NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 6, 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 : 5,172,917: 1,887,380 1,271,179 335,871 1,178,547 731,184 584,498 260,818 1,066,874 32,321 125,084 519,296: 15,493 19,935
Old : 5,172,917: 1,887,380 1,271,179 335,871 1,178,547 731,184 584,498 260,818 1,066,874 32,321 125,084 519,296: 15,493 19,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,954: 45,230 5,658 27,377 31,089 -65,627 -71,270 -62,642 73,988 -5,163 22,269 -22,138: 10,649 10,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 24.6 6.5 22.8 14.1 11.3 5.0 20.6 0.6 2.4 10.0: 0.3 0.4
Old : 100.0: 36.5 24.6 6.5 22.8 14.1 11.3 5.0 20.6 0.6 2.4 10.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 224: 108 99 13 20 29 22 16 35 11 24 30:
Old : 224: 108 99 13 20 29 22 16 35 11 24 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 : 23.7 21.9 40.4 36.0 16.6 15.5 23.8 22.8
Old : 23.7 21.9 40.4 36.0 16.6 15.5 23.8 22.8
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 6, 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 : 382,319: 237,057 245,955 59,164 50,009 48,192 12,836 21,142 6,542 2,910 1,996 1,303: 14,315 7,180
Old : 382,319: 237,057 245,955 59,164 50,009 48,192 12,836 21,142 6,542 2,910 1,996 1,303: 14,315 7,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -15,491: 1,621 -16,469 -9,878 7,290 -6,555 5,097 1,967 -4,030 -180 1,701 -945: -621 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 64.3 15.5 13.1 12.6 3.4 5.5 1.7 0.8 0.5 0.3: 3.7 1.9
Old : 100.0: 62.0 64.3 15.5 13.1 12.6 3.4 5.5 1.7 0.8 0.5 0.3: 3.7 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 : 52: 27 26 5 5 8 . 4 5 . . .:
Old : 52: 27 26 5 5 8 . 4 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 49.1 59.4 71.5 29.8 40.9 46.8 55.3
Old : 34.2 49.1 59.4 71.5 29.8 40.9 46.8 55.3
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 6, 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 : 170,512: 103,725 112,697 34,138 28,784 20,618 1,186 0 5,550 1,133 514 579: 3,583 1,770
Old : 170,512: 103,725 112,697 34,138 28,784 20,618 1,186 0 5,550 1,133 514 579: 3,583 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,046: -4,295 -216 1,431 -981 -1,141 -142 0 712 853 -123 -155: -309 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 66.1 20.0 16.9 12.1 0.7 0.0 3.3 0.7 0.3 0.3: 2.1 1.0
Old : 100.0: 60.8 66.1 20.0 16.9 12.1 0.7 0.0 3.3 0.7 0.3 0.3: 2.1 1.0
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 : 42: 21 25 . 9 11 . 0 . . . .:
Old : 42: 21 25 . 9 11 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 43.5 74.0 58.6 56.2 39.5 61.9 49.7
Old : 60.0 43.5 74.0 58.6 56.2 39.5 61.9 49.7
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 6, 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 : 337,077: 242,345 145,633 48,068 145,070 21,790 11,616 9,899 4,667 6,420 0 360: 1,811 9,658
Old : 337,077: 242,345 145,633 48,068 145,070 21,790 11,616 9,899 4,667 6,420 0 360: 1,811 9,658
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -14,718: -11,887 -3,366 -2,679 -9,228 -286 -61 -3,815 -22 1,070 -59 -367: -486 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 43.2 14.3 43.0 6.5 3.4 2.9 1.4 1.9 0.0 0.1: 0.5 2.9
Old : 100.0: 71.9 43.2 14.3 43.0 6.5 3.4 2.9 1.4 1.9 0.0 0.1: 0.5 2.9
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: 19 21 . 10 10 . . . . 0 .:
Old : 46: 19 21 . 10 10 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 51.2 70.1 69.3 46.5 44.5 66.8 59.6
Old : 47.4 51.2 70.1 69.3 46.5 44.5 66.8 59.6
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 6, 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 : 728,912: 571,643 280,711 16,598 250,678 127,359 710 41,828 8,384 0 12,898 1,990: 2,228 5,064
Old : 728,912: 571,643 280,711 16,598 250,678 127,359 710 41,828 8,384 0 12,898 1,990: 2,228 5,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -19,691: -15,037 -10,132 4,141 -16,704 -7,361 329 12,013 -3,793 0 1,351 58: 1,972 4,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 38.5 2.3 34.4 17.5 0.1 5.7 1.2 0.0 1.8 0.3: 0.3 0.7
Old : 100.0: 78.4 38.5 2.3 34.4 17.5 0.1 5.7 1.2 0.0 1.8 0.3: 0.3 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 : 68: 35 28 5 14 18 . 5 5 0 . .:
Old : 68: 35 28 5 14 18 . 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 37.7 55.8 54.6 28.9 29.3 43.5 38.2
Old : 38.2 37.7 55.8 54.6 28.9 29.3 43.5 38.2
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 6, 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 : 236,610: 165,646 207,721 48,734 7,613 3,408 11,969 11,569 1,144 0 1,464 0: 5,709 3,691
Old : 236,610: 165,646 207,721 48,734 7,613 3,408 11,969 11,569 1,144 0 1,464 0: 5,709 3,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -10,292: -8,850 -2,140 -1,301 1,373 -2,862 2,727 -3,884 -1,415 0 1,464 0: 1,409 -2,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 87.8 20.6 3.2 1.4 5.1 4.9 0.5 0.0 0.6 0.0: 2.4 1.6
Old : 100.0: 70.0 87.8 20.6 3.2 1.4 5.1 4.9 0.5 0.0 0.6 0.0: 2.4 1.6
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 : 44: 26 23 4 . . . . . 0 . 0:
Old : 44: 26 23 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 : 44.7 58.2 67.2 76.1 41.0 58.1 58.8 72.5
Old : 44.7 58.2 67.2 76.1 41.0 58.1 58.8 72.5
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 6, 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 : 391,146: 290,776 285,838 39,804 46,212 13,202 6,968 10,335 30,946 0 0 0: 9,450 4,613
Old : 391,146: 290,776 285,838 39,804 46,212 13,202 6,968 10,335 30,946 0 0 0: 9,450 4,613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -18,478: -9,677 -13,746 -5,908 -9,315 -2,270 -4,441 3,874 2,102 0 0 0: 1,716 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 73.1 10.2 11.8 3.4 1.8 2.6 7.9 0.0 0.0 0.0: 2.4 1.2
Old : 100.0: 74.3 73.1 10.2 11.8 3.4 1.8 2.6 7.9 0.0 0.0 0.0: 2.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 30 26 5 9 8 . 4 5 0 0 0:
Old : 56: 30 26 5 9 8 . 4 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 59.3 54.8 70.2 33.3 55.3 47.6 64.3
Old : 36.2 59.3 54.8 70.2 33.3 55.3 47.6 64.3
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 6, 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 : 251,193: 197,409 113,807 6,102 71,796 19,968 15,358 28,171 8,518 0 1,926 0: 3,838 7,007
Old : 251,193: 197,409 113,807 6,102 71,796 19,968 15,358 28,171 8,518 0 1,926 0: 3,838 7,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -13,429: -12,606 -4,423 -1,270 -7,302 0 1,474 -6 -589 0 62 -62: -376 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 45.3 2.4 28.6 7.9 6.1 11.2 3.4 0.0 0.8 0.0: 1.5 2.8
Old : 100.0: 78.6 45.3 2.4 28.6 7.9 6.1 11.2 3.4 0.0 0.8 0.0: 1.5 2.8
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 : 44: 19 19 5 6 7 . . . 0 . 0:
Old : 44: 19 19 5 6 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 : 64.1 46.1 76.1 63.2 64.0 42.7 70.7 59.4
Old : 64.1 46.1 76.1 63.2 64.0 42.7 70.7 59.4
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 6, 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 : 1,216,428: 129,427 153,755 234,907 109,721 110,569 210,371 297,955 295,230 49,576 87,874 112,067: 74,281 49,257
Old : 1,216,428: 129,427 153,755 234,907 109,721 110,569 210,371 297,955 295,230 49,576 87,874 112,067: 74,281 49,257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 12,047: -2,182 -2,205 -2,488 3,799 -4,982 4,529 10,377 9,732 9,499 -1,923 -6,257: 4,196 3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.6 19.3 9.0 9.1 17.3 24.5 24.3 4.1 7.2 9.2: 6.1 4.0
Old : 100.0: 10.6 12.6 19.3 9.0 9.1 17.3 24.5 24.3 4.1 7.2 9.2: 6.1 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 : 334: 42 39 25 11 28 60 88 75 48 46 56:
Old : 334: 42 39 25 11 28 60 88 75 48 46 56:
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 : 18.5 23.9 31.5 36.6 11.5 18.7 19.0 23.7
Old : 18.5 23.9 31.5 36.6 11.5 18.7 19.0 23.7
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, March 6, 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: February 28, 2012 :
: -2,932: -1,459 -40 -1,038 -1,718 0 194 -661 -194 0 0 0: -435 -319
: : :
: : 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 6, 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 : 99,404: 1,194 2,096 3,500 3,199 48,456 11,626 2,656 800 7,511 16,955 24,528: 1,789 714
Old : 99,404: 1,194 2,096 3,500 3,199 48,456 11,626 2,656 800 7,511 16,955 24,528: 1,789 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 824: 44 -4 0 325 -360 0 0 0 -94 -353 1,218: 16 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.1 3.5 3.2 48.7 11.7 2.7 0.8 7.6 17.1 24.7: 1.8 0.7
Old : 100.0: 1.2 2.1 3.5 3.2 48.7 11.7 2.7 0.8 7.6 17.1 24.7: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 4 4 . . 5 4 . 5 6 5 10:
Old : 25: 4 4 . . 5 4 . 5 6 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 70.7 83.2 90.8 18.8 18.1 22.3 23.1
Old : 68.1 70.7 83.2 90.8 18.8 18.1 22.3 23.1
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 6, 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 : 77,159: 44,475 31,843 12,997 22,380 9,359 0 2,409 1,139 0 0 0: 9,189 10,029
Old : 77,159: 44,475 31,843 12,997 22,380 9,359 0 2,409 1,139 0 0 0: 9,189 10,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,188: -3,229 -2,251 -60 -2,077 -403 -337 756 -1,548 0 0 0: 389 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 41.3 16.8 29.0 12.1 0.0 3.1 1.5 0.0 0.0 0.0: 11.9 13.0
Old : 100.0: 57.6 41.3 16.8 29.0 12.1 0.0 3.1 1.5 0.0 0.0 0.0: 11.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 4 4 . 0 . . 0 0 0:
Old : 22: 11 8 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 : 45.8 40.2 70.6 65.2 34.0 34.3 54.9 55.5
Old : 45.8 40.2 70.6 65.2 34.0 34.3 54.9 55.5
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 6, 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 : 2,762,512: 571,135 455,807 405,172 723,760 487,809 349,137 236,639 501,163 167,112 89,847 245,982: 35,002 21,505
Old : 2,762,512: 571,135 455,807 405,172 723,760 487,809 349,137 236,639 501,163 167,112 89,847 245,982: 35,002 21,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 529: 18,671 4,748 -5,196 -24,464 -18,446 46,632 20,422 -30,909 -34,476 23,898 24,948: -695 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.5 14.7 26.2 17.7 12.6 8.6 18.1 6.0 3.3 8.9: 1.3 0.8
Old : 100.0: 20.7 16.5 14.7 26.2 17.7 12.6 8.6 18.1 6.0 3.3 8.9: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 155: 66 59 7 19 24 17 15 24 12 11 18:
Old : 155: 66 59 7 19 24 17 15 24 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 : 31.2 26.6 45.2 44.3 23.1 17.5 29.5 27.5
Old : 31.2 26.6 45.2 44.3 23.1 17.5 29.5 27.5
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, March 6, 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 : 1,325,843: 113,272 220,385 284,198 244,668 361,730 171,824 141,333 153,747 82,157 47,289 154,342: 4,573 2,349
Old : 1,325,843: 113,272 220,385 284,198 244,668 361,730 171,824 141,333 153,747 82,157 47,289 154,342: 4,573 2,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 94,664: 487 7,737 -460 -6,878 26,840 9,143 29,421 19,270 23,099 1,469 16,660: -375 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 21.4 18.5 27.3 13.0 10.7 11.6 6.2 3.6 11.6: 0.3 0.2
Old : 100.0: 8.5 16.6 21.4 18.5 27.3 13.0 10.7 11.6 6.2 3.6 11.6: 0.3 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 : 89: 20 19 15 8 18 15 8 18 8 12 15:
Old : 89: 20 19 15 8 18 15 8 18 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 : 37.6 39.0 59.1 58.3 18.1 25.5 27.4 37.5
Old : 37.6 39.0 59.1 58.3 18.1 25.5 27.4 37.5
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,190: 17,532 11,239 165 6,876 385 600 0 0 237 0 0: 271 690
Old : 19,190: 17,532 11,239 165 6,876 385 600 0 0 237 0 0: 271 690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -707: -1,199 -510 -38 -385 -10 600 0 0 -3 0 0: -57 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 58.6 0.9 35.8 2.0 3.1 0.0 0.0 1.2 0.0 0.0: 1.4 3.6
Old : 100.0: 91.4 58.6 0.9 35.8 2.0 3.1 0.0 0.0 1.2 0.0 0.0: 1.4 3.6
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 : 42: 24 22 . 9 6 . 0 0 . 0 0:
Old : 42: 24 22 . 9 6 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 37.2 70.0 60.8 52.3 35.7 63.7 57.1
Old : 54.0 37.2 70.0 60.8 52.3 35.7 63.7 57.1
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 6, 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 : 9,301: 7,659 3,560 165 4,999 235 500 0 0 110 0 0: 632 507
Old : 9,301: 7,659 3,560 165 4,999 235 500 0 0 110 0 0: 632 507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 151: 322 536 -12 -272 -38 0 0 0 -160 -30 0: 39 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 38.3 1.8 53.7 2.5 5.4 0.0 0.0 1.2 0.0 0.0: 6.8 5.5
Old : 100.0: 82.3 38.3 1.8 53.7 2.5 5.4 0.0 0.0 1.2 0.0 0.0: 6.8 5.5
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 : 21: 14 11 . 4 . . 0 0 . 0 0:
Old : 21: 14 11 . 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 : 52.6 64.7 72.7 84.7 48.9 59.1 62.7 71.4
Old : 52.6 64.7 72.7 84.7 48.9 59.1 62.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 6, 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 : 8,223: 3,950 2,431 2,746 4,999 254 0 0 0 445 30 0: 828 509
Old : 8,223: 3,950 2,431 2,746 4,999 254 0 0 0 445 30 0: 828 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -986: -733 -786 -247 -295 79 0 0 0 -15 -10 0: -70 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 29.6 33.4 60.8 3.1 0.0 0.0 0.0 5.4 0.4 0.0: 10.1 6.2
Old : 100.0: 48.0 29.6 33.4 60.8 3.1 0.0 0.0 0.0 5.4 0.4 0.0: 10.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 6 . 6 . 0 0 0 . . 0:
Old : 23: 11 6 . 6 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 59.0 79.4 82.8 55.5 58.4 75.5 78.2
Old : 59.4 59.0 79.4 82.8 55.5 58.4 75.5 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012