NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 4,812,603: 1,725,676 921,935 218,347 1,234,284 682,494 272,557 67,031 1,455,729 58,698 68,195 367,264: 31,838 15,671
Old : 4,812,603: 1,725,676 921,935 218,347 1,234,284 682,494 272,557 67,031 1,455,729 58,698 68,195 367,264: 31,838 15,671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 175,403: 71,570 24,240 38,679 -23,504 35,746 -21,971 18,609 52,493 -49,595 27,401 44,508: 3,973 -4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 19.2 4.5 25.6 14.2 5.7 1.4 30.2 1.2 1.4 7.6: 0.7 0.3
Old : 100.0: 35.9 19.2 4.5 25.6 14.2 5.7 1.4 30.2 1.2 1.4 7.6: 0.7 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 : 221: 98 95 14 26 35 26 9 34 18 21 34:
Old : 221: 98 95 14 26 35 26 9 34 18 21 34:
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 26.4 38.2 40.7 9.9 16.6 15.1 22.3
Old : 23.5 26.4 38.2 40.7 9.9 16.6 15.1 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, April 12, 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 : 371,207: 216,494 249,531 50,390 28,796 53,866 15,681 12,212 22,101 0 1,574 613: 12,062 2,514
Old : 371,207: 216,494 249,531 50,390 28,796 53,866 15,681 12,212 22,101 0 1,574 613: 12,062 2,514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 11,604: 5,367 15,888 5,952 -513 -2,376 7,152 48 -1,299 0 671 -305: -2,887 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 67.2 13.6 7.8 14.5 4.2 3.3 6.0 0.0 0.4 0.2: 3.2 0.7
Old : 100.0: 58.3 67.2 13.6 7.8 14.5 4.2 3.3 6.0 0.0 0.4 0.2: 3.2 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 : 61: 34 29 7 7 10 7 4 7 0 . .:
Old : 61: 34 29 7 7 10 7 4 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 : 28.1 47.5 48.5 66.6 20.6 32.3 30.7 40.5
Old : 28.1 47.5 48.5 66.6 20.6 32.3 30.7 40.5
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 12, 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 : 176,054: 147,103 97,496 2,753 58,740 12,275 2,918 1,122 4,010 1,170 0 90: 5,735 2,321
Old : 176,054: 147,103 97,496 2,753 58,740 12,275 2,918 1,122 4,010 1,170 0 90: 5,735 2,321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 803: 4,395 1,869 -2,561 148 -1,119 -823 1,122 138 921 0 -62: -86 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 55.4 1.6 33.4 7.0 1.7 0.6 2.3 0.7 0.0 0.1: 3.3 1.3
Old : 100.0: 83.6 55.4 1.6 33.4 7.0 1.7 0.6 2.3 0.7 0.0 0.1: 3.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 23 . 10 12 4 . 5 . 0 .:
Old : 45: 24 23 . 10 12 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 : 51.9 42.4 71.9 66.4 50.0 39.1 63.4 57.0
Old : 51.9 42.4 71.9 66.4 50.0 39.1 63.4 57.0
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, April 12, 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 : 308,179: 205,975 90,139 34,595 156,391 40,760 10,903 4,112 10,396 0 0 0: 5,550 6,381
Old : 308,179: 205,975 90,139 34,595 156,391 40,760 10,903 4,112 10,396 0 0 0: 5,550 6,381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,102: 2,667 2,461 -252 1,915 -1,795 1,368 -805 -1,009 0 0 0: 123 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 29.2 11.2 50.7 13.2 3.5 1.3 3.4 0.0 0.0 0.0: 1.8 2.1
Old : 100.0: 66.8 29.2 11.2 50.7 13.2 3.5 1.3 3.4 0.0 0.0 0.0: 1.8 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 : 47: 23 19 4 10 13 . . 4 0 0 0:
Old : 47: 23 19 4 10 13 . . 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 : 43.1 45.4 62.4 70.7 40.1 39.5 55.6 62.1
Old : 43.1 45.4 62.4 70.7 40.1 39.5 55.6 62.1
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 12, 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 : 735,038: 491,360 267,444 89,913 265,839 102,915 391 44,052 45,022 0 3,664 972: 4,465 5,130
Old : 735,038: 491,360 267,444 89,913 265,839 102,915 391 44,052 45,022 0 3,664 972: 4,465 5,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 14,216: 5,836 9,982 2,607 -2,825 5,364 -106 -1,840 1,635 0 2,032 -186: -934 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 36.4 12.2 36.2 14.0 0.1 6.0 6.1 0.0 0.5 0.1: 0.6 0.7
Old : 100.0: 66.8 36.4 12.2 36.2 14.0 0.1 6.0 6.1 0.0 0.5 0.1: 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 : 70: 36 28 7 15 21 . 7 7 0 . .:
Old : 70: 36 28 7 15 21 . 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 : 38.5 38.7 53.5 55.5 26.1 27.2 39.1 37.2
Old : 38.5 38.7 53.5 55.5 26.1 27.2 39.1 37.2
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 12, 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 : 194,093: 139,161 108,191 31,133 64,551 5,094 8,459 3,493 2,249 0 0 0: 7,997 10,515
Old : 194,093: 139,161 108,191 31,133 64,551 5,094 8,459 3,493 2,249 0 0 0: 7,997 10,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,175: 5,517 -2,610 122 2,414 0 -1,459 3,493 -668 0 0 0: -337 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 55.7 16.0 33.3 2.6 4.4 1.8 1.2 0.0 0.0 0.0: 4.1 5.4
Old : 100.0: 71.7 55.7 16.0 33.3 2.6 4.4 1.8 1.2 0.0 0.0 0.0: 4.1 5.4
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 : 37: 22 18 4 4 . . . . 0 0 0:
Old : 37: 22 18 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 : 51.1 64.7 66.3 77.7 49.6 61.9 63.4 70.8
Old : 51.1 64.7 66.3 77.7 49.6 61.9 63.4 70.8
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 12, 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 : 338,623: 238,842 164,436 45,406 69,587 19,383 14,168 62,509 10,964 0 0 0: 9,860 11,744
Old : 338,623: 238,842 164,436 45,406 69,587 19,383 14,168 62,509 10,964 0 0 0: 9,860 11,744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 20,326: 20,387 14,405 7,602 1,112 -548 449 12,827 -7,779 0 0 0: 215 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 48.6 13.4 20.5 5.7 4.2 18.5 3.2 0.0 0.0 0.0: 2.9 3.5
Old : 100.0: 70.5 48.6 13.4 20.5 5.7 4.2 18.5 3.2 0.0 0.0 0.0: 2.9 3.5
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 : 51: 24 22 6 12 10 . . 4 0 0 0:
Old : 51: 24 22 6 12 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 : 30.2 49.3 54.5 63.5 26.8 46.2 44.8 57.3
Old : 30.2 49.3 54.5 63.5 26.8 46.2 44.8 57.3
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, April 12, 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 : 198,666: 150,803 77,047 2,755 71,731 21,985 8,811 12,249 7,945 0 527 459: 5,908 6,723
Old : 198,666: 150,803 77,047 2,755 71,731 21,985 8,811 12,249 7,945 0 527 459: 5,908 6,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 14,777: 15,483 10,299 1,012 831 341 934 3,902 -2,622 0 226 -152: -219 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 38.8 1.4 36.1 11.1 4.4 6.2 4.0 0.0 0.3 0.2: 3.0 3.4
Old : 100.0: 75.9 38.8 1.4 36.1 11.1 4.4 6.2 4.0 0.0 0.3 0.2: 3.0 3.4
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 : 43: 18 16 . 13 7 . . 6 0 . .:
Old : 43: 18 16 . 13 7 . . 6 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 : 65.7 36.3 78.4 57.6 62.5 33.6 68.6 50.7
Old : 65.7 36.3 78.4 57.6 62.5 33.6 68.6 50.7
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 12, 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 : 950,482: 64,946 120,147 254,928 32,139 84,714 113,432 238,296 251,891 23,359 108,944 73,397: 83,815 40,954
Old : 950,482: 64,946 120,147 254,928 32,139 84,714 113,432 238,296 251,891 23,359 108,944 73,397: 83,815 40,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 44,237: 6,324 -2,667 785 -7,365 11,629 -4,364 23,858 18,269 10,873 -7,270 2,822: -2,101 4,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.6 26.8 3.4 8.9 11.9 25.1 26.5 2.5 11.5 7.7: 8.8 4.3
Old : 100.0: 6.8 12.6 26.8 3.4 8.9 11.9 25.1 26.5 2.5 11.5 7.7: 8.8 4.3
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 : 307: 46 40 20 13 27 56 66 81 42 43 63:
Old : 307: 46 40 20 13 27 56 66 81 42 43 63:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 25.1 30.2 35.4 16.4 16.5 24.7 24.6
Old : 18.2 25.1 30.2 35.4 16.4 16.5 24.7 24.6
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 12, 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 : 50,083: 23,257 25,478 10,566 16,486 4,781 0 0 0 0 0 0: 11,479 3,338
Old : 50,083: 23,257 25,478 10,566 16,486 4,781 0 0 0 0 0 0: 11,479 3,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 910: 430 430 0 480 0 0 0 0 0 0 0: 480 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 50.9 21.1 32.9 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.7
Old : 100.0: 46.4 50.9 21.1 32.9 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 22.9 6.7
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 : 21: 11 8 . 5 4 0 0 0 0 0 0:
Old : 21: 11 8 . 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 : 44.8 51.9 61.3 76.0 40.9 48.2 53.3 65.8
Old : 44.8 51.9 61.3 76.0 40.9 48.2 53.3 65.8
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 12, 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 : 92,335: 48,782 42,495 25,857 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,576
Old : 92,335: 48,782 42,495 25,857 26,076 8,356 606 8,610 2,222 0 0 0: 6,512 4,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 895: 0 620 895 0 0 0 0 0 0 0 0: 0 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 46.0 28.0 28.2 9.0 0.7 9.3 2.4 0.0 0.0 0.0: 7.1 5.0
Old : 100.0: 52.8 46.0 28.0 28.2 9.0 0.7 9.3 2.4 0.0 0.0 0.0: 7.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 9 11 7 4 6 . . . 0 0 0:
Old : 29: 9 11 7 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 : 47.0 38.8 70.4 62.3 44.3 38.2 59.3 56.6
Old : 47.0 38.8 70.4 62.3 44.3 38.2 59.3 56.6
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 12, 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 : 76,034: 41,890 31,624 13,540 26,735 8,526 900 0 1,350 0 0 0: 9,828 7,799
Old : 76,034: 41,890 31,624 13,540 26,735 8,526 900 0 1,350 0 0 0: 9,828 7,799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 184: -90 0 90 0 0 -38 0 44 0 0 0: 178 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 41.6 17.8 35.2 11.2 1.2 0.0 1.8 0.0 0.0 0.0: 12.9 10.3
Old : 100.0: 55.1 41.6 17.8 35.2 11.2 1.2 0.0 1.8 0.0 0.0 0.0: 12.9 10.3
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 : 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 : 59.4 52.9 74.8 72.3 48.3 51.9 60.5 65.0
Old : 59.4 52.9 74.8 72.3 48.3 51.9 60.5 65.0
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 12, 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 : 137,176: 70,917 56,243 21,742 51,709 19,326 7,152 0 3,450 0 0 0: 14,589 6,448
Old : 137,176: 70,917 56,243 21,742 51,709 19,326 7,152 0 3,450 0 0 0: 14,589 6,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 820: 2,299 362 -453 0 175 -3,072 0 773 0 0 0: 1,098 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 41.0 15.8 37.7 14.1 5.2 0.0 2.5 0.0 0.0 0.0: 10.6 4.7
Old : 100.0: 51.7 41.0 15.8 37.7 14.1 5.2 0.0 2.5 0.0 0.0 0.0: 10.6 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 : 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 40.2 55.3 62.8 29.5 34.7 42.9 50.9
Old : 32.3 40.2 55.3 62.8 29.5 34.7 42.9 50.9
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 12, 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 : 2,627,289: 720,284 393,881 93,901 929,107 426,731 444,168 35,281 506,028 180,239 82,072 226,747: 29,191 27,442
Old : 2,627,289: 720,284 393,881 93,901 929,107 426,731 444,168 35,281 506,028 180,239 82,072 226,747: 29,191 27,442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 27,637: 6,319 10,196 -10,147 -3,146 21,873 13,192 -4,133 1,968 -3,387 3,699 -4,706: 2,525 1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.0 3.6 35.4 16.2 16.9 1.3 19.3 6.9 3.1 8.6: 1.1 1.0
Old : 100.0: 27.4 15.0 3.6 35.4 16.2 16.9 1.3 19.3 6.9 3.1 8.6: 1.1 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 : 169: 73 57 12 18 26 27 10 30 18 10 23:
Old : 169: 73 57 12 18 26 27 10 30 18 10 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 : 27.8 29.7 37.8 46.3 16.4 23.5 23.7 32.3
Old : 27.8 29.7 37.8 46.3 16.4 23.5 23.7 32.3
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 12, 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 : 1,005,477: 159,463 152,600 209,792 307,748 280,720 92,252 41,551 77,962 79,946 39,297 101,351: 3,991 4,248
Old : 1,005,477: 159,463 152,600 209,792 307,748 280,720 92,252 41,551 77,962 79,946 39,297 101,351: 3,991 4,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 13,766: 2,677 -228 29,204 27,061 -22,195 70 -2,500 1,562 89 7,776 2,017: 342 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.2 20.9 30.6 27.9 9.2 4.1 7.8 8.0 3.9 10.1: 0.4 0.4
Old : 100.0: 15.9 15.2 20.9 30.6 27.9 9.2 4.1 7.8 8.0 3.9 10.1: 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: 22 14 11 11 17 16 8 17 11 16 24:
Old : 95: 22 14 11 11 17 16 8 17 11 16 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 : 26.6 36.0 45.2 57.7 13.7 24.2 23.5 36.1
Old : 26.6 36.0 45.2 57.7 13.7 24.2 23.5 36.1
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 12, 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 : 23,472: 22,197 13,312 180 8,999 582 64 70 34 210 0 0: 205 475
Old : 23,472: 22,197 13,312 180 8,999 582 64 70 34 210 0 0: 205 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 965: 1,013 431 0 590 -46 -10 0 10 0 0 0: -2 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 56.7 0.8 38.3 2.5 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 2.0
Old : 100.0: 94.6 56.7 0.8 38.3 2.5 0.3 0.3 0.1 0.9 0.0 0.0: 0.9 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 : 42: 28 25 . 7 5 . . . . 0 0:
Old : 42: 28 25 . 7 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 42.3 68.9 68.0 39.4 34.5 47.6 48.2
Old : 48.1 42.3 68.9 68.0 39.4 34.5 47.6 48.2
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 12, 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 : 16,167: 14,162 7,219 105 8,009 480 366 0 0 465 0 0: 589 459
Old : 16,167: 14,162 7,219 105 8,009 480 366 0 0 465 0 0: 589 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 405: 390 190 -20 215 60 -271 0 -70 0 0 0: 316 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 44.7 0.6 49.5 3.0 2.3 0.0 0.0 2.9 0.0 0.0: 3.6 2.8
Old : 100.0: 87.6 44.7 0.6 49.5 3.0 2.3 0.0 0.0 2.9 0.0 0.0: 3.6 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 : 26: 15 13 . 5 . . 0 0 . 0 0:
Old : 26: 15 13 . 5 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 62.8 79.7 87.0 43.6 54.1 60.0 71.2
Old : 58.8 62.8 79.7 87.0 43.6 54.1 60.0 71.2
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 12, 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 : 8,121: 5,910 4,393 1,155 2,431 528 0 90 60 0 0 0: 468 619
Old : 8,121: 5,910 4,393 1,155 2,431 528 0 90 60 0 0 0: 468 619
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 448: 229 422 280 -18 59 0 30 -30 0 0 0: -90 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 54.1 14.2 29.9 6.5 0.0 1.1 0.7 0.0 0.0 0.0: 5.8 7.6
Old : 100.0: 72.8 54.1 14.2 29.9 6.5 0.0 1.1 0.7 0.0 0.0 0.0: 5.8 7.6
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 : 24: 13 11 . 5 4 0 . . 0 0 0:
Old : 24: 13 11 . 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 : 68.7 55.5 81.1 76.4 66.6 51.5 76.0 67.4
Old : 68.7 55.5 81.1 76.4 66.6 51.5 76.0 67.4
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 12, 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 : 11,921: 10,101 6,049 610 4,964 585 0 0 0 55 0 0: 570 323
Old : 11,921: 10,101 6,049 610 4,964 585 0 0 0 55 0 0: 570 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,045: 960 -125 0 1,140 60 0 0 0 55 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 50.7 5.1 41.6 4.9 0.0 0.0 0.0 0.5 0.0 0.0: 4.8 2.7
Old : 100.0: 84.7 50.7 5.1 41.6 4.9 0.0 0.0 0.0 0.5 0.0 0.0: 4.8 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 : 30: 15 12 . 6 . 0 0 0 . 0 0:
Old : 30: 15 12 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 57.4 78.6 77.7 59.8 57.4 76.7 74.4
Old : 61.1 57.4 78.6 77.7 59.8 57.4 76.7 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011