6,128: 3,885 3,217 1,376 1,656 523 0 0 0 0 155 20: 324 557
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 52.5 22.5 27.0 8.5 0.0 0.0 0.0 0.0 2.5 0.3: 5.3 9.1
Old : 100.0: 63.4 52.5 22.5 27.0 8.5 0.0 0.0 0.0 0.0 2.5 0.3: 5.3 9.1
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 : 20: 10 6 4 4 6 0 0 0 0 . .:
Old : 20: 10 6 4 4 6 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 52.7 79.4 76.8 55.8 40.6 62.9 56.5
Old : 55.9 52.7 79.4 76.8 55.8 40.6 62.9 56.5
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, February 21, 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 : 8,916: 4,644 3,114 2,993 4,984 145 0 0 0 450 40 0: 684 633
Old : 8,916: 4,644 3,114 2,993 4,984 145 0 0 0 450 40 0: 684 633
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 515: 5 245 -60 120 15 0 0 0 450 40 0: 105 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 34.9 33.6 55.9 1.6 0.0 0.0 0.0 5.0 0.4 0.0: 7.7 7.1
Old : 100.0: 52.1 34.9 33.6 55.9 1.6 0.0 0.0 0.0 5.0 0.4 0.0: 7.7 7.1
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 : 23: 11 8 . 5 . 0 0 0 . . 0:
Old : 23: 11 8 . 5 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 57.1 83.0 83.0 60.8 56.6 80.2 80.6
Old : 63.5 57.1 83.0 83.0 60.8 56.6 80.2 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012