NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 5,180,969: 1,961,576 1,360,087 362,824 1,216,451 640,593 665,855 197,203 971,615 14,800 226,695 553,252: 10,454 15,073
Old : 5,180,969: 1,961,576 1,360,087 362,824 1,216,451 640,593 665,855 197,203 971,615 14,800 226,695 553,252: 10,454 15,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -29,809: 29,693 39,627 -16,002 -13,497 -1,478 67,991 13,664 -97,826 -582 42,362 -11,781: 176 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 26.3 7.0 23.5 12.4 12.9 3.8 18.8 0.3 4.4 10.7: 0.2 0.3
Old : 100.0: 37.9 26.3 7.0 23.5 12.4 12.9 3.8 18.8 0.3 4.4 10.7: 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 : 231: 113 106 13 20 29 18 18 34 9 28 28:
Old : 231: 113 106 13 20 29 18 18 34 9 28 28:
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 : 23.1 20.4 41.0 34.6 18.1 15.4 25.8 22.9
Old : 23.1 20.4 41.0 34.6 18.1 15.4 25.8 22.9
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 27, 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 : 364,233: 231,894 224,388 54,051 50,512 46,400 11,400 28,736 4,847 428 1,762 1,288: 13,925 6,300
Old : 364,233: 231,894 224,388 54,051 50,512 46,400 11,400 28,736 4,847 428 1,762 1,288: 13,925 6,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -4,189: -4,249 -572 2,706 3,465 -3,482 4,378 1,135 -2,509 188 -766 337: -1,558 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 61.6 14.8 13.9 12.7 3.1 7.9 1.3 0.1 0.5 0.4: 3.8 1.7
Old : 100.0: 63.7 61.6 14.8 13.9 12.7 3.1 7.9 1.3 0.1 0.5 0.4: 3.8 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: 32 29 6 4 8 . . 6 . . .:
Old : 55: 32 29 6 4 8 . . 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 : 36.9 45.0 59.2 68.1 31.6 36.4 46.0 53.5
Old : 36.9 45.0 59.2 68.1 31.6 36.4 46.0 53.5
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, March 27, 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 : 177,757: 114,691 115,774 27,525 29,376 23,038 0 317 6,315 1,758 0 479: 3,951 2,458
Old : 177,757: 114,691 115,774 27,525 29,376 23,038 0 317 6,315 1,758 0 479: 3,951 2,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 752: 2,271 -38 -2,147 -512 512 -436 317 -7 215 0 30: 314 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 65.1 15.5 16.5 13.0 0.0 0.2 3.6 1.0 0.0 0.3: 2.2 1.4
Old : 100.0: 64.5 65.1 15.5 16.5 13.0 0.0 0.2 3.6 1.0 0.0 0.3: 2.2 1.4
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 : 41: 22 25 . 9 11 0 . . . 0 .:
Old : 41: 22 25 . 9 11 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 : 55.1 43.2 69.4 58.9 50.0 38.1 55.6 48.1
Old : 55.1 43.2 69.4 58.9 50.0 38.1 55.6 48.1
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 27, 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 : 314,054: 223,149 126,860 54,607 143,061 17,662 10,826 10,614 2,515 832 163 481: 3,982 12,698
Old : 314,054: 223,149 126,860 54,607 143,061 17,662 10,826 10,614 2,515 832 163 481: 3,982 12,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -11,005: -12,914 -14,475 2,139 749 1,523 780 1,803 -421 -178 163 -515: -1,419 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 40.4 17.4 45.6 5.6 3.4 3.4 0.8 0.3 0.1 0.2: 1.3 4.0
Old : 100.0: 71.1 40.4 17.4 45.6 5.6 3.4 3.4 0.8 0.3 0.1 0.2: 1.3 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 : 48: 25 25 4 8 10 . . . . . .:
Old : 48: 25 25 4 8 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 : 46.5 53.0 65.7 71.0 45.0 47.2 62.4 61.2
Old : 46.5 53.0 65.7 71.0 45.0 47.2 62.4 61.2
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 27, 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 : 779,236: 607,106 277,186 11,800 296,156 140,139 285 41,672 16,352 199 3,670 1,052: 2,303 3,009
Old : 779,236: 607,106 277,186 11,800 296,156 140,139 285 41,672 16,352 199 3,670 1,052: 2,303 3,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 31,741: 22,614 -3,659 533 25,688 7,207 -104 1,374 2,006 199 -288 -44: -670 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 35.6 1.5 38.0 18.0 0.0 5.3 2.1 0.0 0.5 0.1: 0.3 0.4
Old : 100.0: 77.9 35.6 1.5 38.0 18.0 0.0 5.3 2.1 0.0 0.5 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 : 69: 35 28 4 16 19 . 6 5 . . .:
Old : 69: 35 28 4 16 19 . 6 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 : 38.5 39.6 57.1 55.7 32.2 29.3 47.3 41.3
Old : 38.5 39.6 57.1 55.7 32.2 29.3 47.3 41.3
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 27, 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 : 238,067: 164,781 215,196 46,681 4,902 7,810 12,449 1,412 1,532 0 1,914 0: 4,814 5,301
Old : 238,067: 164,781 215,196 46,681 4,902 7,810 12,449 1,412 1,532 0 1,914 0: 4,814 5,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 8,118: 10,519 5,620 -2,720 -300 4,269 -1,015 1,012 -1,797 0 210 0: -1,138 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 90.4 19.6 2.1 3.3 5.2 0.6 0.6 0.0 0.8 0.0: 2.0 2.2
Old : 100.0: 69.2 90.4 19.6 2.1 3.3 5.2 0.6 0.6 0.0 0.8 0.0: 2.0 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 : 45: 29 23 4 . . . . . 0 . 0:
Old : 45: 29 23 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 : 40.7 61.2 63.5 78.1 33.6 61.1 54.2 72.1
Old : 40.7 61.2 63.5 78.1 33.6 61.1 54.2 72.1
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 27, 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 : 396,191: 292,628 279,918 34,890 48,119 13,713 7,980 6,544 38,231 0 0 0: 8,749 9,666
Old : 396,191: 292,628 279,918 34,890 48,119 13,713 7,980 6,544 38,231 0 0 0: 8,749 9,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -3,851: -5,680 -484 -2,835 -701 0 1,386 -7,279 3,764 0 0 0: -486 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 70.7 8.8 12.1 3.5 2.0 1.7 9.6 0.0 0.0 0.0: 2.2 2.4
Old : 100.0: 73.9 70.7 8.8 12.1 3.5 2.0 1.7 9.6 0.0 0.0 0.0: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 26 5 9 8 4 4 6 0 0 0:
Old : 57: 31 26 5 9 8 4 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 : 35.2 58.8 53.2 70.2 31.5 52.9 46.8 61.8
Old : 35.2 58.8 53.2 70.2 31.5 52.9 46.8 61.8
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 27, 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 : 242,679: 190,031 109,462 9,356 68,488 19,838 13,896 29,962 8,045 0 1,986 0: 1,513 4,898
Old : 242,679: 190,031 109,462 9,356 68,488 19,838 13,896 29,962 8,045 0 1,986 0: 1,513 4,898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -2,077: -2,534 -3,952 -218 -838 0 669 2,158 834 0 0 0: -828 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 45.1 3.9 28.2 8.2 5.7 12.3 3.3 0.0 0.8 0.0: 0.6 2.0
Old : 100.0: 78.3 45.1 3.9 28.2 8.2 5.7 12.3 3.3 0.0 0.8 0.0: 0.6 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 : 49: 22 23 7 6 8 . . . 0 . 0:
Old : 49: 22 23 7 6 8 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 44.3 75.5 61.3 61.3 40.7 68.7 57.3
Old : 62.1 44.3 75.5 61.3 61.3 40.7 68.7 57.3
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 27, 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 : 1,231,442: 131,252 135,487 233,655 101,632 109,987 208,128 321,305 290,606 50,909 86,473 132,295: 74,610 53,657
Old : 1,231,442: 131,252 135,487 233,655 101,632 109,987 208,128 321,305 290,606 50,909 86,473 132,295: 74,610 53,657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -7,237: 8,866 -6,742 -1,195 -4,679 -2,574 -1,931 13,277 -3,651 -3,315 -3,082 -311: -3,126 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.0 19.0 8.3 8.9 16.9 26.1 23.6 4.1 7.0 10.7: 6.1 4.4
Old : 100.0: 10.7 11.0 19.0 8.3 8.9 16.9 26.1 23.6 4.1 7.0 10.7: 6.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 331: 44 38 26 11 31 61 94 83 49 37 53:
Old : 331: 44 38 26 11 31 61 94 83 49 37 53:
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 : 17.7 26.1 30.3 37.8 11.7 18.7 19.0 23.7
Old : 17.7 26.1 30.3 37.8 11.7 18.7 19.0 23.7
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 27, 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 : 59,198: 43,799 13,738 6,288 21,891 1,900 621 14,368 822 0 0 0: 5,768 6,479
Old : 59,198: 43,799 13,738 6,288 21,891 1,900 621 14,368 822 0 0 0: 5,768 6,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 90: 270 0 0 0 0 0 150 -60 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 23.2 10.6 37.0 3.2 1.0 24.3 1.4 0.0 0.0 0.0: 9.7 10.9
Old : 100.0: 74.0 23.2 10.6 37.0 3.2 1.0 24.3 1.4 0.0 0.0 0.0: 9.7 10.9
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 : 22: 8 6 . 5 . . . . 0 0 0:
Old : 22: 8 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 : 74.4 47.5 87.2 73.1 74.3 46.4 84.5 71.9
Old : 74.4 47.5 87.2 73.1 74.3 46.4 84.5 71.9
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 27, 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 : 109,148: 1,388 2,392 2,052 3,940 49,721 11,267 2,656 1,050 7,450 14,113 34,373: 1,847 903
Old : 109,148: 1,388 2,392 2,052 3,940 49,721 11,267 2,656 1,050 7,450 14,113 34,373: 1,847 903
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 403: 44 396 -1,348 200 -402 100 0 0 400 -1,589 1,609: 0 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.2 1.9 3.6 45.6 10.3 2.4 1.0 6.8 12.9 31.5: 1.7 0.8
Old : 100.0: 1.3 2.2 1.9 3.6 45.6 10.3 2.4 1.0 6.8 12.9 31.5: 1.7 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 : 26: 4 4 . . 6 4 . 5 5 5 11:
Old : 26: 4 4 . . 6 4 . 5 5 5 11:
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 : 67.2 71.4 82.6 90.0 15.7 14.7 18.8 19.2
Old : 67.2 71.4 82.6 90.0 15.7 14.7 18.8 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, March 27, 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 : 77,965: 45,347 32,811 12,997 22,380 9,359 0 1,565 1,929 0 0 0: 8,333 9,921
Old : 77,965: 45,347 32,811 12,997 22,380 9,359 0 1,565 1,929 0 0 0: 8,333 9,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 278: 176 336 0 0 0 0 -172 102 0 0 0: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 42.1 16.7 28.7 12.0 0.0 2.0 2.5 0.0 0.0 0.0: 10.7 12.7
Old : 100.0: 58.2 42.1 16.7 28.7 12.0 0.0 2.0 2.5 0.0 0.0 0.0: 10.7 12.7
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 : 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 : 45.3 39.3 70.5 64.1 33.8 33.4 54.4 54.4
Old : 45.3 39.3 70.5 64.1 33.8 33.4 54.4 54.4
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 27, 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 : 2,830,439: 615,750 494,028 412,169 727,838 492,260 340,101 254,475 520,262 157,100 58,332 262,134: 30,663 21,110
Old : 2,830,439: 615,750 494,028 412,169 727,838 492,260 340,101 254,475 520,262 157,100 58,332 262,134: 30,663 21,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 51,632: 15,540 22,837 10,789 3,498 -6,813 4,243 29,313 3,282 3,250 -24,841 23,861: -2,520 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.5 14.6 25.7 17.4 12.0 9.0 18.4 5.6 2.1 9.3: 1.1 0.7
Old : 100.0: 21.8 17.5 14.6 25.7 17.4 12.0 9.0 18.4 5.6 2.1 9.3: 1.1 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 : 164: 75 62 8 18 23 18 14 25 15 10 19:
Old : 164: 75 62 8 18 23 18 14 25 15 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 : 31.9 25.2 44.7 42.9 21.8 15.6 27.9 26.3
Old : 31.9 25.2 44.7 42.9 21.8 15.6 27.9 26.3
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, March 27, 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 : 1,592,249: 120,216 228,277 378,052 291,027 370,544 150,540 199,693 255,562 134,558 66,880 178,356: 4,421 1,910
Old : 1,592,249: 120,216 228,277 378,052 291,027 370,544 150,540 199,693 255,562 134,558 66,880 178,356: 4,421 1,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 76,698: 4,961 2,516 492 8,705 3,325 -4,177 -20,467 72,983 2,741 13,264 -3,334: -293 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.3 23.7 18.3 23.3 9.5 12.5 16.1 8.5 4.2 11.2: 0.3 0.1
Old : 100.0: 7.6 14.3 23.7 18.3 23.3 9.5 12.5 16.1 8.5 4.2 11.2: 0.3 0.1
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 : 90: 19 20 15 8 19 16 8 19 9 12 16:
Old : 90: 19 20 15 8 19 16 8 19 9 12 16:
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 40.7 60.1 57.4 21.2 25.7 30.2 35.2
Old : 36.9 40.7 60.1 57.4 21.2 25.7 30.2 35.2
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 27, 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 : 23,202: 20,676 14,328 255 6,787 832 660 0 0 170 249 308: 301 698
Old : 23,202: 20,676 14,328 255 6,787 832 660 0 0 170 249 308: 301 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,623: 1,370 1,405 0 75 -25 0 0 0 0 0 273: 5 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 61.8 1.1 29.3 3.6 2.8 0.0 0.0 0.7 1.1 1.3: 1.3 3.0
Old : 100.0: 89.1 61.8 1.1 29.3 3.6 2.8 0.0 0.0 0.7 1.1 1.3: 1.3 3.0
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: 25 23 . 8 7 . 0 0 . . .:
Old : 42: 25 23 . 8 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 : 50.0 35.1 64.7 59.0 47.3 32.7 57.6 50.8
Old : 50.0 35.1 64.7 59.0 47.3 32.7 57.6 50.8
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 27, 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 : 9,451: 7,177 3,574 195 5,179 220 1,160 0 0 100 0 0: 599 478
Old : 9,451: 7,177 3,574 195 5,179 220 1,160 0 0 100 0 0: 599 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -76: 3 -51 0 45 -45 0 0 0 0 0 0: -34 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 37.8 2.1 54.8 2.3 12.3 0.0 0.0 1.1 0.0 0.0: 6.3 5.1
Old : 100.0: 75.9 37.8 2.1 54.8 2.3 12.3 0.0 0.0 1.1 0.0 0.0: 6.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 . 4 . . 0 0 . 0 0:
Old : 23: 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 : 49.4 62.7 69.2 84.1 47.1 57.9 60.8 72.0
Old : 49.4 62.7 69.2 84.1 47.1 57.9 60.8 72.0
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 27, 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 : 6,537: 4,320 3,345 1,390 1,491 497 0 540 0 0 85 15: 315 564
Old : 6,537: 4,320 3,345 1,390 1,491 497 0 540 0 0 85 15: 315 564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 28: -8 94 20 -87 16 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 51.2 21.3 22.8 7.6 0.0 8.3 0.0 0.0 1.3 0.2: 4.8 8.6
Old : 100.0: 66.1 51.2 21.3 22.8 7.6 0.0 8.3 0.0 0.0 1.3 0.2: 4.8 8.6
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 : 21: 10 7 . 5 6 0 . 0 0 . .:
Old : 21: 10 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 : 56.4 52.2 81.6 75.9 50.8 40.3 62.7 57.6
Old : 56.4 52.2 81.6 75.9 50.8 40.3 62.7 57.6
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 27, 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 : 9,631: 4,178 3,656 3,055 4,944 314 0 0 0 830 0 25: 1,229 692
Old : 9,631: 4,178 3,656 3,055 4,944 314 0 0 0 830 0 25: 1,229 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 533: -40 423 90 80 -15 0 0 0 120 0 0: 378 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 38.0 31.7 51.3 3.3 0.0 0.0 0.0 8.6 0.0 0.3: 12.8 7.2
Old : 100.0: 43.4 38.0 31.7 51.3 3.3 0.0 0.0 0.0 8.6 0.0 0.3: 12.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . 6 4 0 0 0 . 0 .:
Old : 26: 14 10 . 6 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 : 51.2 52.9 73.2 77.7 47.6 50.6 68.0 71.9
Old : 51.2 52.9 73.2 77.7 47.6 50.6 68.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012