NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 5,173,321: 1,915,592 1,243,765 290,556 1,088,671 726,485 521,603 275,677 1,109,272 24,631 141,188 571,432: 13,750 16,831
Old : 5,173,321: 1,915,592 1,243,765 290,556 1,088,671 726,485 521,603 275,677 1,109,272 24,631 141,188 571,432: 13,750 16,831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 126,401: 95,100 50,674 4,535 14,919 4,900 -11,532 36,149 -10,550 16,889 1,575 29,676: -2,617 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 24.0 5.6 21.0 14.0 10.1 5.3 21.4 0.5 2.7 11.0: 0.3 0.3
Old : 100.0: 37.0 24.0 5.6 21.0 14.0 10.1 5.3 21.4 0.5 2.7 11.0: 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 : 224: 112 102 14 23 33 18 16 30 9 24 26:
Old : 224: 112 102 14 23 33 18 16 30 9 24 26:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
Old : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 367,296: 206,693 216,299 75,814 29,120 45,804 11,507 58,423 8,977 2,114 204 2,230: 14,157 6,239
Old : 367,296: 206,693 216,299 75,814 29,120 45,804 11,507 58,423 8,977 2,114 204 2,230: 14,157 6,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -19,029: -5,012 -13,021 -2,988 3,265 -11,640 5,659 6,213 -3,262 326 204 -77: -2,035 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 58.9 20.6 7.9 12.5 3.1 15.9 2.4 0.6 0.1 0.6: 3.9 1.7
Old : 100.0: 56.3 58.9 20.6 7.9 12.5 3.1 15.9 2.4 0.6 0.1 0.6: 3.9 1.7
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 : 55: 31 27 8 4 11 . 4 6 . . .:
Old : 55: 31 27 8 4 11 . 4 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
Old : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 158,004: 105,376 104,730 24,316 28,522 17,556 855 0 4,310 0 28 522: 5,069 2,336
Old : 158,004: 105,376 104,730 24,316 28,522 17,556 855 0 4,310 0 28 522: 5,069 2,336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,423: -7,366 -5,116 -792 -3,119 -1,066 -1,109 0 -589 -55 28 -225: -221 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 66.3 15.4 18.1 11.1 0.5 0.0 2.7 0.0 0.0 0.3: 3.2 1.5
Old : 100.0: 66.7 66.3 15.4 18.1 11.1 0.5 0.0 2.7 0.0 0.0 0.3: 3.2 1.5
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 : 42: 25 24 . 10 12 . 0 . 0 . .:
Old : 42: 25 24 . 10 12 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
Old : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 306,906: 220,627 107,536 53,456 157,667 14,051 9,751 16,103 3,619 1,498 0 0: 3,904 7,930
Old : 306,906: 220,627 107,536 53,456 157,667 14,051 9,751 16,103 3,619 1,498 0 0: 3,904 7,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -13,028: -10,969 -15,227 -6,478 5,654 1,767 2,841 -3,614 -311 1,498 0 0: -1,376 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 35.0 17.4 51.4 4.6 3.2 5.2 1.2 0.5 0.0 0.0: 1.3 2.6
Old : 100.0: 71.9 35.0 17.4 51.4 4.6 3.2 5.2 1.2 0.5 0.0 0.0: 1.3 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 : 48: 22 23 4 10 12 . . . . 0 0:
Old : 48: 22 23 4 10 12 . . . . 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 : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
Old : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 770,503: 604,606 338,567 45,058 268,600 105,628 0 33,840 12,054 0 7,837 1,126: 2,031 2,851
Old : 770,503: 604,606 338,567 45,058 268,600 105,628 0 33,840 12,054 0 7,837 1,126: 2,031 2,851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,476: -18,799 1,672 25,447 -1,001 -14,720 -533 2,947 -2,728 0 2,383 641: -784 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 43.9 5.8 34.9 13.7 0.0 4.4 1.6 0.0 1.0 0.1: 0.3 0.4
Old : 100.0: 78.5 43.9 5.8 34.9 13.7 0.0 4.4 1.6 0.0 1.0 0.1: 0.3 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 : 71: 35 26 6 16 21 0 7 5 0 . .:
Old : 71: 35 26 6 16 21 0 7 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 : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
Old : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 233,646: 156,834 193,444 53,126 9,337 5,849 8,701 17,615 2,967 0 0 0: 6,169 4,434
Old : 233,646: 156,834 193,444 53,126 9,337 5,849 8,701 17,615 2,967 0 0 0: 6,169 4,434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -8,376: -2,831 -7,939 -2,134 412 -1,131 -3,717 -1,220 -223 0 0 0: 1,660 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 82.8 22.7 4.0 2.5 3.7 7.5 1.3 0.0 0.0 0.0: 2.6 1.9
Old : 100.0: 67.1 82.8 22.7 4.0 2.5 3.7 7.5 1.3 0.0 0.0 0.0: 2.6 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 : 47: 31 27 5 . 5 . . . 0 0 0:
Old : 47: 31 27 5 . 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 : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
Old : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 396,486: 294,180 288,205 47,375 55,320 13,276 11,449 13,645 20,897 0 0 0: 9,309 5,143
Old : 396,486: 294,180 288,205 47,375 55,320 13,276 11,449 13,645 20,897 0 0 0: 9,309 5,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,770: -2,335 -10,661 -2,023 3,224 809 3,622 8,252 -661 0 0 0: -1,182 -2,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 72.7 11.9 14.0 3.3 2.9 3.4 5.3 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 74.2 72.7 11.9 14.0 3.3 2.9 3.4 5.3 0.0 0.0 0.0: 2.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 30 26 7 9 9 . . 5 0 0 0:
Old : 56: 30 26 7 9 9 . . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
Old : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 236,169: 199,513 102,800 4,310 79,615 15,089 6,221 23,586 6,209 0 1,926 0: 4,827 6,944
Old : 236,169: 199,513 102,800 4,310 79,615 15,089 6,221 23,586 6,209 0 1,926 0: 4,827 6,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -4,258: 1,062 -1,414 -1,691 1,947 -1,695 1,135 26 -3,006 0 232 -232: 169 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 43.5 1.8 33.7 6.4 2.6 10.0 2.6 0.0 0.8 0.0: 2.0 2.9
Old : 100.0: 84.5 43.5 1.8 33.7 6.4 2.6 10.0 2.6 0.0 0.8 0.0: 2.0 2.9
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 : 41: 15 21 . 7 7 . . . 0 . 0:
Old : 41: 15 21 . 7 7 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
Old : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 1,256,019: 115,928 149,439 237,358 102,251 122,958 218,559 290,684 308,283 46,648 101,369 133,304: 72,981 47,731
Old : 1,256,019: 115,928 149,439 237,358 102,251 122,958 218,559 290,684 308,283 46,648 101,369 133,304: 72,981 47,731
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 52,689: 11,744 8,620 4,342 10,286 12,824 -4,212 -8,829 12,079 2,005 6,565 9,394: 4,513 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.9 18.9 8.1 9.8 17.4 23.1 24.5 3.7 8.1 10.6: 5.8 3.8
Old : 100.0: 9.2 11.9 18.9 8.1 9.8 17.4 23.1 24.5 3.7 8.1 10.6: 5.8 3.8
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 : 326: 44 40 26 10 31 56 86 80 46 39 58:
Old : 326: 44 40 26 10 31 56 86 80 46 39 58:
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 : 19.2 24.1 31.8 38.4 12.0 17.5 19.6 23.1
Old : 19.2 24.1 31.8 38.4 12.0 17.5 19.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 95,205: 1,595 2,100 300 2,970 53,173 9,342 656 650 4,381 11,182 23,913: 1,851 561
Old : 95,205: 1,595 2,100 300 2,970 53,173 9,342 656 650 4,381 11,182 23,913: 1,851 561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 7,342: 300 300 -400 50 3,250 0 0 0 481 159 3,417: 294 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.2 0.3 3.1 55.9 9.8 0.7 0.7 4.6 11.7 25.1: 1.9 0.6
Old : 100.0: 1.7 2.2 0.3 3.1 55.9 9.8 0.7 0.7 4.6 11.7 25.1: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 4 4 . . 5 . . . . 5 8:
Old : 22: 4 4 . . 5 . . . . 5 8:
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 : 75.9 77.1 89.5 92.4 14.2 12.9 15.0 16.1
Old : 75.9 77.1 89.5 92.4 14.2 12.9 15.0 16.1
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 49,009: 27,612 15,087 13,055 13,889 2,707 0 6,870 2,072 0 0 0: 3,563 8,384
Old : 49,009: 27,612 15,087 13,055 13,889 2,707 0 6,870 2,072 0 0 0: 3,563 8,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,780: -2,742 -1,074 397 -916 -861 0 -936 -366 0 0 0: -208 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 30.8 26.6 28.3 5.5 0.0 14.0 4.2 0.0 0.0 0.0: 7.3 17.1
Old : 100.0: 56.3 30.8 26.6 28.3 5.5 0.0 14.0 4.2 0.0 0.0 0.0: 7.3 17.1
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: 7 7 4 . 4 0 . . 0 0 0:
Old : 20: 7 7 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 : 52.9 55.3 80.0 71.9 50.8 50.2 73.3 63.7
Old : 52.9 55.3 80.0 71.9 50.8 50.2 73.3 63.7
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 80,710: 45,835 32,799 13,057 24,457 9,762 0 1,285 1,136 0 0 0: 10,920 11,271
Old : 80,710: 45,835 32,799 13,057 24,457 9,762 0 1,285 1,136 0 0 0: 10,920 11,271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,587: -3,667 -2,122 -20 -1,848 644 -173 639 -2,134 0 0 0: 1,763 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 40.6 16.2 30.3 12.1 0.0 1.6 1.4 0.0 0.0 0.0: 13.5 14.0
Old : 100.0: 56.8 40.6 16.2 30.3 12.1 0.0 1.6 1.4 0.0 0.0 0.0: 13.5 14.0
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 : 23: 11 9 4 4 . 0 . . 0 0 0:
Old : 23: 11 9 4 4 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 40.0 69.8 64.9 33.6 35.1 55.1 56.3
Old : 45.5 40.0 69.8 64.9 33.6 35.1 55.1 56.3
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,848,241: 591,131 467,713 407,622 729,740 495,392 344,216 237,074 570,458 197,673 120,248 204,672: 37,077 22,944
Old : 2,848,241: 591,131 467,713 407,622 729,740 495,392 344,216 237,074 570,458 197,673 120,248 204,672: 37,077 22,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 38,490: 14,332 6,874 35,289 12,351 -21,861 -12,116 10,389 20,336 10,468 18,809 -9,368: 1,410 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.4 14.3 25.6 17.4 12.1 8.3 20.0 6.9 4.2 7.2: 1.3 0.8
Old : 100.0: 20.8 16.4 14.3 25.6 17.4 12.1 8.3 20.0 6.9 4.2 7.2: 1.3 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 : 158: 68 63 9 17 25 17 15 30 14 10 18:
Old : 158: 68 63 9 17 25 17 15 30 14 10 18:
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 : 29.8 28.8 43.0 44.6 21.5 19.4 27.4 28.8
Old : 29.8 28.8 43.0 44.6 21.5 19.4 27.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,345,386: 120,617 224,864 286,997 405,604 331,232 252,535 41,701 160,766 65,666 55,897 123,303: 4,270 2,019
Old : 1,345,386: 120,617 224,864 286,997 405,604 331,232 252,535 41,701 160,766 65,666 55,897 123,303: 4,270 2,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 77,275: 3,655 29,478 -12,129 15,385 29,934 39,244 -27,616 26,868 -5,497 7,689 -4,451: -349 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.7 21.3 30.1 24.6 18.8 3.1 11.9 4.9 4.2 9.2: 0.3 0.2
Old : 100.0: 9.0 16.7 21.3 30.1 24.6 18.8 3.1 11.9 4.9 4.2 9.2: 0.3 0.2
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 : 90: 20 20 15 10 18 13 8 18 8 12 14:
Old : 90: 20 20 15 10 18 13 8 18 8 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 43.2 56.8 60.3 21.4 32.0 32.3 41.3
Old : 34.8 43.2 56.8 60.3 21.4 32.0 32.3 41.3
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 17,487: 16,504 9,805 113 6,882 323 0 0 0 85 0 0: 462 477
Old : 17,487: 16,504 9,805 113 6,882 323 0 0 0 85 0 0: 462 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,494: -1,035 -1,245 -154 93 -344 0 0 0 -155 0 0: 194 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 56.1 0.6 39.4 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 2.6 2.7
Old : 100.0: 94.4 56.1 0.6 39.4 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 2.6 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: 24 24 . 9 5 0 0 0 . 0 0:
Old : 41: 24 24 . 9 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 39.0 69.7 58.5 48.8 38.9 60.2 52.4
Old : 51.3 39.0 69.7 58.5 48.8 38.9 60.2 52.4
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,138: 6,823 3,004 342 4,446 168 0 0 0 248 0 30: 527 490
Old : 8,138: 6,823 3,004 342 4,446 168 0 0 0 248 0 30: 527 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -694: -648 -174 33 -273 -102 0 0 0 98 -60 30: -105 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 36.9 4.2 54.6 2.1 0.0 0.0 0.0 3.0 0.0 0.4: 6.5 6.0
Old : 100.0: 83.8 36.9 4.2 54.6 2.1 0.0 0.0 0.0 3.0 0.0 0.4: 6.5 6.0
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 : 22: 13 12 . 4 . 0 0 0 . 0 .:
Old : 22: 13 12 . 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 : 54.0 67.3 73.9 84.2 47.3 67.3 62.1 71.4
Old : 54.0 67.3 73.9 84.2 47.3 67.3 62.1 71.4
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,426: 4,919 2,919 2,828 4,849 130 0 0 0 0 0 0: 549 528
Old : 8,426: 4,919 2,919 2,828 4,849 130 0 0 0 0 0 0: 549 528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -782: -304 -630 -337 -48 -35 0 0 0 -30 0 -15: -61 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 34.6 33.6 57.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 6.3
Old : 100.0: 58.4 34.6 33.6 57.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 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 : 21: 11 8 . 5 . 0 0 0 0 0 0:
Old : 21: 11 8 . 5 . 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 : 67.9 58.7 86.0 84.9 65.7 58.0 82.7 81.5
Old : 67.9 58.7 86.0 84.9 65.7 58.0 82.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012