NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,540,077: 1,620,650 873,435 173,590 1,084,809 640,535 273,872 87,033 1,410,757 33,917 62,445 354,972: 31,784 26,091
Old : 4,540,077: 1,620,650 873,435 173,590 1,084,809 640,535 273,872 87,033 1,410,757 33,917 62,445 354,972: 31,784 26,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 27,341: 628 10,601 -4,810 -37,334 23,959 -24,415 26,159 27,668 1,228 -31,096 1,472: 1,611 5,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 19.2 3.8 23.9 14.1 6.0 1.9 31.1 0.7 1.4 7.8: 0.7 0.6
Old : 100.0: 35.7 19.2 3.8 23.9 14.1 6.0 1.9 31.1 0.7 1.4 7.8: 0.7 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 : 215: 94 90 11 24 30 23 12 36 18 20 35:
Old : 215: 94 90 11 24 30 23 12 36 18 20 35:
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 27.8 36.6 41.0 9.2 15.4 14.7 20.8
Old : 24.0 27.8 36.6 41.0 9.2 15.4 14.7 20.8
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 367,814: 214,273 239,381 35,948 21,035 59,493 7,050 16,708 27,827 1,519 0 756: 20,948 2,614
Old : 367,814: 214,273 239,381 35,948 21,035 59,493 7,050 16,708 27,827 1,519 0 756: 20,948 2,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -11,464: -2,054 -15,791 -7,097 -439 -3,722 -14,582 -45 9,587 1,433 0 -444: 5,415 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 65.1 9.8 5.7 16.2 1.9 4.5 7.6 0.4 0.0 0.2: 5.7 0.7
Old : 100.0: 58.3 65.1 9.8 5.7 16.2 1.9 4.5 7.6 0.4 0.0 0.2: 5.7 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 : 53: 27 22 4 8 9 4 6 9 . 0 .:
Old : 53: 27 22 4 8 9 4 6 9 . 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 49.4 52.8 70.9 24.1 32.0 32.9 38.3
Old : 33.0 49.4 52.8 70.9 24.1 32.0 32.9 38.3
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 185,955: 155,105 95,645 5,950 62,044 11,625 1,321 3,811 6,854 0 0 0: 5,100 5,976
Old : 185,955: 155,105 95,645 5,950 62,044 11,625 1,321 3,811 6,854 0 0 0: 5,100 5,976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -13,365: -13,459 -10,082 1,158 -2,652 -2,218 -643 571 728 0 0 0: 1,069 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 51.4 3.2 33.4 6.3 0.7 2.0 3.7 0.0 0.0 0.0: 2.7 3.2
Old : 100.0: 83.4 51.4 3.2 33.4 6.3 0.7 2.0 3.7 0.0 0.0 0.0: 2.7 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 : 40: 19 20 . 9 9 . . 5 0 0 0:
Old : 40: 19 20 . 9 9 . . 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 : 54.1 40.8 71.6 64.3 50.1 38.2 61.2 55.9
Old : 54.1 40.8 71.6 64.3 50.1 38.2 61.2 55.9
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 310,047: 199,421 92,339 30,956 155,605 41,278 25,996 10,124 4,408 0 63 460: 7,528 5,770
Old : 310,047: 199,421 92,339 30,956 155,605 41,278 25,996 10,124 4,408 0 63 460: 7,528 5,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -24,799: -12,606 -19,930 -5,223 -4,513 -1,621 -4,146 1,570 -2,201 0 -64 -122: 1,120 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 29.8 10.0 50.2 13.3 8.4 3.3 1.4 0.0 0.0 0.1: 2.4 1.9
Old : 100.0: 64.3 29.8 10.0 50.2 13.3 8.4 3.3 1.4 0.0 0.0 0.1: 2.4 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 : 44: 19 19 5 9 13 . . . 0 . .:
Old : 44: 19 19 5 9 13 . . . 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 : 44.5 45.5 65.3 71.4 42.6 39.1 59.9 61.3
Old : 44.5 45.5 65.3 71.4 42.6 39.1 59.9 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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 702,460: 473,446 256,740 84,135 266,243 86,990 4,654 33,229 47,461 563 5,772 1,199: 4,012 4,826
Old : 702,460: 473,446 256,740 84,135 266,243 86,990 4,654 33,229 47,461 563 5,772 1,199: 4,012 4,826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -36,918: -26,894 -23,808 -2,285 -13,862 2,260 -2,677 -3,672 -3,909 563 4,935 -387: -3,589 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 36.5 12.0 37.9 12.4 0.7 4.7 6.8 0.1 0.8 0.2: 0.6 0.7
Old : 100.0: 67.4 36.5 12.0 37.9 12.4 0.7 4.7 6.8 0.1 0.8 0.2: 0.6 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 : 68: 35 26 7 13 19 4 5 9 . . .:
Old : 68: 35 26 7 13 19 4 5 9 . . .:
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 : 38.2 37.4 52.2 53.8 26.7 27.6 39.1 38.5
Old : 38.2 37.4 52.2 53.8 26.7 27.6 39.1 38.5
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 179,542: 124,415 114,553 22,447 47,244 5,085 16,627 0 730 0 0 0: 10,238 11,930
Old : 179,542: 124,415 114,553 22,447 47,244 5,085 16,627 0 730 0 0 0: 10,238 11,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -13,759: -12,802 -12,393 993 -1,611 -219 -3,338 -2,235 -1,346 0 0 0: 2,953 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 63.8 12.5 26.3 2.8 9.3 0.0 0.4 0.0 0.0 0.0: 5.7 6.6
Old : 100.0: 69.3 63.8 12.5 26.3 2.8 9.3 0.0 0.4 0.0 0.0 0.0: 5.7 6.6
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 : 34: 20 16 5 . 4 4 0 . 0 0 0:
Old : 34: 20 16 5 . 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 : 44.9 65.7 60.0 79.8 42.5 62.4 57.1 71.1
Old : 44.9 65.7 60.0 79.8 42.5 62.4 57.1 71.1
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 321,671: 226,581 152,983 36,176 68,316 22,454 18,140 59,787 6,282 0 0 0: 12,038 11,849
Old : 321,671: 226,581 152,983 36,176 68,316 22,454 18,140 59,787 6,282 0 0 0: 12,038 11,849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -17,017: -11,283 -17,213 5,465 -6,200 -4,270 763 13,369 -8,130 0 0 0: 438 5,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 47.6 11.2 21.2 7.0 5.6 18.6 2.0 0.0 0.0 0.0: 3.7 3.7
Old : 100.0: 70.4 47.6 11.2 21.2 7.0 5.6 18.6 2.0 0.0 0.0 0.0: 3.7 3.7
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 : 49: 24 20 6 11 10 . . 4 0 0 0:
Old : 49: 24 20 6 11 10 . . 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 : 34.3 46.5 55.6 61.0 30.7 43.3 49.1 55.3
Old : 34.3 46.5 55.6 61.0 30.7 43.3 49.1 55.3
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 180,940: 134,013 57,572 6,769 60,238 22,854 2,382 27,389 7,136 29 0 308: 7,449 5,443
Old : 180,940: 134,013 57,572 6,769 60,238 22,854 2,382 27,389 7,136 29 0 308: 7,449 5,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -6,072: -2,815 6,819 -4,383 -254 -96 -991 -13,633 703 29 0 308: 1,173 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 31.8 3.7 33.3 12.6 1.3 15.1 3.9 0.0 0.0 0.2: 4.1 3.0
Old : 100.0: 74.1 31.8 3.7 33.3 12.6 1.3 15.1 3.9 0.0 0.0 0.2: 4.1 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 : 40: 19 14 . 11 6 . . 4 . 0 .:
Old : 40: 19 14 . 11 6 . . 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 : 56.6 37.4 68.7 59.6 52.1 32.5 60.1 49.8
Old : 56.6 37.4 68.7 59.6 52.1 32.5 60.1 49.8
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 956,442: 65,682 95,953 277,265 22,022 97,117 104,898 296,084 229,240 28,083 91,411 71,916: 82,241 52,699
Old : 956,442: 65,682 95,953 277,265 22,022 97,117 104,898 296,084 229,240 28,083 91,411 71,916: 82,241 52,699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -25,766: -1,516 2,987 1,541 976 8,465 -1,048 -17,275 -16,091 -7,884 3,026 -10,728: 1,495 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.0 29.0 2.3 10.2 11.0 31.0 24.0 2.9 9.6 7.5: 8.6 5.5
Old : 100.0: 6.9 10.0 29.0 2.3 10.2 11.0 31.0 24.0 2.9 9.6 7.5: 8.6 5.5
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 : 295: 39 36 20 12 27 52 81 71 32 43 51:
Old : 295: 39 36 20 12 27 52 81 71 32 43 51:
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 : 19.7 26.5 33.9 37.3 17.2 18.1 25.7 24.7
Old : 19.7 26.5 33.9 37.3 17.2 18.1 25.7 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,275: 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0: 10,809 3,714
Old : 52,275: 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0: 10,809 3,714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -2,969: -2,139 -1,078 -248 -1,364 -62 0 0 0 0 0 0: -520 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 51.2 20.8 32.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 7.1
Old : 100.0: 49.7 51.2 20.8 32.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 20.7 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 : 21: 11 9 . 5 4 0 0 0 0 0 0:
Old : 21: 11 9 . 5 4 0 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 : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
Old : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 43,960: 22,149 29,765 10,786 642 590 2,938 2,522 2,174 0 0 0: 5,323 8,267
Old : 43,960: 22,149 29,765 10,786 642 590 2,938 2,522 2,174 0 0 0: 5,323 8,267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -4,318: -5,114 -3,392 -163 -497 0 358 37 -401 0 0 0: 1,002 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 67.7 24.5 1.5 1.3 6.7 5.7 4.9 0.0 0.0 0.0: 12.1 18.8
Old : 100.0: 50.4 67.7 24.5 1.5 1.3 6.7 5.7 4.9 0.0 0.0 0.0: 12.1 18.8
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 : 21: 8 10 4 . . . . . 0 0 0:
Old : 21: 8 10 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 : 48.7 55.0 71.3 69.7 47.4 53.1 67.6 64.9
Old : 48.7 55.0 71.3 69.7 47.4 53.1 67.6 64.9
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 95,124: 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0: 7,443 4,416
Old : 95,124: 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0: 7,443 4,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 -1,006 0 0 0 -290 -410 290 0 0 0: 0 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0: 7.8 4.6
Old : 100.0: 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0: 7.8 4.6
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 : 28: 9 11 5 5 6 0 . . 0 0 0:
Old : 28: 9 11 5 5 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 : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
Old : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 143,246: 72,291 59,424 23,893 54,675 19,659 10,840 0 2,596 0 0 0: 13,967 6,892
Old : 143,246: 72,291 59,424 23,893 54,675 19,659 10,840 0 2,596 0 0 0: 13,967 6,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 110: 96 -212 0 0 0 -988 0 442 0 0 0: 560 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 41.5 16.7 38.2 13.7 7.6 0.0 1.8 0.0 0.0 0.0: 9.8 4.8
Old : 100.0: 50.5 41.5 16.7 38.2 13.7 7.6 0.0 1.8 0.0 0.0 0.0: 9.8 4.8
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 : 33: 14 13 5 7 6 . 0 . 0 0 0:
Old : 33: 14 13 5 7 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 : 32.3 39.8 55.3 63.6 29.6 34.1 44.1 50.6
Old : 32.3 39.8 55.3 63.6 29.6 34.1 44.1 50.6
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,548,265: 722,586 363,755 108,892 880,090 404,585 371,557 26,429 529,976 141,919 76,091 244,447: 24,303 22,892
Old : 2,548,265: 722,586 363,755 108,892 880,090 404,585 371,557 26,429 529,976 141,919 76,091 244,447: 24,303 22,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -26,181: 10,179 3,360 -2,545 -4,089 -7,766 4,521 -4,344 -19,367 -7,899 9,599 -3,257: -47 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 14.3 4.3 34.5 15.9 14.6 1.0 20.8 5.6 3.0 9.6: 1.0 0.9
Old : 100.0: 28.4 14.3 4.3 34.5 15.9 14.6 1.0 20.8 5.6 3.0 9.6: 1.0 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 : 168: 70 54 10 19 26 21 13 35 17 12 26:
Old : 168: 70 54 10 19 26 21 13 35 17 12 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 : 26.4 29.8 35.9 46.5 15.0 23.8 21.6 31.8
Old : 26.4 29.8 35.9 46.5 15.0 23.8 21.6 31.8
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,001,854: 157,814 156,190 178,630 280,724 281,718 97,637 53,800 87,968 83,191 26,669 110,747: 4,149 4,038
Old : 1,001,854: 157,814 156,190 178,630 280,724 281,718 97,637 53,800 87,968 83,191 26,669 110,747: 4,149 4,038
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 34,509: 5,376 -874 -5,378 -3,715 16,155 -7,864 720 14,458 13,535 9,286 -1,184: -589 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.6 17.8 28.0 28.1 9.7 5.4 8.8 8.3 2.7 11.1: 0.4 0.4
Old : 100.0: 15.8 15.6 17.8 28.0 28.1 9.7 5.4 8.8 8.3 2.7 11.1: 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 : 95: 20 15 10 12 18 14 10 18 17 11 23:
Old : 95: 20 15 10 12 18 14 10 18 17 11 23:
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 : 23.6 36.7 43.6 57.9 13.2 25.2 23.3 35.8
Old : 23.6 36.7 43.6 57.9 13.2 25.2 23.3 35.8
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,267: 20,575 13,152 195 7,979 710 129 140 31 295 0 0: 332 255
Old : 22,267: 20,575 13,152 195 7,979 710 129 140 31 295 0 0: 332 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,895: -1,390 -1,257 -105 -361 -238 -107 0 16 -125 0 0: 54 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 59.1 0.9 35.8 3.2 0.6 0.6 0.1 1.3 0.0 0.0: 1.5 1.1
Old : 100.0: 92.4 59.1 0.9 35.8 3.2 0.6 0.6 0.1 1.3 0.0 0.0: 1.5 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: 30 25 . 6 7 . . . . 0 0:
Old : 42: 30 25 . 6 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 : 41.5 45.1 63.2 66.9 30.6 36.3 41.2 47.3
Old : 41.5 45.1 63.2 66.9 30.6 36.3 41.2 47.3
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 16,379: 14,698 7,863 25 7,590 397 366 80 10 585 0 0: 298 439
Old : 16,379: 14,698 7,863 25 7,590 397 366 80 10 585 0 0: 298 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 310: 435 240 0 15 0 -130 80 -25 45 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 48.0 0.2 46.3 2.4 2.2 0.5 0.1 3.6 0.0 0.0: 1.8 2.7
Old : 100.0: 89.7 48.0 0.2 46.3 2.4 2.2 0.5 0.1 3.6 0.0 0.0: 1.8 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 : 26: 15 14 . 5 4 . . . . 0 0:
Old : 26: 15 14 . 5 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 : 61.1 62.7 82.1 86.8 47.2 53.3 62.7 70.5
Old : 61.1 62.7 82.1 86.8 47.2 53.3 62.7 70.5
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,534: 5,530 3,868 443 2,078 782 0 5 145 0 0 0: 634 656
Old : 7,534: 5,530 3,868 443 2,078 782 0 5 145 0 0 0: 634 656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 497: 23 479 276 -34 81 0 5 60 0 -17 -20: 77 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 51.3 5.9 27.6 10.4 0.0 0.1 1.9 0.0 0.0 0.0: 8.4 8.7
Old : 100.0: 73.4 51.3 5.9 27.6 10.4 0.0 0.1 1.9 0.0 0.0 0.0: 8.4 8.7
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 : 22: 10 12 . 6 6 0 . . 0 0 0:
Old : 22: 10 12 . 6 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 : 68.1 52.0 81.0 72.5 64.4 46.6 66.3 60.5
Old : 68.1 52.0 81.0 72.5 64.4 46.6 66.3 60.5
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,739: 8,971 6,591 595 3,094 453 0 0 0 0 0 0: 720 601
Old : 10,739: 8,971 6,591 595 3,094 453 0 0 0 0 0 0: 720 601
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 265: -170 200 60 -175 195 0 0 0 0 0 0: 180 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 61.4 5.5 28.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 6.7 5.6
Old : 100.0: 83.5 61.4 5.5 28.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 6.7 5.6
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 : 23: 12 12 . 4 4 0 0 0 0 0 0:
Old : 23: 12 12 . 4 4 0 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 : 58.4 59.1 77.8 77.4 55.3 57.3 73.1 73.4
Old : 58.4 59.1 77.8 77.4 55.3 57.3 73.1 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011