NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 10, 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 : 5,205,865: 1,877,716 1,329,764 339,121 1,154,292 641,250 624,962 172,619 1,058,561 15,767 200,845 571,186: 77,302 77,348
Old : 5,205,865: 1,877,716 1,329,764 339,121 1,154,292 641,250 624,962 172,619 1,058,561 15,767 200,845 571,186: 77,302 77,348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 173,926: 44,534 9,508 6,748 -2,366 4,825 -32,208 3,855 54,511 -5,051 7,388 33,293: 67,274 62,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 25.5 6.5 22.2 12.3 12.0 3.3 20.3 0.3 3.9 11.0: 1.5 1.5
Old : 100.0: 36.1 25.5 6.5 22.2 12.3 12.0 3.3 20.3 0.3 3.9 11.0: 1.5 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 : 226: 112 103 13 20 29 19 17 32 8 25 29:
Old : 226: 112 103 13 20 29 19 17 32 8 25 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 : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
Old : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
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, April 10, 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 : 351,864: 205,645 208,152 55,008 40,795 43,435 10,490 30,974 6,691 586 1,003 1,723: 28,286 19,091
Old : 351,864: 205,645 208,152 55,008 40,795 43,435 10,490 30,974 6,691 586 1,003 1,723: 28,286 19,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -16,367: -19,799 -19,470 720 -76 -8,585 -5,053 -3,784 2,677 -59 38 -181: 13,913 13,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 59.2 15.6 11.6 12.3 3.0 8.8 1.9 0.2 0.3 0.5: 8.0 5.4
Old : 100.0: 58.4 59.2 15.6 11.6 12.3 3.0 8.8 1.9 0.2 0.3 0.5: 8.0 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 : 54: 30 28 6 5 10 . . 4 . . .:
Old : 54: 30 28 6 5 10 . . 4 . . .:
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 : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
Old : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, April 10, 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 : 176,337: 117,482 108,341 19,356 28,445 27,010 0 2,415 3,864 2,122 210 698: 5,805 5,354
Old : 176,337: 117,482 108,341 19,356 28,445 27,010 0 2,415 3,864 2,122 210 698: 5,805 5,354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -7,802: -6,029 -9,612 -2,422 -945 -96 0 1,920 -2,148 514 0 -57: 2,436 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 61.4 11.0 16.1 15.3 0.0 1.4 2.2 1.2 0.1 0.4: 3.3 3.0
Old : 100.0: 66.6 61.4 11.0 16.1 15.3 0.0 1.4 2.2 1.2 0.1 0.4: 3.3 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 : 43: 24 25 . 9 11 0 . . . . .:
Old : 43: 24 25 . 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 : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
Old : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
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, April 10, 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 : 288,345: 202,510 107,849 49,416 132,272 16,251 8,974 12,450 2,986 0 310 0: 8,208 16,227
Old : 288,345: 202,510 107,849 49,416 132,272 16,251 8,974 12,450 2,986 0 310 0: 8,208 16,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -20,610: -17,580 -10,661 -7,675 -11,324 639 -984 -2,934 633 -174 310 -339: 4,870 3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 37.4 17.1 45.9 5.6 3.1 4.3 1.0 0.0 0.1 0.0: 2.8 5.6
Old : 100.0: 70.2 37.4 17.1 45.9 5.6 3.1 4.3 1.0 0.0 0.1 0.0: 2.8 5.6
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 : 47: 21 21 4 9 10 . . . 0 . 0:
Old : 47: 21 21 4 9 10 . . . 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 : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
Old : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
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 10, 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 : 738,011: 562,731 240,811 10,655 287,641 132,152 648 42,842 19,862 59 3,095 1,030: 10,874 10,578
Old : 738,011: 562,731 240,811 10,655 287,641 132,152 648 42,842 19,862 59 3,095 1,030: 10,874 10,578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,996: -9,186 -5,493 94 -2,586 -230 -575 -1,320 4,242 59 407 76: 8,516 7,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 32.6 1.4 39.0 17.9 0.1 5.8 2.7 0.0 0.4 0.1: 1.5 1.4
Old : 100.0: 76.2 32.6 1.4 39.0 17.9 0.1 5.8 2.7 0.0 0.4 0.1: 1.5 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 : 70: 36 29 4 16 19 . 5 5 . . .:
Old : 70: 36 29 4 16 19 . 5 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 : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
Old : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
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, April 10, 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 : 226,948: 156,850 199,506 33,514 4,974 12,767 15,069 0 723 0 0 0: 8,025 8,978
Old : 226,948: 156,850 199,506 33,514 4,974 12,767 15,069 0 723 0 0 0: 8,025 8,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -13,569: -9,895 -17,694 -11,951 -176 3,861 1,448 -806 -645 0 -1,914 0: 3,613 3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 87.9 14.8 2.2 5.6 6.6 0.0 0.3 0.0 0.0 0.0: 3.5 4.0
Old : 100.0: 69.1 87.9 14.8 2.2 5.6 6.6 0.0 0.3 0.0 0.0 0.0: 3.5 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 : 37: 25 21 . . . . 0 . 0 0 0:
Old : 37: 25 21 . . . . 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 : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 72.1
Old : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 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, April 10, 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 : 371,585: 274,757 246,469 34,213 49,456 13,188 4,915 15,517 33,853 0 0 0: 10,659 13,102
Old : 371,585: 274,757 246,469 34,213 49,456 13,188 4,915 15,517 33,853 0 0 0: 10,659 13,102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -26,755: -21,543 -24,033 -4,197 -2,564 -164 -4,118 -3,535 1,357 0 0 0: 1,910 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 66.3 9.2 13.3 3.5 1.3 4.2 9.1 0.0 0.0 0.0: 2.9 3.5
Old : 100.0: 73.9 66.3 9.2 13.3 3.5 1.3 4.2 9.1 0.0 0.0 0.0: 2.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 24 6 8 8 4 . 5 0 0 0:
Old : 55: 29 24 6 8 8 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 : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
Old : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
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 10, 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 : 226,219: 168,746 103,941 6,173 62,823 21,766 19,363 23,672 4,810 0 1,656 0: 5,361 7,551
Old : 226,219: 168,746 103,941 6,173 62,823 21,766 19,363 23,672 4,810 0 1,656 0: 5,361 7,551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -19,516: -19,069 -5,828 -3,303 -8,355 772 2,840 -3,642 -4,633 0 -330 0: 3,877 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 45.9 2.7 27.8 9.6 8.6 10.5 2.1 0.0 0.7 0.0: 2.4 3.3
Old : 100.0: 74.6 45.9 2.7 27.8 9.6 8.6 10.5 2.1 0.0 0.7 0.0: 2.4 3.3
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: 18 20 5 7 8 5 . . 0 . 0:
Old : 47: 18 20 5 7 8 5 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
Old : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
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 10, 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 : 1,252,198: 126,668 134,447 223,952 112,387 99,479 211,988 313,626 315,921 63,677 84,599 137,455: 73,058 54,284
Old : 1,252,198: 126,668 134,447 223,952 112,387 99,479 211,988 313,626 315,921 63,677 84,599 137,455: 73,058 54,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 17,971: -437 -2,244 -652 2,283 -8,031 -2,691 4,259 14,047 8,529 57 8,809: -1,603 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.7 17.9 9.0 7.9 16.9 25.0 25.2 5.1 6.8 11.0: 5.8 4.3
Old : 100.0: 10.1 10.7 17.9 9.0 7.9 16.9 25.0 25.2 5.1 6.8 11.0: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 348: 42 36 26 11 33 59 101 86 58 38 61:
Old : 348: 42 36 26 11 33 59 101 86 58 38 61:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 23.7 30.8 36.0 11.1 18.6 18.7 23.4
Old : 18.3 23.7 30.8 36.0 11.1 18.6 18.7 23.4
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 10, 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 : 53,008: 38,509 11,927 6,032 19,889 1,796 623 12,287 880 0 0 0: 5,168 6,229
Old : 53,008: 38,509 11,927 6,032 19,889 1,796 623 12,287 880 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: April 3, 2012 :
: 248: 248 -217 0 0 0 0 465 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 22.5 11.4 37.5 3.4 1.2 23.2 1.7 0.0 0.0 0.0: 9.7 11.8
Old : 100.0: 72.6 22.5 11.4 37.5 3.4 1.2 23.2 1.7 0.0 0.0 0.0: 9.7 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 : 22: 7 6 . 5 . . 4 . 0 0 0:
Old : 22: 7 6 . 5 . . 4 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 47.3 87.3 69.2 73.7 46.1 84.5 67.8
Old : 74.4 47.3 87.3 69.2 73.7 46.1 84.5 67.8
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 10, 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 : 102,744: 2,384 1,592 12,325 6,274 38,814 6,676 3,957 650 11,413 21,643 28,834: 1,648 980
Old : 102,744: 2,384 1,592 12,325 6,274 38,814 6,676 3,957 650 11,413 21,643 28,834: 1,648 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 3,510: 1,050 200 0 3,200 -500 -50 1,201 -300 1,051 -2,450 2,586: -327 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.5 12.0 6.1 37.8 6.5 3.9 0.6 11.1 21.1 28.1: 1.6 1.0
Old : 100.0: 2.3 1.5 12.0 6.1 37.8 6.5 3.9 0.6 11.1 21.1 28.1: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 4 4 . . 6 . . . 5 6 11:
Old : 28: 4 4 . . 6 . . . 5 6 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 71.2 86.8 88.5 25.0 25.1 29.8 30.3
Old : 67.2 71.2 86.8 88.5 25.0 25.1 29.8 30.3
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 10, 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 : 72,870: 41,748 30,373 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 7,675 9,497
Old : 72,870: 41,748 30,373 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 7,675 9,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 124: 798 302 0 0 0 0 0 0 0 0 0: -674 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 41.7 18.5 29.1 11.6 0.0 2.5 2.0 0.0 0.0 0.0: 10.5 13.0
Old : 100.0: 57.3 41.7 18.5 29.1 11.6 0.0 2.5 2.0 0.0 0.0 0.0: 10.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 45.9 40.4 70.8 65.0 34.6 34.5 53.9 54.1
Old : 45.9 40.4 70.8 65.0 34.6 34.5 53.9 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 10, 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 : 2,694,505: 556,488 460,349 378,676 754,890 460,760 355,699 164,390 526,694 146,885 72,421 232,155: 37,148 22,846
Old : 2,694,505: 556,488 460,349 378,676 754,890 460,760 355,699 164,390 526,694 146,885 72,421 232,155: 37,148 22,846
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 41,209: 11,380 11,666 7,182 37,593 -17,371 7,996 -22,017 27,122 3,144 4,592 -1,282: 3,038 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.1 14.1 28.0 17.1 13.2 6.1 19.5 5.5 2.7 8.6: 1.4 0.8
Old : 100.0: 20.7 17.1 14.1 28.0 17.1 13.2 6.1 19.5 5.5 2.7 8.6: 1.4 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 : 153: 67 57 7 18 23 15 14 25 14 9 19:
Old : 153: 67 57 7 18 23 15 14 25 14 9 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 : 31.8 25.2 44.9 43.0 22.4 15.7 28.6 25.4
Old : 31.8 25.2 44.9 43.0 22.4 15.7 28.6 25.4
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 10, 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 : 1,433,176: 121,865 212,033 330,860 237,311 363,015 135,298 239,068 188,156 134,605 37,790 153,641: 5,736 2,162
Old : 1,433,176: 121,865 212,033 330,860 237,311 363,015 135,298 239,068 188,156 134,605 37,790 153,641: 5,736 2,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 29,653: 1,103 4,072 29,507 5,423 4,245 -15,114 -558 13,561 -5,307 1,207 1,536: 122 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.8 23.1 16.6 25.3 9.4 16.7 13.1 9.4 2.6 10.7: 0.4 0.2
Old : 100.0: 8.5 14.8 23.1 16.6 25.3 9.4 16.7 13.1 9.4 2.6 10.7: 0.4 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 : 83: 17 17 15 8 19 13 10 17 6 12 15:
Old : 83: 17 17 15 8 19 13 10 17 6 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 : 39.0 43.9 62.2 61.1 22.5 29.4 31.7 40.3
Old : 39.0 43.9 62.2 61.1 22.5 29.4 31.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, April 10, 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 : 22,447: 19,472 14,094 125 6,930 734 1,680 0 0 201 0 0: 235 689
Old : 22,447: 19,472 14,094 125 6,930 734 1,680 0 0 201 0 0: 235 689
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -1,768: -1,894 -1,329 -10 -193 -118 360 0 0 -5 -35 -35: -66 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 62.8 0.6 30.9 3.3 7.5 0.0 0.0 0.9 0.0 0.0: 1.0 3.1
Old : 100.0: 86.7 62.8 0.6 30.9 3.3 7.5 0.0 0.0 0.9 0.0 0.0: 1.0 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 : 40: 23 22 . 8 5 . 0 0 . 0 0:
Old : 40: 23 22 . 8 5 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 36.1 65.5 62.1 49.4 32.9 63.6 53.2
Old : 49.7 36.1 65.5 62.1 49.4 32.9 63.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, April 10, 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 : 8,915: 6,663 3,225 343 4,967 192 1,160 0 0 40 0 0: 517 531
Old : 8,915: 6,663 3,225 343 4,967 192 1,160 0 0 40 0 0: 517 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 325: 315 175 0 150 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 36.2 3.8 55.7 2.2 13.0 0.0 0.0 0.4 0.0 0.0: 5.8 6.0
Old : 100.0: 74.7 36.2 3.8 55.7 2.2 13.0 0.0 0.0 0.4 0.0 0.0: 5.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
Old : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
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 10, 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 : 7,028: 4,642 3,215 1,394 1,292 578 0 1,380 0 0 65 15: 399 483
Old : 7,028: 4,642 3,215 1,394 1,292 578 0 1,380 0 0 65 15: 399 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 663: 415 358 60 -128 146 0 300 0 0 0 0: 42 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 45.7 19.8 18.4 8.2 0.0 19.6 0.0 0.0 0.9 0.2: 5.7 6.9
Old : 100.0: 66.1 45.7 19.8 18.4 8.2 0.0 19.6 0.0 0.0 0.9 0.2: 5.7 6.9
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 : 21: 10 8 4 . 5 0 . 0 0 . .:
Old : 21: 10 8 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 : 61.8 60.5 82.7 79.6 57.8 52.7 69.6 67.2
Old : 61.8 60.5 82.7 79.6 57.8 52.7 69.6 67.2
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, April 10, 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 : 9,041: 3,980 3,387 3,046 4,741 273 0 0 0 830 0 0: 912 640
Old : 9,041: 3,980 3,387 3,046 4,741 273 0 0 0 830 0 0: 912 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 157: 138 138 34 19 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 37.5 33.7 52.4 3.0 0.0 0.0 0.0 9.2 0.0 0.0: 10.1 7.1
Old : 100.0: 44.0 37.5 33.7 52.4 3.0 0.0 0.0 0.0 9.2 0.0 0.0: 10.1 7.1
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 : 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 : 52.7 53.5 74.1 77.9 50.4 51.0 68.3 70.2
Old : 52.7 53.5 74.1 77.9 50.4 51.0 68.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012