NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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 : 5,031,939: 1,833,182 1,320,256 332,373 1,156,658 636,425 657,170 168,764 1,004,050 20,818 193,457 537,893: 10,028 14,436 Old : 5,031,939: 1,833,182 1,320,256 332,373 1,156,658 636,425 657,170 168,764 1,004,050 20,818 193,457 537,893: 10,028 14,436 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -149,030: -128,394 -39,831 -30,451 -59,793 -4,168 -8,685 -28,439 32,435 6,018 -33,238 -15,359: -426 -637 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 26.2 6.6 23.0 12.6 13.1 3.4 20.0 0.4 3.8 10.7: 0.2 0.3 Old : 100.0: 36.4 26.2 6.6 23.0 12.6 13.1 3.4 20.0 0.4 3.8 10.7: 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 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 221: 108 102 13 20 29 19 14 30 10 23 30: Old : 221: 108 102 13 20 29 19 14 30 10 23 30: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.2 20.3 42.4 34.7 18.0 15.2 25.8 22.6 Old : 24.2 20.3 42.4 34.7 18.0 15.2 25.8 22.6 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 - Options and Futures Combined, April 3, 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 : 368,231: 225,444 227,622 54,288 40,871 52,020 15,543 34,758 4,014 645 965 1,904: 14,373 6,077 Old : 368,231: 225,444 227,622 54,288 40,871 52,020 15,543 34,758 4,014 645 965 1,904: 14,373 6,077 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,998: -6,450 3,234 237 -9,641 5,620 4,143 6,022 -833 217 -797 616: 448 -223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 61.8 14.7 11.1 14.1 4.2 9.4 1.1 0.2 0.3 0.5: 3.9 1.7 Old : 100.0: 61.2 61.8 14.7 11.1 14.1 4.2 9.4 1.1 0.2 0.3 0.5: 3.9 1.7 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 : 56: 32 30 6 4 9 . . 6 . . .: Old : 56: 32 30 6 4 9 . . 6 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6 Old : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6 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 - Options and Futures Combined, April 3, 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 : 184,139: 123,511 117,953 21,778 29,390 27,106 0 495 6,012 1,608 210 755: 3,369 2,218 Old : 184,139: 123,511 117,953 21,778 29,390 27,106 0 495 6,012 1,608 210 755: 3,369 2,218 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 6,382: 8,820 2,179 -5,747 14 4,068 0 178 -303 -150 210 276: -582 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 64.1 11.8 16.0 14.7 0.0 0.3 3.3 0.9 0.1 0.4: 1.8 1.2 Old : 100.0: 67.1 64.1 11.8 16.0 14.7 0.0 0.3 3.3 0.9 0.1 0.4: 1.8 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 : 44: 23 26 . 9 11 0 . . . . .: Old : 44: 23 26 . 9 11 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 : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4 Old : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4 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 Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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 : 308,955: 220,090 118,510 57,091 143,596 15,612 9,958 15,384 2,353 174 0 339: 3,338 13,161 Old : 308,955: 220,090 118,510 57,091 143,596 15,612 9,958 15,384 2,353 174 0 339: 3,338 13,161 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -5,099: -3,059 -8,350 2,484 535 -2,050 -868 4,770 -162 -658 -163 -142: -644 463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 38.4 18.5 46.5 5.1 3.2 5.0 0.8 0.1 0.0 0.1: 1.1 4.3 Old : 100.0: 71.2 38.4 18.5 46.5 5.1 3.2 5.0 0.8 0.1 0.0 0.1: 1.1 4.3 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 : 49: 26 25 4 8 10 . . . . 0 .: Old : 49: 26 25 4 8 10 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5 Old : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5 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 - Options and Futures Combined, April 3, 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 : 735,015: 571,917 246,304 10,561 290,227 132,382 1,223 44,162 15,620 0 2,688 954: 2,358 2,678 Old : 735,015: 571,917 246,304 10,561 290,227 132,382 1,223 44,162 15,620 0 2,688 954: 2,358 2,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -44,221: -35,189 -30,882 -1,239 -5,929 -7,757 938 2,490 -732 -199 -982 -98: 55 -331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 33.5 1.4 39.5 18.0 0.2 6.0 2.1 0.0 0.4 0.1: 0.3 0.4 Old : 100.0: 77.8 33.5 1.4 39.5 18.0 0.2 6.0 2.1 0.0 0.4 0.1: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 69: 36 29 4 16 19 . 5 4 0 . .: Old : 69: 36 29 4 16 19 . 5 4 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 : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5 Old : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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 : 240,517: 166,745 217,200 45,465 5,150 8,906 13,621 806 1,368 0 1,914 0: 4,412 5,173 Old : 240,517: 166,745 217,200 45,465 5,150 8,906 13,621 806 1,368 0 1,914 0: 4,412 5,173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,450: 1,964 2,004 -1,216 248 1,096 1,172 -606 -164 0 0 0: -402 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.3 90.3 18.9 2.1 3.7 5.7 0.3 0.6 0.0 0.8 0.0: 1.8 2.2 Old : 100.0: 69.3 90.3 18.9 2.1 3.7 5.7 0.3 0.6 0.0 0.8 0.0: 1.8 2.2 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 : 43: 28 22 4 . . . . . 0 . 0: Old : 43: 28 22 4 . . . . . 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 : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1 Old : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1 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 - Options and Futures Combined, April 3, 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 : 398,340: 296,300 270,502 38,410 52,020 13,352 9,033 19,052 32,496 0 0 0: 8,749 10,918 Old : 398,340: 296,300 270,502 38,410 52,020 13,352 9,033 19,052 32,496 0 0 0: 8,749 10,918 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,149: 3,672 -9,416 3,520 3,901 -361 1,053 12,508 -5,735 0 0 0: 0 1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 67.9 9.6 13.1 3.4 2.3 4.8 8.2 0.0 0.0 0.0: 2.2 2.7 Old : 100.0: 74.4 67.9 9.6 13.1 3.4 2.3 4.8 8.2 0.0 0.0 0.0: 2.2 2.7 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 : 58: 32 26 5 9 9 4 4 6 0 0 0: Old : 58: 32 26 5 9 9 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 : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2 Old : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2 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 - Options and Futures Combined, April 3, 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 : 245,735: 187,815 109,769 9,476 71,178 20,994 16,523 27,314 9,443 0 1,986 0: 1,484 5,051 Old : 245,735: 187,815 109,769 9,476 71,178 20,994 16,523 27,314 9,443 0 1,986 0: 1,484 5,051 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,056: -2,216 307 120 2,690 1,156 2,627 -2,648 1,398 0 0 0: -29 153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 44.7 3.9 29.0 8.5 6.7 11.1 3.8 0.0 0.8 0.0: 0.6 2.1 Old : 100.0: 76.4 44.7 3.9 29.0 8.5 6.7 11.1 3.8 0.0 0.8 0.0: 0.6 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 : 49: 21 23 7 6 8 . . . 0 . 0: Old : 49: 21 23 7 6 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 : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3 Old : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3 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 - Options and Futures Combined, April 3, 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 : 1,273,705: 130,496 137,251 223,628 110,482 110,434 218,794 311,634 307,406 61,088 95,958 142,069: 79,791 58,471 Old : 1,273,705: 130,496 137,251 223,628 110,482 110,434 218,794 311,634 307,406 61,088 95,958 142,069: 79,791 58,471 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 8,269: -3,824 1,396 -8,944 8,489 -2,109 6,597 -12,071 12,410 3,925 -1,908 -401: 616 2,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 10.8 17.6 8.7 8.7 17.2 24.5 24.1 4.8 7.5 11.2: 6.3 4.6 Old : 100.0: 10.2 10.8 17.6 8.7 8.7 17.2 24.5 24.1 4.8 7.5 11.2: 6.3 4.6 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 : 358: 43 40 25 12 32 63 101 91 61 43 65: Old : 358: 43 40 25 12 32 63 101 91 61 43 65: 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 : 16.9 24.3 28.9 35.9 11.0 18.1 18.2 23.5 Old : 16.9 24.3 28.9 35.9 11.0 18.1 18.2 23.5 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 - Options and Futures Combined, April 3, 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 : 52,760: 38,261 12,144 6,032 19,889 1,796 623 11,822 880 0 0 0: 5,168 6,229 Old : 52,760: 38,261 12,144 6,032 19,889 1,796 623 11,822 880 0 0 0: 5,168 6,229 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -6,438: -5,538 -1,594 -256 -2,002 -104 2 -2,546 58 0 0 0: -600 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 23.0 11.4 37.7 3.4 1.2 22.4 1.7 0.0 0.0 0.0: 9.8 11.8 Old : 100.0: 72.5 23.0 11.4 37.7 3.4 1.2 22.4 1.7 0.0 0.0 0.0: 9.8 11.8 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: 7 6 . 5 . . . . 0 0 0: Old : 21: 7 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 : 74.2 47.5 87.2 72.7 73.6 46.3 84.4 71.4 Old : 74.2 47.5 87.2 72.7 73.6 46.3 84.4 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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 : 2,387,314: 250,044 205,512 35,314 108,547 978,376 109,223 109,541 490,684 39,924 9,582 478,386: 5,363 6,686 Old : 2,387,314: 250,044 205,512 35,314 108,547 978,376 109,223 109,541 490,684 39,924 9,582 478,386: 5,363 6,686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 102,725: 10,995 11,868 1,363 6,749 26,639 10,272 5,366 30,543 2,115 808 20,500: 297 251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 8.6 1.5 4.5 41.0 4.6 4.6 20.6 1.7 0.4 20.0: 0.2 0.3 Old : 100.0: 10.5 8.6 1.5 4.5 41.0 4.6 4.6 20.6 1.7 0.4 20.0: 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 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 135: 36 33 9 14 23 25 18 32 17 13 24: Old : 135: 36 33 9 14 23 25 18 32 17 13 24: 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 : 34.4 36.2 54.3 58.0 4.7 6.1 7.0 7.4 Old : 34.4 36.2 54.3 58.0 4.7 6.1 7.0 7.4 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 - Options and Futures Combined, April 3, 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 : 103,954: 1,334 3,194 11,851 3,377 39,879 6,726 2,756 950 13,360 24,093 26,978: 2,875 2,727 Old : 103,954: 1,334 3,194 11,851 3,377 39,879 6,726 2,756 950 13,360 24,093 26,978: 2,875 2,727 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -10,567: -54 -1,296 10,332 -921 -10,460 -4,541 73 -100 2,720 10,310 -8,514: 51 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.1 11.4 3.2 38.4 6.5 2.7 0.9 12.9 23.2 26.0: 2.8 2.6 Old : 100.0: 1.3 3.1 11.4 3.2 38.4 6.5 2.7 0.9 12.9 23.2 26.0: 2.8 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 : 28: . 5 . 4 7 . . 4 6 5 11: Old : 28: . 5 . 4 7 . . 4 6 5 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 69.1 84.5 86.4 23.6 25.4 29.9 30.1 Old : 66.1 69.1 84.5 86.4 23.6 25.4 29.9 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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 : 96,295: 1,303 7,333 3,161 6,159 13,905 39,512 29,721 35,749 1,033 1,730 1,444: 189 253 Old : 96,295: 1,303 7,333 3,161 6,159 13,905 39,512 29,721 35,749 1,033 1,730 1,444: 189 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 5,513: 131 1,343 -208 -2,001 1,989 812 1,302 2,570 130 235 83: 6 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 7.6 3.3 6.4 14.4 41.0 30.9 37.1 1.1 1.8 1.5: 0.2 0.3 Old : 100.0: 1.4 7.6 3.3 6.4 14.4 41.0 30.9 37.1 1.1 1.8 1.5: 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 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 5 10 . 5 5 4 14 14 . . .: Old : 41: 5 10 . 5 5 4 14 14 . . .: 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 : 79.6 47.2 91.6 74.3 42.2 28.1 45.1 37.7 Old : 79.6 47.2 91.6 74.3 42.2 28.1 45.1 37.7 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 - Options and Futures Combined, April 3, 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 : 74,529: 42,733 31,854 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 8,349 9,675 Old : 74,529: 42,733 31,854 13,503 21,210 8,466 0 1,846 1,478 0 0 0: 8,349 9,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -4,724: -3,902 -2,245 506 -1,170 -893 0 281 -451 0 0 0: 16 -246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 42.7 18.1 28.5 11.4 0.0 2.5 2.0 0.0 0.0 0.0: 11.2 13.0 Old : 100.0: 57.3 42.7 18.1 28.5 11.4 0.0 2.5 2.0 0.0 0.0 0.0: 11.2 13.0 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 : 23: 11 9 4 4 . 0 . . 0 0 0: Old : 23: 11 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 : 47.3 39.5 71.6 63.6 34.3 33.8 55.1 52.8 Old : 47.3 39.5 71.6 63.6 34.3 33.8 55.1 52.8 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 - Options and Futures Combined, April 3, 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 : 2,653,296: 545,108 448,683 371,494 717,297 478,131 347,703 186,407 499,572 143,741 67,829 233,437: 34,110 21,940 Old : 2,653,296: 545,108 448,683 371,494 717,297 478,131 347,703 186,407 499,572 143,741 67,829 233,437: 34,110 21,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -177,143: -70,642 -45,345 -40,675 -10,541 -14,129 7,602 -68,068 -20,690 -13,359 9,497 -28,697: 3,447 830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 16.9 14.0 27.0 18.0 13.1 7.0 18.8 5.4 2.6 8.8: 1.3 0.8 Old : 100.0: 20.5 16.9 14.0 27.0 18.0 13.1 7.0 18.8 5.4 2.6 8.8: 1.3 0.8 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 : 149: 64 57 7 18 23 15 14 24 16 7 18: Old : 149: 64 57 7 18 23 15 14 24 16 7 18: 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 : 32.3 25.3 45.6 42.8 22.1 15.7 28.2 25.0 Old : 32.3 25.3 45.6 42.8 22.1 15.7 28.2 25.0 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 - Options and Futures Combined, April 3, 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 : 1,403,523: 120,762 207,961 301,353 231,888 358,770 150,412 239,626 174,595 139,912 36,583 152,105: 5,614 1,995 Old : 1,403,523: 120,762 207,961 301,353 231,888 358,770 150,412 239,626 174,595 139,912 36,583 152,105: 5,614 1,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -188,726: 546 -20,316 -76,699 -59,139 -11,774 -128 39,933 -80,967 5,354 -30,297 -26,251: 1,193 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 14.8 21.5 16.5 25.6 10.7 17.1 12.4 10.0 2.6 10.8: 0.4 0.1 Old : 100.0: 8.6 14.8 21.5 16.5 25.6 10.7 17.1 12.4 10.0 2.6 10.8: 0.4 0.1 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 : 85: 17 17 15 8 19 14 10 18 7 12 14: Old : 85: 17 17 15 8 19 14 10 18 7 12 14: 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 : 38.3 43.6 61.0 60.6 21.1 29.9 30.6 40.2 Old : 38.3 43.6 61.0 60.6 21.1 29.9 30.6 40.2 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 - Options and Futures Combined, April 3, 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 : 24,215: 21,366 15,423 135 7,123 852 1,320 0 0 206 35 35: 301 747 Old : 24,215: 21,366 15,423 135 7,123 852 1,320 0 0 206 35 35: 301 747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 1,013: 690 1,095 -120 336 20 660 0 0 36 -214 -273: 0 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 63.7 0.6 29.4 3.5 5.5 0.0 0.0 0.9 0.1 0.1: 1.2 3.1 Old : 100.0: 88.2 63.7 0.6 29.4 3.5 5.5 0.0 0.0 0.9 0.1 0.1: 1.2 3.1 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 : 42: 25 24 . 8 7 . 0 0 . . .: Old : 42: 25 24 . 8 7 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 35.2 64.2 59.7 47.8 32.2 59.0 49.5 Old : 48.9 35.2 64.2 59.7 47.8 32.2 59.0 49.5 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 - Options and Futures Combined, April 3, 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 : 8,590: 6,348 3,050 343 4,817 192 1,160 0 0 40 0 0: 507 531 Old : 8,590: 6,348 3,050 343 4,817 192 1,160 0 0 40 0 0: 507 531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -861: -829 -524 148 -362 -28 0 0 0 -60 0 0: -92 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 35.5 4.0 56.1 2.2 13.5 0.0 0.0 0.5 0.0 0.0: 5.9 6.2 Old : 100.0: 73.9 35.5 4.0 56.1 2.2 13.5 0.0 0.0 0.5 0.0 0.0: 5.9 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 8 . 4 . . 0 0 . 0 0: Old : 22: 12 8 . 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 : 53.3 65.6 73.4 86.7 53.1 59.8 67.0 78.8 Old : 53.3 65.6 73.4 86.7 53.1 59.8 67.0 78.8 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 - Options and Futures Combined, April 3, 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 : 6,365: 4,227 2,857 1,334 1,420 432 0 1,080 0 0 65 15: 357 496 Old : 6,365: 4,227 2,857 1,334 1,420 432 0 1,080 0 0 65 15: 357 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -172: -93 -488 -56 -71 -65 0 540 0 0 -20 0: 42 -68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 44.9 21.0 22.3 6.8 0.0 17.0 0.0 0.0 1.0 0.2: 5.6 7.8 Old : 100.0: 66.4 44.9 21.0 22.3 6.8 0.0 17.0 0.0 0.0 1.0 0.2: 5.6 7.8 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 : 20: 10 7 . 4 5 0 . 0 0 . .: Old : 20: 10 7 . 4 5 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 56.5 82.6 78.7 55.3 47.8 67.9 62.4 Old : 60.2 56.5 82.6 78.7 55.3 47.8 67.9 62.4 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 - Options and Futures Combined, April 3, 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 : 8,884: 3,842 3,249 3,012 4,722 273 0 0 0 830 0 0: 927 640 Old : 8,884: 3,842 3,249 3,012 4,722 273 0 0 0 830 0 0: 927 640 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -747: -336 -407 -43 -222 -41 0 0 0 0 0 -25: -302 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 36.6 33.9 53.2 3.1 0.0 0.0 0.0 9.3 0.0 0.0: 10.4 7.2 Old : 100.0: 43.2 36.6 33.9 53.2 3.1 0.0 0.0 0.0 9.3 0.0 0.0: 10.4 7.2 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 : 26: 14 9 . 6 4 0 0 0 . 0 0: Old : 26: 14 9 . 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 : 53.2 54.2 74.8 78.4 51.0 51.7 69.1 71.4 Old : 53.2 54.2 74.8 78.4 51.0 51.7 69.1 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012