NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 1, 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 : 5,125,118: 1,865,781 1,388,819 307,659 1,195,348 669,149 654,520 143,695 1,019,497 35,752 136,673 560,150: 12,610 11,787
Old : 5,125,118: 1,865,781 1,388,819 307,659 1,195,348 669,149 654,520 143,695 1,019,497 35,752 136,673 560,150: 12,610 11,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -167,556: -121,037 -1,900 -15,166 25,747 -17,148 10,361 -25,807 -38,320 18,917 -103,039 -2,802: -2,361 -4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 27.1 6.0 23.3 13.1 12.8 2.8 19.9 0.7 2.7 10.9: 0.2 0.2
Old : 100.0: 36.4 27.1 6.0 23.3 13.1 12.8 2.8 19.9 0.7 2.7 10.9: 0.2 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 : 225: 108 107 11 22 28 19 13 29 15 22 31:
Old : 225: 108 107 11 22 28 19 13 29 15 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 21.0 41.8 35.3 18.3 16.3 25.3 23.2
Old : 24.1 21.0 41.8 35.3 18.3 16.3 25.3 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, May 1, 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 : 335,149: 212,679 224,254 50,789 40,459 35,343 5,011 18,699 5,055 6,413 2,420 4,229: 15,630 4,690
Old : 335,149: 212,679 224,254 50,789 40,459 35,343 5,011 18,699 5,055 6,413 2,420 4,229: 15,630 4,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 5,033: 10,037 7,630 1,258 3,806 -2,334 -61 -4,308 -139 -6,013 1,190 546: 1,739 -1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 66.9 15.2 12.1 10.5 1.5 5.6 1.5 1.9 0.7 1.3: 4.7 1.4
Old : 100.0: 63.5 66.9 15.2 12.1 10.5 1.5 5.6 1.5 1.9 0.7 1.3: 4.7 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: 32 33 6 4 9 . . 4 . . .:
Old : 56: 32 33 6 4 9 . . 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 : 40.4 47.3 54.6 64.5 34.3 37.1 43.5 48.4
Old : 40.4 47.3 54.6 64.5 34.3 37.1 43.5 48.4
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, May 1, 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 : 182,597: 121,290 106,744 26,357 36,301 26,750 0 5,425 0 1,581 1,574 3,402: 3,217 2,401
Old : 182,597: 121,290 106,744 26,357 36,301 26,750 0 5,425 0 1,581 1,574 3,402: 3,217 2,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,106: 218 821 1,897 648 -552 0 0 0 -132 1,005 -1,092: 767 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 58.5 14.4 19.9 14.6 0.0 3.0 0.0 0.9 0.9 1.9: 1.8 1.3
Old : 100.0: 66.4 58.5 14.4 19.9 14.6 0.0 3.0 0.0 0.9 0.9 1.9: 1.8 1.3
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 : 43: 24 26 . 9 11 0 . 0 . . .:
Old : 43: 24 26 . 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 : 58.5 37.6 73.7 54.5 50.5 31.9 58.3 43.6
Old : 58.5 37.6 73.7 54.5 50.5 31.9 58.3 43.6
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, May 1, 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 : 284,943: 195,926 118,083 50,042 107,794 27,715 4,680 11,733 465 422 6,086 1,542: 4,151 11,525
Old : 284,943: 195,926 118,083 50,042 107,794 27,715 4,680 11,733 465 422 6,086 1,542: 4,151 11,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 653: -2,816 -118 -780 -3,307 4,248 0 462 -216 254 -317 -218: 181 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 41.4 17.6 37.8 9.7 1.6 4.1 0.2 0.1 2.1 0.5: 1.5 4.0
Old : 100.0: 68.8 41.4 17.6 37.8 9.7 1.6 4.1 0.2 0.1 2.1 0.5: 1.5 4.0
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 : 52: 24 25 4 8 9 . . . . . .:
Old : 52: 24 25 4 8 9 . . . . . .:
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 : 48.2 49.6 65.7 71.1 46.0 42.1 62.8 57.8
Old : 48.2 49.6 65.7 71.1 46.0 42.1 62.8 57.8
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, May 1, 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 : 742,259: 584,020 257,989 9,752 294,467 132,931 0 42,088 9,382 736 797 1,869: 3,569 2,736
Old : 742,259: 584,020 257,989 9,752 294,467 132,931 0 42,088 9,382 736 797 1,869: 3,569 2,736
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 19,848: 15,861 14,772 -1,115 -3,798 10,481 0 5,390 -2,622 736 -676 -1,002: -2,491 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 34.8 1.3 39.7 17.9 0.0 5.7 1.3 0.1 0.1 0.3: 0.5 0.4
Old : 100.0: 78.7 34.8 1.3 39.7 17.9 0.0 5.7 1.3 0.1 0.1 0.3: 0.5 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 : 70: 36 32 5 15 19 0 6 . . . .:
Old : 70: 36 32 5 15 19 0 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 : 39.4 38.3 58.1 54.6 33.2 28.9 49.2 41.1
Old : 39.4 38.3 58.1 54.6 33.2 28.9 49.2 41.1
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, May 1, 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 : 239,987: 162,911 209,248 34,918 10,421 14,455 15,351 0 859 2,903 0 370: 8,220 4,634
Old : 239,987: 162,911 209,248 34,918 10,421 14,455 15,351 0 859 2,903 0 370: 8,220 4,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 450: -194 -89 94 674 92 -178 0 -62 -566 0 241: 1,023 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 87.2 14.5 4.3 6.0 6.4 0.0 0.4 1.2 0.0 0.2: 3.4 1.9
Old : 100.0: 67.9 87.2 14.5 4.3 6.0 6.4 0.0 0.4 1.2 0.0 0.2: 3.4 1.9
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 : 40: 26 22 . . . . 0 . . 0 .:
Old : 40: 26 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 : 46.4 58.3 67.7 78.8 39.6 58.1 55.3 70.3
Old : 46.4 58.3 67.7 78.8 39.6 58.1 55.3 70.3
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, May 1, 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 : 390,265: 295,842 263,617 28,751 54,438 15,434 1,840 8,258 37,232 2,215 279 920: 8,031 10,087
Old : 390,265: 295,842 263,617 28,751 54,438 15,434 1,840 8,258 37,232 2,215 279 920: 8,031 10,087
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,414: 849 2,969 2,449 2,866 -211 10 -2,628 -952 54 279 225: -10 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 67.5 7.4 13.9 4.0 0.5 2.1 9.5 0.6 0.1 0.2: 2.1 2.6
Old : 100.0: 75.8 67.5 7.4 13.9 4.0 0.5 2.1 9.5 0.6 0.1 0.2: 2.1 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 : 60: 32 28 5 9 9 . 6 4 . . .:
Old : 60: 32 28 5 9 9 . 6 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 : 36.8 57.3 54.5 68.6 32.5 51.3 47.3 59.7
Old : 36.8 57.3 54.5 68.6 32.5 51.3 47.3 59.7
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, May 1, 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 : 220,702: 167,037 101,231 6,080 63,939 20,154 17,826 18,858 2,391 0 3,064 4,261: 2,953 6,804
Old : 220,702: 167,037 101,231 6,080 63,939 20,154 17,826 18,858 2,391 0 3,064 4,261: 2,953 6,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,834: -1,460 3,033 0 -3,020 1,331 1,323 898 200 0 -1,083 440: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 45.9 2.8 29.0 9.1 8.1 8.5 1.1 0.0 1.4 1.9: 1.3 3.1
Old : 100.0: 75.7 45.9 2.8 29.0 9.1 8.1 8.5 1.1 0.0 1.4 1.9: 1.3 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 : 47: 22 21 5 7 8 4 . . 0 . .:
Old : 47: 22 21 5 7 8 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 : 59.1 43.6 72.2 59.5 58.9 39.8 66.3 53.7
Old : 59.1 43.6 72.2 59.5 58.9 39.8 66.3 53.7
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, May 1, 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 : 1,257,703: 130,443 129,507 215,615 113,473 131,160 203,266 306,643 307,687 54,903 73,327 148,116: 66,513 47,790
Old : 1,257,703: 130,443 129,507 215,615 113,473 131,160 203,266 306,643 307,687 54,903 73,327 148,116: 66,513 47,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -27,038: 15,298 14,408 5,782 -1,433 -13,920 930 -4,566 -16,064 -18,289 -4,300 2,284: -3,059 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.3 17.1 9.0 10.4 16.2 24.4 24.5 4.4 5.8 11.8: 5.3 3.8
Old : 100.0: 10.4 10.3 17.1 9.0 10.4 16.2 24.4 24.5 4.4 5.8 11.8: 5.3 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 : 341: 44 39 21 16 28 56 93 82 50 45 59:
Old : 341: 44 39 21 16 28 56 93 82 50 45 59:
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 : 18.1 23.9 30.8 36.2 10.9 17.4 18.6 21.7
Old : 18.1 23.9 30.8 36.2 10.9 17.4 18.6 21.7
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, May 1, 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 : 52,716: 38,509 11,927 6,032 19,641 1,796 623 11,650 36 0 637 552: 5,168 6,477
Old : 52,716: 38,509 11,927 6,032 19,641 1,796 623 11,650 36 0 637 552: 5,168 6,477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 0: 0 0 0 -248 0 0 0 0 0 0 0: 0 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 22.6 11.4 37.3 3.4 1.2 22.1 0.1 0.0 1.2 1.0: 9.8 12.3
Old : 100.0: 73.0 22.6 11.4 37.3 3.4 1.2 22.1 0.1 0.0 1.2 1.0: 9.8 12.3
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 : 21: 7 6 . 5 . . . . 0 . .:
Old : 21: 7 6 . 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 : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Old : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 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, May 1, 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 : 76,791: 3,480 1,442 32,073 18,882 5,708 5,801 4,706 575 6,450 24,192 20,129: 2,575 1,157
Old : 76,791: 3,480 1,442 32,073 18,882 5,708 5,801 4,706 575 6,450 24,192 20,129: 2,575 1,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -26,658: 354 -1,227 17,174 12,428 -31,016 125 -2,501 -225 -4,415 4,778 -9,439: 784 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.9 41.8 24.6 7.4 7.6 6.1 0.7 8.4 31.5 26.2: 3.4 1.5
Old : 100.0: 4.5 1.9 41.8 24.6 7.4 7.6 6.1 0.7 8.4 31.5 26.2: 3.4 1.5
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 : 25: 5 4 5 . 5 . . . 6 4 10:
Old : 25: 5 4 5 . 5 . . . 6 4 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 : 60.2 75.9 77.0 88.1 52.0 56.0 57.9 62.2
Old : 60.2 75.9 77.0 88.1 52.0 56.0 57.9 62.2
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, May 1, 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 : 70,268: 39,014 28,989 13,654 20,001 7,969 0 1,357 877 0 943 1,273: 7,481 8,859
Old : 70,268: 39,014 28,989 13,654 20,001 7,969 0 1,357 877 0 943 1,273: 7,481 8,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -3,441: -3,371 -2,358 151 -1,209 -497 0 275 -85 0 516 555: -194 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 41.3 19.4 28.5 11.3 0.0 1.9 1.2 0.0 1.3 1.8: 10.6 12.6
Old : 100.0: 55.5 41.3 19.4 28.5 11.3 0.0 1.9 1.2 0.0 1.3 1.8: 10.6 12.6
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 : 22: 11 8 4 4 . 0 . . 0 . .:
Old : 22: 11 8 4 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 : 45.0 39.9 69.0 63.5 35.2 34.5 52.9 51.8
Old : 45.0 39.9 69.0 63.5 35.2 34.5 52.9 51.8
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, May 1, 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 : 2,697,093: 582,867 471,520 336,219 702,220 489,570 344,469 167,999 554,257 151,740 82,835 204,286: 33,685 24,406
Old : 2,697,093: 582,867 471,520 336,219 702,220 489,570 344,469 167,999 554,257 151,740 82,835 204,286: 33,685 24,406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -151,143: -28,604 -33,952 -41,142 -44,918 -23,402 9,422 -10,050 -18,799 -19,727 10,630 -30,789: 1,898 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.5 12.5 26.0 18.2 12.8 6.2 20.6 5.6 3.1 7.6: 1.2 0.9
Old : 100.0: 21.6 17.5 12.5 26.0 18.2 12.8 6.2 20.6 5.6 3.1 7.6: 1.2 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 : 145: 65 58 8 17 23 14 13 23 12 10 17:
Old : 145: 65 58 8 17 23 14 13 23 12 10 17:
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 : 30.5 25.4 44.7 41.8 19.4 14.9 26.5 24.5
Old : 30.5 25.4 44.7 41.8 19.4 14.9 26.5 24.5
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, May 1, 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 : 1,333,614: 120,632 211,251 284,905 249,224 355,088 157,367 171,762 169,461 88,837 21,726 151,322: 6,002 3,780
Old : 1,333,614: 120,632 211,251 284,905 249,224 355,088 157,367 171,762 169,461 88,837 21,726 151,322: 6,002 3,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -168,366: -13,994 -15,297 -42,603 25,074 -20,686 1,217 -81,718 -40,461 -43,961 -27,322 -9,615: 1,737 1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.8 21.4 18.7 26.6 11.8 12.9 12.7 6.7 1.6 11.3: 0.5 0.3
Old : 100.0: 9.0 15.8 21.4 18.7 26.6 11.8 12.9 12.7 6.7 1.6 11.3: 0.5 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 : 87: 17 17 14 9 18 16 11 20 8 10 15:
Old : 87: 17 17 14 9 18 16 11 20 8 10 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 : 38.7 42.4 59.7 59.5 20.9 27.9 29.3 39.3
Old : 38.7 42.4 59.7 59.5 20.9 27.9 29.3 39.3
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, May 1, 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 : 24,730: 21,141 17,184 265 5,970 746 1,860 0 0 461 45 0: 257 785
Old : 24,730: 21,141 17,184 265 5,970 746 1,860 0 0 461 45 0: 257 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,817: 1,462 2,706 65 -926 12 180 0 0 98 45 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 69.5 1.1 24.1 3.0 7.5 0.0 0.0 1.9 0.2 0.0: 1.0 3.2
Old : 100.0: 85.5 69.5 1.1 24.1 3.0 7.5 0.0 0.0 1.9 0.2 0.0: 1.0 3.2
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 : 41: 23 23 . 8 7 . 0 0 . . 0:
Old : 41: 23 23 . 8 7 . 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 : 50.5 42.5 66.8 65.2 50.2 39.2 63.4 57.0
Old : 50.5 42.5 66.8 65.2 50.2 39.2 63.4 57.0
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, May 1, 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 : 8,222: 5,961 3,016 316 4,593 263 1,160 0 0 40 0 0: 482 350
Old : 8,222: 5,961 3,016 316 4,593 263 1,160 0 0 40 0 0: 482 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -693: -702 -209 -27 -374 71 0 0 0 0 0 0: -35 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 36.7 3.8 55.9 3.2 14.1 0.0 0.0 0.5 0.0 0.0: 5.9 4.3
Old : 100.0: 72.5 36.7 3.8 55.9 3.2 14.1 0.0 0.0 0.5 0.0 0.0: 5.9 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 : 23: 12 8 . 4 . . 0 0 . 0 0:
Old : 23: 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 : 59.0 66.4 77.0 86.5 59.0 66.1 72.6 82.6
Old : 59.0 66.4 77.0 86.5 59.0 66.1 72.6 82.6
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, May 1, 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 : 6,933: 4,454 2,778 1,165 1,259 712 0 1,500 0 130 130 15: 457 539
Old : 6,933: 4,454 2,778 1,165 1,259 712 0 1,500 0 130 130 15: 457 539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -363: -186 -730 -384 22 139 0 120 0 0 20 15: 53 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 40.1 16.8 18.2 10.3 0.0 21.6 0.0 1.9 1.9 0.2: 6.6 7.8
Old : 100.0: 64.2 40.1 16.8 18.2 10.3 0.0 21.6 0.0 1.9 1.9 0.2: 6.6 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: 9 7 . 4 5 0 . 0 . . .:
Old : 20: 9 7 . 4 5 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 : 59.4 57.2 81.3 77.0 56.8 50.5 67.6 63.3
Old : 59.4 57.2 81.3 77.0 56.8 50.5 67.6 63.3
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, May 1, 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 : 9,405: 4,365 4,100 3,096 4,453 255 0 0 0 940 0 0: 749 597
Old : 9,405: 4,365 4,100 3,096 4,453 255 0 0 0 940 0 0: 749 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -410: -24 107 -328 -436 -18 0 0 0 125 0 -5: -160 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 43.6 32.9 47.3 2.7 0.0 0.0 0.0 10.0 0.0 0.0: 8.0 6.3
Old : 100.0: 46.4 43.6 32.9 47.3 2.7 0.0 0.0 0.0 10.0 0.0 0.0: 8.0 6.3
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 : 29: 16 12 . 6 4 0 0 0 . 0 0:
Old : 29: 16 12 . 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 : 50.2 51.6 71.5 75.3 50.2 49.0 65.8 67.3
Old : 50.2 51.6 71.5 75.3 50.2 49.0 65.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012