NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 5,179,871: 1,842,150 1,265,521 308,494 1,147,458 796,811 655,768 323,460 992,886 37,484 102,815 541,434: 4,844 9,486
Old : 5,179,871: 1,842,150 1,265,521 308,494 1,147,458 796,811 655,768 323,460 992,886 37,484 102,815 541,434: 4,844 9,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -181,416: -133,837 -29,913 -4,326 -2,051 -2,893 38,759 -13,215 -70,712 -9,070 -62,879 7,342: -6,679 -7,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.4 6.0 22.2 15.4 12.7 6.2 19.2 0.7 2.0 10.5: 0.1 0.2
Old : 100.0: 35.6 24.4 6.0 22.2 15.4 12.7 6.2 19.2 0.7 2.0 10.5: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 109 99 12 22 30 22 15 32 13 22 31:
Old : 226: 109 99 12 22 30 22 15 32 13 22 31:
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 : 24.1 22.3 40.8 36.5 17.2 15.5 24.2 24.1
Old : 24.1 22.3 40.8 36.5 17.2 15.5 24.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 397,810: 235,436 262,424 69,042 42,719 54,747 7,739 19,175 10,572 3,090 295 2,248: 14,936 5,630
Old : 397,810: 235,436 262,424 69,042 42,719 54,747 7,739 19,175 10,572 3,090 295 2,248: 14,936 5,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 30,110: 17,425 27,115 -350 3,131 9,894 1,923 -11,078 1,642 1,405 -416 19: -1,848 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 66.0 17.4 10.7 13.8 1.9 4.8 2.7 0.8 0.1 0.6: 3.8 1.4
Old : 100.0: 59.2 66.0 17.4 10.7 13.8 1.9 4.8 2.7 0.8 0.1 0.6: 3.8 1.4
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 : 56: 30 26 7 6 11 4 5 7 . . .:
Old : 56: 30 26 7 6 11 4 5 7 . . .:
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 : 34.6 49.7 58.2 71.9 29.2 43.2 45.6 55.7
Old : 34.6 49.7 58.2 71.9 29.2 43.2 45.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 173,558: 108,020 112,913 32,707 29,765 21,759 1,328 0 4,838 280 637 734: 3,892 2,912
Old : 173,558: 108,020 112,913 32,707 29,765 21,759 1,328 0 4,838 280 637 734: 3,892 2,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,721: 1,351 4,289 2,624 -1,316 1,156 -129 0 -107 -93 637 63: 856 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 65.1 18.8 17.1 12.5 0.8 0.0 2.8 0.2 0.4 0.4: 2.2 1.7
Old : 100.0: 62.2 65.1 18.8 17.1 12.5 0.8 0.0 2.8 0.2 0.4 0.4: 2.2 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 : 43: 24 25 . 10 12 . 0 . . . .:
Old : 43: 24 25 . 10 12 . 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 : 57.6 44.1 71.3 59.0 54.6 39.2 60.5 48.9
Old : 57.6 44.1 71.3 59.0 54.6 39.2 60.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 351,795: 254,232 148,999 50,747 154,298 22,076 11,677 13,714 4,689 5,350 59 727: 2,297 7,233
Old : 351,795: 254,232 148,999 50,747 154,298 22,076 11,677 13,714 4,689 5,350 59 727: 2,297 7,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 21,192: 17,915 18,950 -1,397 3,614 1,890 642 -490 643 1,498 -179 212: -211 -3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 42.4 14.4 43.9 6.3 3.3 3.9 1.3 1.5 0.0 0.2: 0.7 2.1
Old : 100.0: 72.3 42.4 14.4 43.9 6.3 3.3 3.9 1.3 1.5 0.0 0.2: 0.7 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 : 50: 22 25 4 10 11 . . 4 . . .:
Old : 50: 22 25 4 10 11 . . 4 . . .:
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 : 46.5 51.0 69.4 69.6 45.4 44.8 65.9 60.7
Old : 46.5 51.0 69.4 69.6 45.4 44.8 65.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 748,603: 586,680 290,843 12,457 267,382 134,720 381 29,815 12,177 0 11,547 1,932: 256 187
Old : 748,603: 586,680 290,843 12,457 267,382 134,720 381 29,815 12,177 0 11,547 1,932: 256 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 6,473: 6,646 7,661 -1,387 -6,749 3,880 297 4,088 -679 -643 1,778 -49: -1,592 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 38.9 1.7 35.7 18.0 0.1 4.0 1.6 0.0 1.5 0.3: 0.0 0.0
Old : 100.0: 78.4 38.9 1.7 35.7 18.0 0.1 4.0 1.6 0.0 1.5 0.3: 0.0 0.0
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 : 74: 38 29 5 17 21 . 5 6 0 . .:
Old : 74: 38 29 5 17 21 . 5 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 39.7 55.5 56.0 29.7 32.3 44.6 41.3
Old : 38.3 39.7 55.5 56.0 29.7 32.3 44.6 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 246,902: 174,496 209,861 50,035 6,240 6,270 9,242 15,453 2,559 0 0 0: 4,300 6,519
Old : 246,902: 174,496 209,861 50,035 6,240 6,270 9,242 15,453 2,559 0 0 0: 4,300 6,519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 10,263: 9,285 10,122 -344 -2,427 54 948 -2,148 744 0 0 0: -424 3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 85.0 20.3 2.5 2.5 3.7 6.3 1.0 0.0 0.0 0.0: 1.7 2.6
Old : 100.0: 70.7 85.0 20.3 2.5 2.5 3.7 6.3 1.0 0.0 0.0 0.0: 1.7 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 : 49: 30 30 6 . 5 . . . 0 0 0:
Old : 49: 30 30 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 : 44.8 56.6 64.9 73.1 40.2 56.4 54.9 69.4
Old : 44.8 56.6 64.9 73.1 40.2 56.4 54.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 409,624: 300,453 299,584 45,712 55,527 15,472 11,409 6,461 28,844 0 0 0: 7,734 3,736
Old : 409,624: 300,453 299,584 45,712 55,527 15,472 11,409 6,461 28,844 0 0 0: 7,734 3,736
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,307: -4,541 6,140 2,544 241 2,283 1,618 -5,813 430 0 0 0: -1,027 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 73.1 11.2 13.6 3.8 2.8 1.6 7.0 0.0 0.0 0.0: 1.9 0.9
Old : 100.0: 73.3 73.1 11.2 13.6 3.8 2.8 1.6 7.0 0.0 0.0 0.0: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 33 32 7 9 11 4 . 5 0 0 0:
Old : 63: 33 32 7 9 11 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 : 36.3 58.8 54.9 70.1 33.2 56.3 48.7 64.5
Old : 36.3 58.8 54.9 70.1 33.2 56.3 48.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 264,622: 210,015 118,230 7,372 79,098 19,968 13,884 28,177 9,107 0 1,864 62: 4,214 8,116
Old : 264,622: 210,015 118,230 7,372 79,098 19,968 13,884 28,177 9,107 0 1,864 62: 4,214 8,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 264: -16,218 -3,634 2,036 1,552 -13 13,463 2,116 -623 0 0 0: 1,619 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 44.7 2.8 29.9 7.5 5.2 10.6 3.4 0.0 0.7 0.0: 1.6 3.1
Old : 100.0: 79.4 44.7 2.8 29.9 7.5 5.2 10.6 3.4 0.0 0.7 0.0: 1.6 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 : 45: 20 20 5 6 7 . . . 0 . .:
Old : 45: 20 20 5 6 7 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 43.2 75.4 60.9 62.8 39.9 69.5 57.2
Old : 63.8 43.2 75.4 60.9 62.8 39.9 69.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 1,204,381: 131,609 155,960 237,395 105,922 115,551 205,842 287,578 285,498 40,077 89,797 118,324: 70,085 45,751
Old : 1,204,381: 131,609 155,960 237,395 105,922 115,551 205,842 287,578 285,498 40,077 89,797 118,324: 70,085 45,751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -48,532: 1,973 1,391 1,957 -3,782 -2,317 -8,900 2,004 -28,647 -4,389 -8,766 -8,523: 314 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.9 19.7 8.8 9.6 17.1 23.9 23.7 3.3 7.5 9.8: 5.8 3.8
Old : 100.0: 10.9 12.9 19.7 8.8 9.6 17.1 23.9 23.7 3.3 7.5 9.8: 5.8 3.8
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 : 324: 39 37 28 10 29 60 88 79 37 42 58:
Old : 324: 39 37 28 10 29 60 88 79 37 42 58:
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 : 19.4 23.6 33.2 37.1 12.2 18.1 19.5 23.2
Old : 19.4 23.6 33.2 37.1 12.2 18.1 19.5 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 62,040: 44,988 13,778 7,326 23,609 1,900 427 14,879 1,076 0 0 0: 6,323 6,798
Old : 62,040: 44,988 13,778 7,326 23,609 1,900 427 14,879 1,076 0 0 0: 6,323 6,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 22.2 11.8 38.1 3.1 0.7 24.0 1.7 0.0 0.0 0.0: 10.2 11.0
Old : 100.0: 72.5 22.2 11.8 38.1 3.1 0.7 24.0 1.7 0.0 0.0 0.0: 10.2 11.0
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 : 22: 9 6 . 5 . . . . 0 0 0:
Old : 22: 9 6 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 47.6 86.5 72.1 73.0 46.6 83.6 71.0
Old : 73.0 47.6 86.5 72.1 73.0 46.6 83.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 98,580: 1,150 2,100 3,500 2,874 48,816 11,626 2,656 800 7,605 17,308 23,310: 1,773 716
Old : 98,580: 1,150 2,100 3,500 2,874 48,816 11,626 2,656 800 7,605 17,308 23,310: 1,773 716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -9,590: -445 0 3,200 -1,675 -4,625 3,384 2,000 -6,500 -2,392 3,413 -2,131: -81 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.1 3.6 2.9 49.5 11.8 2.7 0.8 7.7 17.6 23.6: 1.8 0.7
Old : 100.0: 1.2 2.1 3.6 2.9 49.5 11.8 2.7 0.8 7.7 17.6 23.6: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 4 . . 5 4 . 5 5 6 10:
Old : 25: 4 4 . . 5 4 . 5 5 6 10:
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 : 68.7 71.0 83.9 91.2 18.9 18.7 22.6 23.7
Old : 68.7 71.0 83.9 91.2 18.9 18.7 22.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 50,515: 27,784 16,413 13,055 13,889 2,707 0 6,932 1,950 0 0 0: 5,019 8,624
Old : 50,515: 27,784 16,413 13,055 13,889 2,707 0 6,932 1,950 0 0 0: 5,019 8,624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 124: 62 124 0 0 0 0 -122 62 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 32.5 25.8 27.5 5.4 0.0 13.7 3.9 0.0 0.0 0.0: 9.9 17.1
Old : 100.0: 55.0 32.5 25.8 27.5 5.4 0.0 13.7 3.9 0.0 0.0 0.0: 9.9 17.1
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 : 20: 9 7 4 . 4 0 . . 0 0 0:
Old : 20: 9 7 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 : 51.3 53.6 77.6 71.9 49.2 48.7 71.1 65.0
Old : 51.3 53.6 77.6 71.9 49.2 48.7 71.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 82,347: 47,704 34,094 13,057 24,457 9,762 337 1,653 2,687 0 0 0: 8,800 9,694
Old : 82,347: 47,704 34,094 13,057 24,457 9,762 337 1,653 2,687 0 0 0: 8,800 9,694
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,061: 575 923 0 0 0 337 97 149 0 0 0: 0 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 41.4 15.9 29.7 11.9 0.4 2.0 3.3 0.0 0.0 0.0: 10.7 11.8
Old : 100.0: 57.9 41.4 15.9 29.7 11.9 0.4 2.0 3.3 0.0 0.0 0.0: 10.7 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 : 25: 12 10 4 4 . . . . 0 0 0:
Old : 25: 12 10 4 4 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 39.2 68.5 63.5 32.9 34.0 54.5 54.8
Old : 44.6 39.2 68.5 63.5 32.9 34.0 54.5 54.8
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 - Futures Only, February 28, 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 : 2,761,983: 552,464 451,059 410,368 748,224 506,255 302,505 216,217 532,072 201,588 65,949 221,034: 35,697 21,173
Old : 2,761,983: 552,464 451,059 410,368 748,224 506,255 302,505 216,217 532,072 201,588 65,949 221,034: 35,697 21,173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -178,916: -72,645 -26,357 -5,651 -1,999 -41,076 -23,049 -42,440 -41,860 -7,844 -39,974 15,364: -2,155 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.3 14.9 27.1 18.3 11.0 7.8 19.3 7.3 2.4 8.0: 1.3 0.8
Old : 100.0: 20.0 16.3 14.9 27.1 18.3 11.0 7.8 19.3 7.3 2.4 8.0: 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 : 156: 66 59 8 19 25 17 15 25 15 9 18:
Old : 156: 66 59 8 19 25 17 15 25 15 9 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 : 30.9 28.3 45.1 46.5 22.0 18.5 28.2 28.5
Old : 30.9 28.3 45.1 46.5 22.0 18.5 28.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 1,231,179: 112,785 212,648 284,658 251,546 334,890 162,681 111,912 134,477 59,058 45,820 137,682: 4,948 2,204
Old : 1,231,179: 112,785 212,648 284,658 251,546 334,890 162,681 111,912 134,477 59,058 45,820 137,682: 4,948 2,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -235,479: -9,435 -22,831 -5,345 -166,404 -10,411 -145,551 69,773 -68,572 12,579 -27,966 -9,510: 766 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.3 23.1 20.4 27.2 13.2 9.1 10.9 4.8 3.7 11.2: 0.4 0.2
Old : 100.0: 9.2 17.3 23.1 20.4 27.2 13.2 9.1 10.9 4.8 3.7 11.2: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 18 19 15 9 18 13 9 18 6 10 12:
Old : 84: 18 19 15 9 18 13 9 18 6 10 12:
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 : 36.7 38.3 59.2 58.2 18.6 25.5 29.2 38.0
Old : 36.7 38.3 59.2 58.2 18.6 25.5 29.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 19,897: 18,731 11,749 203 7,261 395 0 0 0 240 0 0: 328 492
Old : 19,897: 18,731 11,749 203 7,261 395 0 0 0 240 0 0: 328 492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,152: 1,007 695 30 364 93 0 0 0 20 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 59.0 1.0 36.5 2.0 0.0 0.0 0.0 1.2 0.0 0.0: 1.6 2.5
Old : 100.0: 94.1 59.0 1.0 36.5 2.0 0.0 0.0 0.0 1.2 0.0 0.0: 1.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 25 . 9 6 0 0 0 . 0 0:
Old : 44: 25 25 . 9 6 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 : 50.9 36.1 67.3 57.5 48.6 35.9 59.1 50.8
Old : 50.9 36.1 67.3 57.5 48.6 35.9 59.1 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,150: 7,337 3,024 177 5,271 273 500 0 0 270 30 0: 593 552
Old : 9,150: 7,337 3,024 177 5,271 273 500 0 0 270 30 0: 593 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 160: 39 -105 -45 265 0 195 0 0 0 27 -27: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 33.0 1.9 57.6 3.0 5.5 0.0 0.0 3.0 0.3 0.0: 6.5 6.0
Old : 100.0: 80.2 33.0 1.9 57.6 3.0 5.5 0.0 0.0 3.0 0.3 0.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . 4 . . 0 0 . . 0:
Old : 23: 13 11 . 4 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 60.4 71.8 82.9 47.6 60.0 63.1 72.1
Old : 51.2 60.4 71.8 82.9 47.6 60.0 63.1 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 28, 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 : 6,378: 3,832 3,483 1,543 1,559 599 0 0 0 0 155 20: 384 562
Old : 6,378: 3,832 3,483 1,543 1,559 599 0 0 0 0 155 20: 384 562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 250: -53 266 167 -97 76 0 0 0 0 0 0: 60 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 54.6 24.2 24.4 9.4 0.0 0.0 0.0 0.0 2.4 0.3: 6.0 8.8
Old : 100.0: 60.1 54.6 24.2 24.4 9.4 0.0 0.0 0.0 0.0 2.4 0.3: 6.0 8.8
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 . 5 6 0 0 0 0 . .:
Old : 20: 10 7 . 5 6 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 : 53.5 54.4 77.8 77.7 53.2 41.7 62.4 56.2
Old : 53.5 54.4 77.8 77.7 53.2 41.7 62.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,209: 4,683 3,217 2,993 5,294 175 0 0 0 460 40 0: 898 483
Old : 9,209: 4,683 3,217 2,993 5,294 175 0 0 0 460 40 0: 898 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 293: 39 103 0 310 30 0 0 0 10 0 0: 214 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 34.9 32.5 57.5 1.9 0.0 0.0 0.0 5.0 0.4 0.0: 9.8 5.2
Old : 100.0: 50.9 34.9 32.5 57.5 1.9 0.0 0.0 0.0 5.0 0.4 0.0: 9.8 5.2
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 : 24: 12 8 . 6 . 0 0 0 . . 0:
Old : 24: 12 8 . 6 . 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 : 61.5 55.5 80.4 82.3 58.3 55.1 77.2 79.7
Old : 61.5 55.5 80.4 82.3 58.3 55.1 77.2 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012