Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 5,031,939 : : Positions : :1,833,182 1,320,256 332,373 1,156,658 636,425 657,170 168,764 1,004,050 20,818 193,457 537,893 : : : : Changes from: March 27, 2012 : : -128,394 -39,831 -30,451 -59,793 -4,168 -8,685 -28,439 32,435 6,018 -33,238 -15,359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 26.2 6.6 23.0 12.6 13.1 3.4 20.0 0.4 3.8 10.7 : : : : Number of Traders in Each Category Total Traders: 221 : : 108 102 13 20 29 19 14 30 10 23 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 368,231 : : Positions : : 225,444 227,622 54,288 40,871 52,020 15,543 34,758 4,014 645 965 1,904 : : : : Changes from: March 27, 2012 : : -6,450 3,234 237 -9,641 5,620 4,143 6,022 -833 217 -797 616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 61.8 14.7 11.1 14.1 4.2 9.4 1.1 0.2 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 30 6 4 9 . . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 184,139 : : Positions : : 123,511 117,953 21,778 29,390 27,106 0 495 6,012 1,608 210 755 : : : : Changes from: March 27, 2012 : : 8,820 2,179 -5,747 14 4,068 0 178 -303 -150 210 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 64.1 11.8 16.0 14.7 0.0 0.3 3.3 0.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 . 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 308,955 : : Positions : : 220,090 118,510 57,091 143,596 15,612 9,958 15,384 2,353 174 0 339 : : : : Changes from: March 27, 2012 : : -3,059 -8,350 2,484 535 -2,050 -868 4,770 -162 -658 -163 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 38.4 18.5 46.5 5.1 3.2 5.0 0.8 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 25 4 8 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 735,015 : : Positions : : 571,917 246,304 10,561 290,227 132,382 1,223 44,162 15,620 0 2,688 954 : : : : Changes from: March 27, 2012 : : -35,189 -30,882 -1,239 -5,929 -7,757 938 2,490 -732 -199 -982 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 33.5 1.4 39.5 18.0 0.2 6.0 2.1 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 29 4 16 19 . 5 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 240,517 : : Positions : : 166,745 217,200 45,465 5,150 8,906 13,621 806 1,368 0 1,914 0 : : : : Changes from: March 27, 2012 : : 1,964 2,004 -1,216 248 1,096 1,172 -606 -164 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 90.3 18.9 2.1 3.7 5.7 0.3 0.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 22 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 398,340 : : Positions : : 296,300 270,502 38,410 52,020 13,352 9,033 19,052 32,496 0 0 0 : : : : Changes from: March 27, 2012 : : 3,672 -9,416 3,520 3,901 -361 1,053 12,508 -5,735 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 67.9 9.6 13.1 3.4 2.3 4.8 8.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 26 5 9 9 4 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 245,735 : : Positions : : 187,815 109,769 9,476 71,178 20,994 16,523 27,314 9,443 0 1,986 0 : : : : Changes from: March 27, 2012 : : -2,216 307 120 2,690 1,156 2,627 -2,648 1,398 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 44.7 3.9 29.0 8.5 6.7 11.1 3.8 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 23 7 6 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,273,705 : : Positions : : 130,496 137,251 223,628 110,482 110,434 218,794 311,634 307,406 61,088 95,958 142,069 : : : : Changes from: March 27, 2012 : : -3,824 1,396 -8,944 8,489 -2,109 6,597 -12,071 12,410 3,925 -1,908 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 10.8 17.6 8.7 8.7 17.2 24.5 24.1 4.8 7.5 11.2 : : : : Number of Traders in Each Category Total Traders: 358 : : 43 40 25 12 32 63 101 91 61 43 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 52,760 : : Positions : : 38,261 12,144 6,032 19,889 1,796 623 11,822 880 0 0 0 : : : : Changes from: March 27, 2012 : : -5,538 -1,594 -256 -2,002 -104 2 -2,546 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 23.0 11.4 37.7 3.4 1.2 22.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 2,387,314 : : Positions : : 250,044 205,512 35,314 108,547 978,376 109,223 109,541 490,684 39,924 9,582 478,386 : : : : Changes from: March 27, 2012 : : 10,995 11,868 1,363 6,749 26,639 10,272 5,366 30,543 2,115 808 20,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 8.6 1.5 4.5 41.0 4.6 4.6 20.6 1.7 0.4 20.0 : : : : Number of Traders in Each Category Total Traders: 135 : : 36 33 9 14 23 25 18 32 17 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 103,954 : : Positions : : 1,334 3,194 11,851 3,377 39,879 6,726 2,756 950 13,360 24,093 26,978 : : : : Changes from: March 27, 2012 : : -54 -1,296 10,332 -921 -10,460 -4,541 73 -100 2,720 10,310 -8,514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 3.1 11.4 3.2 38.4 6.5 2.7 0.9 12.9 23.2 26.0 : : : : Number of Traders in Each Category Total Traders: 28 : : . 5 . 4 7 . . 4 6 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 96,295 : : Positions : : 1,303 7,333 3,161 6,159 13,905 39,512 29,721 35,749 1,033 1,730 1,444 : : : : Changes from: March 27, 2012 : : 131 1,343 -208 -2,001 1,989 812 1,302 2,570 130 235 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.4 7.6 3.3 6.4 14.4 41.0 30.9 37.1 1.1 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 10 . 5 5 4 14 14 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 74,529 : : Positions : : 42,733 31,854 13,503 21,210 8,466 0 1,846 1,478 0 0 0 : : : : Changes from: March 27, 2012 : : -3,902 -2,245 506 -1,170 -893 0 281 -451 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 42.7 18.1 28.5 11.4 0.0 2.5 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,653,296 : : Positions : : 545,108 448,683 371,494 717,297 478,131 347,703 186,407 499,572 143,741 67,829 233,437 : : : : Changes from: March 27, 2012 : : -70,642 -45,345 -40,675 -10,541 -14,129 7,602 -68,068 -20,690 -13,359 9,497 -28,697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 16.9 14.0 27.0 18.0 13.1 7.0 18.8 5.4 2.6 8.8 : : : : Number of Traders in Each Category Total Traders: 149 : : 64 57 7 18 23 15 14 24 16 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,403,523 : : Positions : : 120,762 207,961 301,353 231,888 358,770 150,412 239,626 174,595 139,912 36,583 152,105 : : : : Changes from: March 27, 2012 : : 546 -20,316 -76,699 -59,139 -11,774 -128 39,933 -80,967 5,354 -30,297 -26,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 14.8 21.5 16.5 25.6 10.7 17.1 12.4 10.0 2.6 10.8 : : : : Number of Traders in Each Category Total Traders: 85 : : 17 17 15 8 19 14 10 18 7 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 24,215 : : Positions : : 21,366 15,423 135 7,123 852 1,320 0 0 206 35 35 : : : : Changes from: March 27, 2012 : : 690 1,095 -120 336 20 660 0 0 36 -214 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 63.7 0.6 29.4 3.5 5.5 0.0 0.0 0.9 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 8,590 : : Positions : : 6,348 3,050 343 4,817 192 1,160 0 0 40 0 0 : : : : Changes from: March 27, 2012 : : -829 -524 148 -362 -28 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 35.5 4.0 56.1 2.2 13.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 6,365 : : Positions : : 4,227 2,857 1,334 1,420 432 0 1,080 0 0 65 15 : : : : Changes from: March 27, 2012 : : -93 -488 -56 -71 -65 0 540 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 44.9 21.0 22.3 6.8 0.0 17.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 4 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,884 : : Positions : : 3,842 3,249 3,012 4,722 273 0 0 0 830 0 0 : : : : Changes from: March 27, 2012 : : -336 -407 -43 -222 -41 0 0 0 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 36.6 33.9 53.2 3.1 0.0 0.0 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 6, 2012