NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 17, 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 : 5,222,245: 1,925,865 1,330,093 338,716 1,161,631 641,076 638,070 209,748 1,083,554 17,781 218,744 564,214: 12,969 13,185
Old : 5,222,245: 1,925,865 1,330,093 338,716 1,161,631 641,076 638,070 209,748 1,083,554 17,781 218,744 564,214: 12,969 13,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 16,380: 48,149 329 -405 7,339 -174 13,108 37,129 24,993 2,014 17,899 -6,972: -64,333 -64,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 25.5 6.5 22.2 12.3 12.2 4.0 20.7 0.3 4.2 10.8: 0.2 0.3
Old : 100.0: 36.9 25.5 6.5 22.2 12.3 12.2 4.0 20.7 0.3 4.2 10.8: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 112 102 13 20 28 16 19 33 12 24 30:
Old : 226: 112 102 13 20 28 16 19 33 12 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 : 24.0 20.3 42.0 34.2 17.7 14.8 25.5 21.6
Old : 24.0 20.3 42.0 34.2 17.7 14.8 25.5 21.6
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, April 17, 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 : 332,997: 210,345 216,224 50,385 36,460 37,395 8,988 25,580 7,801 2,360 2,088 1,418: 14,305 6,031
Old : 332,997: 210,345 216,224 50,385 36,460 37,395 8,988 25,580 7,801 2,360 2,088 1,418: 14,305 6,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -18,867: 4,700 8,072 -4,623 -4,335 -6,040 -1,502 -5,394 1,110 1,774 1,085 -305: -13,981 -13,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 64.9 15.1 10.9 11.2 2.7 7.7 2.3 0.7 0.6 0.4: 4.3 1.8
Old : 100.0: 63.2 64.9 15.1 10.9 11.2 2.7 7.7 2.3 0.7 0.6 0.4: 4.3 1.8
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 : 54: 30 26 6 5 10 . . 5 . . .:
Old : 54: 30 26 6 5 10 . . 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 : 37.3 46.7 54.1 64.1 32.6 36.0 44.5 50.5
Old : 37.3 46.7 54.1 64.1 32.6 36.0 44.5 50.5
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, April 17, 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 : 180,790: 121,627 109,412 20,726 31,844 27,685 0 4,829 4,236 3,421 240 658: 2,437 1,886
Old : 180,790: 121,627 109,412 20,726 31,844 27,685 0 4,829 4,236 3,421 240 658: 2,437 1,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,453: 4,145 1,071 1,370 3,399 675 0 2,414 372 1,299 30 -40: -3,368 -3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 60.5 11.5 17.6 15.3 0.0 2.7 2.3 1.9 0.1 0.4: 1.3 1.0
Old : 100.0: 67.3 60.5 11.5 17.6 15.3 0.0 2.7 2.3 1.9 0.1 0.4: 1.3 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 : 45: 25 27 . 9 11 0 . . . . .:
Old : 45: 25 27 . 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 : 59.5 37.5 74.1 53.9 49.7 31.1 55.9 42.2
Old : 59.5 37.5 74.1 53.9 49.7 31.1 55.9 42.2
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, April 17, 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 : 285,858: 199,411 117,785 50,951 118,368 21,754 6,216 12,210 2,953 0 0 0: 4,573 12,788
Old : 285,858: 199,411 117,785 50,951 118,368 21,754 6,216 12,210 2,953 0 0 0: 4,573 12,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -2,487: -3,099 9,936 1,535 -13,904 5,503 -2,758 -240 -33 0 -310 0: -3,635 -3,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 41.2 17.8 41.4 7.6 2.2 4.3 1.0 0.0 0.0 0.0: 1.6 4.5
Old : 100.0: 69.8 41.2 17.8 41.4 7.6 2.2 4.3 1.0 0.0 0.0 0.0: 1.6 4.5
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 : 48: 23 21 4 8 9 . . 4 0 0 0:
Old : 48: 23 21 4 8 9 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 51.1 66.2 71.2 46.5 45.8 63.4 59.8
Old : 48.6 51.1 66.2 71.2 46.5 45.8 63.4 59.8
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, April 17, 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 : 722,783: 565,601 242,608 8,780 279,695 133,166 0 47,978 11,947 0 4,644 903: 2,386 1,842
Old : 722,783: 565,601 242,608 8,780 279,695 133,166 0 47,978 11,947 0 4,644 903: 2,386 1,842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -15,228: 2,870 1,797 -1,875 -7,946 1,014 -648 5,136 -7,915 -59 1,549 -127: -8,488 -8,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 33.6 1.2 38.7 18.4 0.0 6.6 1.7 0.0 0.6 0.1: 0.3 0.3
Old : 100.0: 78.3 33.6 1.2 38.7 18.4 0.0 6.6 1.7 0.0 0.6 0.1: 0.3 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 : 72: 38 31 5 15 19 0 7 4 0 . .:
Old : 72: 38 31 5 15 19 0 7 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 : 38.7 38.1 57.5 53.2 32.8 28.0 48.3 39.6
Old : 38.7 38.1 57.5 53.2 32.8 28.0 48.3 39.6
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, April 17, 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 : 231,781: 160,559 203,030 33,481 9,933 12,738 16,832 0 822 0 1,352 0: 7,349 3,906
Old : 231,781: 160,559 203,030 33,481 9,933 12,738 16,832 0 822 0 1,352 0: 7,349 3,906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,833: 3,709 3,524 -33 4,959 -29 1,763 0 99 0 1,352 0: -676 -5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 87.6 14.4 4.3 5.5 7.3 0.0 0.4 0.0 0.6 0.0: 3.2 1.7
Old : 100.0: 69.3 87.6 14.4 4.3 5.5 7.3 0.0 0.4 0.0 0.6 0.0: 3.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 23 . . . . 0 . 0 . 0:
Old : 40: 26 23 . . . . 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 : 46.2 59.1 68.3 79.5 39.7 59.0 57.2 72.0
Old : 46.2 59.1 68.3 79.5 39.7 59.0 57.2 72.0
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, April 17, 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 : 377,339: 290,657 254,439 28,855 49,425 13,463 5,326 19,222 30,170 0 0 0: 8,868 10,620
Old : 377,339: 290,657 254,439 28,855 49,425 13,463 5,326 19,222 30,170 0 0 0: 8,868 10,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 5,754: 15,900 7,970 -5,358 -31 275 411 3,705 -3,683 0 0 0: -1,791 -2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 67.4 7.6 13.1 3.6 1.4 5.1 8.0 0.0 0.0 0.0: 2.4 2.8
Old : 100.0: 77.0 67.4 7.6 13.1 3.6 1.4 5.1 8.0 0.0 0.0 0.0: 2.4 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 : 55: 28 24 6 8 8 . 4 5 0 0 0:
Old : 55: 28 24 6 8 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 : 36.0 58.8 53.0 70.1 33.7 51.7 47.1 62.4
Old : 36.0 58.8 53.0 70.1 33.7 51.7 47.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, April 17, 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 : 220,173: 167,255 101,663 6,173 68,124 18,063 21,177 19,990 4,614 0 1,472 0: 2,891 6,247
Old : 220,173: 167,255 101,663 6,173 68,124 18,063 21,177 19,990 4,614 0 1,472 0: 2,891 6,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,046: -1,491 -2,278 0 5,301 -3,703 1,814 -3,682 -196 0 -184 0: -2,470 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 46.2 2.8 30.9 8.2 9.6 9.1 2.1 0.0 0.7 0.0: 1.3 2.8
Old : 100.0: 76.0 46.2 2.8 30.9 8.2 9.6 9.1 2.1 0.0 0.7 0.0: 1.3 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 : 46: 18 20 5 7 8 4 . . 0 . 0:
Old : 46: 18 20 5 7 8 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 : 58.5 44.9 72.6 62.4 58.5 41.8 66.4 57.9
Old : 58.5 44.9 72.6 62.4 58.5 41.8 66.4 57.9
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, April 17, 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 : 1,308,103: 118,662 122,195 215,304 115,299 136,000 215,293 319,968 336,377 71,253 85,619 142,670: 72,544 49,975
Old : 1,308,103: 118,662 122,195 215,304 115,299 136,000 215,293 319,968 336,377 71,253 85,619 142,670: 72,544 49,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 55,905: -8,006 -12,252 -8,648 2,912 36,521 3,305 6,342 20,456 7,576 1,020 5,215: -514 -4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 9.3 16.5 8.8 10.4 16.5 24.5 25.7 5.4 6.5 10.9: 5.5 3.8
Old : 100.0: 9.1 9.3 16.5 8.8 10.4 16.5 24.5 25.7 5.4 6.5 10.9: 5.5 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 : 370: 43 36 22 14 28 60 106 85 64 46 63:
Old : 370: 43 36 22 14 28 60 106 85 64 46 63:
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 : 18.6 24.5 30.8 36.3 10.4 17.9 17.6 22.3
Old : 18.6 24.5 30.8 36.3 10.4 17.9 17.6 22.3
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, April 17, 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 : 53,008: 38,509 11,927 6,032 19,889 1,796 623 12,287 880 0 0 0: 5,168 6,229
Old : 53,008: 38,509 11,927 6,032 19,889 1,796 623 12,287 880 0 0 0: 5,168 6,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 22.5 11.4 37.5 3.4 1.2 23.2 1.7 0.0 0.0 0.0: 9.7 11.8
Old : 100.0: 72.6 22.5 11.4 37.5 3.4 1.2 23.2 1.7 0.0 0.0 0.0: 9.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.4 47.3 87.3 71.9 73.7 46.1 84.5 70.6
Old : 74.4 47.3 87.3 71.9 73.7 46.1 84.5 70.6
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, April 17, 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 : 104,558: 2,384 1,592 13,777 6,354 37,724 6,676 7,207 650 11,463 19,715 30,236: 1,648 1,080
Old : 104,558: 2,384 1,592 13,777 6,354 37,724 6,676 7,207 650 11,463 19,715 30,236: 1,648 1,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,814: 0 0 1,452 80 -1,090 0 3,250 0 50 -1,928 1,402: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.5 13.2 6.1 36.1 6.4 6.9 0.6 11.0 18.9 28.9: 1.6 1.0
Old : 100.0: 2.3 1.5 13.2 6.1 36.1 6.4 6.9 0.6 11.0 18.9 28.9: 1.6 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 : 28: 4 4 . . 6 . . . 5 6 11:
Old : 28: 4 4 . . 6 . . . 5 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 68.0 84.6 86.8 26.0 23.0 30.7 31.2
Old : 64.1 68.0 84.6 86.8 26.0 23.0 30.7 31.2
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, April 17, 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 : 72,978: 41,875 30,404 13,503 21,210 8,466 0 1,942 1,459 0 0 0: 7,675 9,497
Old : 72,978: 41,875 30,404 13,503 21,210 8,466 0 1,942 1,459 0 0 0: 7,675 9,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 108: 127 31 0 0 0 0 96 -19 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 41.7 18.5 29.1 11.6 0.0 2.7 2.0 0.0 0.0 0.0: 10.5 13.0
Old : 100.0: 57.4 41.7 18.5 29.1 11.6 0.0 2.7 2.0 0.0 0.0 0.0: 10.5 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 : 23: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 9 4 4 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 40.3 70.7 64.9 34.6 34.5 54.2 54.0
Old : 45.9 40.3 70.7 64.9 34.6 34.5 54.2 54.0
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, April 17, 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 : 2,760,388: 578,139 473,613 380,454 780,539 466,846 359,803 169,824 543,141 162,724 71,244 235,017: 34,264 20,164
Old : 2,760,388: 578,139 473,613 380,454 780,539 466,846 359,803 169,824 543,141 162,724 71,244 235,017: 34,264 20,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 65,883: 21,651 13,264 1,778 25,649 6,086 4,104 5,434 16,447 15,839 -1,177 2,862: -2,884 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 17.2 13.8 28.3 16.9 13.0 6.2 19.7 5.9 2.6 8.5: 1.2 0.7
Old : 100.0: 20.9 17.2 13.8 28.3 16.9 13.0 6.2 19.7 5.9 2.6 8.5: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 152: 68 58 7 18 23 15 13 24 13 9 18:
Old : 152: 68 58 7 18 23 15 13 24 13 9 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 25.1 44.7 42.7 21.9 15.4 28.5 25.0
Old : 31.5 25.1 44.7 42.7 21.9 15.4 28.5 25.0
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, April 17, 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 : 1,462,838: 130,785 224,129 337,201 237,243 361,442 145,660 246,822 192,691 137,122 46,503 151,967: 5,970 2,041
Old : 1,462,838: 130,785 224,129 337,201 237,243 361,442 145,660 246,822 192,691 137,122 46,503 151,967: 5,970 2,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 29,662: 8,920 12,096 6,341 -68 -1,573 10,362 7,754 4,535 2,517 8,713 -1,674: 234 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.3 23.1 16.2 24.7 10.0 16.9 13.2 9.4 3.2 10.4: 0.4 0.1
Old : 100.0: 8.9 15.3 23.1 16.2 24.7 10.0 16.9 13.2 9.4 3.2 10.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 17 17 15 8 19 15 10 20 7 10 14:
Old : 84: 17 17 15 8 19 15 10 20 7 10 14:
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 : 38.8 43.2 61.7 59.6 22.8 28.9 31.9 39.7
Old : 38.8 43.2 61.7 59.6 22.8 28.9 31.9 39.7
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, April 17, 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 : 22,643: 19,571 14,165 125 6,951 734 1,680 0 0 301 0 0: 232 793
Old : 22,643: 19,571 14,165 125 6,951 734 1,680 0 0 301 0 0: 232 793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 196: 99 71 0 21 0 0 0 0 100 0 0: -3 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 62.6 0.6 30.7 3.2 7.4 0.0 0.0 1.3 0.0 0.0: 1.0 3.5
Old : 100.0: 86.4 62.6 0.6 30.7 3.2 7.4 0.0 0.0 1.3 0.0 0.0: 1.0 3.5
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 : 40: 23 22 . 8 5 . 0 0 . 0 0:
Old : 40: 23 22 . 8 5 . 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 : 50.7 35.8 66.1 61.5 50.4 32.7 64.5 52.6
Old : 50.7 35.8 66.1 61.5 50.4 32.7 64.5 52.6
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, April 17, 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 : 8,915: 6,663 3,225 343 4,967 192 1,160 0 0 40 0 0: 517 531
Old : 8,915: 6,663 3,225 343 4,967 192 1,160 0 0 40 0 0: 517 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 36.2 3.8 55.7 2.2 13.0 0.0 0.0 0.4 0.0 0.0: 5.8 6.0
Old : 100.0: 74.7 36.2 3.8 55.7 2.2 13.0 0.0 0.0 0.4 0.0 0.0: 5.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 . 4 . . 0 0 . 0 0:
Old : 22: 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 : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
Old : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
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, April 17, 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 : 7,058: 4,627 3,235 1,454 1,272 578 0 1,380 0 0 110 0: 399 483
Old : 7,058: 4,627 3,235 1,454 1,272 578 0 1,380 0 0 110 0: 399 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 30: -15 20 60 -20 0 0 0 0 0 45 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 45.8 20.6 18.0 8.2 0.0 19.6 0.0 0.0 1.6 0.0: 5.7 6.8
Old : 100.0: 65.6 45.8 20.6 18.0 8.2 0.0 19.6 0.0 0.0 1.6 0.0: 5.7 6.8
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 : 21: 10 8 4 . 5 0 . 0 0 . 0:
Old : 21: 10 8 4 . 5 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 62.1 83.0 80.1 57.9 54.3 71.6 68.7
Old : 61.3 62.1 83.0 80.1 57.9 54.3 71.6 68.7
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, April 17, 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 : 9,514: 4,220 3,902 3,244 4,679 273 0 0 0 815 0 5: 957 655
Old : 9,514: 4,220 3,902 3,244 4,679 273 0 0 0 815 0 5: 957 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 473: 240 515 198 -62 0 0 0 0 -15 0 5: 45 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 41.0 34.1 49.2 2.9 0.0 0.0 0.0 8.6 0.0 0.1: 10.1 6.9
Old : 100.0: 44.4 41.0 34.1 49.2 2.9 0.0 0.0 0.0 8.6 0.0 0.1: 10.1 6.9
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 : 27: 14 10 . 6 4 0 0 0 . 0 .:
Old : 27: 14 10 . 6 4 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 50.2 73.4 74.6 49.9 47.8 68.1 67.0
Old : 53.1 50.2 73.4 74.6 49.9 47.8 68.1 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012