NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 5,210,778: 613,246 367,872 1,634,474 2,952,780 3,192,479 5,200,500 5,194,825: 10,278 15,953 Old : 5,210,778: 613,246 367,872 1,634,474 2,952,780 3,192,479 5,200,500 5,194,825: 10,278 15,953 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : 31,104: 26,568 -21,296 45,287 -41,451 4,432 30,404 28,423: 700 2,681 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 7.1 31.4 56.7 61.3 99.8 99.7: 0.2 0.3 Old : 100.0: 11.8 7.1 31.4 56.7 61.3 99.8 99.7: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 227: 26 46 63 140 134 207 205: Old : 227: 26 46 63 140 134 207 205: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 21.2 41.5 35.6 18.0 15.6 25.1 23.2 Old : 23.8 21.2 41.5 35.6 18.0 15.6 25.1 23.2 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 368,422: 7,262 30,129 8,307 337,370 321,889 352,939 360,325: 15,483 8,097 Old : 368,422: 7,262 30,129 8,307 337,370 321,889 352,939 360,325: 15,483 8,097 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -4,130: 445 6,075 772 -6,529 -10,810 -5,312 -3,963: 1,182 -167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 8.2 2.3 91.6 87.4 95.8 97.8: 4.2 2.2 Old : 100.0: 2.0 8.2 2.3 91.6 87.4 95.8 97.8: 4.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 5 4 5 39 36 46 43: Old : 52: 5 4 5 39 36 46 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 47.3 61.9 69.5 33.7 39.1 47.2 54.1 Old : 37.3 47.3 61.9 69.5 33.7 39.1 47.2 54.1 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 177,005: 1,979 0 6,771 164,618 168,226 173,368 174,997: 3,637 2,008 Old : 177,005: 1,979 0 6,771 164,618 168,226 173,368 174,997: 3,637 2,008 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : 2,449: 536 -668 194 1,450 3,502 2,180 3,028: 269 -579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 3.8 93.0 95.0 97.9 98.9: 2.1 1.1 Old : 100.0: 1.1 0.0 3.8 93.0 95.0 97.9 98.9: 2.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 0 2 33 37 35 39: Old : 40: 2 0 2 33 37 35 39: Other: 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 : 56.2 44.1 70.7 59.3 53.6 39.7 59.5 49.4 Old : 56.2 44.1 70.7 59.3 53.6 39.7 59.5 49.4 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 325,059: 11,056 8,811 3,932 304,670 299,786 319,658 312,529: 5,401 12,530 Old : 325,059: 11,056 8,811 3,932 304,670 299,786 319,658 312,529: 5,401 12,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : 918: -1,774 -194 -2,195 3,949 4,365 -20 1,976: 938 -1,058 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.7 1.2 93.7 92.2 98.3 96.1: 1.7 3.9 Old : 100.0: 3.4 2.7 1.2 93.7 92.2 98.3 96.1: 1.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 2 4 31 33 36 37: Old : 46: 3 2 4 31 33 36 37: Other: 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 : 49.7 53.2 70.0 71.2 47.8 48.1 66.7 62.7 Old : 49.7 53.2 70.0 71.2 47.8 48.1 66.7 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE OTC Code-023396 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 747,495: 389 44,256 15,442 728,691 684,245 744,522 743,943: 2,973 3,552 Old : 747,495: 389 44,256 15,442 728,691 684,245 744,522 743,943: 2,973 3,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : 23,389: -82 -3,575 6,812 15,614 21,588 22,344 24,825: 1,045 -1,436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 5.9 2.1 97.5 91.5 99.6 99.5: 0.4 0.5 Old : 100.0: 0.1 5.9 2.1 97.5 91.5 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 2 7 7 53 47 60 56: Old : 68: 2 7 7 53 47 60 56: Other: 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 : 38.2 38.9 56.7 54.9 32.7 29.6 47.8 40.8 Old : 38.2 38.9 56.7 54.9 32.7 29.6 47.8 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 229,949: 13,464 2,104 3,329 207,204 218,319 223,997 223,752: 5,952 6,197 Old : 229,949: 13,464 2,104 3,329 207,204 218,319 223,997 223,752: 5,952 6,197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -11,381: 613 -9,209 1,966 -14,176 -3,770 -11,597 -11,013: 216 -368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.9 1.4 90.1 94.9 97.4 97.3: 2.6 2.7 Old : 100.0: 5.9 0.9 1.4 90.1 94.9 97.4 97.3: 2.6 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 3 3 31 24 34 29: Old : 43: 2 3 3 31 24 34 29: Other: 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 : 41.8 60.6 64.2 77.0 35.9 60.4 54.1 71.8 Old : 41.8 60.6 64.2 77.0 35.9 60.4 54.1 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE OTC Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 400,042: 6,594 13,823 34,467 349,746 342,935 390,807 391,225: 9,235 8,817 Old : 400,042: 6,594 13,823 34,467 349,746 342,935 390,807 391,225: 9,235 8,817 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -612: 101 -2,556 2,574 -3,256 -630 -581 -612: -31 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.5 8.6 87.4 85.7 97.7 97.8: 2.3 2.2 Old : 100.0: 1.6 3.5 8.6 87.4 85.7 97.7 97.8: 2.3 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 3 5 6 38 39 45 46: Old : 57: 3 5 6 38 39 45 46: Other: 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 59.1 53.7 69.7 32.5 53.1 47.9 62.4 Old : 35.2 59.1 53.7 69.7 32.5 53.1 47.9 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE OTC Code-023399 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 244,756: 13,227 29,790 7,211 221,977 202,578 242,415 239,579: 2,341 5,177 Old : 244,756: 13,227 29,790 7,211 221,977 202,578 242,415 239,579: 2,341 5,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -5,357: -535 -618 -499 -4,436 -3,627 -5,470 -4,744: 113 -613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 12.2 2.9 90.7 82.8 99.0 97.9: 1.0 2.1 Old : 100.0: 5.4 12.2 2.9 90.7 82.8 99.0 97.9: 1.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 3 4 2 30 31 34 36: Old : 47: 3 4 2 30 31 34 36: Other: 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 : 64.2 46.1 75.8 63.2 63.5 42.6 69.7 59.3 Old : 64.2 46.1 75.8 63.2 63.5 42.6 69.7 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012