NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 24, 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 : 5,292,674: 1,986,818 1,390,719 322,825 1,169,601 686,297 644,159 169,502 1,057,817 16,835 239,712 562,952: 14,971 16,074
Old : 5,292,674: 1,986,818 1,390,719 322,825 1,169,601 686,297 644,159 169,502 1,057,817 16,835 239,712 562,952: 14,971 16,074
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 70,429: 60,953 60,626 -15,891 7,970 45,221 6,089 -40,246 -25,737 -946 20,968 -1,262: 2,002 2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 26.3 6.1 22.1 13.0 12.2 3.2 20.0 0.3 4.5 10.6: 0.3 0.3
Old : 100.0: 37.5 26.3 6.1 22.1 13.0 12.2 3.2 20.0 0.3 4.5 10.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 229: 114 106 13 20 28 16 16 32 13 26 32:
Old : 229: 114 106 13 20 28 16 16 32 13 26 32:
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 : 23.5 20.8 41.5 34.1 18.1 15.0 25.7 21.5
Old : 23.5 20.8 41.5 34.1 18.1 15.0 25.7 21.5
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 24, 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 : 330,116: 202,642 216,624 49,531 36,653 37,677 5,072 23,007 5,194 12,426 1,230 3,683: 13,891 6,048
Old : 330,116: 202,642 216,624 49,531 36,653 37,677 5,072 23,007 5,194 12,426 1,230 3,683: 13,891 6,048
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,881: -7,703 400 -854 193 282 -3,916 -2,573 -2,607 10,066 -858 2,265: -414 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 65.6 15.0 11.1 11.4 1.5 7.0 1.6 3.8 0.4 1.1: 4.2 1.8
Old : 100.0: 61.4 65.6 15.0 11.1 11.4 1.5 7.0 1.6 3.8 0.4 1.1: 4.2 1.8
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 : 56: 31 31 7 4 10 . . 4 . . .:
Old : 56: 31 31 7 4 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 : 38.1 46.4 54.7 64.5 32.5 35.8 42.3 48.3
Old : 38.1 46.4 54.7 64.5 32.5 35.8 42.3 48.3
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 24, 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 : 181,491: 121,072 105,923 24,460 35,653 27,302 0 5,425 0 1,713 569 4,494: 2,450 2,125
Old : 181,491: 121,072 105,923 24,460 35,653 27,302 0 5,425 0 1,713 569 4,494: 2,450 2,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 701: -555 -3,489 3,734 3,809 -383 0 596 -4,236 -1,708 329 3,836: 13 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 58.4 13.5 19.6 15.0 0.0 3.0 0.0 0.9 0.3 2.5: 1.3 1.2
Old : 100.0: 66.7 58.4 13.5 19.6 15.0 0.0 3.0 0.0 0.9 0.3 2.5: 1.3 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: 25 27 . 9 11 0 . 0 . . .:
Old : 44: 25 27 . 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 : 57.7 37.9 73.1 54.2 49.2 31.2 56.9 42.8
Old : 57.7 37.9 73.1 54.2 49.2 31.2 56.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, April 24, 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 : 284,290: 198,742 118,201 50,822 111,101 23,467 4,680 11,271 681 168 6,403 1,760: 3,970 11,406
Old : 284,290: 198,742 118,201 50,822 111,101 23,467 4,680 11,271 681 168 6,403 1,760: 3,970 11,406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,568: -669 416 -129 -7,267 1,713 -1,536 -939 -2,272 168 6,403 1,760: -603 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 41.6 17.9 39.1 8.3 1.6 4.0 0.2 0.1 2.3 0.6: 1.4 4.0
Old : 100.0: 69.9 41.6 17.9 39.1 8.3 1.6 4.0 0.2 0.1 2.3 0.6: 1.4 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 : 52: 25 24 4 8 9 . . . . . .:
Old : 52: 25 24 4 8 9 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.0 65.5 70.3 45.7 42.7 62.3 58.4
Old : 47.9 49.0 65.5 70.3 45.7 42.7 62.3 58.4
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 24, 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 : 722,411: 568,159 243,217 10,867 298,265 122,450 0 36,698 12,004 0 1,473 2,871: 6,060 5,433
Old : 722,411: 568,159 243,217 10,867 298,265 122,450 0 36,698 12,004 0 1,473 2,871: 6,060 5,433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -372: 2,558 609 2,087 18,570 -10,716 0 -11,280 57 0 -3,171 1,968: 3,674 3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 33.7 1.5 41.3 17.0 0.0 5.1 1.7 0.0 0.2 0.4: 0.8 0.8
Old : 100.0: 78.6 33.7 1.5 41.3 17.0 0.0 5.1 1.7 0.0 0.2 0.4: 0.8 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 : 67: 34 29 5 15 19 0 5 . 0 4 4:
Old : 67: 34 29 5 15 19 0 5 . 0 4 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 : 36.6 38.9 56.4 56.7 32.4 30.1 48.8 42.9
Old : 36.6 38.9 56.4 56.7 32.4 30.1 48.8 42.9
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 24, 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 : 239,537: 163,105 209,337 34,824 9,747 14,363 15,529 0 921 3,469 0 129: 7,197 5,040
Old : 239,537: 163,105 209,337 34,824 9,747 14,363 15,529 0 921 3,469 0 129: 7,197 5,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 7,756: 2,546 6,307 1,343 -186 1,625 -1,303 0 99 3,469 -1,352 129: -152 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 87.4 14.5 4.1 6.0 6.5 0.0 0.4 1.4 0.0 0.1: 3.0 2.1
Old : 100.0: 68.1 87.4 14.5 4.1 6.0 6.5 0.0 0.4 1.4 0.0 0.1: 3.0 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 : 39: 26 23 . . . . 0 . . 0 .:
Old : 39: 26 23 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 58.3 68.4 79.4 38.9 58.1 56.4 70.4
Old : 46.2 58.3 68.4 79.4 38.9 58.1 56.4 70.4
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 24, 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 : 387,851: 294,993 260,648 26,302 51,572 15,645 1,830 10,886 38,184 2,161 0 695: 8,041 10,221
Old : 387,851: 294,993 260,648 26,302 51,572 15,645 1,830 10,886 38,184 2,161 0 695: 8,041 10,221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 10,512: 4,336 6,209 -2,553 2,147 2,182 -3,496 -8,336 8,014 2,161 0 695: -827 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 67.2 6.8 13.3 4.0 0.5 2.8 9.8 0.6 0.0 0.2: 2.1 2.6
Old : 100.0: 76.1 67.2 6.8 13.3 4.0 0.5 2.8 9.8 0.6 0.0 0.2: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 32 27 5 9 9 . 5 4 . 0 .:
Old : 59: 32 27 5 9 9 . 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 : 36.8 58.0 54.1 69.0 32.2 51.4 46.7 60.1
Old : 36.8 58.0 54.1 69.0 32.2 51.4 46.7 60.1
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 24, 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 : 218,868: 168,497 98,198 6,080 66,959 18,823 16,503 17,960 2,191 0 4,147 3,821: 2,953 6,769
Old : 218,868: 168,497 98,198 6,080 66,959 18,823 16,503 17,960 2,191 0 4,147 3,821: 2,953 6,769
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,305: 1,242 -3,465 -93 -1,165 760 -4,674 -2,030 -2,423 0 2,675 3,821: 62 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 44.9 2.8 30.6 8.6 7.5 8.2 1.0 0.0 1.9 1.7: 1.3 3.1
Old : 100.0: 77.0 44.9 2.8 30.6 8.6 7.5 8.2 1.0 0.0 1.9 1.7: 1.3 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 : 48: 20 21 5 7 8 4 . . 0 . .:
Old : 48: 20 21 5 7 8 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 : 59.1 43.4 72.7 58.9 59.1 39.4 66.3 53.6
Old : 59.1 43.4 72.7 58.9 59.1 39.4 66.3 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, April 24, 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 : 1,284,741: 115,145 115,099 209,833 114,906 145,080 202,336 311,209 323,751 73,192 77,627 145,832: 69,572 51,237
Old : 1,284,741: 115,145 115,099 209,833 114,906 145,080 202,336 311,209 323,751 73,192 77,627 145,832: 69,572 51,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -23,362: -3,517 -7,096 -5,471 -393 9,080 -12,957 -8,759 -12,626 1,939 -7,992 3,162: -2,972 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.0 16.3 8.9 11.3 15.7 24.2 25.2 5.7 6.0 11.4: 5.4 4.0
Old : 100.0: 9.0 9.0 16.3 8.9 11.3 15.7 24.2 25.2 5.7 6.0 11.4: 5.4 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 : 353: 44 37 20 15 27 60 100 85 54 46 60:
Old : 353: 44 37 20 15 27 60 100 85 54 46 60:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.7 31.2 36.8 10.4 17.6 17.8 21.7
Old : 19.2 24.7 31.2 36.8 10.4 17.6 17.8 21.7
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, April 24, 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 : 52,716: 38,509 11,927 6,032 19,889 1,796 623 11,650 36 0 637 552: 5,168 6,229
Old : 52,716: 38,509 11,927 6,032 19,889 1,796 623 11,650 36 0 637 552: 5,168 6,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -292: 0 0 0 0 0 0 -637 -844 0 637 552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 22.6 11.4 37.7 3.4 1.2 22.1 0.1 0.0 1.2 1.0: 9.8 11.8
Old : 100.0: 73.0 22.6 11.4 37.7 3.4 1.2 22.1 0.1 0.0 1.2 1.0: 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 . .:
Old : 21: 7 6 . 5 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Old : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, April 24, 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 : 103,449: 3,126 2,669 14,899 6,454 36,724 5,676 7,207 800 10,865 19,414 29,568: 1,791 613
Old : 103,449: 3,126 2,669 14,899 6,454 36,724 5,676 7,207 800 10,865 19,414 29,568: 1,791 613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,109: 742 1,077 1,122 100 -1,000 -1,000 0 150 -598 -301 -668: 143 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.6 14.4 6.2 35.5 5.5 7.0 0.8 10.5 18.8 28.6: 1.7 0.6
Old : 100.0: 3.0 2.6 14.4 6.2 35.5 5.5 7.0 0.8 10.5 18.8 28.6: 1.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 6 6 . 4 6 . . . 7 4 11:
Old : 31: 6 6 . 4 6 . . . 7 4 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 : 65.1 67.1 83.5 86.1 25.9 22.9 30.3 31.3
Old : 65.1 67.1 83.5 86.1 25.9 22.9 30.3 31.3
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 24, 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 : 73,709: 42,385 31,347 13,503 21,210 8,466 0 1,082 962 0 427 718: 7,675 9,497
Old : 73,709: 42,385 31,347 13,503 21,210 8,466 0 1,082 962 0 427 718: 7,675 9,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 731: 510 943 0 0 0 0 -860 -497 0 427 718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 42.5 18.3 28.8 11.5 0.0 1.5 1.3 0.0 0.6 1.0: 10.4 12.9
Old : 100.0: 57.5 42.5 18.3 28.8 11.5 0.0 1.5 1.3 0.0 0.6 1.0: 10.4 12.9
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 : 23: 12 9 4 4 . 0 . . 0 . .:
Old : 23: 12 9 4 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 : 45.6 39.9 70.3 64.3 34.3 34.1 54.4 53.5
Old : 45.6 39.9 70.3 64.3 34.3 34.1 54.4 53.5
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 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,848,236: 611,471 505,472 377,361 747,138 512,972 335,047 178,049 573,056 171,467 72,205 235,075: 31,787 24,269
Old : 2,848,236: 611,471 505,472 377,361 747,138 512,972 335,047 178,049 573,056 171,467 72,205 235,075: 31,787 24,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 87,848: 33,332 31,859 -3,093 -33,401 46,126 -24,756 8,225 29,915 8,743 961 58: -2,477 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.7 13.2 26.2 18.0 11.8 6.3 20.1 6.0 2.5 8.3: 1.1 0.9
Old : 100.0: 21.5 17.7 13.2 26.2 18.0 11.8 6.3 20.1 6.0 2.5 8.3: 1.1 0.9
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 : 159: 73 61 8 18 23 16 12 25 14 10 19:
Old : 159: 73 61 8 18 23 16 12 25 14 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 : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
Old : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
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 24, 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 : 1,501,980: 134,626 226,548 327,508 224,150 375,774 156,150 253,480 209,922 132,798 49,048 160,937: 4,265 2,121
Old : 1,501,980: 134,626 226,548 327,508 224,150 375,774 156,150 253,480 209,922 132,798 49,048 160,937: 4,265 2,121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 39,142: 3,841 2,419 -9,693 -13,093 14,332 10,490 6,658 17,231 -4,324 2,545 8,970: -1,705 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.1 21.8 14.9 25.0 10.4 16.9 14.0 8.8 3.3 10.7: 0.3 0.1
Old : 100.0: 9.0 15.1 21.8 14.9 25.0 10.4 16.9 14.0 8.8 3.3 10.7: 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 : 87: 17 18 15 8 19 18 8 20 8 10 15:
Old : 87: 17 18 15 8 19 18 8 20 8 10 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 : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Old : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, April 24, 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 : 22,913: 19,679 14,478 200 6,896 734 1,680 0 0 363 0 0: 257 805
Old : 22,913: 19,679 14,478 200 6,896 734 1,680 0 0 363 0 0: 257 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 270: 108 313 75 -55 0 0 0 0 62 0 0: 25 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 63.2 0.9 30.1 3.2 7.3 0.0 0.0 1.6 0.0 0.0: 1.1 3.5
Old : 100.0: 85.9 63.2 0.9 30.1 3.2 7.3 0.0 0.0 1.6 0.0 0.0: 1.1 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 : 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 : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
Old : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
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 24, 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 17, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 24, 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 : 7,296: 4,640 3,508 1,549 1,237 573 0 1,380 0 130 110 0: 404 488
Old : 7,296: 4,640 3,508 1,549 1,237 573 0 1,380 0 130 110 0: 404 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 238: 13 273 95 -35 -5 0 0 0 130 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 48.1 21.2 17.0 7.9 0.0 18.9 0.0 1.8 1.5 0.0: 5.5 6.7
Old : 100.0: 63.6 48.1 21.2 17.0 7.9 0.0 18.9 0.0 1.8 1.5 0.0: 5.5 6.7
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 : 22: 10 8 4 . 5 0 . 0 . . 0:
Old : 22: 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 : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
Old : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
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, April 24, 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 : 9,815: 4,389 3,993 3,424 4,889 273 0 0 0 815 0 5: 909 655
Old : 9,815: 4,389 3,993 3,424 4,889 273 0 0 0 815 0 5: 909 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 301: 169 91 180 210 0 0 0 0 0 0 0: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 40.7 34.9 49.8 2.8 0.0 0.0 0.0 8.3 0.0 0.1: 9.3 6.7
Old : 100.0: 44.7 40.7 34.9 49.8 2.8 0.0 0.0 0.0 8.3 0.0 0.1: 9.3 6.7
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 : 29: 15 11 . 6 4 0 0 0 . 0 .:
Old : 29: 15 11 . 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 : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
Old : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012