NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 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 : 5,331,752: 2,007,564 1,505,809 343,881 1,391,130 601,928 854,368 186,884 867,816 25,185 150,451 604,812: 26,198 22,922
Old : 5,331,752: 2,007,564 1,505,809 343,881 1,391,130 601,928 854,368 186,884 867,816 25,185 150,451 604,812: 26,198 22,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 115,168: 25,975 43,120 10,248 20,085 16,857 94,285 27,659 -57,718 -39,439 3,391 59,646: 5,314 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 28.2 6.4 26.1 11.3 16.0 3.5 16.3 0.5 2.8 11.3: 0.5 0.4
Old : 100.0: 37.7 28.2 6.4 26.1 11.3 16.0 3.5 16.3 0.5 2.8 11.3: 0.5 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 : 225: 112 107 10 23 28 19 16 32 14 20 31:
Old : 225: 112 107 10 23 28 19 16 32 14 20 31:
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 : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
Old : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
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, May 29, 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 : 319,862: 216,511 224,126 45,726 49,320 29,260 2,330 4,493 5,332 1,358 542 1,817: 17,528 4,972
Old : 319,862: 216,511 224,126 45,726 49,320 29,260 2,330 4,493 5,332 1,358 542 1,817: 17,528 4,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,529: -5,798 265 3,184 633 -1,909 495 -2,648 433 242 -296 -213: 37 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 70.1 14.3 15.4 9.1 0.7 1.4 1.7 0.4 0.2 0.6: 5.5 1.6
Old : 100.0: 67.7 70.1 14.3 15.4 9.1 0.7 1.4 1.7 0.4 0.2 0.6: 5.5 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: 31 31 6 4 9 . . 4 . . .:
Old : 55: 31 31 6 4 9 . . 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 : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
Old : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
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, May 29, 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 : 178,879: 115,992 91,752 28,403 45,955 23,994 2,503 10,025 3,715 232 239 831: 3,209 2,368
Old : 178,879: 115,992 91,752 28,403 45,955 23,994 2,503 10,025 3,715 232 239 831: 3,209 2,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 668: -1,251 -172 -930 -655 981 1,874 126 0 -182 62 29: 147 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 51.3 15.9 25.7 13.4 1.4 5.6 2.1 0.1 0.1 0.5: 1.8 1.3
Old : 100.0: 64.8 51.3 15.9 25.7 13.4 1.4 5.6 2.1 0.1 0.1 0.5: 1.8 1.3
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 : 40: 22 22 . 10 11 . . . . . .:
Old : 40: 22 22 . 10 11 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
Old : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
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, May 29, 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 : 272,989: 189,931 110,610 42,048 96,776 30,193 1,468 15,903 1,842 0 241 493: 7,014 16,931
Old : 272,989: 189,931 110,610 42,048 96,776 30,193 1,468 15,903 1,842 0 241 493: 7,014 16,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 353: -396 -2,783 623 1,790 11 -1,050 -449 214 -239 241 28: 1,162 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 40.5 15.4 35.5 11.1 0.5 5.8 0.7 0.0 0.1 0.2: 2.6 6.2
Old : 100.0: 69.6 40.5 15.4 35.5 11.1 0.5 5.8 0.7 0.0 0.1 0.2: 2.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 20 4 8 10 . . . 0 . .:
Old : 46: 22 20 4 8 10 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
Old : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
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, May 29, 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 : 824,113: 647,233 316,360 7,720 317,439 133,773 564 23,613 28,377 1,973 129 1,069: 3,404 3,353
Old : 824,113: 647,233 316,360 7,720 317,439 133,773 564 23,613 28,377 1,973 129 1,069: 3,404 3,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 35,393: 23,360 22,436 94 7,138 3,288 564 -4,262 7,125 1,138 -586 -27: -149 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 38.4 0.9 38.5 16.2 0.1 2.9 3.4 0.2 0.0 0.1: 0.4 0.4
Old : 100.0: 78.5 38.4 0.9 38.5 16.2 0.1 2.9 3.4 0.2 0.0 0.1: 0.4 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 : 69: 37 29 4 15 19 . 6 6 . . .:
Old : 69: 37 29 4 15 19 . 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 : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
Old : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
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, May 29, 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 : 235,199: 157,054 203,893 35,965 9,164 18,019 17,561 0 1,079 0 0 0: 5,521 3,044
Old : 235,199: 157,054 203,893 35,965 9,164 18,019 17,561 0 1,079 0 0 0: 5,521 3,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 3,141: 3,183 5,003 -637 -1,280 848 235 0 -244 0 0 0: -244 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 86.7 15.3 3.9 7.7 7.5 0.0 0.5 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 66.8 86.7 15.3 3.9 7.7 7.5 0.0 0.5 0.0 0.0 0.0: 2.3 1.3
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 : 41: 27 25 . . . . 0 . 0 0 0:
Old : 41: 27 25 . . . . 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 : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
Old : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 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 : 364,595: 270,960 224,075 26,279 70,108 10,891 3,701 5,001 45,461 0 0 0: 7,303 9,059
Old : 364,595: 270,960 224,075 26,279 70,108 10,891 3,701 5,001 45,461 0 0 0: 7,303 9,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,780: -1,195 -1,642 0 7,188 -50 1,983 -5,002 2,042 0 0 0: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 61.5 7.2 19.2 3.0 1.0 1.4 12.5 0.0 0.0 0.0: 2.0 2.5
Old : 100.0: 74.3 61.5 7.2 19.2 3.0 1.0 1.4 12.5 0.0 0.0 0.0: 2.0 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 : 58: 29 27 4 11 8 4 4 5 0 0 0:
Old : 58: 29 27 4 11 8 4 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 : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Old : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
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, May 29, 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 : 179,398: 125,482 89,976 5,279 56,011 18,171 20,840 1,596 6,568 0 1,644 0: 3,058 5,432
Old : 179,398: 125,482 89,976 5,279 56,011 18,171 20,840 1,596 6,568 0 1,644 0: 3,058 5,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -6,022: -4,770 -1,513 -60 -6,131 -808 -3,014 124 2,066 0 240 0: 564 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 50.2 2.9 31.2 10.1 11.6 0.9 3.7 0.0 0.9 0.0: 1.7 3.0
Old : 100.0: 69.9 50.2 2.9 31.2 10.1 11.6 0.9 3.7 0.0 0.9 0.0: 1.7 3.0
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 : 49: 19 22 4 8 9 5 . . 0 . 0:
Old : 49: 19 22 4 8 9 5 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
Old : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
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, May 29, 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 : 1,237,203: 111,800 122,098 204,789 117,385 114,524 191,359 249,021 329,211 49,813 94,207 160,220: 75,488 50,539
Old : 1,237,203: 111,800 122,098 204,789 117,385 114,524 191,359 249,021 329,211 49,813 94,207 160,220: 75,488 50,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -23,423: -2,846 963 -9,043 -2,297 -8,295 -8,220 -10,453 5,268 2,339 -6,878 -1,922: -703 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.9 16.6 9.5 9.3 15.5 20.1 26.6 4.0 7.6 13.0: 6.1 4.1
Old : 100.0: 9.0 9.9 16.6 9.5 9.3 15.5 20.1 26.6 4.0 7.6 13.0: 6.1 4.1
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 : 322: 41 41 21 13 29 58 84 83 53 38 69:
Old : 322: 41 41 21 13 29 58 84 83 53 38 69:
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 : 17.3 23.4 27.6 36.1 10.5 16.0 18.0 21.5
Old : 17.3 23.4 27.6 36.1 10.5 16.0 18.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 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 : 44,329: 31,429 10,098 5,965 17,822 1,491 625 8,107 878 0 0 0: 3,941 5,933
Old : 44,329: 31,429 10,098 5,965 17,822 1,491 625 8,107 878 0 0 0: 3,941 5,933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -8: 0 0 0 0 0 0 40 -8 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 22.8 13.5 40.2 3.4 1.4 18.3 2.0 0.0 0.0 0.0: 8.9 13.4
Old : 100.0: 70.9 22.8 13.5 40.2 3.4 1.4 18.3 2.0 0.0 0.0 0.0: 8.9 13.4
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 : 21: 6 6 . 5 . . . . 0 0 0:
Old : 21: 6 6 . 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 : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
Old : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
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, May 29, 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 : 2,140,447: 223,823 205,569 42,882 62,003 932,767 74,054 98,619 389,665 41,538 15,003 430,504: 5,213 6,316
Old : 2,140,447: 223,823 205,569 42,882 62,003 932,767 74,054 98,619 389,665 41,538 15,003 430,504: 5,213 6,316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -264,833: -31,848 -28,305 -8,296 -39,686 -40,743 -47,719 -7,552 -80,567 6,978 -5,756 -62,049: -589 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.6 2.0 2.9 43.6 3.5 4.6 18.2 1.9 0.7 20.1: 0.2 0.3
Old : 100.0: 10.5 9.6 2.0 2.9 43.6 3.5 4.6 18.2 1.9 0.7 20.1: 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 : 148: 37 37 9 15 23 24 29 44 16 15 24:
Old : 148: 37 37 9 15 23 24 29 44 16 15 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 : 34.3 37.2 53.9 56.9 4.0 4.3 6.3 5.8
Old : 34.3 37.2 53.9 56.9 4.0 4.3 6.3 5.8
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, May 29, 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 : 86,254: 5,381 4,923 28,361 16,851 8,148 6,066 5,385 875 6,365 24,951 23,027: 8,030 2,094
Old : 86,254: 5,381 4,923 28,361 16,851 8,148 6,066 5,385 875 6,365 24,951 23,027: 8,030 2,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 905: 226 1,151 1,291 -70 131 400 135 -100 -216 5,810 -5,783: 4,957 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 32.9 19.5 9.4 7.0 6.2 1.0 7.4 28.9 26.7: 9.3 2.4
Old : 100.0: 6.2 5.7 32.9 19.5 9.4 7.0 6.2 1.0 7.4 28.9 26.7: 9.3 2.4
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 : 35: 7 9 6 . 9 . . . 7 5 12:
Old : 35: 7 9 6 . 9 . . . 7 5 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 66.7 68.4 78.4 41.6 46.6 46.4 55.1
Old : 54.3 66.7 68.4 78.4 41.6 46.6 46.4 55.1
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, May 29, 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 : 91,872: 2,088 6,550 3,648 4,968 12,862 33,482 27,418 36,493 1,452 1,736 1,501: 347 345
Old : 91,872: 2,088 6,550 3,648 4,968 12,862 33,482 27,418 36,493 1,452 1,736 1,501: 347 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,632: 53 320 -411 389 211 162 -609 4,343 232 -45 -22: 64 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.1 4.0 5.4 14.0 36.4 29.8 39.7 1.6 1.9 1.6: 0.4 0.4
Old : 100.0: 2.3 7.1 4.0 5.4 14.0 36.4 29.8 39.7 1.6 1.9 1.6: 0.4 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 : 40: 9 11 4 5 7 5 10 12 . . 4:
Old : 40: 9 11 4 5 7 5 10 12 . . 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 : 73.7 49.0 86.8 75.9 38.4 27.0 41.0 35.8
Old : 73.7 49.0 86.8 75.9 38.4 27.0 41.0 35.8
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, May 29, 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 : 73,065: 41,522 31,695 13,630 19,857 7,993 0 1,610 3,051 0 0 0: 6,869 8,859
Old : 73,065: 41,522 31,695 13,630 19,857 7,993 0 1,610 3,051 0 0 0: 6,869 8,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 138: -2 166 0 0 0 0 -168 140 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 43.4 18.7 27.2 10.9 0.0 2.2 4.2 0.0 0.0 0.0: 9.4 12.1
Old : 100.0: 56.8 43.4 18.7 27.2 10.9 0.0 2.2 4.2 0.0 0.0 0.0: 9.4 12.1
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 : 24: 12 10 4 4 . 0 . . 0 0 0:
Old : 24: 12 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 : 45.2 38.6 68.8 61.3 33.9 33.2 54.0 50.4
Old : 45.2 38.6 68.8 61.3 33.9 33.2 54.0 50.4
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, May 29, 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 : 2,815,658: 650,156 519,619 347,033 762,930 504,006 325,163 130,500 564,381 133,400 25,599 254,472: 37,047 54,151
Old : 2,815,658: 650,156 519,619 347,033 762,930 504,006 325,163 130,500 564,381 133,400 25,599 254,472: 37,047 54,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 13,950: 583 6,883 969 -3,982 3,294 317 -5,196 -4,522 -6,668 -27,061 14,577: 5,400 29,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.5 12.3 27.1 17.9 11.5 4.6 20.0 4.7 0.9 9.0: 1.3 1.9
Old : 100.0: 23.1 18.5 12.3 27.1 17.9 11.5 4.6 20.0 4.7 0.9 9.0: 1.3 1.9
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 : 160: 73 60 9 17 23 18 12 25 15 8 20:
Old : 160: 73 60 9 17 23 18 12 25 15 8 20:
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 : 29.4 25.7 42.1 41.3 17.8 15.4 24.8 24.8
Old : 29.4 25.7 42.1 41.3 17.8 15.4 24.8 24.8
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, May 29, 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 : 1,274,822: 115,227 194,426 226,325 263,901 349,510 119,574 91,285 208,551 102,806 15,649 147,852: 4,977 3,648
Old : 1,274,822: 115,227 194,426 226,325 263,901 349,510 119,574 91,285 208,551 102,806 15,649 147,852: 4,977 3,648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -229,893: -12,206 -36,990 -120,109 -34,295 -9,041 -33,581 -169,405 16,983 -66,001 8,481 -4,184: -1,754 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.3 17.8 20.7 27.4 9.4 7.2 16.4 8.1 1.2 11.6: 0.4 0.3
Old : 100.0: 9.0 15.3 17.8 20.7 27.4 9.4 7.2 16.4 8.1 1.2 11.6: 0.4 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 : 83: 20 17 17 7 19 12 12 19 5 9 11:
Old : 83: 20 17 17 7 19 12 12 19 5 9 11:
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 : 35.2 39.0 57.2 58.2 17.3 23.9 25.7 33.6
Old : 35.2 39.0 57.2 58.2 17.3 23.9 25.7 33.6
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, May 29, 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 : 27,276: 22,985 20,345 335 5,028 1,157 2,160 0 0 243 45 77: 319 624
Old : 27,276: 22,985 20,345 335 5,028 1,157 2,160 0 0 243 45 77: 319 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,302: 956 1,722 0 -819 327 0 0 0 -123 0 77: 65 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 74.6 1.2 18.4 4.2 7.9 0.0 0.0 0.9 0.2 0.3: 1.2 2.3
Old : 100.0: 84.3 74.6 1.2 18.4 4.2 7.9 0.0 0.0 0.9 0.2 0.3: 1.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 24 . 8 7 . 0 0 . . .:
Old : 45: 28 24 . 8 7 . 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 : 44.3 47.6 64.4 66.7 43.8 45.0 59.9 61.3
Old : 44.3 47.6 64.4 66.7 43.8 45.0 59.9 61.3
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, May 29, 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 : 8,822: 6,451 3,421 316 4,776 263 1,280 0 0 0 0 0: 512 362
Old : 8,822: 6,451 3,421 316 4,776 263 1,280 0 0 0 0 0: 512 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 465: 465 420 0 75 0 0 0 0 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 38.8 3.6 54.1 3.0 14.5 0.0 0.0 0.0 0.0 0.0: 5.8 4.1
Old : 100.0: 73.1 38.8 3.6 54.1 3.0 14.5 0.0 0.0 0.0 0.0 0.0: 5.8 4.1
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: 14 9 . 4 . . 0 0 0 0 0:
Old : 23: 14 9 . 4 . . 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 : 57.7 62.9 73.9 85.2 57.7 61.4 69.4 78.7
Old : 57.7 62.9 73.9 85.2 57.7 61.4 69.4 78.7
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, May 29, 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 : 8,756: 6,041 3,853 972 1,439 1,173 0 1,500 0 105 0 65: 400 726
Old : 8,756: 6,041 3,853 972 1,439 1,173 0 1,500 0 105 0 65: 400 726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 521: 444 344 -15 -4 136 0 0 0 -29 0 65: -80 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 44.0 11.1 16.4 13.4 0.0 17.1 0.0 1.2 0.0 0.7: 4.6 8.3
Old : 100.0: 69.0 44.0 11.1 16.4 13.4 0.0 17.1 0.0 1.2 0.0 0.7: 4.6 8.3
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 : 22: 9 8 . 5 6 0 . 0 . 0 .:
Old : 22: 9 8 . 5 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 : 63.9 53.3 84.2 72.7 60.4 49.5 67.8 62.1
Old : 63.9 53.3 84.2 72.7 60.4 49.5 67.8 62.1
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, May 29, 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 : 10,355: 5,072 4,870 3,420 4,600 210 0 0 0 1,060 0 0: 593 675
Old : 10,355: 5,072 4,870 3,420 4,600 210 0 0 0 1,060 0 0: 593 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1: -10 117 0 -127 0 0 0 0 0 0 0: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 47.0 33.0 44.4 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.7 6.5
Old : 100.0: 49.0 47.0 33.0 44.4 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.7 6.5
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 : 29: 17 13 . 6 4 0 0 0 . 0 0:
Old : 29: 17 13 . 6 4 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 : 51.5 48.7 72.1 72.6 49.9 44.8 63.9 62.6
Old : 51.5 48.7 72.1 72.6 49.9 44.8 63.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012