NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 4,637,200: 1,654,106 897,695 179,668 1,257,788 646,748 294,528 48,422 1,403,236 108,293 40,794 322,756: 27,865 19,761 Old : 4,637,200: 1,654,106 897,695 179,668 1,257,788 646,748 294,528 48,422 1,403,236 108,293 40,794 322,756: 27,865 19,761 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : 92,665: 20,278 5,434 26,634 -4,959 33,483 -33,399 6,965 27,996 3,204 2,713 17,702: -3,233 3,331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 19.4 3.9 27.1 13.9 6.4 1.0 30.3 2.3 0.9 7.0: 0.6 0.4 Old : 100.0: 35.7 19.4 3.9 27.1 13.9 6.4 1.0 30.3 2.3 0.9 7.0: 0.6 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 : 220: 96 95 13 28 37 30 5 34 20 17 33: Old : 220: 96 95 13 28 37 30 5 34 20 17 33: 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 : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4 Old : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4 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, April 5, 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 : 359,603: 211,127 233,643 44,438 29,309 56,242 8,529 12,164 23,400 0 903 918: 14,949 3,024 Old : 359,603: 211,127 233,643 44,438 29,309 56,242 8,529 12,164 23,400 0 903 918: 14,949 3,024 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -10,475: -11,343 -1,549 6,256 2,676 -5,665 4,686 -5,523 -2,114 -1,258 903 -719: -318 1,516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 65.0 12.4 8.2 15.6 2.4 3.4 6.5 0.0 0.3 0.3: 4.2 0.8 Old : 100.0: 58.7 65.0 12.4 8.2 15.6 2.4 3.4 6.5 0.0 0.3 0.3: 4.2 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 : 58: 29 25 7 7 11 7 4 8 0 . .: Old : 58: 29 25 7 7 11 7 4 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 : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9 Old : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9 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, April 5, 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 : 175,251: 142,708 95,627 5,314 58,592 13,394 3,741 0 3,872 249 0 152: 5,821 3,614 Old : 175,251: 142,708 95,627 5,314 58,592 13,394 3,741 0 3,872 249 0 152: 5,821 3,614 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -12,753: -9,128 -8,588 -1,992 2,036 -899 954 -2,882 -2,685 249 0 152: 596 113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 54.6 3.0 33.4 7.6 2.1 0.0 2.2 0.1 0.0 0.1: 3.3 2.1 Old : 100.0: 81.4 54.6 3.0 33.4 7.6 2.1 0.0 2.2 0.1 0.0 0.1: 3.3 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 : 41: 21 21 . 10 12 4 0 4 . 0 .: Old : 41: 21 21 . 10 12 4 0 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 : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6 Old : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 307,077: 203,308 87,678 34,847 154,476 42,555 9,535 4,917 11,405 0 0 0: 5,427 6,046 Old : 307,077: 203,308 87,678 34,847 154,476 42,555 9,535 4,917 11,405 0 0 0: 5,427 6,046 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -14,071: -8,062 -10,264 -808 -7,241 2,609 -11,121 -2,794 3,613 0 -646 -215: -87 867 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 28.6 11.3 50.3 13.9 3.1 1.6 3.7 0.0 0.0 0.0: 1.8 2.0 Old : 100.0: 66.2 28.6 11.3 50.3 13.9 3.1 1.6 3.7 0.0 0.0 0.0: 1.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 22 17 5 9 13 . . . 0 0 0: Old : 47: 22 17 5 9 13 . . . 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 : 44.0 45.0 63.3 71.0 41.9 38.5 56.8 61.5 Old : 44.0 45.0 63.3 71.0 41.9 38.5 56.8 61.5 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, April 5, 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 : 720,822: 485,524 257,462 87,306 268,664 97,551 497 45,892 43,387 0 1,632 1,158: 5,399 5,076 Old : 720,822: 485,524 257,462 87,306 268,664 97,551 497 45,892 43,387 0 1,632 1,158: 5,399 5,076 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -9,568: -8,774 -240 4,780 8,952 -5,643 -373 -12,798 -1,331 0 668 -274: 2,047 1,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 35.7 12.1 37.3 13.5 0.1 6.4 6.0 0.0 0.2 0.2: 0.7 0.7 Old : 100.0: 67.4 35.7 12.1 37.3 13.5 0.1 6.4 6.0 0.0 0.2 0.2: 0.7 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 : 69: 36 28 6 15 20 . 6 7 0 . .: Old : 69: 36 28 6 15 20 . 6 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 : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1 Old : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 190,918: 133,644 110,801 31,011 62,137 5,094 9,918 0 2,917 0 0 0: 8,334 9,969 Old : 190,918: 133,644 110,801 31,011 62,137 5,094 9,918 0 2,917 0 0 0: 8,334 9,969 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : 806: -2,751 -9,918 6,977 10,095 -232 -3,690 0 119 0 0 0: 383 742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 58.0 16.2 32.5 2.7 5.2 0.0 1.5 0.0 0.0 0.0: 4.4 5.2 Old : 100.0: 70.0 58.0 16.2 32.5 2.7 5.2 0.0 1.5 0.0 0.0 0.0: 4.4 5.2 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 : 37: 23 18 4 4 . 4 0 . 0 0 0: Old : 37: 23 18 4 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 : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2 Old : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE OTC Code-023398 Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 318,297: 218,455 150,031 37,804 68,475 19,931 13,719 49,682 18,743 0 0 0: 9,645 11,435 Old : 318,297: 218,455 150,031 37,804 68,475 19,931 13,719 49,682 18,743 0 0 0: 9,645 11,435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -20,848: -18,194 -17,187 1,371 -1,707 -3,393 -4,055 -2,366 2,034 0 0 0: 1,389 1,771 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 47.1 11.9 21.5 6.3 4.3 15.6 5.9 0.0 0.0 0.0: 3.0 3.6 Old : 100.0: 68.6 47.1 11.9 21.5 6.3 4.3 15.6 5.9 0.0 0.0 0.0: 3.0 3.6 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 : 51: 24 22 6 12 10 4 . 4 0 0 0: Old : 51: 24 22 6 12 10 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 : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0 Old : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0 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, April 5, 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 : 183,889: 135,320 66,748 1,743 70,900 21,644 7,877 8,347 10,567 0 301 611: 6,127 4,771 Old : 183,889: 135,320 66,748 1,743 70,900 21,644 7,877 8,347 10,567 0 301 611: 6,127 4,771 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -12,190: -18,356 8,639 -1,767 4,866 -1,012 5,243 -28,430 3,125 0 -544 307: 270 859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 36.3 0.9 38.6 11.8 4.3 4.5 5.7 0.0 0.2 0.3: 3.3 2.6 Old : 100.0: 73.6 36.3 0.9 38.6 11.8 4.3 4.5 5.7 0.0 0.2 0.3: 3.3 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 18 16 . 14 8 . . 5 0 . .: Old : 43: 18 16 . 14 8 . . 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 : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8 Old : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8 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, April 5, 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 : 906,245: 58,622 122,814 254,143 39,504 73,085 117,796 214,438 233,622 12,486 116,214 70,575: 85,916 35,993 Old : 906,245: 58,622 122,814 254,143 39,504 73,085 117,796 214,438 233,622 12,486 116,214 70,575: 85,916 35,993 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : 32,768: 2,291 7,570 -2,958 -557 -1,036 5,592 -1,750 22,544 -7,478 -779 6,367: 7,446 409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 13.6 28.0 4.4 8.1 13.0 23.7 25.8 1.4 12.8 7.8: 9.5 4.0 Old : 100.0: 6.5 13.6 28.0 4.4 8.1 13.0 23.7 25.8 1.4 12.8 7.8: 9.5 4.0 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 : 297: 46 39 20 14 28 58 58 79 37 44 60: Old : 297: 46 39 20 14 28 58 58 79 37 44 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 : 19.4 26.2 31.2 36.2 17.1 19.4 25.8 26.0 Old : 19.4 26.2 31.2 36.2 17.1 19.4 25.8 26.0 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, April 5, 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 : 49,173: 22,827 25,048 10,566 16,006 4,781 0 0 0 0 0 0: 10,999 3,338 Old : 49,173: 22,827 25,048 10,566 16,006 4,781 0 0 0 0 0 0: 10,999 3,338 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -3,616: -7,686 -2,498 -300 -994 0 0 0 0 0 0 0: 4,370 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 50.9 21.5 32.6 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 22.4 6.8 Old : 100.0: 46.4 50.9 21.5 32.6 9.7 0.0 0.0 0.0 0.0 0.0 0.0: 22.4 6.8 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: 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 : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5 Old : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5 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, April 5, 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 : 91,440: 48,782 41,875 24,962 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,301 Old : 91,440: 48,782 41,875 24,962 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,301 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -4,324: -2,219 -3,316 -1,500 -1,387 290 128 380 -56 0 0 0: -967 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 45.8 27.3 28.5 9.1 0.7 9.4 2.4 0.0 0.0 0.0: 7.1 4.7 Old : 100.0: 53.3 45.8 27.3 28.5 9.1 0.7 9.4 2.4 0.0 0.0 0.0: 7.1 4.7 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 : 28: 9 11 6 4 6 . . . 0 0 0: Old : 28: 9 11 6 4 6 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2 Old : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 75,850: 41,980 31,624 13,450 26,735 8,526 938 0 1,306 0 0 0: 9,650 7,659 Old : 75,850: 41,980 31,624 13,450 26,735 8,526 938 0 1,306 0 0 0: 9,650 7,659 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -3,766: -1,618 -1,918 -1,098 -1,154 -130 72 0 -248 0 0 0: -744 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 41.7 17.7 35.2 11.2 1.2 0.0 1.7 0.0 0.0 0.0: 12.7 10.1 Old : 100.0: 55.3 41.7 17.7 35.2 11.2 1.2 0.0 1.7 0.0 0.0 0.0: 12.7 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 8 5 4 7 . 0 . 0 0 0: Old : 20: 6 8 5 4 7 . 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 : 59.7 53.0 75.1 72.4 48.5 52.1 60.6 65.2 Old : 59.7 53.0 75.1 72.4 48.5 52.1 60.6 65.2 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, April 5, 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 : 136,356: 68,618 55,881 22,195 51,709 19,151 10,224 0 2,677 0 0 0: 13,491 6,938 Old : 136,356: 68,618 55,881 22,195 51,709 19,151 10,224 0 2,677 0 0 0: 13,491 6,938 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -8,028: -4,764 -3,920 -1,698 -2,966 -508 -1,067 0 -241 0 0 0: 250 -393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 41.0 16.3 37.9 14.0 7.5 0.0 2.0 0.0 0.0 0.0: 9.9 5.1 Old : 100.0: 50.3 41.0 16.3 37.9 14.0 7.5 0.0 2.0 0.0 0.0 0.0: 9.9 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 : 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 : 32.7 39.8 55.9 62.8 29.7 34.3 43.8 50.6 Old : 32.7 39.8 55.9 62.8 29.7 34.3 43.8 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, April 5, 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 : 2,599,652: 713,965 383,685 104,048 932,253 404,858 430,976 39,414 504,060 183,626 78,373 231,453: 26,666 25,556 Old : 2,599,652: 713,965 383,685 104,048 932,253 404,858 430,976 39,414 504,060 183,626 78,373 231,453: 26,666 25,556 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -33,415: -28,523 -12,640 -20,279 33,656 -4,875 96,625 -19,645 -47,148 -15,575 23,047 -8,951: -4,689 3,141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 14.8 4.0 35.9 15.6 16.6 1.5 19.4 7.1 3.0 8.9: 1.0 1.0 Old : 100.0: 27.5 14.8 4.0 35.9 15.6 16.6 1.5 19.4 7.1 3.0 8.9: 1.0 1.0 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 : 170: 72 57 10 20 27 25 11 30 19 9 23: Old : 170: 72 57 10 20 27 25 11 30 19 9 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 : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4 Old : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 991,711: 156,786 152,828 180,588 280,687 302,915 92,182 44,051 76,400 79,857 31,521 99,334: 3,649 3,975 Old : 991,711: 156,786 152,828 180,588 280,687 302,915 92,182 44,051 76,400 79,857 31,521 99,334: 3,649 3,975 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : 29,996: 6,703 667 11,670 16,348 2,409 3,450 1,043 257 -2,957 1,021 8,583: -119 -332 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 15.4 18.2 28.3 30.5 9.3 4.4 7.7 8.1 3.2 10.0: 0.4 0.4 Old : 100.0: 15.8 15.4 18.2 28.3 30.5 9.3 4.4 7.7 8.1 3.2 10.0: 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 : 94: 22 16 11 11 17 13 10 17 15 12 23: Old : 94: 22 16 11 11 17 13 10 17 15 12 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 : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7 Old : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, April 5, 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 : 22,507: 21,184 12,881 180 8,409 628 74 70 24 210 0 0: 207 495 Old : 22,507: 21,184 12,881 180 8,409 628 74 70 24 210 0 0: 207 495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -747: -464 -171 -30 -345 -137 -35 -70 5 -95 0 0: 9 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 57.2 0.8 37.4 2.8 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 2.2 Old : 100.0: 94.1 57.2 0.8 37.4 2.8 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 27 25 . 7 6 . . . . 0 0: Old : 41: 27 25 . 7 6 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 43.4 69.2 67.2 37.5 34.2 49.5 48.1 Old : 46.2 43.4 69.2 67.2 37.5 34.2 49.5 48.1 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, April 5, 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 : 15,762: 13,772 7,029 125 7,794 420 637 0 70 465 0 0: 273 449 Old : 15,762: 13,772 7,029 125 7,794 420 637 0 70 465 0 0: 273 449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -1,212: -1,281 -1,119 125 -56 3 171 0 -30 -185 0 0: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 44.6 0.8 49.4 2.7 4.0 0.0 0.4 3.0 0.0 0.0: 1.7 2.8 Old : 100.0: 87.4 44.6 0.8 49.4 2.7 4.0 0.0 0.4 3.0 0.0 0.0: 1.7 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: 15 13 . 5 . . 0 . . 0 0: Old : 27: 15 13 . 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 : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4 Old : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4 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, April 5, 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 : 7,673: 5,681 3,971 875 2,449 469 0 60 90 0 0 0: 558 634 Old : 7,673: 5,681 3,971 875 2,449 469 0 60 90 0 0 0: 558 634 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -200: 73 -224 163 325 -344 -25 60 -30 0 0 0: -37 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 51.8 11.4 31.9 6.1 0.0 0.8 1.2 0.0 0.0 0.0: 7.3 8.3 Old : 100.0: 74.0 51.8 11.4 31.9 6.1 0.0 0.8 1.2 0.0 0.0 0.0: 7.3 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 : 23: 12 10 . 5 4 0 . . 0 0 0: Old : 23: 12 10 . 5 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 : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8 Old : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8 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, April 5, 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 : 10,876: 9,141 6,174 610 3,824 525 0 0 0 0 0 0: 600 353 Old : 10,876: 9,141 6,174 610 3,824 525 0 0 0 0 0 0: 600 353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2011 : : -651: -518 -574 15 130 -108 0 0 0 0 0 0: -40 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 56.8 5.6 35.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.5 3.2 Old : 100.0: 84.0 56.8 5.6 35.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.5 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 : 26: 14 12 . 4 . 0 0 0 0 0 0: Old : 26: 14 12 . 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 : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7 Old : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011