NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 15, 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 : 5,131,594: 1,900,984 1,429,429 322,551 1,291,898 644,394 699,381 116,042 981,672 68,124 151,540 495,785: 18,703 20,834
Old : 5,131,594: 1,900,984 1,429,429 322,551 1,291,898 644,394 699,381 116,042 981,672 68,124 151,540 495,785: 18,703 20,834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -9,277: 43,849 26,183 1,342 69,603 -14,734 30,855 -28,144 -34,280 5,489 8,156 -42,816: 1,018 6,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 27.9 6.3 25.2 12.6 13.6 2.3 19.1 1.3 3.0 9.7: 0.4 0.4
Old : 100.0: 37.0 27.9 6.3 25.2 12.6 13.6 2.3 19.1 1.3 3.0 9.7: 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 : 224: 110 106 10 23 29 21 13 29 14 21 31:
Old : 224: 110 106 10 23 29 21 13 29 14 21 31:
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 : 23.6 20.4 40.4 34.7 18.8 17.2 25.6 24.7
Old : 23.6 20.4 40.4 34.7 18.8 17.2 25.6 24.7
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, May 15, 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 : 325,172: 216,411 218,932 45,698 45,929 30,346 1,990 14,153 6,435 3,726 1,169 3,626: 16,940 4,582
Old : 325,172: 216,411 218,932 45,698 45,929 30,346 1,990 14,153 6,435 3,726 1,169 3,626: 16,940 4,582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,346: 6,519 8,511 257 3,850 -5,363 148 -5,764 1,367 -92 147 -1,437: -53 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 67.3 14.1 14.1 9.3 0.6 4.4 2.0 1.1 0.4 1.1: 5.2 1.4
Old : 100.0: 66.6 67.3 14.1 14.1 9.3 0.6 4.4 2.0 1.1 0.4 1.1: 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 : 52: 29 30 7 . 9 . . 4 . . .:
Old : 52: 29 30 7 . 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 : 45.8 52.2 60.6 67.8 43.0 45.2 52.9 54.2
Old : 45.8 52.2 60.6 67.8 43.0 45.2 52.9 54.2
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 15, 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 : 176,611: 118,119 92,135 27,856 46,861 22,908 0 8,017 0 1,632 1,263 3,718: 2,378 1,709
Old : 176,611: 118,119 92,135 27,856 46,861 22,908 0 8,017 0 1,632 1,263 3,718: 2,378 1,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,865: 1,857 -1,383 976 480 436 0 2,472 0 498 1,263 -403: -499 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 52.2 15.8 26.5 13.0 0.0 4.5 0.0 0.9 0.7 2.1: 1.3 1.0
Old : 100.0: 66.9 52.2 15.8 26.5 13.0 0.0 4.5 0.0 0.9 0.7 2.1: 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 : 42: 24 24 . 9 10 0 . 0 . . .:
Old : 42: 24 24 . 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 : 61.3 36.8 77.3 56.5 56.0 34.2 63.9 50.1
Old : 61.3 36.8 77.3 56.5 56.0 34.2 63.9 50.1
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, May 15, 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 : 271,295: 190,647 111,772 41,943 95,742 28,897 3,680 11,323 311 208 6,397 1,183: 4,426 15,670
Old : 271,295: 190,647 111,772 41,943 95,742 28,897 3,680 11,323 311 208 6,397 1,183: 4,426 15,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,213: 6,691 5,904 -3,420 -5,513 1,377 645 1,284 0 4 1,612 -101: 17 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 41.2 15.5 35.3 10.7 1.4 4.2 0.1 0.1 2.4 0.4: 1.6 5.8
Old : 100.0: 70.3 41.2 15.5 35.3 10.7 1.4 4.2 0.1 0.1 2.4 0.4: 1.6 5.8
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 : 46: 23 22 4 8 10 . . . . . .:
Old : 46: 23 22 4 8 10 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 49.4 69.0 69.5 47.8 40.3 64.2 56.7
Old : 50.2 49.4 69.0 69.5 47.8 40.3 64.2 56.7
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 15, 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 : 764,949: 606,137 275,636 9,406 307,365 125,035 0 33,174 17,598 2,024 560 1,967: 2,782 3,614
Old : 764,949: 606,137 275,636 9,406 307,365 125,035 0 33,174 17,598 2,024 560 1,967: 2,782 3,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 19,080: 16,015 21,082 1,443 10,223 -10,349 0 -11,396 10,285 2,024 -1,333 -70: -268 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 36.0 1.2 40.2 16.3 0.0 4.3 2.3 0.3 0.1 0.3: 0.4 0.5
Old : 100.0: 79.2 36.0 1.2 40.2 16.3 0.0 4.3 2.3 0.3 0.1 0.3: 0.4 0.5
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 : 70: 39 31 5 15 19 0 6 4 . . .:
Old : 70: 39 31 5 15 19 0 6 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 : 37.5 37.2 57.2 54.4 32.1 30.4 46.7 40.4
Old : 37.5 37.2 57.2 54.4 32.1 30.4 46.7 40.4
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 15, 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 : 228,135: 151,464 195,599 35,138 9,520 16,772 12,383 0 326 2,747 0 1,012: 8,293 4,906
Old : 228,135: 151,464 195,599 35,138 9,520 16,772 12,383 0 326 2,747 0 1,012: 8,293 4,906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,903: -513 687 851 -60 1,887 741 0 -992 182 0 795: -48 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 85.7 15.4 4.2 7.4 5.4 0.0 0.1 1.2 0.0 0.4: 3.6 2.2
Old : 100.0: 66.4 85.7 15.4 4.2 7.4 5.4 0.0 0.1 1.2 0.0 0.4: 3.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 23 . . . . 0 . . 0 .:
Old : 39: 24 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 : 48.5 58.5 69.2 78.6 40.3 58.4 57.0 70.3
Old : 48.5 58.5 69.2 78.6 40.3 58.4 57.0 70.3
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 15, 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 : 362,809: 273,133 229,399 27,748 57,877 11,549 990 15,711 39,341 2,315 0 357: 7,376 8,575
Old : 362,809: 273,133 229,399 27,748 57,877 11,549 990 15,711 39,341 2,315 0 357: 7,376 8,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -215: -307 -7,923 -1,592 3,140 -431 142 2,171 2,933 -825 0 -105: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 63.2 7.6 16.0 3.2 0.3 4.3 10.8 0.6 0.0 0.1: 2.0 2.4
Old : 100.0: 75.3 63.2 7.6 16.0 3.2 0.3 4.3 10.8 0.6 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: 31 26 5 10 9 . 5 4 . 0 .:
Old : 58: 31 26 5 10 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 : 38.2 54.9 57.0 67.0 32.7 45.5 47.3 55.5
Old : 38.2 54.9 57.0 67.0 32.7 45.5 47.3 55.5
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 15, 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 : 193,977: 139,032 93,443 5,399 60,942 18,496 20,586 11,002 2,210 4,532 1,284 1,260: 2,462 5,340
Old : 193,977: 139,032 93,443 5,399 60,942 18,496 20,586 11,002 2,210 4,532 1,284 1,260: 2,462 5,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -4,088: -7,421 1,572 240 -737 -812 3,335 -3,828 128 1,094 60 -656: 4 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 48.2 2.8 31.4 9.5 10.6 5.7 1.1 2.3 0.7 0.6: 1.3 2.8
Old : 100.0: 71.7 48.2 2.8 31.4 9.5 10.6 5.7 1.1 2.3 0.7 0.6: 1.3 2.8
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 : 48: 20 22 4 8 8 4 . . . . .:
Old : 48: 20 22 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 : 55.9 38.4 70.8 57.0 53.7 33.8 63.2 50.5
Old : 55.9 38.4 70.8 57.0 53.7 33.8 63.2 50.5
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 15, 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 : 1,222,589: 119,189 125,616 210,980 120,853 121,546 205,597 268,028 322,490 49,503 96,496 120,154: 73,130 47,406
Old : 1,222,589: 119,189 125,616 210,980 120,853 121,546 205,597 268,028 322,490 49,503 96,496 120,154: 73,130 47,406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,973: -4,051 -1,279 -2,511 5,032 -3,121 262 -13,587 16,096 -866 8,637 -13,982: 4,200 -1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.3 17.3 9.9 9.9 16.8 21.9 26.4 4.0 7.9 9.8: 6.0 3.9
Old : 100.0: 9.7 10.3 17.3 9.9 9.9 16.8 21.9 26.4 4.0 7.9 9.8: 6.0 3.9
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 : 327: 44 39 22 12 28 64 86 84 46 42 59:
Old : 327: 44 39 22 12 28 64 86 84 46 42 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 : 15.9 23.5 27.8 36.0 11.0 17.2 18.9 22.0
Old : 15.9 23.5 27.8 36.0 11.0 17.2 18.9 22.0
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 15, 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 8, 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: 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 15, 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 : 81,909: 4,380 2,292 28,423 18,644 6,283 5,666 5,406 975 4,702 18,231 28,839: 2,641 1,239
Old : 81,909: 4,380 2,292 28,423 18,644 6,283 5,666 5,406 975 4,702 18,231 28,839: 2,641 1,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,908: 650 650 200 47 475 0 -500 0 -1,088 -411 2,565: 106 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.8 34.7 22.8 7.7 6.9 6.6 1.2 5.7 22.3 35.2: 3.2 1.5
Old : 100.0: 5.3 2.8 34.7 22.8 7.7 6.9 6.6 1.2 5.7 22.3 35.2: 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 : 29: 6 6 5 . 5 . . . 6 5 11:
Old : 29: 6 6 5 . 5 . . . 6 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 71.0 75.3 84.5 44.5 45.7 48.0 51.4
Old : 58.0 71.0 75.3 84.5 44.5 45.7 48.0 51.4
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 15, 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 : 70,879: 40,134 29,589 13,654 20,001 7,969 0 1,404 857 0 804 1,396: 6,869 8,859
Old : 70,879: 40,134 29,589 13,654 20,001 7,969 0 1,404 857 0 804 1,396: 6,869 8,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 356: 837 600 0 0 0 0 -120 0 0 -255 131: -612 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 41.7 19.3 28.2 11.2 0.0 2.0 1.2 0.0 1.1 2.0: 9.7 12.5
Old : 100.0: 56.6 41.7 19.3 28.2 11.2 0.0 2.0 1.2 0.0 1.1 2.0: 9.7 12.5
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 : 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 : 44.6 39.5 68.5 62.9 34.9 34.2 53.2 51.4
Old : 44.6 39.5 68.5 62.9 34.9 34.2 53.2 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, May 15, 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 : 2,766,982: 619,873 479,531 336,697 792,094 496,380 337,931 124,726 559,712 165,370 70,850 218,881: 32,138 24,808
Old : 2,766,982: 619,873 479,531 336,697 792,094 496,380 337,931 124,726 559,712 165,370 70,850 218,881: 32,138 24,808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 40,108: 21,195 11,130 355 12,336 7,708 -1,096 -767 2,194 3,211 -671 9,367: -2,826 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.3 12.2 28.6 17.9 12.2 4.5 20.2 6.0 2.6 7.9: 1.2 0.9
Old : 100.0: 22.4 17.3 12.2 28.6 17.9 12.2 4.5 20.2 6.0 2.6 7.9: 1.2 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 : 154: 70 59 8 18 24 16 11 24 15 8 18:
Old : 154: 70 59 8 18 24 16 11 24 15 8 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 : 29.1 27.5 42.0 43.7 18.3 17.0 25.4 27.3
Old : 29.1 27.5 42.0 43.7 18.3 17.0 25.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, May 15, 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 : 1,469,754: 126,711 222,834 342,738 276,411 372,771 162,311 273,821 160,827 154,400 14,524 145,240: 4,756 3,326
Old : 1,469,754: 126,711 222,834 342,738 276,411 372,771 162,311 273,821 160,827 154,400 14,524 145,240: 4,756 3,326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 26,958: 1,082 2,102 -4,485 11,948 2,929 -3,212 8,415 5,938 25,253 -3,989 -259: -288 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.2 23.3 18.8 25.4 11.0 18.6 10.9 10.5 1.0 9.9: 0.3 0.2
Old : 100.0: 8.6 15.2 23.3 18.8 25.4 11.0 18.6 10.9 10.5 1.0 9.9: 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 : 91: 21 20 14 9 17 16 12 22 10 8 15:
Old : 91: 21 20 14 9 17 16 12 22 10 8 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 : 39.8 43.8 61.3 60.8 24.5 29.9 35.2 42.1
Old : 39.8 43.8 61.3 60.8 24.5 29.9 35.2 42.1
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 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 24,862: 21,082 17,656 335 5,860 672 1,980 0 0 539 45 0: 254 629
Old : 24,862: 21,082 17,656 335 5,860 672 1,980 0 0 539 45 0: 254 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 888: 714 922 0 -149 99 0 0 0 75 0 0: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 71.0 1.3 23.6 2.7 8.0 0.0 0.0 2.2 0.2 0.0: 1.0 2.5
Old : 100.0: 84.8 71.0 1.3 23.6 2.7 8.0 0.0 0.0 2.2 0.2 0.0: 1.0 2.5
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 : 45: 26 24 . 8 7 . 0 0 . . 0:
Old : 45: 26 24 . 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 : 48.3 44.2 66.9 65.6 48.0 42.6 62.5 60.6
Old : 48.3 44.2 66.9 65.6 48.0 42.6 62.5 60.6
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 15, 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 8, 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: 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 15, 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 : 7,753: 5,101 3,184 1,087 1,313 1,005 0 1,500 0 130 0 0: 430 751
Old : 7,753: 5,101 3,184 1,087 1,313 1,005 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 8, 2012 :
: 233: 163 257 -8 -102 78 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 41.1 14.0 16.9 13.0 0.0 19.3 0.0 1.7 0.0 0.0: 5.5 9.7
Old : 100.0: 65.8 41.1 14.0 16.9 13.0 0.0 19.3 0.0 1.7 0.0 0.0: 5.5 9.7
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 : 20: 8 8 . 5 6 0 . 0 . 0 0:
Old : 20: 8 8 . 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 : 61.1 55.4 82.1 76.3 59.9 49.2 70.1 63.1
Old : 61.1 55.4 82.1 76.3 59.9 49.2 70.1 63.1
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 15, 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 : 10,121: 4,842 4,488 3,420 4,765 210 0 0 0 1,060 0 0: 589 658
Old : 10,121: 4,842 4,488 3,420 4,765 210 0 0 0 1,060 0 0: 589 658
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 247: 48 127 324 60 0 0 0 0 0 0 0: -125 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 44.3 33.8 47.1 2.1 0.0 0.0 0.0 10.5 0.0 0.0: 5.8 6.5
Old : 100.0: 47.8 44.3 33.8 47.1 2.1 0.0 0.0 0.0 10.5 0.0 0.0: 5.8 6.5
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 : 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 : 51.1 51.2 72.1 74.4 51.0 47.5 65.1 65.8
Old : 51.1 51.2 72.1 74.4 51.0 47.5 65.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012