NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 5,216,584: 1,981,589 1,462,689 333,633 1,371,045 585,071 760,083 159,225 925,534 64,624 147,060 545,166: 20,884 20,794
Old : 5,216,584: 1,981,589 1,462,689 333,633 1,371,045 585,071 760,083 159,225 925,534 64,624 147,060 545,166: 20,884 20,794
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 84,990: 80,605 33,260 11,082 79,147 -59,323 60,702 43,183 -56,138 -3,500 -4,480 49,381: 2,181 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 28.0 6.4 26.3 11.2 14.6 3.1 17.7 1.2 2.8 10.5: 0.4 0.4
Old : 100.0: 38.0 28.0 6.4 26.3 11.2 14.6 3.1 17.7 1.2 2.8 10.5: 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 : 229: 110 107 11 22 28 23 13 31 22 16 32:
Old : 229: 110 107 11 22 28 23 13 31 22 16 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 : 23.8 20.3 41.1 34.3 18.5 17.1 26.5 25.3
Old : 23.8 20.3 41.1 34.3 18.5 17.1 26.5 25.3
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 22, 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 : 323,391: 222,309 223,861 42,542 48,687 31,169 1,835 7,141 4,899 1,116 838 2,030: 17,491 4,766
Old : 323,391: 222,309 223,861 42,542 48,687 31,169 1,835 7,141 4,899 1,116 838 2,030: 17,491 4,766
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,781: 5,898 4,929 -3,156 2,758 823 -155 -7,012 -1,536 -2,610 -331 -1,596: 551 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 69.2 13.2 15.1 9.6 0.6 2.2 1.5 0.3 0.3 0.6: 5.4 1.5
Old : 100.0: 68.7 69.2 13.2 15.1 9.6 0.6 2.2 1.5 0.3 0.3 0.6: 5.4 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 : 54: 30 30 6 4 9 . 4 4 . . .:
Old : 54: 30 30 6 4 9 . 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 : 47.9 53.2 63.7 67.5 43.5 46.9 54.2 54.6
Old : 47.9 53.2 63.7 67.5 43.5 46.9 54.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 178,211: 117,243 91,924 29,333 46,610 23,013 629 9,899 3,715 414 177 802: 3,062 2,071
Old : 178,211: 117,243 91,924 29,333 46,610 23,013 629 9,899 3,715 414 177 802: 3,062 2,071
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,600: -876 -211 1,477 -251 105 629 1,882 3,715 -1,218 -1,086 -2,916: 684 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 51.6 16.5 26.2 12.9 0.4 5.6 2.1 0.2 0.1 0.5: 1.7 1.2
Old : 100.0: 65.8 51.6 16.5 26.2 12.9 0.4 5.6 2.1 0.2 0.1 0.5: 1.7 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 : 41: 23 23 . 10 11 . . . . . .:
Old : 41: 23 23 . 10 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 : 60.7 35.8 76.6 56.4 55.3 33.7 62.7 49.9
Old : 60.7 35.8 76.6 56.4 55.3 33.7 62.7 49.9
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 22, 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 : 272,636: 190,327 113,393 41,425 94,986 30,182 2,518 16,352 1,628 239 0 465: 5,852 15,630
Old : 272,636: 190,327 113,393 41,425 94,986 30,182 2,518 16,352 1,628 239 0 465: 5,852 15,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,341: -320 1,621 -518 -756 1,285 -1,162 5,029 1,317 31 -6,397 -718: 1,426 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 41.6 15.2 34.8 11.1 0.9 6.0 0.6 0.1 0.0 0.2: 2.1 5.7
Old : 100.0: 69.8 41.6 15.2 34.8 11.1 0.9 6.0 0.6 0.1 0.0 0.2: 2.1 5.7
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 : 46: 23 22 4 8 10 . . 4 . 0 .:
Old : 46: 23 22 4 8 10 . . 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 : 49.2 50.1 68.1 69.8 46.9 40.6 63.4 56.7
Old : 49.2 50.1 68.1 69.8 46.9 40.6 63.4 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 22, 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 : 788,720: 623,873 293,924 7,626 310,301 130,485 0 27,875 21,252 835 715 1,096: 3,553 3,072
Old : 788,720: 623,873 293,924 7,626 310,301 130,485 0 27,875 21,252 835 715 1,096: 3,553 3,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 23,771: 17,736 18,288 -1,780 2,936 5,450 0 -5,299 3,654 -1,189 155 -871: 771 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 37.3 1.0 39.3 16.5 0.0 3.5 2.7 0.1 0.1 0.1: 0.5 0.4
Old : 100.0: 79.1 37.3 1.0 39.3 16.5 0.0 3.5 2.7 0.1 0.1 0.1: 0.5 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 : 68: 38 29 4 15 19 0 7 5 . . .:
Old : 68: 38 29 4 15 19 0 7 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 36.2 56.2 53.5 30.0 29.1 44.5 38.8
Old : 37.5 36.2 56.2 53.5 30.0 29.1 44.5 38.8
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 22, 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 : 232,058: 153,871 198,890 36,602 10,444 17,171 17,326 0 1,323 0 0 0: 5,765 4,230
Old : 232,058: 153,871 198,890 36,602 10,444 17,171 17,326 0 1,323 0 0 0: 5,765 4,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 3,923: 2,407 3,291 1,464 924 399 4,943 0 997 -2,747 0 -1,012: -2,528 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 85.7 15.8 4.5 7.4 7.5 0.0 0.6 0.0 0.0 0.0: 2.5 1.8
Old : 100.0: 66.3 85.7 15.8 4.5 7.4 7.5 0.0 0.6 0.0 0.0 0.0: 2.5 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 : 40: 25 25 . . . . 0 . 0 0 0:
Old : 40: 25 25 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 57.9 68.8 77.7 40.2 57.8 56.8 69.8
Old : 47.9 57.9 68.8 77.7 40.2 57.8 56.8 69.8
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 22, 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 : 361,815: 272,155 225,717 26,279 62,920 10,941 1,718 10,003 43,419 0 0 0: 7,303 8,815
Old : 361,815: 272,155 225,717 26,279 62,920 10,941 1,718 10,003 43,419 0 0 0: 7,303 8,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -994: -978 -3,682 -1,469 5,043 -608 728 -5,708 4,078 -2,315 0 -357: -73 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 62.4 7.3 17.4 3.0 0.5 2.8 12.0 0.0 0.0 0.0: 2.0 2.4
Old : 100.0: 75.2 62.4 7.3 17.4 3.0 0.5 2.8 12.0 0.0 0.0 0.0: 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 27 4 11 9 . 6 5 0 0 0:
Old : 58: 30 27 4 11 9 . 6 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 52.2 57.3 64.3 32.2 43.3 46.5 53.2
Old : 38.7 52.2 57.3 64.3 32.2 43.3 46.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 185,420: 130,252 91,489 5,339 62,142 18,979 23,854 1,472 4,502 0 1,404 0: 2,494 5,432
Old : 185,420: 130,252 91,489 5,339 62,142 18,979 23,854 1,472 4,502 0 1,404 0: 2,494 5,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -8,557: -8,780 -1,954 -60 1,200 483 3,268 -9,530 2,292 -4,532 120 -1,260: 32 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 49.3 2.9 33.5 10.2 12.9 0.8 2.4 0.0 0.8 0.0: 1.3 2.9
Old : 100.0: 70.2 49.3 2.9 33.5 10.2 12.9 0.8 2.4 0.0 0.8 0.0: 1.3 2.9
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 : 48: 20 22 4 8 9 5 . . 0 . 0:
Old : 48: 20 22 4 8 9 5 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 39.4 69.9 57.7 52.4 32.1 61.1 47.8
Old : 54.8 39.4 69.9 57.7 52.4 32.1 61.1 47.8
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 22, 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 : 1,210,292: 111,534 119,943 216,354 118,632 118,518 197,269 256,988 314,006 43,500 99,462 138,337: 70,774 44,406
Old : 1,210,292: 111,534 119,943 216,354 118,632 118,518 197,269 256,988 314,006 43,500 99,462 138,337: 70,774 44,406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -12,297: -7,655 -5,673 5,374 -2,221 -3,028 -8,328 -11,040 -8,484 -6,003 2,966 18,183: -2,356 -3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.9 17.9 9.8 9.8 16.3 21.2 25.9 3.6 8.2 11.4: 5.8 3.7
Old : 100.0: 9.2 9.9 17.9 9.8 9.8 16.3 21.2 25.9 3.6 8.2 11.4: 5.8 3.7
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 : 322: 43 39 24 11 28 61 75 79 47 45 62:
Old : 322: 43 39 24 11 28 61 75 79 47 45 62:
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 : 16.9 24.4 27.6 36.7 10.9 17.2 18.9 22.4
Old : 16.9 24.4 27.6 36.7 10.9 17.2 18.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 44,337: 31,429 10,098 5,965 17,822 1,491 625 8,067 886 0 0 0: 3,941 5,973
Old : 44,337: 31,429 10,098 5,965 17,822 1,491 625 8,067 886 0 0 0: 3,941 5,973
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,500: -1,800 0 0 0 0 0 -1,413 852 0 -387 -552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 22.8 13.5 40.2 3.4 1.4 18.2 2.0 0.0 0.0 0.0: 8.9 13.5
Old : 100.0: 70.9 22.8 13.5 40.2 3.4 1.4 18.2 2.0 0.0 0.0 0.0: 8.9 13.5
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 : 21: 6 6 . 5 . . . . 0 0 0:
Old : 21: 6 6 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
Old : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
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 22, 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 : 81,998: 4,730 2,592 27,483 16,644 7,538 5,666 5,250 975 4,797 19,141 28,148: 2,661 1,710
Old : 81,998: 4,730 2,592 27,483 16,644 7,538 5,666 5,250 975 4,797 19,141 28,148: 2,661 1,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 89: 350 300 -940 -2,000 1,255 0 -156 0 95 910 -691: 20 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.2 33.5 20.3 9.2 6.9 6.4 1.2 5.9 23.3 34.3: 3.2 2.1
Old : 100.0: 5.8 3.2 33.5 20.3 9.2 6.9 6.4 1.2 5.9 23.3 34.3: 3.2 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 : 29: 7 6 5 . 5 . . . 7 4 11:
Old : 29: 7 6 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 : 56.0 69.6 73.7 82.1 43.2 45.0 46.9 50.0
Old : 56.0 69.6 73.7 82.1 43.2 45.0 46.9 50.0
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 22, 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 : 71,529: 40,126 30,131 13,630 19,857 7,993 0 1,778 2,911 0 0 0: 6,869 8,859
Old : 71,529: 40,126 30,131 13,630 19,857 7,993 0 1,778 2,911 0 0 0: 6,869 8,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 650: -8 542 -24 -144 24 0 374 2,054 0 -804 -1,396: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 42.1 19.1 27.8 11.2 0.0 2.5 4.1 0.0 0.0 0.0: 9.6 12.4
Old : 100.0: 56.1 42.1 19.1 27.8 11.2 0.0 2.5 4.1 0.0 0.0 0.0: 9.6 12.4
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 : 23: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 9 4 4 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 39.4 68.3 62.7 34.6 33.9 53.2 51.5
Old : 44.2 39.4 68.3 62.7 34.6 33.9 53.2 51.5
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, May 22, 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 : 2,801,708: 649,573 512,736 346,064 766,912 500,712 324,846 135,696 568,903 140,068 52,660 239,895: 31,647 24,194
Old : 2,801,708: 649,573 512,736 346,064 766,912 500,712 324,846 135,696 568,903 140,068 52,660 239,895: 31,647 24,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 34,726: 29,700 33,205 9,367 -25,182 4,332 -13,085 10,970 9,191 -25,302 -18,190 21,014: -491 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 18.3 12.4 27.4 17.9 11.6 4.8 20.3 5.0 1.9 8.6: 1.1 0.9
Old : 100.0: 23.2 18.3 12.4 27.4 17.9 11.6 4.8 20.3 5.0 1.9 8.6: 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 : 156: 71 60 8 17 23 16 12 25 15 7 19:
Old : 156: 71 60 8 17 23 16 12 25 15 7 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 : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3
Old : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3
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 22, 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 : 1,504,715: 127,433 231,416 346,434 298,196 358,551 153,155 260,690 191,568 168,807 7,168 152,036: 6,731 5,090
Old : 1,504,715: 127,433 231,416 346,434 298,196 358,551 153,155 260,690 191,568 168,807 7,168 152,036: 6,731 5,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 34,961: 722 8,582 3,696 21,785 -14,220 -9,156 -13,131 30,741 14,407 -7,356 6,796: 1,975 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 15.4 23.0 19.8 23.8 10.2 17.3 12.7 11.2 0.5 10.1: 0.4 0.3
Old : 100.0: 8.5 15.4 23.0 19.8 23.8 10.2 17.3 12.7 11.2 0.5 10.1: 0.4 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 : 88: 20 18 15 8 17 14 12 21 12 6 16:
Old : 88: 20 18 15 8 17 14 12 21 12 6 16:
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 : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3
Old : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 25,974: 22,029 18,623 335 5,847 830 2,160 0 0 366 45 0: 254 629
Old : 25,974: 22,029 18,623 335 5,847 830 2,160 0 0 366 45 0: 254 629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,112: 947 967 0 -13 158 180 0 0 -173 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 71.7 1.3 22.5 3.2 8.3 0.0 0.0 1.4 0.2 0.0: 1.0 2.4
Old : 100.0: 84.8 71.7 1.3 22.5 3.2 8.3 0.0 0.0 1.4 0.2 0.0: 1.0 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 : 45: 28 24 . 8 7 . 0 0 . . 0:
Old : 45: 28 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 : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4
Old : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4
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 22, 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 : 8,357: 5,986 3,001 316 4,701 263 1,280 0 0 0 0 0: 512 392
Old : 8,357: 5,986 3,001 316 4,701 263 1,280 0 0 0 0 0: 512 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 30: 25 0 0 0 0 0 0 0 0 0 0: 5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 35.9 3.8 56.3 3.1 15.3 0.0 0.0 0.0 0.0 0.0: 6.1 4.7
Old : 100.0: 71.6 35.9 3.8 56.3 3.1 15.3 0.0 0.0 0.0 0.0 0.0: 6.1 4.7
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: 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 : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5
Old : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5
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, May 22, 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 : 8,235: 5,597 3,509 987 1,443 1,037 0 1,500 0 134 0 0: 480 746
Old : 8,235: 5,597 3,509 987 1,443 1,037 0 1,500 0 134 0 0: 480 746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 482: 496 325 -100 130 32 0 0 0 4 0 0: 50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 42.6 12.0 17.5 12.6 0.0 18.2 0.0 1.6 0.0 0.0: 5.8 9.1
Old : 100.0: 68.0 42.6 12.0 17.5 12.6 0.0 18.2 0.0 1.6 0.0 0.0: 5.8 9.1
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 : 22: 9 8 . 5 6 0 . 0 . 0 0:
Old : 22: 9 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 : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2
Old : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, May 22, 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 : 10,356: 5,082 4,753 3,420 4,727 210 0 0 0 1,060 0 0: 584 666
Old : 10,356: 5,082 4,753 3,420 4,727 210 0 0 0 1,060 0 0: 584 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 235: 240 265 0 -38 0 0 0 0 0 0 0: -5 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 45.9 33.0 45.6 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.6 6.4
Old : 100.0: 49.1 45.9 33.0 45.6 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.6 6.4
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 : 30: 18 14 . 6 4 0 0 0 . 0 0:
Old : 30: 18 14 . 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 : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9
Old : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012