NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 5,031,939: 1,833,182 1,320,256 332,373 1,156,658 636,425 657,170 168,764 1,004,050 20,818 193,457 537,893: 10,028 14,436
Old : 5,031,939: 1,833,182 1,320,256 332,373 1,156,658 636,425 657,170 168,764 1,004,050 20,818 193,457 537,893: 10,028 14,436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -149,030: -128,394 -39,831 -30,451 -59,793 -4,168 -8,685 -28,439 32,435 6,018 -33,238 -15,359: -426 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 26.2 6.6 23.0 12.6 13.1 3.4 20.0 0.4 3.8 10.7: 0.2 0.3
Old : 100.0: 36.4 26.2 6.6 23.0 12.6 13.1 3.4 20.0 0.4 3.8 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 : 221: 108 102 13 20 29 19 14 30 10 23 30:
Old : 221: 108 102 13 20 29 19 14 30 10 23 30:
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 20.3 42.4 34.7 18.0 15.2 25.8 22.6
Old : 24.2 20.3 42.4 34.7 18.0 15.2 25.8 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 368,231: 225,444 227,622 54,288 40,871 52,020 15,543 34,758 4,014 645 965 1,904: 14,373 6,077
Old : 368,231: 225,444 227,622 54,288 40,871 52,020 15,543 34,758 4,014 645 965 1,904: 14,373 6,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,998: -6,450 3,234 237 -9,641 5,620 4,143 6,022 -833 217 -797 616: 448 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 61.8 14.7 11.1 14.1 4.2 9.4 1.1 0.2 0.3 0.5: 3.9 1.7
Old : 100.0: 61.2 61.8 14.7 11.1 14.1 4.2 9.4 1.1 0.2 0.3 0.5: 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 : 56: 32 30 6 4 9 . . 6 . . .:
Old : 56: 32 30 6 4 9 . . 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 : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6
Old : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 184,139: 123,511 117,953 21,778 29,390 27,106 0 495 6,012 1,608 210 755: 3,369 2,218
Old : 184,139: 123,511 117,953 21,778 29,390 27,106 0 495 6,012 1,608 210 755: 3,369 2,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 6,382: 8,820 2,179 -5,747 14 4,068 0 178 -303 -150 210 276: -582 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 64.1 11.8 16.0 14.7 0.0 0.3 3.3 0.9 0.1 0.4: 1.8 1.2
Old : 100.0: 67.1 64.1 11.8 16.0 14.7 0.0 0.3 3.3 0.9 0.1 0.4: 1.8 1.2
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: 23 26 . 9 11 0 . . . . .:
Old : 44: 23 26 . 9 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 : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4
Old : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 308,955: 220,090 118,510 57,091 143,596 15,612 9,958 15,384 2,353 174 0 339: 3,338 13,161
Old : 308,955: 220,090 118,510 57,091 143,596 15,612 9,958 15,384 2,353 174 0 339: 3,338 13,161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -5,099: -3,059 -8,350 2,484 535 -2,050 -868 4,770 -162 -658 -163 -142: -644 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 38.4 18.5 46.5 5.1 3.2 5.0 0.8 0.1 0.0 0.1: 1.1 4.3
Old : 100.0: 71.2 38.4 18.5 46.5 5.1 3.2 5.0 0.8 0.1 0.0 0.1: 1.1 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 : 49: 26 25 4 8 10 . . . . 0 .:
Old : 49: 26 25 4 8 10 . . . . 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 : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5
Old : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 735,015: 571,917 246,304 10,561 290,227 132,382 1,223 44,162 15,620 0 2,688 954: 2,358 2,678
Old : 735,015: 571,917 246,304 10,561 290,227 132,382 1,223 44,162 15,620 0 2,688 954: 2,358 2,678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -44,221: -35,189 -30,882 -1,239 -5,929 -7,757 938 2,490 -732 -199 -982 -98: 55 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 33.5 1.4 39.5 18.0 0.2 6.0 2.1 0.0 0.4 0.1: 0.3 0.4
Old : 100.0: 77.8 33.5 1.4 39.5 18.0 0.2 6.0 2.1 0.0 0.4 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: 36 29 4 16 19 . 5 4 0 . .:
Old : 69: 36 29 4 16 19 . 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 : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5
Old : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 240,517: 166,745 217,200 45,465 5,150 8,906 13,621 806 1,368 0 1,914 0: 4,412 5,173
Old : 240,517: 166,745 217,200 45,465 5,150 8,906 13,621 806 1,368 0 1,914 0: 4,412 5,173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,450: 1,964 2,004 -1,216 248 1,096 1,172 -606 -164 0 0 0: -402 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 90.3 18.9 2.1 3.7 5.7 0.3 0.6 0.0 0.8 0.0: 1.8 2.2
Old : 100.0: 69.3 90.3 18.9 2.1 3.7 5.7 0.3 0.6 0.0 0.8 0.0: 1.8 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 : 43: 28 22 4 . . . . . 0 . 0:
Old : 43: 28 22 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 : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1
Old : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1
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, April 3, 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 : 398,340: 296,300 270,502 38,410 52,020 13,352 9,033 19,052 32,496 0 0 0: 8,749 10,918
Old : 398,340: 296,300 270,502 38,410 52,020 13,352 9,033 19,052 32,496 0 0 0: 8,749 10,918
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,149: 3,672 -9,416 3,520 3,901 -361 1,053 12,508 -5,735 0 0 0: 0 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 67.9 9.6 13.1 3.4 2.3 4.8 8.2 0.0 0.0 0.0: 2.2 2.7
Old : 100.0: 74.4 67.9 9.6 13.1 3.4 2.3 4.8 8.2 0.0 0.0 0.0: 2.2 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 : 58: 32 26 5 9 9 4 4 6 0 0 0:
Old : 58: 32 26 5 9 9 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 : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2
Old : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 245,735: 187,815 109,769 9,476 71,178 20,994 16,523 27,314 9,443 0 1,986 0: 1,484 5,051
Old : 245,735: 187,815 109,769 9,476 71,178 20,994 16,523 27,314 9,443 0 1,986 0: 1,484 5,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,056: -2,216 307 120 2,690 1,156 2,627 -2,648 1,398 0 0 0: -29 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 44.7 3.9 29.0 8.5 6.7 11.1 3.8 0.0 0.8 0.0: 0.6 2.1
Old : 100.0: 76.4 44.7 3.9 29.0 8.5 6.7 11.1 3.8 0.0 0.8 0.0: 0.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 21 23 7 6 8 . . . 0 . 0:
Old : 49: 21 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 : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3
Old : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3
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, April 3, 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 : 1,234,227: 127,105 136,691 224,604 110,104 107,510 214,679 309,367 301,874 55,148 84,542 128,646: 74,661 55,493
Old : 1,234,227: 127,105 136,691 224,604 110,104 107,510 214,679 309,367 301,874 55,148 84,542 128,646: 74,661 55,493
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,785: -4,147 1,204 -9,051 8,472 -2,477 6,551 -11,938 11,268 4,239 -1,931 -3,649: 51 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.1 18.2 8.9 8.7 17.4 25.1 24.5 4.5 6.8 10.4: 6.0 4.5
Old : 100.0: 10.3 11.1 18.2 8.9 8.7 17.4 25.1 24.5 4.5 6.8 10.4: 6.0 4.5
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 : 338: 43 36 25 12 32 61 97 86 49 38 53:
Old : 338: 43 36 25 12 32 61 97 86 49 38 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 : 17.5 24.8 29.8 36.8 11.4 18.5 18.8 23.5
Old : 17.5 24.8 29.8 36.8 11.4 18.5 18.8 23.5
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, April 3, 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 : 52,760: 38,261 12,144 6,032 19,889 1,796 623 11,822 880 0 0 0: 5,168 6,229
Old : 52,760: 38,261 12,144 6,032 19,889 1,796 623 11,822 880 0 0 0: 5,168 6,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -6,438: -5,538 -1,594 -256 -2,002 -104 2 -2,546 58 0 0 0: -600 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 23.0 11.4 37.7 3.4 1.2 22.4 1.7 0.0 0.0 0.0: 9.8 11.8
Old : 100.0: 72.5 23.0 11.4 37.7 3.4 1.2 22.4 1.7 0.0 0.0 0.0: 9.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 74.2 47.5 87.2 72.7 73.6 46.3 84.4 71.4
Old : 74.2 47.5 87.2 72.7 73.6 46.3 84.4 71.4
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, April 3, 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 : 99,234: 1,334 1,392 12,325 3,074 39,314 6,726 2,756 950 10,362 24,093 26,248: 1,975 1,407
Old : 99,234: 1,334 1,392 12,325 3,074 39,314 6,726 2,756 950 10,362 24,093 26,248: 1,975 1,407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -9,914: -54 -1,000 10,273 -866 -10,407 -4,541 100 -100 2,912 9,980 -8,125: 128 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.4 12.4 3.1 39.6 6.8 2.8 1.0 10.4 24.3 26.5: 2.0 1.4
Old : 100.0: 1.3 1.4 12.4 3.1 39.6 6.8 2.8 1.0 10.4 24.3 26.5: 2.0 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 : 25: . 4 . . 6 . . 4 5 5 10:
Old : 25: . 4 . . 6 . . 4 5 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 : 69.2 71.9 87.4 89.8 25.2 26.6 29.2 30.2
Old : 69.2 71.9 87.4 89.8 25.2 26.6 29.2 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 72,746: 40,950 30,071 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 8,349 9,675
Old : 72,746: 40,950 30,071 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 8,349 9,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -5,219: -4,397 -2,740 506 -1,170 -893 0 281 -451 0 0 0: 16 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 41.3 18.6 29.2 11.6 0.0 2.5 2.0 0.0 0.0 0.0: 11.5 13.3
Old : 100.0: 56.3 41.3 18.6 29.2 11.6 0.0 2.5 2.0 0.0 0.0 0.0: 11.5 13.3
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 : 22: 11 8 4 4 . 0 . . 0 0 0:
Old : 22: 11 8 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 : 46.0 40.4 70.9 65.1 34.7 34.6 54.0 54.1
Old : 46.0 40.4 70.9 65.1 34.7 34.6 54.0 54.1
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, April 3, 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 : 2,653,296: 545,108 448,683 371,494 717,297 478,131 347,703 186,407 499,572 143,741 67,829 233,437: 34,110 21,940
Old : 2,653,296: 545,108 448,683 371,494 717,297 478,131 347,703 186,407 499,572 143,741 67,829 233,437: 34,110 21,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -177,143: -70,642 -45,345 -40,675 -10,541 -14,129 7,602 -68,068 -20,690 -13,359 9,497 -28,697: 3,447 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.9 14.0 27.0 18.0 13.1 7.0 18.8 5.4 2.6 8.8: 1.3 0.8
Old : 100.0: 20.5 16.9 14.0 27.0 18.0 13.1 7.0 18.8 5.4 2.6 8.8: 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 : 149: 64 57 7 18 23 15 14 24 16 7 18:
Old : 149: 64 57 7 18 23 15 14 24 16 7 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 : 32.3 25.3 45.6 42.8 22.1 15.7 28.2 25.0
Old : 32.3 25.3 45.6 42.8 22.1 15.7 28.2 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 1,403,523: 120,762 207,961 301,353 231,888 358,770 150,412 239,626 174,595 139,912 36,583 152,105: 5,614 1,995
Old : 1,403,523: 120,762 207,961 301,353 231,888 358,770 150,412 239,626 174,595 139,912 36,583 152,105: 5,614 1,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -188,726: 546 -20,316 -76,699 -59,139 -11,774 -128 39,933 -80,967 5,354 -30,297 -26,251: 1,193 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.8 21.5 16.5 25.6 10.7 17.1 12.4 10.0 2.6 10.8: 0.4 0.1
Old : 100.0: 8.6 14.8 21.5 16.5 25.6 10.7 17.1 12.4 10.0 2.6 10.8: 0.4 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 : 85: 17 17 15 8 19 14 10 18 7 12 14:
Old : 85: 17 17 15 8 19 14 10 18 7 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 : 38.3 43.6 61.0 60.6 21.1 29.9 30.6 40.2
Old : 38.3 43.6 61.0 60.6 21.1 29.9 30.6 40.2
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, April 3, 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 : 24,215: 21,366 15,423 135 7,123 852 1,320 0 0 206 35 35: 301 747
Old : 24,215: 21,366 15,423 135 7,123 852 1,320 0 0 206 35 35: 301 747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,013: 690 1,095 -120 336 20 660 0 0 36 -214 -273: 0 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 63.7 0.6 29.4 3.5 5.5 0.0 0.0 0.9 0.1 0.1: 1.2 3.1
Old : 100.0: 88.2 63.7 0.6 29.4 3.5 5.5 0.0 0.0 0.9 0.1 0.1: 1.2 3.1
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 : 42: 25 24 . 8 7 . 0 0 . . .:
Old : 42: 25 24 . 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 : 48.9 35.2 64.2 59.7 47.8 32.2 59.0 49.5
Old : 48.9 35.2 64.2 59.7 47.8 32.2 59.0 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 8,590: 6,348 3,050 343 4,817 192 1,160 0 0 40 0 0: 507 531
Old : 8,590: 6,348 3,050 343 4,817 192 1,160 0 0 40 0 0: 507 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -861: -829 -524 148 -362 -28 0 0 0 -60 0 0: -92 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 35.5 4.0 56.1 2.2 13.5 0.0 0.0 0.5 0.0 0.0: 5.9 6.2
Old : 100.0: 73.9 35.5 4.0 56.1 2.2 13.5 0.0 0.0 0.5 0.0 0.0: 5.9 6.2
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 : 22: 12 8 . 4 . . 0 0 . 0 0:
Old : 22: 12 8 . 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 : 53.3 65.6 73.4 86.7 53.1 59.8 67.0 78.8
Old : 53.3 65.6 73.4 86.7 53.1 59.8 67.0 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 6,365: 4,227 2,857 1,334 1,420 432 0 1,080 0 0 65 15: 357 496
Old : 6,365: 4,227 2,857 1,334 1,420 432 0 1,080 0 0 65 15: 357 496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -172: -93 -488 -56 -71 -65 0 540 0 0 -20 0: 42 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 44.9 21.0 22.3 6.8 0.0 17.0 0.0 0.0 1.0 0.2: 5.6 7.8
Old : 100.0: 66.4 44.9 21.0 22.3 6.8 0.0 17.0 0.0 0.0 1.0 0.2: 5.6 7.8
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 : 20: 10 7 . 4 5 0 . 0 0 . .:
Old : 20: 10 7 . 4 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 : 60.2 56.5 82.6 78.7 55.3 47.8 67.9 62.4
Old : 60.2 56.5 82.6 78.7 55.3 47.8 67.9 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 8,884: 3,842 3,249 3,012 4,722 273 0 0 0 830 0 0: 927 640
Old : 8,884: 3,842 3,249 3,012 4,722 273 0 0 0 830 0 0: 927 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -747: -336 -407 -43 -222 -41 0 0 0 0 0 -25: -302 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 36.6 33.9 53.2 3.1 0.0 0.0 0.0 9.3 0.0 0.0: 10.4 7.2
Old : 100.0: 43.2 36.6 33.9 53.2 3.1 0.0 0.0 0.0 9.3 0.0 0.0: 10.4 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 9 . 6 4 0 0 0 . 0 0:
Old : 26: 14 9 . 6 4 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 : 53.2 54.2 74.8 78.4 51.0 51.7 69.1 71.4
Old : 53.2 54.2 74.8 78.4 51.0 51.7 69.1 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012