Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 5,125,118 : : Positions : :1,865,781 1,388,819 307,659 1,195,348 669,149 654,520 143,695 1,019,497 35,752 136,673 560,150 : : : : Changes from: April 24, 2012 : : -121,037 -1,900 -15,166 25,747 -17,148 10,361 -25,807 -38,320 18,917 -103,039 -2,802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 27.1 6.0 23.3 13.1 12.8 2.8 19.9 0.7 2.7 10.9 : : : : Number of Traders in Each Category Total Traders: 225 : : 108 107 11 22 28 19 13 29 15 22 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 335,149 : : Positions : : 212,679 224,254 50,789 40,459 35,343 5,011 18,699 5,055 6,413 2,420 4,229 : : : : Changes from: April 24, 2012 : : 10,037 7,630 1,258 3,806 -2,334 -61 -4,308 -139 -6,013 1,190 546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 66.9 15.2 12.1 10.5 1.5 5.6 1.5 1.9 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 33 6 4 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 182,597 : : Positions : : 121,290 106,744 26,357 36,301 26,750 0 5,425 0 1,581 1,574 3,402 : : : : Changes from: April 24, 2012 : : 218 821 1,897 648 -552 0 0 0 -132 1,005 -1,092 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 58.5 14.4 19.9 14.6 0.0 3.0 0.0 0.9 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 . 9 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 284,943 : : Positions : : 195,926 118,083 50,042 107,794 27,715 4,680 11,733 465 422 6,086 1,542 : : : : Changes from: April 24, 2012 : : -2,816 -118 -780 -3,307 4,248 0 462 -216 254 -317 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 41.4 17.6 37.8 9.7 1.6 4.1 0.2 0.1 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 25 4 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 742,259 : : Positions : : 584,020 257,989 9,752 294,467 132,931 0 42,088 9,382 736 797 1,869 : : : : Changes from: April 24, 2012 : : 15,861 14,772 -1,115 -3,798 10,481 0 5,390 -2,622 736 -676 -1,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 34.8 1.3 39.7 17.9 0.0 5.7 1.3 0.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 32 5 15 19 0 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 239,987 : : Positions : : 162,911 209,248 34,918 10,421 14,455 15,351 0 859 2,903 0 370 : : : : Changes from: April 24, 2012 : : -194 -89 94 674 92 -178 0 -62 -566 0 241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 87.2 14.5 4.3 6.0 6.4 0.0 0.4 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 390,265 : : Positions : : 295,842 263,617 28,751 54,438 15,434 1,840 8,258 37,232 2,215 279 920 : : : : Changes from: April 24, 2012 : : 849 2,969 2,449 2,866 -211 10 -2,628 -952 54 279 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 67.5 7.4 13.9 4.0 0.5 2.1 9.5 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 28 5 9 9 . 6 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 220,702 : : Positions : : 167,037 101,231 6,080 63,939 20,154 17,826 18,858 2,391 0 3,064 4,261 : : : : Changes from: April 24, 2012 : : -1,460 3,033 0 -3,020 1,331 1,323 898 200 0 -1,083 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 45.9 2.8 29.0 9.1 8.1 8.5 1.1 0.0 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 21 5 7 8 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 1,257,703 : : Positions : : 130,443 129,507 215,615 113,473 131,160 203,266 306,643 307,687 54,903 73,327 148,116 : : : : Changes from: April 24, 2012 : : 15,298 14,408 5,782 -1,433 -13,920 930 -4,566 -16,064 -18,289 -4,300 2,284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 10.3 17.1 9.0 10.4 16.2 24.4 24.5 4.4 5.8 11.8 : : : : Number of Traders in Each Category Total Traders: 341 : : 44 39 21 16 28 56 93 82 50 45 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 52,716 : : Positions : : 38,509 11,927 6,032 19,641 1,796 623 11,650 36 0 637 552 : : : : Changes from: April 24, 2012 : : 0 0 0 -248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 22.6 11.4 37.3 3.4 1.2 22.1 0.1 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 76,791 : : Positions : : 3,480 1,442 32,073 18,882 5,708 5,801 4,706 575 6,450 24,192 20,129 : : : : Changes from: April 24, 2012 : : 354 -1,227 17,174 12,428 -31,016 125 -2,501 -225 -4,415 4,778 -9,439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.5 1.9 41.8 24.6 7.4 7.6 6.1 0.7 8.4 31.5 26.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 4 5 . 5 . . . 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 70,268 : : Positions : : 39,014 28,989 13,654 20,001 7,969 0 1,357 877 0 943 1,273 : : : : Changes from: April 24, 2012 : : -3,371 -2,358 151 -1,209 -497 0 275 -85 0 516 555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 41.3 19.4 28.5 11.3 0.0 1.9 1.2 0.0 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 4 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 2,697,093 : : Positions : : 582,867 471,520 336,219 702,220 489,570 344,469 167,999 554,257 151,740 82,835 204,286 : : : : Changes from: April 24, 2012 : : -28,604 -33,952 -41,142 -44,918 -23,402 9,422 -10,050 -18,799 -19,727 10,630 -30,789 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 17.5 12.5 26.0 18.2 12.8 6.2 20.6 5.6 3.1 7.6 : : : : Number of Traders in Each Category Total Traders: 145 : : 65 58 8 17 23 14 13 23 12 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 1,333,614 : : Positions : : 120,632 211,251 284,905 249,224 355,088 157,367 171,762 169,461 88,837 21,726 151,322 : : : : Changes from: April 24, 2012 : : -13,994 -15,297 -42,603 25,074 -20,686 1,217 -81,718 -40,461 -43,961 -27,322 -9,615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 15.8 21.4 18.7 26.6 11.8 12.9 12.7 6.7 1.6 11.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 17 17 14 9 18 16 11 20 8 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 24,730 : : Positions : : 21,141 17,184 265 5,970 746 1,860 0 0 461 45 0 : : : : Changes from: April 24, 2012 : : 1,462 2,706 65 -926 12 180 0 0 98 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 69.5 1.1 24.1 3.0 7.5 0.0 0.0 1.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 8,222 : : Positions : : 5,961 3,016 316 4,593 263 1,160 0 0 40 0 0 : : : : Changes from: April 24, 2012 : : -702 -209 -27 -374 71 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 36.7 3.8 55.9 3.2 14.1 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 6,933 : : Positions : : 4,454 2,778 1,165 1,259 712 0 1,500 0 130 130 15 : : : : Changes from: April 24, 2012 : : -186 -730 -384 22 139 0 120 0 0 20 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 40.1 16.8 18.2 10.3 0.0 21.6 0.0 1.9 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 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 9,405 : : Positions : : 4,365 4,100 3,096 4,453 255 0 0 0 940 0 0 : : : : Changes from: April 24, 2012 : : -24 107 -328 -436 -18 0 0 0 125 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 43.6 32.9 47.3 2.7 0.0 0.0 0.0 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 4, 2012