NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, June 5, 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 : 5,151,250: 1,964,693 1,431,225 357,660 1,357,598 586,454 772,160 160,643 816,654 25,959 174,595 604,631: 23,039 19,450
Old : 5,151,250: 1,964,693 1,431,225 357,660 1,357,598 586,454 772,160 160,643 816,654 25,959 174,595 604,631: 23,039 19,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -180,502: -42,871 -74,584 13,779 -33,532 -15,474 -82,208 -26,241 -51,162 774 24,144 -181: -3,159 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 27.8 6.9 26.4 11.4 15.0 3.1 15.9 0.5 3.4 11.7: 0.4 0.4
Old : 100.0: 38.1 27.8 6.9 26.4 11.4 15.0 3.1 15.9 0.5 3.4 11.7: 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 : 223: 111 105 9 24 28 16 16 29 15 21 32:
Old : 223: 111 105 9 24 28 16 16 29 15 21 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 : 25.6 21.1 41.8 34.6 19.5 16.7 29.1 24.9
Old : 25.6 21.1 41.8 34.6 19.5 16.7 29.1 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, June 5, 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 : 301,187: 206,991 213,355 43,638 46,891 27,606 614 4,142 5,352 0 362 1,326: 15,660 2,153
Old : 301,187: 206,991 213,355 43,638 46,891 27,606 614 4,142 5,352 0 362 1,326: 15,660 2,153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -18,675: -9,520 -10,771 -2,088 -2,429 -1,654 -1,716 -351 20 -1,358 -180 -491: -1,868 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 70.8 14.5 15.6 9.2 0.2 1.4 1.8 0.0 0.1 0.4: 5.2 0.7
Old : 100.0: 68.7 70.8 14.5 15.6 9.2 0.2 1.4 1.8 0.0 0.1 0.4: 5.2 0.7
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 : 54: 29 33 6 4 9 . 6 6 0 . .:
Old : 54: 29 33 6 4 9 . 6 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 54.5 64.0 70.7 45.9 47.9 57.8 58.9
Old : 49.1 54.5 64.0 70.7 45.9 47.9 57.8 58.9
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, June 5, 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 : 165,446: 109,810 83,792 29,427 45,632 20,426 0 10,533 2,603 292 0 620: 2,268 1,840
Old : 165,446: 109,810 83,792 29,427 45,632 20,426 0 10,533 2,603 292 0 620: 2,268 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -13,433: -6,182 -7,960 1,024 -323 -3,568 -2,503 508 -1,112 60 -239 -211: -941 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 50.6 17.8 27.6 12.3 0.0 6.4 1.6 0.2 0.0 0.4: 1.4 1.1
Old : 100.0: 66.4 50.6 17.8 27.6 12.3 0.0 6.4 1.6 0.2 0.0 0.4: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 22 . 9 8 0 . . . 0 .:
Old : 39: 22 22 . 9 8 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 : 63.4 37.3 79.9 58.3 59.1 35.9 66.3 52.9
Old : 63.4 37.3 79.9 58.3 59.1 35.9 66.3 52.9
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, June 5, 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 : 253,629: 179,249 100,327 38,288 94,114 27,379 2,084 14,679 1,455 29 0 462: 4,683 15,213
Old : 253,629: 179,249 100,327 38,288 94,114 27,379 2,084 14,679 1,455 29 0 462: 4,683 15,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -19,360: -10,682 -10,283 -3,760 -2,662 -2,814 616 -1,224 -387 29 -241 -31: -2,331 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 39.6 15.1 37.1 10.8 0.8 5.8 0.6 0.0 0.0 0.2: 1.8 6.0
Old : 100.0: 70.7 39.6 15.1 37.1 10.8 0.8 5.8 0.6 0.0 0.0 0.2: 1.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 23 21 4 8 10 . . . . 0 .:
Old : 47: 23 21 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 : 51.3 50.6 70.4 68.5 48.8 40.2 64.5 56.4
Old : 51.3 50.6 70.4 68.5 48.8 40.2 64.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, June 5, 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 : 810,750: 621,186 313,195 7,640 294,288 146,131 326 17,931 31,340 0 1,596 2,025: 2,102 4,244
Old : 810,750: 621,186 313,195 7,640 294,288 146,131 326 17,931 31,340 0 1,596 2,025: 2,102 4,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -13,363: -26,047 -3,165 -80 -23,151 12,358 -238 -5,682 2,963 -1,973 1,467 956: -1,302 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 38.6 0.9 36.3 18.0 0.0 2.2 3.9 0.0 0.2 0.2: 0.3 0.5
Old : 100.0: 76.6 38.6 0.9 36.3 18.0 0.0 2.2 3.9 0.0 0.2 0.2: 0.3 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 : 68: 35 29 5 15 19 . 6 6 0 . .:
Old : 68: 35 29 5 15 19 . 6 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 35.0 57.4 53.8 27.1 26.8 39.9 36.6
Old : 38.6 35.0 57.4 53.8 27.1 26.8 39.9 36.6
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, June 5, 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 : 223,115: 144,794 192,738 37,740 8,294 18,180 15,195 0 1,118 0 0 0: 6,088 2,785
Old : 223,115: 144,794 192,738 37,740 8,294 18,180 15,195 0 1,118 0 0 0: 6,088 2,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -12,084: -12,260 -11,155 1,775 -870 161 -2,366 0 39 0 0 0: 567 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 86.4 16.9 3.7 8.1 6.8 0.0 0.5 0.0 0.0 0.0: 2.7 1.2
Old : 100.0: 64.9 86.4 16.9 3.7 8.1 6.8 0.0 0.5 0.0 0.0 0.0: 2.7 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 : 40: 25 24 . . . . 0 . 0 0 0:
Old : 40: 25 24 . . . . 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 : 48.5 57.9 69.9 76.9 39.5 57.3 57.2 68.5
Old : 48.5 57.9 69.9 76.9 39.5 57.3 57.2 68.5
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, June 5, 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 : 339,206: 247,548 210,011 26,953 66,609 9,272 7,045 2,892 41,574 0 0 0: 6,814 8,848
Old : 339,206: 247,548 210,011 26,953 66,609 9,272 7,045 2,892 41,574 0 0 0: 6,814 8,848
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -25,389: -23,412 -14,064 674 -3,499 -1,619 3,344 -2,109 -3,887 0 0 0: -489 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 61.9 7.9 19.6 2.7 2.1 0.9 12.3 0.0 0.0 0.0: 2.0 2.6
Old : 100.0: 73.0 61.9 7.9 19.6 2.7 2.1 0.9 12.3 0.0 0.0 0.0: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 28 25 4 11 7 4 4 6 0 0 0:
Old : 57: 28 25 4 11 7 4 4 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 : 38.0 50.2 57.5 64.6 30.1 43.3 45.2 54.2
Old : 38.0 50.2 57.5 64.6 30.1 43.3 45.2 54.2
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, June 5, 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 : 156,524: 110,436 76,481 7,079 55,335 14,365 16,812 248 5,039 0 984 0: 2,793 4,072
Old : 156,524: 110,436 76,481 7,079 55,335 14,365 16,812 248 5,039 0 984 0: 2,793 4,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -22,874: -15,046 -13,495 1,800 -676 -3,806 -4,028 -1,348 -1,529 0 -660 0: -265 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 48.9 4.5 35.4 9.2 10.7 0.2 3.2 0.0 0.6 0.0: 1.8 2.6
Old : 100.0: 70.6 48.9 4.5 35.4 9.2 10.7 0.2 3.2 0.0 0.6 0.0: 1.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 21 21 5 8 10 5 . . 0 . 0:
Old : 48: 21 21 5 8 10 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 : 55.5 39.7 68.8 57.3 49.0 32.7 56.5 47.0
Old : 55.5 39.7 68.8 57.3 49.0 32.7 56.5 47.0
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, June 5, 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 : 1,206,991: 103,037 115,279 202,703 113,173 114,714 192,432 255,170 312,949 53,926 86,590 155,234: 71,996 53,882
Old : 1,206,991: 103,037 115,279 202,703 113,173 114,714 192,432 255,170 312,949 53,926 86,590 155,234: 71,996 53,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -37: -6,569 -6,097 -2,947 -3,762 2,377 4,305 8,469 -12,082 6,582 -2,415 6,976: 1,321 6,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.6 16.8 9.4 9.5 15.9 21.1 25.9 4.5 7.2 12.9: 6.0 4.5
Old : 100.0: 8.5 9.6 16.8 9.4 9.5 15.9 21.1 25.9 4.5 7.2 12.9: 6.0 4.5
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 : 313: 42 37 23 10 26 57 80 84 48 39 63:
Old : 313: 42 37 23 10 26 57 80 84 48 39 63:
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 : 16.5 22.5 27.2 33.1 10.8 15.4 18.5 21.5
Old : 16.5 22.5 27.2 33.1 10.8 15.4 18.5 21.5
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, June 5, 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 : 39,601: 27,841 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,461 5,683
Old : 39,601: 27,841 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,461 5,683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -4,728: -3,588 -1,770 -256 -2,002 -104 2 -300 -302 0 0 0: -480 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.7 14.4
Old : 100.0: 70.3 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.7 14.4
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 : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
Old : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
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, June 5, 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 : 61,425: 6,011 3,019 20,518 2,176 8,659 5,226 425 650 4,213 31,259 13,218: 2,930 2,019
Old : 61,425: 6,011 3,019 20,518 2,176 8,659 5,226 425 650 4,213 31,259 13,218: 2,930 2,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -21,456: 997 13 -8,200 -14,468 958 -840 -4,960 -225 -256 6,308 -9,207: -4,683 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.9 33.4 3.5 14.1 8.5 0.7 1.1 6.9 50.9 21.5: 4.8 3.3
Old : 100.0: 9.8 4.9 33.4 3.5 14.1 8.5 0.7 1.1 6.9 50.9 21.5: 4.8 3.3
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 : 31: 8 7 5 . 8 . . . 5 6 11:
Old : 31: 8 7 5 . 8 . . . 5 6 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 : 50.0 64.2 66.0 79.6 46.3 50.8 50.9 54.4
Old : 50.0 64.2 66.0 79.6 46.3 50.8 50.9 54.4
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, June 5, 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 : 66,424: 36,314 27,715 13,760 18,711 7,476 0 1,430 2,725 0 0 0: 6,149 8,367
Old : 66,424: 36,314 27,715 13,760 18,711 7,476 0 1,430 2,725 0 0 0: 6,149 8,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -5,221: -3,788 -2,560 130 -1,146 -517 0 -180 -326 0 0 0: -720 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 41.7 20.7 28.2 11.3 0.0 2.2 4.1 0.0 0.0 0.0: 9.3 12.6
Old : 100.0: 54.7 41.7 20.7 28.2 11.3 0.0 2.2 4.1 0.0 0.0 0.0: 9.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.8 40.7 68.3 63.7 36.4 35.4 53.9 51.3
Old : 44.8 40.7 68.3 63.7 36.4 35.4 53.9 51.3
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, June 5, 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 : 2,686,356: 597,090 526,117 318,624 771,701 480,338 303,182 64,363 566,939 157,564 20,843 228,510: 34,109 27,545
Old : 2,686,356: 597,090 526,117 318,624 771,701 480,338 303,182 64,363 566,939 157,564 20,843 228,510: 34,109 27,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -129,302: -53,066 6,498 -28,409 8,771 -23,668 -21,981 -66,137 2,558 24,164 -4,756 -25,962: -2,938 -26,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 19.6 11.9 28.7 17.9 11.3 2.4 21.1 5.9 0.8 8.5: 1.3 1.0
Old : 100.0: 22.2 19.6 11.9 28.7 17.9 11.3 2.4 21.1 5.9 0.8 8.5: 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 : 150: 67 58 7 18 23 20 9 24 12 9 19:
Old : 150: 67 58 7 18 23 20 9 24 12 9 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 : 29.4 26.8 42.5 42.9 18.3 16.1 25.6 26.5
Old : 29.4 26.8 42.5 42.9 18.3 16.1 25.6 26.5
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, June 5, 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 : 1,287,643: 116,885 198,315 245,443 260,555 356,125 109,636 93,994 211,326 99,606 19,108 145,767: 2,855 2,453
Old : 1,287,643: 116,885 198,315 245,443 260,555 356,125 109,636 93,994 211,326 99,606 19,108 145,767: 2,855 2,453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 12,821: 1,658 3,889 19,118 -3,346 6,615 -9,938 2,709 2,775 -3,200 3,459 -2,085: -2,122 -1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.4 19.1 20.2 27.7 8.5 7.3 16.4 7.7 1.5 11.3: 0.2 0.2
Old : 100.0: 9.1 15.4 19.1 20.2 27.7 8.5 7.3 16.4 7.7 1.5 11.3: 0.2 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 : 87: 22 19 18 6 18 14 11 20 7 8 13:
Old : 87: 22 19 18 6 18 14 11 20 7 8 13:
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 : 35.3 38.8 57.2 57.9 17.4 23.5 25.6 33.1
Old : 35.3 38.8 57.2 57.9 17.4 23.5 25.6 33.1
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, June 5, 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 : 26,657: 22,628 20,041 345 4,781 1,123 2,160 0 0 0 122 35: 366 555
Old : 26,657: 22,628 20,041 345 4,781 1,123 2,160 0 0 0 122 35: 366 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -619: -357 -304 10 -247 -34 0 0 0 -243 77 -42: 47 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 75.2 1.3 17.9 4.2 8.1 0.0 0.0 0.0 0.5 0.1: 1.4 2.1
Old : 100.0: 84.9 75.2 1.3 17.9 4.2 8.1 0.0 0.0 0.0 0.5 0.1: 1.4 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 : 44: 28 24 . 8 7 . 0 0 0 . .:
Old : 44: 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 : 51.3 49.4 69.3 68.9 50.3 47.5 64.2 65.1
Old : 51.3 49.4 69.3 68.9 50.3 47.5 64.2 65.1
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, June 5, 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 : 7,396: 5,041 2,419 239 4,352 234 1,145 0 0 30 26 0: 707 365
Old : 7,396: 5,041 2,419 239 4,352 234 1,145 0 0 30 26 0: 707 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,426: -1,410 -1,002 -77 -424 -29 -135 0 0 30 26 0: 195 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 32.7 3.2 58.8 3.2 15.5 0.0 0.0 0.4 0.4 0.0: 9.6 4.9
Old : 100.0: 68.2 32.7 3.2 58.8 3.2 15.5 0.0 0.0 0.4 0.4 0.0: 9.6 4.9
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 : 24: 13 9 . 4 . . 0 0 . . 0:
Old : 24: 13 9 . 4 . . 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 : 55.7 62.0 72.9 83.4 55.7 60.0 68.8 76.5
Old : 55.7 62.0 72.9 83.4 55.7 60.0 68.8 76.5
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, June 5, 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 : 8,720: 6,303 3,066 554 1,989 1,342 0 1,500 0 90 89 81: 350 653
Old : 8,720: 6,303 3,066 554 1,989 1,342 0 1,500 0 90 89 81: 350 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -36: 262 -787 -418 550 169 0 0 0 -15 89 16: -50 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 35.2 6.4 22.8 15.4 0.0 17.2 0.0 1.0 1.0 0.9: 4.0 7.5
Old : 100.0: 72.3 35.2 6.4 22.8 15.4 0.0 17.2 0.0 1.0 1.0 0.9: 4.0 7.5
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: 11 8 . 7 6 0 . 0 . . .:
Old : 23: 11 8 . 7 6 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 49.5 77.7 71.3 60.2 43.7 66.7 57.7
Old : 60.6 49.5 77.7 71.3 60.2 43.7 66.7 57.7
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,467: 4,634 4,515 3,089 4,111 207 0 0 0 1,010 0 0: 527 634
Old : 9,467: 4,634 4,515 3,089 4,111 207 0 0 0 1,010 0 0: 527 634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -888: -438 -355 -331 -489 -3 0 0 0 -50 0 0: -66 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 47.7 32.6 43.4 2.2 0.0 0.0 0.0 10.7 0.0 0.0: 5.6 6.7
Old : 100.0: 48.9 47.7 32.6 43.4 2.2 0.0 0.0 0.0 10.7 0.0 0.0: 5.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 12 . 6 4 0 0 0 . 0 0:
Old : 28: 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 : 51.4 47.7 72.6 71.4 50.0 42.8 63.4 60.3
Old : 51.4 47.7 72.6 71.4 50.0 42.8 63.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012