NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 5,179,674: 1,915,935 1,334,744 394,058 1,169,065 684,238 570,367 196,615 1,074,968 16,311 192,553 514,219: 9,578 13,272
Old : 5,179,674: 1,915,935 1,334,744 394,058 1,169,065 684,238 570,367 196,615 1,074,968 16,311 192,553 514,219: 9,578 13,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 6,757: 28,555 63,565 58,187 -9,482 -46,946 -14,131 -64,203 8,094 -16,010 67,469 -5,077: -5,915 -6,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 25.8 7.6 22.6 13.2 11.0 3.8 20.8 0.3 3.7 9.9: 0.2 0.3
Old : 100.0: 37.0 25.8 7.6 22.6 13.2 11.0 3.8 20.8 0.3 3.7 9.9: 0.2 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 : 227: 109 104 13 20 29 18 18 33 6 29 29:
Old : 227: 109 104 13 20 29 18 18 33 6 29 29:
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 : 24.2 21.2 40.7 35.8 17.9 15.5 24.9 22.7
Old : 24.2 21.2 40.7 35.8 17.9 15.5 24.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 372,552: 235,572 236,036 58,803 47,139 49,524 6,247 22,443 6,400 570 1,611 1,135: 14,301 8,264
Old : 372,552: 235,572 236,036 58,803 47,139 49,524 6,247 22,443 6,400 570 1,611 1,135: 14,301 8,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -9,767: -1,485 -9,919 -361 -2,870 1,332 -6,589 1,301 -142 -2,340 -385 -168: -14 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 63.4 15.8 12.7 13.3 1.7 6.0 1.7 0.2 0.4 0.3: 3.8 2.2
Old : 100.0: 63.2 63.4 15.8 12.7 13.3 1.7 6.0 1.7 0.2 0.4 0.3: 3.8 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 : 51: 29 26 6 4 8 . . 5 . . .:
Old : 51: 29 26 6 4 8 . . 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 48.8 62.1 71.3 31.1 40.9 46.9 55.4
Old : 37.0 48.8 62.1 71.3 31.1 40.9 46.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 174,556: 110,369 112,864 30,944 30,005 21,855 525 0 5,727 918 668 850: 3,368 2,587
Old : 174,556: 110,369 112,864 30,944 30,005 21,855 525 0 5,727 918 668 850: 3,368 2,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,044: 6,644 167 -3,194 1,221 1,237 -661 0 177 -215 154 271: -215 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 64.7 17.7 17.2 12.5 0.3 0.0 3.3 0.5 0.4 0.5: 1.9 1.5
Old : 100.0: 63.2 64.7 17.7 17.2 12.5 0.3 0.0 3.3 0.5 0.4 0.5: 1.9 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 : 41: 21 24 . 10 11 . 0 . . . .:
Old : 41: 21 24 . 10 11 . 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 : 58.1 43.0 72.5 58.5 55.5 39.9 61.1 50.2
Old : 58.1 43.0 72.5 58.5 55.5 39.9 61.1 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 324,141: 236,487 136,037 49,101 144,251 15,133 10,718 8,700 5,098 2,112 305 1,029: 4,463 13,588
Old : 324,141: 236,487 136,037 49,101 144,251 15,133 10,718 8,700 5,098 2,112 305 1,029: 4,463 13,588
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -12,936: -5,858 -9,596 1,033 -819 -6,657 -898 -1,199 431 -4,308 305 669: 2,652 3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 42.0 15.1 44.5 4.7 3.3 2.7 1.6 0.7 0.1 0.3: 1.4 4.2
Old : 100.0: 73.0 42.0 15.1 44.5 4.7 3.3 2.7 1.6 0.7 0.1 0.3: 1.4 4.2
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 : 44: 18 21 . 8 9 . . . . . .:
Old : 44: 18 21 . 8 9 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 51.0 70.5 69.5 46.6 45.9 67.2 61.3
Old : 48.5 51.0 70.5 69.5 46.6 45.9 67.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 724,106: 573,128 267,076 15,834 271,466 124,115 471 43,062 8,060 0 4,769 570: 1,928 4,988
Old : 724,106: 573,128 267,076 15,834 271,466 124,115 471 43,062 8,060 0 4,769 570: 1,928 4,988
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,806: 1,485 -13,635 -764 20,788 -3,244 -239 1,234 -324 0 -8,129 -1,420: -300 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 36.9 2.2 37.5 17.1 0.1 5.9 1.1 0.0 0.7 0.1: 0.3 0.7
Old : 100.0: 79.1 36.9 2.2 37.5 17.1 0.1 5.9 1.1 0.0 0.7 0.1: 0.3 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 30 6 14 18 . 5 4 0 . .:
Old : 69: 36 30 6 14 18 . 5 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 : 38.9 37.9 57.1 54.2 32.3 29.1 48.0 39.8
Old : 38.9 37.9 57.1 54.2 32.3 29.1 48.0 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 241,330: 170,842 213,636 47,988 5,903 2,550 12,851 9,729 1,363 0 1,584 0: 5,736 6,565
Old : 241,330: 170,842 213,636 47,988 5,903 2,550 12,851 9,729 1,363 0 1,584 0: 5,736 6,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,720: 5,196 5,915 -746 -1,710 -858 882 -1,840 219 0 120 0: 27 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 88.5 19.9 2.4 1.1 5.3 4.0 0.6 0.0 0.7 0.0: 2.4 2.7
Old : 100.0: 70.8 88.5 19.9 2.4 1.1 5.3 4.0 0.6 0.0 0.7 0.0: 2.4 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 : 44: 28 23 . . . . . . 0 . 0:
Old : 44: 28 23 . . . . . . 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 : 44.3 58.3 68.1 75.5 40.5 58.1 60.0 71.7
Old : 44.3 58.3 68.1 75.5 40.5 58.1 60.0 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 400,654: 301,225 281,764 38,739 48,763 13,038 6,493 16,379 31,893 0 0 0: 9,266 8,817
Old : 400,654: 301,225 281,764 38,739 48,763 13,038 6,493 16,379 31,893 0 0 0: 9,266 8,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,508: 10,449 -4,074 -1,065 2,551 -164 -475 6,044 947 0 0 0: -184 4,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 70.3 9.7 12.2 3.3 1.6 4.1 8.0 0.0 0.0 0.0: 2.3 2.2
Old : 100.0: 75.2 70.3 9.7 12.2 3.3 1.6 4.1 8.0 0.0 0.0 0.0: 2.3 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 : 56: 30 26 5 9 7 . 5 6 0 0 0:
Old : 56: 30 26 5 9 7 . 5 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 : 34.8 59.1 53.3 69.7 32.8 53.4 48.1 63.0
Old : 34.8 59.1 53.3 69.7 32.8 53.4 48.1 63.0
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, March 13, 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 : 250,113: 197,429 115,517 9,146 70,850 19,838 13,762 28,482 7,710 0 1,926 0: 2,228 5,790
Old : 250,113: 197,429 115,517 9,146 70,850 19,838 13,762 28,482 7,710 0 1,926 0: 2,228 5,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -1,080: 20 1,710 3,044 -946 -130 -1,596 311 -808 0 0 0: -1,610 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 46.2 3.7 28.3 7.9 5.5 11.4 3.1 0.0 0.8 0.0: 0.9 2.3
Old : 100.0: 78.9 46.2 3.7 28.3 7.9 5.5 11.4 3.1 0.0 0.8 0.0: 0.9 2.3
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 : 47: 20 21 7 6 8 . 4 . 0 . 0:
Old : 47: 20 21 7 6 8 . 4 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 46.6 77.0 63.5 64.8 43.2 71.1 59.6
Old : 65.2 46.6 77.0 63.5 64.8 43.2 71.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 1,231,889: 117,974 140,850 239,389 104,974 108,239 202,755 304,892 307,452 55,151 90,983 120,941: 79,988 53,558
Old : 1,231,889: 117,974 140,850 239,389 104,974 108,239 202,755 304,892 307,452 55,151 90,983 120,941: 79,988 53,558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 15,461: -11,453 -12,905 4,482 -4,747 -2,330 -7,616 6,937 12,222 5,575 3,109 8,874: 5,707 4,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.4 19.4 8.5 8.8 16.5 24.7 25.0 4.5 7.4 9.8: 6.5 4.3
Old : 100.0: 9.6 11.4 19.4 8.5 8.8 16.5 24.7 25.0 4.5 7.4 9.8: 6.5 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 : 342: 44 39 26 9 30 62 89 78 58 41 59:
Old : 342: 44 39 26 9 30 62 89 78 58 41 59:
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 : 17.5 24.6 29.6 37.5 11.8 18.2 19.3 23.6
Old : 17.5 24.6 29.6 37.5 11.8 18.2 19.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 59,108: 43,529 13,738 6,288 21,891 1,900 621 14,218 882 0 0 0: 5,888 6,479
Old : 59,108: 43,529 13,738 6,288 21,891 1,900 621 14,218 882 0 0 0: 5,888 6,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 23.2 10.6 37.0 3.2 1.1 24.1 1.5 0.0 0.0 0.0: 10.0 11.0
Old : 100.0: 73.6 23.2 10.6 37.0 3.2 1.1 24.1 1.5 0.0 0.0 0.0: 10.0 11.0
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 : 21: 7 6 . 5 . . . . 0 0 0:
Old : 21: 7 6 . 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 : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
Old : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
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, March 13, 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 : 104,067: 1,344 1,996 3,500 3,690 50,125 11,167 2,656 1,050 7,611 16,363 27,473: 1,797 714
Old : 104,067: 1,344 1,996 3,500 3,690 50,125 11,167 2,656 1,050 7,611 16,363 27,473: 1,797 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,663: 150 -100 0 491 1,669 -459 0 250 100 -592 2,945: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 3.4 3.5 48.2 10.7 2.6 1.0 7.3 15.7 26.4: 1.7 0.7
Old : 100.0: 1.3 1.9 3.4 3.5 48.2 10.7 2.6 1.0 7.3 15.7 26.4: 1.7 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 : 25: 4 4 . . 5 4 . 5 6 5 10:
Old : 25: 4 4 . . 5 4 . 5 6 5 10:
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 : 69.1 71.8 83.7 91.0 17.5 16.8 21.0 21.7
Old : 69.1 71.8 83.7 91.0 17.5 16.8 21.0 21.7
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, March 13, 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 : 77,664: 45,550 32,487 12,997 22,380 9,359 0 2,104 1,425 0 0 0: 8,333 9,909
Old : 77,664: 45,550 32,487 12,997 22,380 9,359 0 2,104 1,425 0 0 0: 8,333 9,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 505: 1,075 644 0 0 0 0 -305 286 0 0 0: -856 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 41.8 16.7 28.8 12.1 0.0 2.7 1.8 0.0 0.0 0.0: 10.7 12.8
Old : 100.0: 58.7 41.8 16.7 28.8 12.1 0.0 2.7 1.8 0.0 0.0 0.0: 10.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 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 39.8 70.6 64.7 33.7 34.0 55.1 55.1
Old : 45.5 39.8 70.6 64.7 33.7 34.0 55.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 2,768,177: 601,331 467,903 395,725 756,532 481,164 334,627 189,817 534,310 148,570 79,158 237,193: 35,257 22,100
Old : 2,768,177: 601,331 467,903 395,725 756,532 481,164 334,627 189,817 534,310 148,570 79,158 237,193: 35,257 22,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 5,665: 30,196 12,096 -9,447 32,772 -6,645 -14,510 -46,822 33,147 -18,542 -10,689 -8,789: 255 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 16.9 14.3 27.3 17.4 12.1 6.9 19.3 5.4 2.9 8.6: 1.3 0.8
Old : 100.0: 21.7 16.9 14.3 27.3 17.4 12.1 6.9 19.3 5.4 2.9 8.6: 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 : 155: 66 60 7 19 24 17 16 25 13 10 19:
Old : 155: 66 60 7 19 24 17 16 25 13 10 19:
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 : 31.1 24.0 43.9 42.3 21.8 15.7 27.9 25.7
Old : 31.1 24.0 43.9 42.3 21.8 15.7 27.9 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 1,457,984: 115,869 222,472 319,076 265,228 364,731 173,811 227,916 169,654 142,063 37,501 168,056: 4,724 2,426
Old : 1,457,984: 115,869 222,472 319,076 265,228 364,731 173,811 227,916 169,654 142,063 37,501 168,056: 4,724 2,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 132,141: 2,597 2,087 34,878 20,560 3,001 1,987 86,583 15,907 59,906 -9,788 13,714: 151 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.3 21.9 18.2 25.0 11.9 15.6 11.6 9.7 2.6 11.5: 0.3 0.2
Old : 100.0: 7.9 15.3 21.9 18.2 25.0 11.9 15.6 11.6 9.7 2.6 11.5: 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 : 88: 19 19 15 8 18 16 7 18 8 12 15:
Old : 88: 19 19 15 8 18 16 7 18 8 12 15:
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 : 36.9 42.8 60.3 60.2 18.8 30.1 29.5 41.0
Old : 36.9 42.8 60.3 60.2 18.8 30.1 29.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 20,060: 18,250 11,770 195 6,784 544 600 0 0 180 164 0: 291 798
Old : 20,060: 18,250 11,770 195 6,784 544 600 0 0 180 164 0: 291 798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 870: 718 531 30 -92 159 0 0 0 -57 164 0: 20 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 58.7 1.0 33.8 2.7 3.0 0.0 0.0 0.9 0.8 0.0: 1.5 4.0
Old : 100.0: 91.0 58.7 1.0 33.8 2.7 3.0 0.0 0.0 0.9 0.8 0.0: 1.5 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 : 41: 25 21 . 8 6 . 0 0 . . 0:
Old : 41: 25 21 . 8 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 : 53.0 36.9 68.3 59.6 51.0 35.0 61.9 54.6
Old : 53.0 36.9 68.3 59.6 51.0 35.0 61.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 9,332: 7,759 3,595 165 4,969 265 500 0 0 100 0 0: 543 503
Old : 9,332: 7,759 3,595 165 4,969 265 500 0 0 100 0 0: 543 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 31: 100 35 0 -30 30 0 0 0 -10 0 0: -89 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 38.5 1.8 53.2 2.8 5.4 0.0 0.0 1.1 0.0 0.0: 5.8 5.4
Old : 100.0: 83.1 38.5 1.8 53.2 2.8 5.4 0.0 0.0 1.1 0.0 0.0: 5.8 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 : 21: 14 11 . 4 . . 0 0 . 0 0:
Old : 21: 14 11 . 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 : 51.9 65.0 73.6 84.9 48.4 59.4 62.2 70.1
Old : 51.9 65.0 73.6 84.9 48.4 59.4 62.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 6,289: 4,128 3,146 1,370 1,603 461 0 420 0 0 85 15: 315 559
Old : 6,289: 4,128 3,146 1,370 1,603 461 0 420 0 0 85 15: 315 559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -89: 296 -337 -173 44 -138 0 420 0 0 -70 -5: -69 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 50.0 21.8 25.5 7.3 0.0 6.7 0.0 0.0 1.4 0.2: 5.0 8.9
Old : 100.0: 65.6 50.0 21.8 25.5 7.3 0.0 6.7 0.0 0.0 1.4 0.2: 5.0 8.9
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 : 20: 10 6 . 5 6 0 . 0 0 . .:
Old : 20: 10 6 . 5 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 : 55.3 51.2 81.3 75.3 50.0 38.3 61.4 55.2
Old : 55.3 51.2 81.3 75.3 50.0 38.3 61.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 13, 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 : 8,466: 4,051 2,761 2,725 4,864 284 0 0 0 565 15 10: 831 532
Old : 8,466: 4,051 2,761 2,725 4,864 284 0 0 0 565 15 10: 831 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 243: 101 330 -21 -135 30 0 0 0 120 -15 10: 3 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 32.6 32.2 57.5 3.4 0.0 0.0 0.0 6.7 0.2 0.1: 9.8 6.3
Old : 100.0: 47.9 32.6 32.2 57.5 3.4 0.0 0.0 0.0 6.7 0.2 0.1: 9.8 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 : 24: 11 8 . 6 . 0 0 0 . . .:
Old : 24: 11 8 . 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 : 58.1 57.6 78.9 80.9 53.2 55.9 74.0 75.0
Old : 58.1 57.6 78.9 80.9 53.2 55.9 74.0 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012