Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 5,180,969 : : Positions : :1,961,576 1,360,087 362,824 1,216,451 640,593 665,855 197,203 971,615 14,800 226,695 553,252 : : : : Changes from: March 20, 2012 : : 29,693 39,627 -16,002 -13,497 -1,478 67,991 13,664 -97,826 -582 42,362 -11,781 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 26.3 7.0 23.5 12.4 12.9 3.8 18.8 0.3 4.4 10.7 : : : : Number of Traders in Each Category Total Traders: 231 : : 113 106 13 20 29 18 18 34 9 28 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 364,233 : : Positions : : 231,894 224,388 54,051 50,512 46,400 11,400 28,736 4,847 428 1,762 1,288 : : : : Changes from: March 20, 2012 : : -4,249 -572 2,706 3,465 -3,482 4,378 1,135 -2,509 188 -766 337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 61.6 14.8 13.9 12.7 3.1 7.9 1.3 0.1 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 29 6 4 8 . . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 177,757 : : Positions : : 114,691 115,774 27,525 29,376 23,038 0 317 6,315 1,758 0 479 : : : : Changes from: March 20, 2012 : : 2,271 -38 -2,147 -512 512 -436 317 -7 215 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 65.1 15.5 16.5 13.0 0.0 0.2 3.6 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . 9 11 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 314,054 : : Positions : : 223,149 126,860 54,607 143,061 17,662 10,826 10,614 2,515 832 163 481 : : : : Changes from: March 20, 2012 : : -12,914 -14,475 2,139 749 1,523 780 1,803 -421 -178 163 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 40.4 17.4 45.6 5.6 3.4 3.4 0.8 0.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 4 8 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 779,236 : : Positions : : 607,106 277,186 11,800 296,156 140,139 285 41,672 16,352 199 3,670 1,052 : : : : Changes from: March 20, 2012 : : 22,614 -3,659 533 25,688 7,207 -104 1,374 2,006 199 -288 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 35.6 1.5 38.0 18.0 0.0 5.3 2.1 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 28 4 16 19 . 6 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 238,067 : : Positions : : 164,781 215,196 46,681 4,902 7,810 12,449 1,412 1,532 0 1,914 0 : : : : Changes from: March 20, 2012 : : 10,519 5,620 -2,720 -300 4,269 -1,015 1,012 -1,797 0 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 90.4 19.6 2.1 3.3 5.2 0.6 0.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 23 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 396,191 : : Positions : : 292,628 279,918 34,890 48,119 13,713 7,980 6,544 38,231 0 0 0 : : : : Changes from: March 20, 2012 : : -5,680 -484 -2,835 -701 0 1,386 -7,279 3,764 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 70.7 8.8 12.1 3.5 2.0 1.7 9.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 26 5 9 8 4 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 242,679 : : Positions : : 190,031 109,462 9,356 68,488 19,838 13,896 29,962 8,045 0 1,986 0 : : : : Changes from: March 20, 2012 : : -2,534 -3,952 -218 -838 0 669 2,158 834 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 45.1 3.9 28.2 8.2 5.7 12.3 3.3 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 23 7 6 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,231,442 : : Positions : : 131,252 135,487 233,655 101,632 109,987 208,128 321,305 290,606 50,909 86,473 132,295 : : : : Changes from: March 20, 2012 : : 8,866 -6,742 -1,195 -4,679 -2,574 -1,931 13,277 -3,651 -3,315 -3,082 -311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 11.0 19.0 8.3 8.9 16.9 26.1 23.6 4.1 7.0 10.7 : : : : Number of Traders in Each Category Total Traders: 331 : : 44 38 26 11 31 61 94 83 49 37 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 59,198 : : Positions : : 43,799 13,738 6,288 21,891 1,900 621 14,368 822 0 0 0 : : : : Changes from: March 20, 2012 : : 270 0 0 0 0 0 150 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 23.2 10.6 37.0 3.2 1.0 24.3 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 109,148 : : Positions : : 1,388 2,392 2,052 3,940 49,721 11,267 2,656 1,050 7,450 14,113 34,373 : : : : Changes from: March 20, 2012 : : 44 396 -1,348 200 -402 100 0 0 400 -1,589 1,609 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 2.2 1.9 3.6 45.6 10.3 2.4 1.0 6.8 12.9 31.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 . . 6 4 . 5 5 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 77,965 : : Positions : : 45,347 32,811 12,997 22,380 9,359 0 1,565 1,929 0 0 0 : : : : Changes from: March 20, 2012 : : 176 336 0 0 0 0 -172 102 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 42.1 16.7 28.7 12.0 0.0 2.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,830,439 : : Positions : : 615,750 494,028 412,169 727,838 492,260 340,101 254,475 520,262 157,100 58,332 262,134 : : : : Changes from: March 20, 2012 : : 15,540 22,837 10,789 3,498 -6,813 4,243 29,313 3,282 3,250 -24,841 23,861 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 17.5 14.6 25.7 17.4 12.0 9.0 18.4 5.6 2.1 9.3 : : : : Number of Traders in Each Category Total Traders: 164 : : 75 62 8 18 23 18 14 25 15 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,592,249 : : Positions : : 120,216 228,277 378,052 291,027 370,544 150,540 199,693 255,562 134,558 66,880 178,356 : : : : Changes from: March 20, 2012 : : 4,961 2,516 492 8,705 3,325 -4,177 -20,467 72,983 2,741 13,264 -3,334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 14.3 23.7 18.3 23.3 9.5 12.5 16.1 8.5 4.2 11.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 19 20 15 8 19 16 8 19 9 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 23,202 : : Positions : : 20,676 14,328 255 6,787 832 660 0 0 170 249 308 : : : : Changes from: March 20, 2012 : : 1,370 1,405 0 75 -25 0 0 0 0 0 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 61.8 1.1 29.3 3.6 2.8 0.0 0.0 0.7 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 23 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 9,451 : : Positions : : 7,177 3,574 195 5,179 220 1,160 0 0 100 0 0 : : : : Changes from: March 20, 2012 : : 3 -51 0 45 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 37.8 2.1 54.8 2.3 12.3 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 6,537 : : Positions : : 4,320 3,345 1,390 1,491 497 0 540 0 0 85 15 : : : : Changes from: March 20, 2012 : : -8 94 20 -87 16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 51.2 21.3 22.8 7.6 0.0 8.3 0.0 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 5 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,631 : : Positions : : 4,178 3,656 3,055 4,944 314 0 0 0 830 0 25 : : : : Changes from: March 20, 2012 : : -40 423 90 80 -15 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 38.0 31.7 51.3 3.3 0.0 0.0 0.0 8.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2012