NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 5,210,778: 1,931,883 1,320,460 378,826 1,229,948 642,071 597,864 183,539 1,069,441 15,382 184,333 565,033: 10,278 15,953
Old : 5,210,778: 1,931,883 1,320,460 378,826 1,229,948 642,071 597,864 183,539 1,069,441 15,382 184,333 565,033: 10,278 15,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 31,104: 15,948 -14,284 -15,232 60,883 -42,167 27,497 -13,076 -5,527 -929 -8,220 50,814: 700 2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 25.3 7.3 23.6 12.3 11.5 3.5 20.5 0.3 3.5 10.8: 0.2 0.3
Old : 100.0: 37.1 25.3 7.3 23.6 12.3 11.5 3.5 20.5 0.3 3.5 10.8: 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 : 227: 109 103 13 20 29 20 16 33 6 30 30:
Old : 227: 109 103 13 20 29 20 16 33 6 30 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 : 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 368,422: 236,143 224,960 51,345 47,047 49,882 7,022 27,601 7,356 240 2,528 951: 15,483 8,097
Old : 368,422: 236,143 224,960 51,345 47,047 49,882 7,022 27,601 7,356 240 2,528 951: 15,483 8,097
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -4,130: 571 -11,076 -7,458 -92 358 775 5,158 956 -330 917 -184: 1,182 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 61.1 13.9 12.8 13.5 1.9 7.5 2.0 0.1 0.7 0.3: 4.2 2.2
Old : 100.0: 64.1 61.1 13.9 12.8 13.5 1.9 7.5 2.0 0.1 0.7 0.3: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 27 6 4 8 4 . 4 . . .:
Old : 52: 30 27 6 4 8 4 . 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 : 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 177,005: 112,420 115,812 29,672 29,888 22,526 436 0 6,322 1,543 0 449: 3,637 2,008
Old : 177,005: 112,420 115,812 29,672 29,888 22,526 436 0 6,322 1,543 0 449: 3,637 2,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,449: 2,051 2,948 -1,272 -117 671 -89 0 595 625 -668 -401: 269 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 65.4 16.8 16.9 12.7 0.2 0.0 3.6 0.9 0.0 0.3: 2.1 1.1
Old : 100.0: 63.5 65.4 16.8 16.9 12.7 0.2 0.0 3.6 0.9 0.0 0.3: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 25 . 9 11 . 0 . . 0 .:
Old : 40: 22 25 . 9 11 . 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 : 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 325,059: 236,063 141,335 52,468 142,312 16,139 10,046 8,811 2,936 1,010 0 996: 5,401 12,530
Old : 325,059: 236,063 141,335 52,468 142,312 16,139 10,046 8,811 2,936 1,010 0 996: 5,401 12,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 918: -424 5,298 3,367 -1,939 1,006 -672 111 -2,162 -1,102 -305 -33: 938 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 43.5 16.1 43.8 5.0 3.1 2.7 0.9 0.3 0.0 0.3: 1.7 3.9
Old : 100.0: 72.6 43.5 16.1 43.8 5.0 3.1 2.7 0.9 0.3 0.0 0.3: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 21 23 . 8 9 . . . . 0 .:
Old : 46: 21 23 . 8 9 . . . . 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 : 49.7 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 747,495: 584,492 280,845 11,267 270,468 132,932 389 40,298 14,346 0 3,958 1,096: 2,973 3,552
Old : 747,495: 584,492 280,845 11,267 270,468 132,932 389 40,298 14,346 0 3,958 1,096: 2,973 3,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 23,389: 11,364 13,769 -4,567 -998 8,817 -82 -2,764 6,286 0 -811 526: 1,045 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 37.6 1.5 36.2 17.8 0.1 5.4 1.9 0.0 0.5 0.1: 0.4 0.5
Old : 100.0: 78.2 37.6 1.5 36.2 17.8 0.1 5.4 1.9 0.0 0.5 0.1: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 34 28 5 14 19 . 5 5 0 . .:
Old : 68: 34 28 5 14 19 . 5 5 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 : 38.2 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 229,949: 154,262 209,576 49,401 5,202 3,541 13,464 400 3,329 0 1,704 0: 5,952 6,197
Old : 229,949: 154,262 209,576 49,401 5,202 3,541 13,464 400 3,329 0 1,704 0: 5,952 6,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -11,381: -16,580 -4,060 1,413 -701 991 613 -9,329 1,966 0 120 0: 216 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 91.1 21.5 2.3 1.5 5.9 0.2 1.4 0.0 0.7 0.0: 2.6 2.7
Old : 100.0: 67.1 91.1 21.5 2.3 1.5 5.9 0.2 1.4 0.0 0.7 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 22 . . . . . . 0 . 0:
Old : 43: 28 22 . . . . . . 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 : 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 400,042: 298,308 280,402 37,725 48,820 13,713 6,594 13,823 34,467 0 0 0: 9,235 8,817
Old : 400,042: 298,308 280,402 37,725 48,820 13,713 6,594 13,823 34,467 0 0 0: 9,235 8,817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -612: -2,917 -1,362 -1,014 57 675 101 -2,556 2,574 0 0 0: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 70.1 9.4 12.2 3.4 1.6 3.5 8.6 0.0 0.0 0.0: 2.3 2.2
Old : 100.0: 74.6 70.1 9.4 12.2 3.4 1.6 3.5 8.6 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 30 26 5 9 7 . 5 6 0 0 0:
Old : 57: 30 26 5 9 7 . 5 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 : 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
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 244,756: 192,565 113,414 9,574 69,326 19,838 13,227 27,804 7,211 0 1,986 0: 2,341 5,177
Old : 244,756: 192,565 113,414 9,574 69,326 19,838 13,227 27,804 7,211 0 1,986 0: 2,341 5,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -5,357: -4,864 -2,103 428 -1,524 0 -535 -678 -499 0 60 0: 113 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 46.3 3.9 28.3 8.1 5.4 11.4 2.9 0.0 0.8 0.0: 1.0 2.1
Old : 100.0: 78.7 46.3 3.9 28.3 8.1 5.4 11.4 2.9 0.0 0.8 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 19 21 7 6 8 . . . 0 . 0:
Old : 47: 19 21 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 : 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, March 20, 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 : 1,238,679: 122,386 142,229 234,850 106,311 112,561 210,059 308,028 294,257 54,224 89,555 132,606: 77,736 53,132
Old : 1,238,679: 122,386 142,229 234,850 106,311 112,561 210,059 308,028 294,257 54,224 89,555 132,606: 77,736 53,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 6,790: 4,412 1,379 -4,539 1,337 4,322 7,304 3,136 -13,195 -927 -1,428 11,665: -2,252 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.5 19.0 8.6 9.1 17.0 24.9 23.8 4.4 7.2 10.7: 6.3 4.3
Old : 100.0: 9.9 11.5 19.0 8.6 9.1 17.0 24.9 23.8 4.4 7.2 10.7: 6.3 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 : 335: 42 37 25 10 31 69 84 78 55 35 60:
Old : 335: 42 37 25 10 31 69 84 78 55 35 60:
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 : 17.0 25.1 29.4 37.5 11.6 18.2 18.9 23.6
Old : 17.0 25.1 29.4 37.5 11.6 18.2 18.9 23.6
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, March 20, 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 : 59,108: 43,529 13,738 6,288 21,891 1,900 621 14,218 882 0 0 0: 5,888 6,479
Old : 59,108: 43,529 13,738 6,288 21,891 1,900 621 14,218 882 0 0 0: 5,888 6,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 23.2 10.6 37.0 3.2 1.1 24.1 1.5 0.0 0.0 0.0: 10.0 11.0
Old : 100.0: 73.6 23.2 10.6 37.0 3.2 1.1 24.1 1.5 0.0 0.0 0.0: 10.0 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 : 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 : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
Old : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
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, March 20, 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 : 108,745: 1,344 1,996 3,400 3,740 50,123 11,167 2,656 1,050 7,050 15,702 32,764: 1,847 714
Old : 108,745: 1,344 1,996 3,400 3,740 50,123 11,167 2,656 1,050 7,050 15,702 32,764: 1,847 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 4,678: 0 0 -100 50 -2 0 0 0 -561 -661 5,291: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.8 3.1 3.4 46.1 10.3 2.4 1.0 6.5 14.4 30.1: 1.7 0.7
Old : 100.0: 1.2 1.8 3.1 3.4 46.1 10.3 2.4 1.0 6.5 14.4 30.1: 1.7 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 5 11:
Old : 25: 4 4 . . 5 4 . 5 5 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 : 69.9 72.4 84.2 90.8 16.6 15.4 19.7 20.1
Old : 69.9 72.4 84.2 90.8 16.6 15.4 19.7 20.1
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, March 20, 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 : 77,687: 45,171 32,475 12,997 22,380 9,359 0 1,737 1,827 0 0 0: 8,333 9,909
Old : 77,687: 45,171 32,475 12,997 22,380 9,359 0 1,737 1,827 0 0 0: 8,333 9,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 23: -379 -12 0 0 0 0 -367 402 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 41.8 16.7 28.8 12.0 0.0 2.2 2.4 0.0 0.0 0.0: 10.7 12.8
Old : 100.0: 58.1 41.8 16.7 28.8 12.0 0.0 2.2 2.4 0.0 0.0 0.0: 10.7 12.8
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 : 23: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 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 : 45.5 39.5 70.5 64.3 33.7 33.6 54.3 54.6
Old : 45.5 39.5 70.5 64.3 33.7 33.6 54.3 54.6
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, March 20, 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 : 2,778,807: 600,210 471,191 401,380 724,340 499,073 335,858 225,162 516,980 153,850 83,173 238,273: 33,183 20,615
Old : 2,778,807: 600,210 471,191 401,380 724,340 499,073 335,858 225,162 516,980 153,850 83,173 238,273: 33,183 20,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 10,630: -1,121 3,288 5,655 -32,192 17,909 1,231 35,345 -17,330 5,280 4,015 1,080: -2,074 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.0 14.4 26.1 18.0 12.1 8.1 18.6 5.5 3.0 8.6: 1.2 0.7
Old : 100.0: 21.6 17.0 14.4 26.1 18.0 12.1 8.1 18.6 5.5 3.0 8.6: 1.2 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 : 155: 66 61 7 19 24 18 14 25 12 11 18:
Old : 155: 66 61 7 19 24 18 14 25 12 11 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 : 31.5 24.7 44.6 42.7 21.7 15.5 27.9 25.7
Old : 31.5 24.7 44.6 42.7 21.7 15.5 27.9 25.7
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, March 20, 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 : 1,515,551: 115,255 225,761 377,560 282,322 367,219 154,717 220,160 182,579 131,817 53,616 181,690: 4,714 2,204
Old : 1,515,551: 115,255 225,761 377,560 282,322 367,219 154,717 220,160 182,579 131,817 53,616 181,690: 4,714 2,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 57,567: -614 3,289 58,484 17,094 2,488 -19,094 -7,756 12,925 -10,246 16,115 13,634: -10 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.9 24.9 18.6 24.2 10.2 14.5 12.0 8.7 3.5 12.0: 0.3 0.1
Old : 100.0: 7.6 14.9 24.9 18.6 24.2 10.2 14.5 12.0 8.7 3.5 12.0: 0.3 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 : 88: 19 19 15 8 18 15 8 19 8 12 15:
Old : 88: 19 19 15 8 18 15 8 19 8 12 15:
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 : 37.8 43.2 61.7 59.9 20.3 29.8 31.2 39.4
Old : 37.8 43.2 61.7 59.9 20.3 29.8 31.2 39.4
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, March 20, 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 : 21,579: 19,306 12,923 255 6,712 857 660 0 0 170 249 35: 296 803
Old : 21,579: 19,306 12,923 255 6,712 857 660 0 0 170 249 35: 296 803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,519: 1,056 1,153 60 -72 313 60 0 0 -10 85 35: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 59.9 1.2 31.1 4.0 3.1 0.0 0.0 0.8 1.2 0.2: 1.4 3.7
Old : 100.0: 89.5 59.9 1.2 31.1 4.0 3.1 0.0 0.0 0.8 1.2 0.2: 1.4 3.7
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 : 41: 25 22 . 8 7 . 0 0 . . .:
Old : 41: 25 22 . 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 : 52.8 37.6 67.3 60.4 50.9 35.5 61.3 54.9
Old : 52.8 37.6 67.3 60.4 50.9 35.5 61.3 54.9
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, March 20, 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 : 9,527: 7,174 3,625 195 5,134 265 1,160 0 0 100 0 0: 633 503
Old : 9,527: 7,174 3,625 195 5,134 265 1,160 0 0 100 0 0: 633 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 195: -585 30 30 165 0 660 0 0 0 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 38.0 2.0 53.9 2.8 12.2 0.0 0.0 1.0 0.0 0.0: 6.6 5.3
Old : 100.0: 75.3 38.0 2.0 53.9 2.8 12.2 0.0 0.0 1.0 0.0 0.0: 6.6 5.3
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 : 23: 14 12 . 4 . . 0 0 . 0 0:
Old : 23: 14 12 . 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 : 49.7 62.5 69.4 83.7 46.9 57.5 61.2 71.0
Old : 49.7 62.5 69.4 83.7 46.9 57.5 61.2 71.0
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, March 20, 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 : 6,509: 4,328 3,251 1,370 1,578 481 0 540 0 0 85 15: 315 559
Old : 6,509: 4,328 3,251 1,370 1,578 481 0 540 0 0 85 15: 315 559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 220: 200 105 0 -25 20 0 120 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 49.9 21.0 24.2 7.4 0.0 8.3 0.0 0.0 1.3 0.2: 4.8 8.6
Old : 100.0: 66.5 49.9 21.0 24.2 7.4 0.0 8.3 0.0 0.0 1.3 0.2: 4.8 8.6
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 : 21: 10 7 . 5 6 0 . 0 0 . .:
Old : 21: 10 7 . 5 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 : 56.1 51.9 81.2 75.7 50.4 40.0 62.0 56.3
Old : 56.1 51.9 81.2 75.7 50.4 40.0 62.0 56.3
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, March 20, 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 : 9,098: 4,218 3,233 2,965 4,864 329 0 0 0 710 0 25: 851 647
Old : 9,098: 4,218 3,233 2,965 4,864 329 0 0 0 710 0 25: 851 647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 632: 167 472 240 0 45 0 0 0 145 -15 15: 20 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 35.5 32.6 53.5 3.6 0.0 0.0 0.0 7.8 0.0 0.3: 9.4 7.1
Old : 100.0: 46.4 35.5 32.6 53.5 3.6 0.0 0.0 0.0 7.8 0.0 0.3: 9.4 7.1
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 : 25: 13 9 . 6 4 0 0 0 . 0 .:
Old : 25: 13 9 . 6 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 : 52.9 54.8 75.2 78.4 48.2 52.0 70.4 71.7
Old : 52.9 54.8 75.2 78.4 48.2 52.0 70.4 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012