NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 29, 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 : 5,331,752: 2,007,564 1,505,809 343,881 1,391,130 601,928 854,368 186,884 867,816 25,185 150,451 604,812: 26,198 22,922
Old : 5,331,752: 2,007,564 1,505,809 343,881 1,391,130 601,928 854,368 186,884 867,816 25,185 150,451 604,812: 26,198 22,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 115,168: 25,975 43,120 10,248 20,085 16,857 94,285 27,659 -57,718 -39,439 3,391 59,646: 5,314 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 28.2 6.4 26.1 11.3 16.0 3.5 16.3 0.5 2.8 11.3: 0.5 0.4
Old : 100.0: 37.7 28.2 6.4 26.1 11.3 16.0 3.5 16.3 0.5 2.8 11.3: 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 : 225: 112 107 10 23 28 19 16 32 14 20 31:
Old : 225: 112 107 10 23 28 19 16 32 14 20 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 : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
Old : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
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 29, 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 : 319,862: 216,511 224,126 45,726 49,320 29,260 2,330 4,493 5,332 1,358 542 1,817: 17,528 4,972
Old : 319,862: 216,511 224,126 45,726 49,320 29,260 2,330 4,493 5,332 1,358 542 1,817: 17,528 4,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,529: -5,798 265 3,184 633 -1,909 495 -2,648 433 242 -296 -213: 37 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 70.1 14.3 15.4 9.1 0.7 1.4 1.7 0.4 0.2 0.6: 5.5 1.6
Old : 100.0: 67.7 70.1 14.3 15.4 9.1 0.7 1.4 1.7 0.4 0.2 0.6: 5.5 1.6
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 : 55: 31 31 6 4 9 . . 4 . . .:
Old : 55: 31 31 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 : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
Old : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, May 29, 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 : 178,879: 115,992 91,752 28,403 45,955 23,994 2,503 10,025 3,715 232 239 831: 3,209 2,368
Old : 178,879: 115,992 91,752 28,403 45,955 23,994 2,503 10,025 3,715 232 239 831: 3,209 2,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 668: -1,251 -172 -930 -655 981 1,874 126 0 -182 62 29: 147 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 51.3 15.9 25.7 13.4 1.4 5.6 2.1 0.1 0.1 0.5: 1.8 1.3
Old : 100.0: 64.8 51.3 15.9 25.7 13.4 1.4 5.6 2.1 0.1 0.1 0.5: 1.8 1.3
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 : 40: 22 22 . 10 11 . . . . . .:
Old : 40: 22 22 . 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 : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
Old : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
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 29, 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 : 272,989: 189,931 110,610 42,048 96,776 30,193 1,468 15,903 1,842 0 241 493: 7,014 16,931
Old : 272,989: 189,931 110,610 42,048 96,776 30,193 1,468 15,903 1,842 0 241 493: 7,014 16,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 353: -396 -2,783 623 1,790 11 -1,050 -449 214 -239 241 28: 1,162 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 40.5 15.4 35.5 11.1 0.5 5.8 0.7 0.0 0.1 0.2: 2.6 6.2
Old : 100.0: 69.6 40.5 15.4 35.5 11.1 0.5 5.8 0.7 0.0 0.1 0.2: 2.6 6.2
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 : 46: 22 20 4 8 10 . . . 0 . .:
Old : 46: 22 20 4 8 10 . . . 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 : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
Old : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
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 29, 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 : 824,113: 647,233 316,360 7,720 317,439 133,773 564 23,613 28,377 1,973 129 1,069: 3,404 3,353
Old : 824,113: 647,233 316,360 7,720 317,439 133,773 564 23,613 28,377 1,973 129 1,069: 3,404 3,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 35,393: 23,360 22,436 94 7,138 3,288 564 -4,262 7,125 1,138 -586 -27: -149 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 38.4 0.9 38.5 16.2 0.1 2.9 3.4 0.2 0.0 0.1: 0.4 0.4
Old : 100.0: 78.5 38.4 0.9 38.5 16.2 0.1 2.9 3.4 0.2 0.0 0.1: 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 : 69: 37 29 4 15 19 . 6 6 . . .:
Old : 69: 37 29 4 15 19 . 6 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
Old : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
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 29, 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 : 235,199: 157,054 203,893 35,965 9,164 18,019 17,561 0 1,079 0 0 0: 5,521 3,044
Old : 235,199: 157,054 203,893 35,965 9,164 18,019 17,561 0 1,079 0 0 0: 5,521 3,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 3,141: 3,183 5,003 -637 -1,280 848 235 0 -244 0 0 0: -244 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 86.7 15.3 3.9 7.7 7.5 0.0 0.5 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 66.8 86.7 15.3 3.9 7.7 7.5 0.0 0.5 0.0 0.0 0.0: 2.3 1.3
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 : 41: 27 25 . . . . 0 . 0 0 0:
Old : 41: 27 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 : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
Old : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
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 29, 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 : 364,595: 270,960 224,075 26,279 70,108 10,891 3,701 5,001 45,461 0 0 0: 7,303 9,059
Old : 364,595: 270,960 224,075 26,279 70,108 10,891 3,701 5,001 45,461 0 0 0: 7,303 9,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,780: -1,195 -1,642 0 7,188 -50 1,983 -5,002 2,042 0 0 0: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 61.5 7.2 19.2 3.0 1.0 1.4 12.5 0.0 0.0 0.0: 2.0 2.5
Old : 100.0: 74.3 61.5 7.2 19.2 3.0 1.0 1.4 12.5 0.0 0.0 0.0: 2.0 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 : 58: 29 27 4 11 8 4 4 5 0 0 0:
Old : 58: 29 27 4 11 8 4 4 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Old : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, May 29, 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 : 179,398: 125,482 89,976 5,279 56,011 18,171 20,840 1,596 6,568 0 1,644 0: 3,058 5,432
Old : 179,398: 125,482 89,976 5,279 56,011 18,171 20,840 1,596 6,568 0 1,644 0: 3,058 5,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -6,022: -4,770 -1,513 -60 -6,131 -808 -3,014 124 2,066 0 240 0: 564 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 50.2 2.9 31.2 10.1 11.6 0.9 3.7 0.0 0.9 0.0: 1.7 3.0
Old : 100.0: 69.9 50.2 2.9 31.2 10.1 11.6 0.9 3.7 0.0 0.9 0.0: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 19 22 4 8 9 5 . . 0 . 0:
Old : 49: 19 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 : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
Old : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
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 29, 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 : 1,207,028: 109,606 121,376 205,650 116,935 112,337 188,127 246,701 325,031 47,344 89,005 148,258: 70,675 47,385
Old : 1,207,028: 109,606 121,376 205,650 116,935 112,337 188,127 246,701 325,031 47,344 89,005 148,258: 70,675 47,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,264: -1,928 1,433 -10,704 -1,697 -6,181 -9,142 -10,287 11,025 3,844 -10,457 9,921: -99 2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.1 17.0 9.7 9.3 15.6 20.4 26.9 3.9 7.4 12.3: 5.9 3.9
Old : 100.0: 9.1 10.1 17.0 9.7 9.3 15.6 20.4 26.9 3.9 7.4 12.3: 5.9 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 : 307: 41 37 22 12 27 57 80 79 46 34 57:
Old : 307: 41 37 22 12 27 57 80 79 46 34 57:
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 : 17.7 24.0 28.3 36.8 10.7 16.3 18.5 21.8
Old : 17.7 24.0 28.3 36.8 10.7 16.3 18.5 21.8
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 29, 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 : 44,329: 31,429 10,098 5,965 17,822 1,491 625 8,107 878 0 0 0: 3,941 5,933
Old : 44,329: 31,429 10,098 5,965 17,822 1,491 625 8,107 878 0 0 0: 3,941 5,933
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -8: 0 0 0 0 0 0 40 -8 0 0 0: 0 -40
: : :
: : 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 18.3 2.0 0.0 0.0 0.0: 8.9 13.4
Old : 100.0: 70.9 22.8 13.5 40.2 3.4 1.4 18.3 2.0 0.0 0.0 0.0: 8.9 13.4
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 : 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 29, 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 : 82,881: 5,014 3,006 28,718 16,644 7,701 6,066 5,385 875 4,469 24,951 22,425: 7,613 1,894
Old : 82,881: 5,014 3,006 28,718 16,644 7,701 6,066 5,385 875 4,469 24,951 22,425: 7,613 1,894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 883: 284 414 1,235 0 163 400 135 -100 -328 5,810 -5,723: 4,952 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.6 34.6 20.1 9.3 7.3 6.5 1.1 5.4 30.1 27.1: 9.2 2.3
Old : 100.0: 6.0 3.6 34.6 20.1 9.3 7.3 6.5 1.1 5.4 30.1 27.1: 9.2 2.3
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 : 32: 7 7 6 . 7 . . . 6 5 11:
Old : 32: 7 7 6 . 7 . . . 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 : 56.5 69.4 70.4 81.3 43.7 48.5 47.0 56.3
Old : 56.5 69.4 70.4 81.3 43.7 48.5 47.0 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, May 29, 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 : 71,645: 40,102 30,275 13,630 19,857 7,993 0 1,610 3,051 0 0 0: 6,869 8,859
Old : 71,645: 40,102 30,275 13,630 19,857 7,993 0 1,610 3,051 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 22, 2012 :
: 116: -24 144 0 0 0 0 -168 140 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 42.3 19.0 27.7 11.2 0.0 2.2 4.3 0.0 0.0 0.0: 9.6 12.4
Old : 100.0: 56.0 42.3 19.0 27.7 11.2 0.0 2.2 4.3 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 : 44.1 39.4 68.1 62.6 34.6 33.8 53.1 51.4
Old : 44.1 39.4 68.1 62.6 34.6 33.8 53.1 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 29, 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 : 2,815,658: 650,156 519,619 347,033 762,930 504,006 325,163 130,500 564,381 133,400 25,599 254,472: 37,047 54,151
Old : 2,815,658: 650,156 519,619 347,033 762,930 504,006 325,163 130,500 564,381 133,400 25,599 254,472: 37,047 54,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 13,950: 583 6,883 969 -3,982 3,294 317 -5,196 -4,522 -6,668 -27,061 14,577: 5,400 29,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.5 12.3 27.1 17.9 11.5 4.6 20.0 4.7 0.9 9.0: 1.3 1.9
Old : 100.0: 23.1 18.5 12.3 27.1 17.9 11.5 4.6 20.0 4.7 0.9 9.0: 1.3 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 : 160: 73 60 9 17 23 18 12 25 15 8 20:
Old : 160: 73 60 9 17 23 18 12 25 15 8 20:
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 : 29.4 25.7 42.1 41.3 17.8 15.4 24.8 24.8
Old : 29.4 25.7 42.1 41.3 17.8 15.4 24.8 24.8
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 29, 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 : 1,274,822: 115,227 194,426 226,325 263,901 349,510 119,574 91,285 208,551 102,806 15,649 147,852: 4,977 3,648
Old : 1,274,822: 115,227 194,426 226,325 263,901 349,510 119,574 91,285 208,551 102,806 15,649 147,852: 4,977 3,648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -229,893: -12,206 -36,990 -120,109 -34,295 -9,041 -33,581 -169,405 16,983 -66,001 8,481 -4,184: -1,754 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.3 17.8 20.7 27.4 9.4 7.2 16.4 8.1 1.2 11.6: 0.4 0.3
Old : 100.0: 9.0 15.3 17.8 20.7 27.4 9.4 7.2 16.4 8.1 1.2 11.6: 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 : 83: 20 17 17 7 19 12 12 19 5 9 11:
Old : 83: 20 17 17 7 19 12 12 19 5 9 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 : 35.2 39.0 57.2 58.2 17.3 23.9 25.7 33.6
Old : 35.2 39.0 57.2 58.2 17.3 23.9 25.7 33.6
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 29, 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 : 27,276: 22,985 20,345 335 5,028 1,157 2,160 0 0 243 45 77: 319 624
Old : 27,276: 22,985 20,345 335 5,028 1,157 2,160 0 0 243 45 77: 319 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,302: 956 1,722 0 -819 327 0 0 0 -123 0 77: 65 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 74.6 1.2 18.4 4.2 7.9 0.0 0.0 0.9 0.2 0.3: 1.2 2.3
Old : 100.0: 84.3 74.6 1.2 18.4 4.2 7.9 0.0 0.0 0.9 0.2 0.3: 1.2 2.3
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 : 45: 28 24 . 8 7 . 0 0 . . .:
Old : 45: 28 24 . 8 7 . 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 : 44.3 47.6 64.4 66.7 43.8 45.0 59.9 61.3
Old : 44.3 47.6 64.4 66.7 43.8 45.0 59.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, May 29, 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 : 8,822: 6,451 3,421 316 4,776 263 1,280 0 0 0 0 0: 512 362
Old : 8,822: 6,451 3,421 316 4,776 263 1,280 0 0 0 0 0: 512 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 465: 465 420 0 75 0 0 0 0 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 38.8 3.6 54.1 3.0 14.5 0.0 0.0 0.0 0.0 0.0: 5.8 4.1
Old : 100.0: 73.1 38.8 3.6 54.1 3.0 14.5 0.0 0.0 0.0 0.0 0.0: 5.8 4.1
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 : 23: 14 9 . 4 . . 0 0 0 0 0:
Old : 23: 14 9 . 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 : 57.7 62.9 73.9 85.2 57.7 61.4 69.4 78.7
Old : 57.7 62.9 73.9 85.2 57.7 61.4 69.4 78.7
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 29, 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 : 8,756: 6,041 3,853 972 1,439 1,173 0 1,500 0 105 0 65: 400 726
Old : 8,756: 6,041 3,853 972 1,439 1,173 0 1,500 0 105 0 65: 400 726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 521: 444 344 -15 -4 136 0 0 0 -29 0 65: -80 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 44.0 11.1 16.4 13.4 0.0 17.1 0.0 1.2 0.0 0.7: 4.6 8.3
Old : 100.0: 69.0 44.0 11.1 16.4 13.4 0.0 17.1 0.0 1.2 0.0 0.7: 4.6 8.3
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: 9 8 . 5 6 0 . 0 . 0 .:
Old : 22: 9 8 . 5 6 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 : 63.9 53.3 84.2 72.7 60.4 49.5 67.8 62.1
Old : 63.9 53.3 84.2 72.7 60.4 49.5 67.8 62.1
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 29, 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 : 10,355: 5,072 4,870 3,420 4,600 210 0 0 0 1,060 0 0: 593 675
Old : 10,355: 5,072 4,870 3,420 4,600 210 0 0 0 1,060 0 0: 593 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1: -10 117 0 -127 0 0 0 0 0 0 0: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 47.0 33.0 44.4 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.7 6.5
Old : 100.0: 49.0 47.0 33.0 44.4 2.0 0.0 0.0 0.0 10.2 0.0 0.0: 5.7 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 13 . 6 4 0 0 0 . 0 0:
Old : 29: 17 13 . 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 : 51.5 48.7 72.1 72.6 49.9 44.8 63.9 62.6
Old : 51.5 48.7 72.1 72.6 49.9 44.8 63.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012