NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 8, 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 : 5,140,871: 1,857,135 1,403,246 321,209 1,222,295 659,128 668,526 144,186 1,015,952 62,635 143,384 538,601: 17,685 14,079
Old : 5,140,871: 1,857,135 1,403,246 321,209 1,222,295 659,128 668,526 144,186 1,015,952 62,635 143,384 538,601: 17,685 14,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 15,753: -8,646 14,427 13,550 26,947 -10,021 14,006 491 -3,545 26,883 6,711 -21,549: 5,075 2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 27.3 6.2 23.8 12.8 13.0 2.8 19.8 1.2 2.8 10.5: 0.3 0.3
Old : 100.0: 36.1 27.3 6.2 23.8 12.8 13.0 2.8 19.8 1.2 2.8 10.5: 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 : 225: 107 106 12 21 29 19 15 29 18 19 30:
Old : 225: 107 106 12 21 29 19 15 29 18 19 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 : 23.7 20.9 40.9 35.3 18.6 16.6 25.3 23.6
Old : 23.7 20.9 40.9 35.3 18.6 16.6 25.3 23.6
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, May 8, 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 : 323,826: 209,892 210,421 45,441 42,079 35,709 1,842 19,917 5,068 3,818 1,022 5,063: 16,993 4,547
Old : 323,826: 209,892 210,421 45,441 42,079 35,709 1,842 19,917 5,068 3,818 1,022 5,063: 16,993 4,547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -11,323: -2,787 -13,833 -5,348 1,620 366 -3,169 1,218 13 -2,595 -1,398 834: 1,363 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 65.0 14.0 13.0 11.0 0.6 6.2 1.6 1.2 0.3 1.6: 5.2 1.4
Old : 100.0: 64.8 65.0 14.0 13.0 11.0 0.6 6.2 1.6 1.2 0.3 1.6: 5.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 30 32 6 4 9 . . 4 . . .:
Old : 54: 30 32 6 4 9 . . 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 : 43.9 48.9 59.8 66.7 41.0 39.8 50.6 52.7
Old : 43.9 48.9 59.8 66.7 41.0 39.8 50.6 52.7
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, May 8, 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 : 173,746: 116,262 93,518 26,880 46,381 22,472 0 5,545 0 1,134 0 4,121: 2,877 1,709
Old : 173,746: 116,262 93,518 26,880 46,381 22,472 0 5,545 0 1,134 0 4,121: 2,877 1,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -8,851: -5,028 -13,226 523 10,080 -4,278 0 120 0 -447 -1,574 719: -340 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 53.8 15.5 26.7 12.9 0.0 3.2 0.0 0.7 0.0 2.4: 1.7 1.0
Old : 100.0: 66.9 53.8 15.5 26.7 12.9 0.0 3.2 0.0 0.7 0.0 2.4: 1.7 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 : 42: 24 24 . 10 10 0 . 0 . 0 .:
Old : 42: 24 24 . 10 10 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 : 62.4 38.4 77.8 57.4 57.3 35.6 65.1 50.0
Old : 62.4 38.4 77.8 57.4 57.3 35.6 65.1 50.0
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, May 8, 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 : 266,082: 183,956 105,868 45,363 101,255 27,520 3,035 10,039 311 204 4,785 1,284: 4,409 15,020
Old : 266,082: 183,956 105,868 45,363 101,255 27,520 3,035 10,039 311 204 4,785 1,284: 4,409 15,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -18,861: -11,970 -12,215 -4,679 -6,539 -195 -1,645 -1,694 -154 -218 -1,301 -258: 258 3,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 39.8 17.0 38.1 10.3 1.1 3.8 0.1 0.1 1.8 0.5: 1.7 5.6
Old : 100.0: 69.1 39.8 17.0 38.1 10.3 1.1 3.8 0.1 0.1 1.8 0.5: 1.7 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 : 46: 22 22 4 8 9 . . . . . .:
Old : 46: 22 22 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 : 50.3 51.0 68.4 70.3 48.0 42.6 64.4 57.9
Old : 50.3 51.0 68.4 70.3 48.0 42.6 64.4 57.9
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, May 8, 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 : 745,869: 590,122 254,554 7,963 297,142 135,384 0 44,570 7,313 0 1,893 2,037: 3,050 2,976
Old : 745,869: 590,122 254,554 7,963 297,142 135,384 0 44,570 7,313 0 1,893 2,037: 3,050 2,976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,610: 6,102 -3,435 -1,789 2,675 2,453 0 2,482 -2,069 -736 1,096 168: -519 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 34.1 1.1 39.8 18.2 0.0 6.0 1.0 0.0 0.3 0.3: 0.4 0.4
Old : 100.0: 79.1 34.1 1.1 39.8 18.2 0.0 6.0 1.0 0.0 0.3 0.3: 0.4 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 : 70: 38 30 5 15 19 0 6 . 0 . .:
Old : 70: 38 30 5 15 19 0 6 . 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 : 40.2 39.2 59.5 55.9 34.2 30.5 49.4 41.5
Old : 40.2 39.2 59.5 55.9 34.2 30.5 49.4 41.5
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, May 8, 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 : 225,232: 151,977 194,912 34,287 9,580 14,885 11,642 0 1,318 2,565 0 217: 8,341 4,320
Old : 225,232: 151,977 194,912 34,287 9,580 14,885 11,642 0 1,318 2,565 0 217: 8,341 4,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -14,755: -10,934 -14,336 -631 -841 430 -3,709 0 459 -338 0 -153: 121 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 86.5 15.2 4.3 6.6 5.2 0.0 0.6 1.1 0.0 0.1: 3.7 1.9
Old : 100.0: 67.5 86.5 15.2 4.3 6.6 5.2 0.0 0.6 1.1 0.0 0.1: 3.7 1.9
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 : 39: 24 22 . . . . 0 . . 0 .:
Old : 39: 24 22 . . . . 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 : 48.6 59.0 69.9 79.2 41.0 58.9 57.8 71.0
Old : 48.6 59.0 69.9 79.2 41.0 58.9 57.8 71.0
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, May 8, 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 : 363,024: 273,440 237,322 29,340 54,737 11,980 848 13,540 36,408 3,140 0 462: 7,406 8,575
Old : 363,024: 273,440 237,322 29,340 54,737 11,980 848 13,540 36,408 3,140 0 462: 7,406 8,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -27,241: -22,402 -26,295 589 299 -3,454 -992 5,282 -824 925 -279 -458: -625 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 65.4 8.1 15.1 3.3 0.2 3.7 10.0 0.9 0.0 0.1: 2.0 2.4
Old : 100.0: 75.3 65.4 8.1 15.1 3.3 0.2 3.7 10.0 0.9 0.0 0.1: 2.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 30 26 5 10 8 . 6 4 . 0 .:
Old : 58: 30 26 5 10 8 . 6 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 : 37.2 57.0 55.8 68.3 32.5 48.9 46.8 58.3
Old : 37.2 57.0 55.8 68.3 32.5 48.9 46.8 58.3
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, May 8, 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 : 198,065: 146,453 91,871 5,159 61,679 19,308 17,251 14,830 2,082 3,438 1,224 1,916: 2,458 5,155
Old : 198,065: 146,453 91,871 5,159 61,679 19,308 17,251 14,830 2,082 3,438 1,224 1,916: 2,458 5,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -22,637: -20,584 -9,360 -921 -2,260 -846 -575 -4,028 -309 3,438 -1,840 -2,345: -495 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 46.4 2.6 31.1 9.7 8.7 7.5 1.1 1.7 0.6 1.0: 1.2 2.6
Old : 100.0: 73.9 46.4 2.6 31.1 9.7 8.7 7.5 1.1 1.7 0.6 1.0: 1.2 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 : 48: 19 21 4 8 8 4 . . . . .:
Old : 48: 19 21 4 8 8 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 : 59.1 42.3 72.8 61.0 59.1 37.9 66.3 53.6
Old : 59.1 42.3 72.8 61.0 59.1 37.9 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, May 8, 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 : 1,226,562: 123,240 126,895 213,491 115,821 124,667 205,335 281,615 306,394 50,369 87,859 134,136: 68,930 49,175
Old : 1,226,562: 123,240 126,895 213,491 115,821 124,667 205,335 281,615 306,394 50,369 87,859 134,136: 68,930 49,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -31,141: -7,203 -2,612 -2,124 2,348 -6,493 2,069 -25,028 -1,293 -4,534 14,532 -13,980: 2,417 1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.3 17.4 9.4 10.2 16.7 23.0 25.0 4.1 7.2 10.9: 5.6 4.0
Old : 100.0: 10.0 10.3 17.4 9.4 10.2 16.7 23.0 25.0 4.1 7.2 10.9: 5.6 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 : 325: 43 38 20 14 26 58 87 82 42 49 59:
Old : 325: 43 38 20 14 26 58 87 82 42 49 59:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 22.7 29.9 35.2 11.1 16.3 19.0 21.2
Old : 17.5 22.7 29.9 35.2 11.1 16.3 19.0 21.2
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, May 8, 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 : 45,837: 33,229 10,098 5,965 17,822 1,491 625 9,480 34 0 387 552: 3,941 5,973
Old : 45,837: 33,229 10,098 5,965 17,822 1,491 625 9,480 34 0 387 552: 3,941 5,973
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -6,879: -5,280 -1,829 -67 -1,819 -305 2 -2,170 -2 0 -250 0: -1,227 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 22.0 13.0 38.9 3.3 1.4 20.7 0.1 0.0 0.8 1.2: 8.6 13.0
Old : 100.0: 72.5 22.0 13.0 38.9 3.3 1.4 20.7 0.1 0.0 0.8 1.2: 8.6 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 : 21: 6 6 . 5 . . . . 0 . .:
Old : 21: 6 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 : 74.4 47.9 87.4 71.9 73.0 46.5 85.1 69.0
Old : 74.4 47.9 87.4 71.9 73.0 46.5 85.1 69.0
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, May 8, 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 : 79,001: 3,730 1,642 28,223 18,597 5,808 5,666 5,906 975 5,790 18,642 26,274: 2,535 1,157
Old : 79,001: 3,730 1,642 28,223 18,597 5,808 5,666 5,906 975 5,790 18,642 26,274: 2,535 1,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 2,210: 250 200 -3,850 -285 100 -135 1,200 400 -660 -5,550 6,145: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.1 35.7 23.5 7.4 7.2 7.5 1.2 7.3 23.6 33.3: 3.2 1.5
Old : 100.0: 4.7 2.1 35.7 23.5 7.4 7.2 7.5 1.2 7.3 23.6 33.3: 3.2 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 : 28: 5 5 5 . 5 . . . 7 4 11:
Old : 28: 5 5 5 . 5 . . . 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 : 58.3 73.2 76.3 86.5 45.8 48.6 50.3 54.6
Old : 58.3 73.2 76.3 86.5 45.8 48.6 50.3 54.6
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, May 8, 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 : 70,523: 39,297 28,989 13,654 20,001 7,969 0 1,524 857 0 1,059 1,265: 7,481 8,859
Old : 70,523: 39,297 28,989 13,654 20,001 7,969 0 1,524 857 0 1,059 1,265: 7,481 8,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 255: 283 0 0 0 0 0 167 -20 0 116 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 41.1 19.4 28.4 11.3 0.0 2.2 1.2 0.0 1.5 1.8: 10.6 12.6
Old : 100.0: 55.7 41.1 19.4 28.4 11.3 0.0 2.2 1.2 0.0 1.5 1.8: 10.6 12.6
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 : 22: 11 8 4 4 . 0 . . 0 . .:
Old : 22: 11 8 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 : 44.8 39.7 68.7 63.2 35.0 34.4 53.1 51.6
Old : 44.8 39.7 68.7 63.2 35.0 34.4 53.1 51.6
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, May 8, 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 : 2,726,874: 598,678 468,401 336,342 779,758 488,672 339,027 125,493 557,518 162,159 71,521 209,514: 34,964 25,997
Old : 2,726,874: 598,678 468,401 336,342 779,758 488,672 339,027 125,493 557,518 162,159 71,521 209,514: 34,964 25,997
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 29,781: 15,811 -3,119 123 77,538 -898 -5,442 -42,506 3,261 10,419 -11,314 5,228: 1,279 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.2 12.3 28.6 17.9 12.4 4.6 20.4 5.9 2.6 7.7: 1.3 1.0
Old : 100.0: 22.0 17.2 12.3 28.6 17.9 12.4 4.6 20.4 5.9 2.6 7.7: 1.3 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 : 147: 67 58 8 17 23 15 11 23 13 9 18:
Old : 147: 67 58 8 17 23 15 11 23 13 9 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 : 29.5 27.7 42.6 44.0 18.5 17.2 25.5 27.4
Old : 29.5 27.7 42.6 44.0 18.5 17.2 25.5 27.4
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, May 8, 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 : 1,442,796: 125,629 220,732 347,223 264,463 369,842 165,523 265,406 154,889 129,147 18,513 145,499: 5,044 3,452
Old : 1,442,796: 125,629 220,732 347,223 264,463 369,842 165,523 265,406 154,889 129,147 18,513 145,499: 5,044 3,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 109,182: 4,997 9,481 62,318 15,239 14,754 8,156 93,644 -14,572 40,310 -3,213 -5,823: -958 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.3 24.1 18.3 25.6 11.5 18.4 10.7 9.0 1.3 10.1: 0.3 0.2
Old : 100.0: 8.7 15.3 24.1 18.3 25.6 11.5 18.4 10.7 9.0 1.3 10.1: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 20 19 15 8 17 16 11 22 9 9 15:
Old : 89: 20 19 15 8 17 16 11 22 9 9 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 : 40.4 45.2 61.7 61.4 25.0 31.9 34.8 42.4
Old : 40.4 45.2 61.7 61.4 25.0 31.9 34.8 42.4
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, May 8, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 23,974: 20,368 16,734 335 6,009 573 1,980 0 0 464 45 0: 254 613
Old : 23,974: 20,368 16,734 335 6,009 573 1,980 0 0 464 45 0: 254 613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -756: -773 -450 70 39 -173 120 0 0 3 0 0: -3 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 69.8 1.4 25.1 2.4 8.3 0.0 0.0 1.9 0.2 0.0: 1.1 2.6
Old : 100.0: 85.0 69.8 1.4 25.1 2.4 8.3 0.0 0.0 1.9 0.2 0.0: 1.1 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 : 44: 26 23 . 8 7 . 0 0 . . 0:
Old : 44: 26 23 . 8 7 . 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 : 49.8 45.2 68.1 66.5 49.5 43.6 65.1 61.9
Old : 49.8 45.2 68.1 66.5 49.5 43.6 65.1 61.9
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, May 8, 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 : 8,327: 5,961 3,001 316 4,701 263 1,280 0 0 0 0 0: 507 362
Old : 8,327: 5,961 3,001 316 4,701 263 1,280 0 0 0 0 0: 507 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 105: 0 -15 0 108 0 120 0 0 -40 0 0: 25 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 36.0 3.8 56.5 3.2 15.4 0.0 0.0 0.0 0.0 0.0: 6.1 4.3
Old : 100.0: 71.6 36.0 3.8 56.5 3.2 15.4 0.0 0.0 0.0 0.0 0.0: 6.1 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 : 22: 12 8 . 4 . . 0 0 0 0 0:
Old : 22: 12 8 . 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 : 59.7 65.8 77.1 86.9 59.7 65.1 73.0 82.8
Old : 59.7 65.8 77.1 86.9 59.7 65.1 73.0 82.8
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, May 8, 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 : 7,520: 4,938 2,927 1,095 1,415 927 0 1,500 0 130 0 0: 430 751
Old : 7,520: 4,938 2,927 1,095 1,415 927 0 1,500 0 130 0 0: 430 751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 587: 484 149 -70 156 215 0 0 0 0 -130 -15: -27 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 38.9 14.6 18.8 12.3 0.0 19.9 0.0 1.7 0.0 0.0: 5.7 10.0
Old : 100.0: 65.7 38.9 14.6 18.8 12.3 0.0 19.9 0.0 1.7 0.0 0.0: 5.7 10.0
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 : 20: 8 6 . 5 6 0 . 0 . 0 0:
Old : 20: 8 6 . 5 6 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 : 60.6 55.1 82.1 76.4 60.6 48.9 71.1 64.0
Old : 60.6 55.1 82.1 76.4 60.6 48.9 71.1 64.0
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, May 8, 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 : 9,874: 4,794 4,361 3,096 4,705 210 0 0 0 1,060 0 0: 714 598
Old : 9,874: 4,794 4,361 3,096 4,705 210 0 0 0 1,060 0 0: 714 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 469: 429 261 0 252 -45 0 0 0 120 0 0: -35 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 44.2 31.4 47.7 2.1 0.0 0.0 0.0 10.7 0.0 0.0: 7.2 6.1
Old : 100.0: 48.6 44.2 31.4 47.7 2.1 0.0 0.0 0.0 10.7 0.0 0.0: 7.2 6.1
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 : 29: 17 12 . 6 4 0 0 0 . 0 0:
Old : 29: 17 12 . 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 : 49.1 51.2 70.7 74.5 49.0 46.8 63.5 63.8
Old : 49.1 51.2 70.7 74.5 49.0 46.8 63.5 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012