NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 4,656,086: 1,730,295 910,943 161,301 1,216,870 600,495 279,251 82,165 1,433,373 83,313 57,315 335,981: 32,077 18,944
Old : 4,656,086: 1,730,295 910,943 161,301 1,216,870 600,495 279,251 82,165 1,433,373 83,313 57,315 335,981: 32,077 18,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 28,877: 82,086 51,943 -14,859 133,147 -56,175 27,199 -36,457 -18,900 50,779 2,254 -37,757: -3,496 -9,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.6 3.5 26.1 12.9 6.0 1.8 30.8 1.8 1.2 7.2: 0.7 0.4
Old : 100.0: 37.2 19.6 3.5 26.1 12.9 6.0 1.8 30.8 1.8 1.2 7.2: 0.7 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 : 222: 99 96 12 26 35 22 14 34 18 17 35:
Old : 222: 99 96 12 26 35 22 14 34 18 17 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 : 23.5 26.7 37.7 41.1 10.0 16.1 15.3 22.3
Old : 23.5 26.7 37.7 41.1 10.0 16.1 15.3 22.3
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 22, 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 : 370,031: 224,808 234,997 39,110 25,034 58,835 5,986 25,367 22,008 1,458 0 2,010: 15,816 1,780
Old : 370,031: 224,808 234,997 39,110 25,034 58,835 5,986 25,367 22,008 1,458 0 2,010: 15,816 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,607: -5,587 -3,840 2,435 -904 2,147 -465 1,609 -2,422 -965 0 1,314: -3,064 -4,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 63.5 10.6 6.8 15.9 1.6 6.9 5.9 0.4 0.0 0.5: 4.3 0.5
Old : 100.0: 60.8 63.5 10.6 6.8 15.9 1.6 6.9 5.9 0.4 0.0 0.5: 4.3 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 : 59: 32 25 8 6 12 4 6 8 . 0 .:
Old : 59: 32 25 8 6 12 4 6 8 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 47.7 48.1 69.8 22.7 30.2 32.8 38.8
Old : 29.3 47.7 48.1 69.8 22.7 30.2 32.8 38.8
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 22, 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 : 184,613: 149,609 101,115 7,450 57,713 12,422 3,029 2,456 7,007 0 0 0: 5,096 3,900
Old : 184,613: 149,609 101,115 7,450 57,713 12,422 3,029 2,456 7,007 0 0 0: 5,096 3,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,560: -3,885 2,782 1,870 -412 -665 1,400 -1,059 -307 0 0 0: 27 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 54.8 4.0 31.3 6.7 1.6 1.3 3.8 0.0 0.0 0.0: 2.8 2.1
Old : 100.0: 81.0 54.8 4.0 31.3 6.7 1.6 1.3 3.8 0.0 0.0 0.0: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 22 . 9 10 4 . 5 0 0 0:
Old : 42: 22 22 . 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 : 51.0 41.2 70.1 62.9 47.0 38.2 60.4 54.0
Old : 51.0 41.2 70.1 62.9 47.0 38.2 60.4 54.0
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 22, 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 : 313,191: 202,555 98,503 31,588 159,409 38,669 28,706 6,541 3,541 0 37 580: 7,552 5,911
Old : 313,191: 202,555 98,503 31,588 159,409 38,669 28,706 6,541 3,541 0 37 580: 7,552 5,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,654: -871 3,652 1,606 4,157 -1,116 2,515 -2,659 -535 0 -1,160 457: -402 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 31.5 10.1 50.9 12.3 9.2 2.1 1.1 0.0 0.0 0.2: 2.4 1.9
Old : 100.0: 64.7 31.5 10.1 50.9 12.3 9.2 2.1 1.1 0.0 0.0 0.2: 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 : 46: 21 20 5 9 13 . . . 0 . .:
Old : 46: 21 20 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 : 45.4 46.4 65.5 72.6 43.5 41.3 60.4 64.4
Old : 45.4 46.4 65.5 72.6 43.5 41.3 60.4 64.4
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 22, 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 : 715,248: 486,927 254,301 82,062 262,153 96,332 1,588 53,333 40,742 0 936 1,331: 6,266 6,120
Old : 715,248: 486,927 254,301 82,062 262,153 96,332 1,588 53,333 40,742 0 936 1,331: 6,266 6,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 6,445: 18,827 1,623 1,877 -1,627 947 -3,531 22,805 -9,438 -375 -5,085 33: -1,895 -2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 35.6 11.5 36.7 13.5 0.2 7.5 5.7 0.0 0.1 0.2: 0.9 0.9
Old : 100.0: 68.1 35.6 11.5 36.7 13.5 0.2 7.5 5.7 0.0 0.1 0.2: 0.9 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 : 68: 35 26 8 13 20 . 7 7 0 . .:
Old : 68: 35 26 8 13 20 . 7 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 37.9 53.1 54.4 26.3 27.1 40.3 37.8
Old : 37.6 37.9 53.1 54.4 26.3 27.1 40.3 37.8
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 22, 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 : 182,099: 134,781 116,443 23,456 46,816 5,446 9,778 460 2,635 0 0 0: 6,003 10,299
Old : 182,099: 134,781 116,443 23,456 46,816 5,446 9,778 460 2,635 0 0 0: 6,003 10,299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,699: 2,260 903 -91 488 485 116 -363 942 0 0 0: -2,013 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 63.9 12.9 25.7 3.0 5.4 0.3 1.4 0.0 0.0 0.0: 3.3 5.7
Old : 100.0: 74.0 63.9 12.9 25.7 3.0 5.4 0.3 1.4 0.0 0.0 0.0: 3.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 17 5 . 4 . . . 0 0 0:
Old : 37: 23 17 5 . 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 : 47.1 66.1 62.1 80.1 45.2 62.9 59.3 71.0
Old : 47.1 66.1 62.1 80.1 45.2 62.9 59.3 71.0
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 - Futures Only, March 22, 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 : 327,711: 228,847 156,754 35,396 68,118 22,602 16,988 56,800 12,503 0 0 0: 11,375 10,934
Old : 327,711: 228,847 156,754 35,396 68,118 22,602 16,988 56,800 12,503 0 0 0: 11,375 10,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 4,499: -578 8,099 2,426 780 -222 -816 -6,803 4,875 0 0 0: -1,186 -2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 47.8 10.8 20.8 6.9 5.2 17.3 3.8 0.0 0.0 0.0: 3.5 3.3
Old : 100.0: 69.8 47.8 10.8 20.8 6.9 5.2 17.3 3.8 0.0 0.0 0.0: 3.5 3.3
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 : 53: 25 23 7 11 12 4 . 4 0 0 0:
Old : 53: 25 23 7 11 12 4 . 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 : 33.1 48.7 53.8 61.3 28.7 44.1 46.1 54.5
Old : 33.1 48.7 53.8 61.3 28.7 44.1 46.1 54.5
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 22, 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 : 191,569: 145,261 57,523 3,898 63,913 23,428 3,088 30,467 9,725 0 1,593 304: 5,865 4,616
Old : 191,569: 145,261 57,523 3,898 63,913 23,428 3,088 30,467 9,725 0 1,593 304: 5,865 4,616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 5,781: 7,019 -3,332 -611 2,421 -886 642 4,100 1,899 0 965 -93: -2,189 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 30.0 2.0 33.4 12.2 1.6 15.9 5.1 0.0 0.8 0.2: 3.1 2.4
Old : 100.0: 75.8 30.0 2.0 33.4 12.2 1.6 15.9 5.1 0.0 0.8 0.2: 3.1 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 : 45: 23 16 . 12 7 . 4 5 0 . .:
Old : 45: 23 16 . 12 7 . 4 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 36.5 67.1 58.5 51.2 32.3 59.3 48.9
Old : 55.2 36.5 67.1 58.5 51.2 32.3 59.3 48.9
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 - Futures Only, March 22, 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 : 897,569: 62,314 104,737 266,379 31,234 77,953 110,049 246,028 208,652 16,818 118,466 70,970: 84,434 39,529
Old : 897,569: 62,314 104,737 266,379 31,234 77,953 110,049 246,028 208,652 16,818 118,466 70,970: 84,434 39,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -20,998: 1,281 7,573 -6,879 9,895 -13,105 3,142 -35,800 675 -7,042 17,376 -1,128: 2,058 -6,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.7 29.7 3.5 8.7 12.3 27.4 23.2 1.9 13.2 7.9: 9.4 4.4
Old : 100.0: 6.9 11.7 29.7 3.5 8.7 12.3 27.4 23.2 1.9 13.2 7.9: 9.4 4.4
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 : 302: 43 41 21 15 31 60 66 75 33 49 60:
Old : 302: 43 41 21 15 31 60 66 75 33 49 60:
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 23.9 31.2 34.4 18.0 18.2 26.9 24.2
Old : 19.7 23.9 31.2 34.4 18.0 18.2 26.9 24.2
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 22, 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 : 52,613: 30,513 27,510 10,866 17,140 4,641 0 0 0 0 0 0: 6,593 3,322
Old : 52,613: 30,513 27,510 10,866 17,140 4,641 0 0 0 0 0 0: 6,593 3,322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 338: 4,554 730 0 0 0 0 0 0 0 0 0: -4,216 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 52.3 20.7 32.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.5 6.3
Old : 100.0: 58.0 52.3 20.7 32.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.5 6.3
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: 12 9 . 5 4 0 0 0 0 0 0:
Old : 22: 12 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 : 49.8 50.8 68.7 75.3 46.2 47.3 61.7 66.6
Old : 49.8 50.8 68.7 75.3 46.2 47.3 61.7 66.6
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 22, 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 : 44,068: 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0: 5,105 8,151
Old : 44,068: 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0: 5,105 8,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -30: 0 0 0 0 0 0 0 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0: 11.6 18.5
Old : 100.0: 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0: 11.6 18.5
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 : 22: 9 11 4 . . . . . 0 0 0:
Old : 22: 9 11 4 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 55.1 71.1 69.8 47.3 53.2 67.4 64.9
Old : 48.6 55.1 71.1 69.8 47.3 53.2 67.4 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 22, 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 15, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 22, 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 : 143,967: 72,986 59,265 23,893 54,675 19,659 10,287 0 3,067 0 0 0: 14,075 7,301
Old : 143,967: 72,986 59,265 23,893 54,675 19,659 10,287 0 3,067 0 0 0: 14,075 7,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 135: 411 1 0 0 0 -57 0 143 0 0 0: -362 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 41.2 16.6 38.0 13.7 7.1 0.0 2.1 0.0 0.0 0.0: 9.8 5.1
Old : 100.0: 50.7 41.2 16.6 38.0 13.7 7.1 0.0 2.1 0.0 0.0 0.0: 9.8 5.1
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 : 34: 15 14 5 7 6 . 0 . 0 0 0:
Old : 34: 15 14 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 : 32.1 39.2 55.0 62.3 29.5 33.5 44.1 50.0
Old : 32.1 39.2 55.0 62.3 29.5 33.5 44.1 50.0
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 22, 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 : 2,552,895: 713,362 372,769 106,261 854,012 418,495 343,367 39,050 526,357 167,881 70,781 250,550: 26,622 20,881
Old : 2,552,895: 713,362 372,769 106,261 854,012 418,495 343,367 39,050 526,357 167,881 70,781 250,550: 26,622 20,881
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 27,834: -969 20,064 -143 -22,687 1,333 -19,715 10,706 14,319 23,931 -710 7,214: 1,864 -2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.6 4.2 33.5 16.4 13.5 1.5 20.6 6.6 2.8 9.8: 1.0 0.8
Old : 100.0: 27.9 14.6 4.2 33.5 16.4 13.5 1.5 20.6 6.6 2.8 9.8: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 173: 74 59 11 19 26 21 14 34 18 12 25:
Old : 173: 74 59 11 19 26 21 14 34 18 12 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 28.9 35.6 46.0 13.6 22.5 20.8 30.7
Old : 26.2 28.9 35.6 46.0 13.6 22.5 20.8 30.7
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 - Futures Only, March 22, 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 : 1,053,967: 160,353 164,364 161,509 268,237 324,139 106,977 59,471 89,938 95,829 32,554 112,018: 3,204 3,246
Old : 1,053,967: 160,353 164,364 161,509 268,237 324,139 106,977 59,471 89,938 95,829 32,554 112,018: 3,204 3,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 36,672: 2,279 5,832 -7,682 -3,872 30,504 10,711 4,034 -1,946 1,107 -144 2,477: -778 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.6 15.3 25.5 30.8 10.1 5.6 8.5 9.1 3.1 10.6: 0.3 0.3
Old : 100.0: 15.2 15.6 15.3 25.5 30.8 10.1 5.6 8.5 9.1 3.1 10.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 103: 22 18 10 12 18 20 8 21 18 12 24:
Old : 103: 22 18 10 12 18 20 8 21 18 12 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 : 24.4 36.7 43.2 56.6 12.0 24.7 21.1 33.6
Old : 24.4 36.7 43.2 56.6 12.0 24.7 21.1 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 - Futures Only, March 22, 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 : 22,801: 21,223 12,885 210 8,399 730 84 140 26 295 0 0: 233 621
Old : 22,801: 21,223 12,885 210 8,399 730 84 140 26 295 0 0: 233 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 313: 378 -492 0 570 35 0 0 -10 0 0 0: -90 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 56.5 0.9 36.8 3.2 0.4 0.6 0.1 1.3 0.0 0.0: 1.0 2.7
Old : 100.0: 93.1 56.5 0.9 36.8 3.2 0.4 0.6 0.1 1.3 0.0 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 : 41: 29 25 . 6 8 . . . . 0 0:
Old : 41: 29 25 . 6 8 . . . . 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 : 41.7 43.0 63.3 65.8 32.3 34.5 43.0 48.9
Old : 41.7 43.0 63.3 65.8 32.3 34.5 43.0 48.9
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 22, 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 : 16,523: 14,878 7,908 25 7,650 422 366 55 30 600 0 0: 202 458
Old : 16,523: 14,878 7,908 25 7,650 422 366 55 30 600 0 0: 202 458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 64: 180 -75 0 60 25 0 35 0 15 0 0: -156 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 47.9 0.2 46.3 2.6 2.2 0.3 0.2 3.6 0.0 0.0: 1.2 2.8
Old : 100.0: 90.0 47.9 0.2 46.3 2.6 2.2 0.3 0.2 3.6 0.0 0.0: 1.2 2.8
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 : 27: 16 14 . 5 4 . . . . 0 0:
Old : 27: 16 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 : 60.6 62.6 81.6 86.8 47.0 52.6 62.5 69.9
Old : 60.6 62.6 81.6 86.8 47.0 52.6 62.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 7,492: 5,453 3,950 467 2,093 733 10 0 135 0 0 0: 694 581
Old : 7,492: 5,453 3,950 467 2,093 733 10 0 135 0 0 0: 694 581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 41: -22 57 24 -10 -6 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 52.7 6.2 27.9 9.8 0.1 0.0 1.8 0.0 0.0 0.0: 9.3 7.8
Old : 100.0: 72.8 52.7 6.2 27.9 9.8 0.1 0.0 1.8 0.0 0.0 0.0: 9.3 7.8
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 : 23: 11 13 . 6 6 . 0 . 0 0 0:
Old : 23: 11 13 . 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 : 67.4 52.1 80.2 73.1 65.6 48.1 66.4 61.8
Old : 67.4 52.1 80.2 73.1 65.6 48.1 66.4 61.8
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 22, 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 : 11,127: 9,209 6,868 595 3,094 633 0 0 0 0 0 0: 690 532
Old : 11,127: 9,209 6,868 595 3,094 633 0 0 0 0 0 0: 690 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 241: 316 235 0 75 0 0 0 0 -75 0 0: 0 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 61.7 5.3 27.8 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 4.8
Old : 100.0: 82.8 61.7 5.3 27.8 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 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 : 25: 14 13 . 4 4 0 0 0 0 0 0:
Old : 25: 14 13 . 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 : 56.2 57.8 74.6 75.9 52.2 56.0 69.1 68.6
Old : 56.2 57.8 74.6 75.9 52.2 56.0 69.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011