NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,654,139: 1,767,427 953,515 284,411 1,391,857 571,814 491,470 122,843 1,182,491 41,093 129,436 279,211: 36,222 22,972
Old : 4,654,139: 1,767,427 953,515 284,411 1,391,857 571,814 491,470 122,843 1,182,491 41,093 129,436 279,211: 36,222 22,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -50,714: 30,094 21,625 10,723 -11,389 -14,820 -19,087 6,032 -43,350 -1,499 5,210 -9,176: -3,599 -4,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 20.5 6.1 29.9 12.3 10.6 2.6 25.4 0.9 2.8 6.0: 0.8 0.5
Old : 100.0: 38.0 20.5 6.1 29.9 12.3 10.6 2.6 25.4 0.9 2.8 6.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 229: 106 102 15 24 32 26 11 35 14 26 33:
Old : 229: 106 102 15 24 32 26 11 35 14 26 33:
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 : 25.6 23.3 39.3 38.5 14.6 19.1 21.0 27.3
Old : 25.6 23.3 39.3 38.5 14.6 19.1 21.0 27.3
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 373,516: 230,195 240,626 40,858 29,969 55,509 16,153 26,010 16,017 609 1,773 1,654: 12,521 1,958
Old : 373,516: 230,195 240,626 40,858 29,969 55,509 16,153 26,010 16,017 609 1,773 1,654: 12,521 1,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -36,056: -11,137 -28,472 -7,800 -2,116 -3,679 -1,922 7,495 -9,339 609 1,507 -459: -2,329 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 64.4 10.9 8.0 14.9 4.3 7.0 4.3 0.2 0.5 0.4: 3.4 0.5
Old : 100.0: 61.6 64.4 10.9 8.0 14.9 4.3 7.0 4.3 0.2 0.5 0.4: 3.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 31 30 5 9 10 7 4 9 . . .:
Old : 66: 31 30 5 9 10 7 4 9 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 41.5 48.7 62.9 25.7 32.5 37.8 41.9
Old : 32.9 41.5 48.7 62.9 25.7 32.5 37.8 41.9
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 176,632: 134,825 116,309 9,805 35,582 13,947 7,747 3,344 3,499 2,750 0 62: 3,997 3,889
Old : 176,632: 134,825 116,309 9,805 35,582 13,947 7,747 3,344 3,499 2,750 0 62: 3,997 3,889
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 8,519: -3,122 15,875 7,022 -9,051 2,583 -492 -63 -490 2,199 0 -213: 1,032 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 65.8 5.6 20.1 7.9 4.4 1.9 2.0 1.6 0.0 0.0: 2.3 2.2
Old : 100.0: 76.3 65.8 5.6 20.1 7.9 4.4 1.9 2.0 1.6 0.0 0.0: 2.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 28 4 8 10 4 . 4 . 0 .:
Old : 51: 27 28 4 8 10 4 . 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 : 45.4 40.5 61.9 61.1 38.0 36.5 48.0 51.6
Old : 45.4 40.5 61.9 61.1 38.0 36.5 48.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 312,955: 219,264 92,760 57,009 166,589 23,285 0 15,445 9,134 0 2,040 244: 4,019 3,458
Old : 312,955: 219,264 92,760 57,009 166,589 23,285 0 15,445 9,134 0 2,040 244: 4,019 3,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -25,227: -12,689 -13,670 -955 -977 -7,778 0 2,002 -4,066 -1,228 -280 -250: 1,739 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 29.6 18.2 53.2 7.4 0.0 4.9 2.9 0.0 0.7 0.1: 1.3 1.1
Old : 100.0: 70.1 29.6 18.2 53.2 7.4 0.0 4.9 2.9 0.0 0.7 0.1: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 26 22 4 11 14 0 7 . 0 . .:
Old : 53: 26 22 4 11 14 0 7 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 46.5 66.1 70.2 44.3 40.3 61.2 58.4
Old : 46.4 46.5 66.1 70.2 44.3 40.3 61.2 58.4
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 657,843: 438,656 286,745 117,471 226,258 77,449 24 44,076 18,588 0 249 1,130: 4,525 3,348
Old : 657,843: 438,656 286,745 117,471 226,258 77,449 24 44,076 18,588 0 249 1,130: 4,525 3,348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -30,404: -29,197 -8,350 7,728 -10,883 -8,393 9 -938 -1,075 0 -233 -554: 1,078 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 43.6 17.9 34.4 11.8 0.0 6.7 2.8 0.0 0.0 0.2: 0.7 0.5
Old : 100.0: 66.7 43.6 17.9 34.4 11.8 0.0 6.7 2.8 0.0 0.0 0.2: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 39 30 9 13 19 . 6 7 0 . .:
Old : 72: 39 30 9 13 19 . 6 7 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 : 36.1 39.2 51.3 54.5 24.2 27.4 37.6 38.4
Old : 36.1 39.2 51.3 54.5 24.2 27.4 37.6 38.4
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 195,563: 136,173 105,945 33,008 60,974 2,977 11,674 12,302 4,350 0 0 0: 7,381 9,015
Old : 195,563: 136,173 105,945 33,008 60,974 2,977 11,674 12,302 4,350 0 0 0: 7,381 9,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -5,059: -4,177 -8,704 -2,124 293 -186 -820 1,429 588 0 0 0: 1,660 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 54.2 16.9 31.2 1.5 6.0 6.3 2.2 0.0 0.0 0.0: 3.8 4.6
Old : 100.0: 69.6 54.2 16.9 31.2 1.5 6.0 6.3 2.2 0.0 0.0 0.0: 3.8 4.6
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 : 38: 24 19 4 4 . . . . 0 0 0:
Old : 38: 24 19 4 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 : 47.9 61.5 63.9 77.2 45.6 61.3 60.5 72.3
Old : 47.9 61.5 63.9 77.2 45.6 61.3 60.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 313,248: 229,339 148,710 27,484 78,405 24,830 5,022 36,789 18,017 0 0 0: 8,556 6,497
Old : 313,248: 229,339 148,710 27,484 78,405 24,830 5,022 36,789 18,017 0 0 0: 8,556 6,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -21,569: -19,993 -18,951 -1,105 -4,942 -1,809 -78 3,366 715 0 0 0: 701 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 47.5 8.8 25.0 7.9 1.6 11.7 5.8 0.0 0.0 0.0: 2.7 2.1
Old : 100.0: 73.2 47.5 8.8 25.0 7.9 1.6 11.7 5.8 0.0 0.0 0.0: 2.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 29 27 6 13 11 4 . 5 0 0 0:
Old : 58: 29 27 6 13 11 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 : 35.2 29.0 54.2 44.9 27.1 20.8 38.9 32.7
Old : 35.2 29.0 54.2 44.9 27.1 20.8 38.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 151,760: 110,437 49,532 2,043 54,335 20,912 8,030 15,583 6,082 61 0 736: 3,459 4,580
Old : 151,760: 110,437 49,532 2,043 54,335 20,912 8,030 15,583 6,082 61 0 736: 3,459 4,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -26,554: -27,366 -14,532 620 -1,857 -2,449 2,323 -8,219 20 -338 0 0: 636 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 32.6 1.3 35.8 13.8 5.3 10.3 4.0 0.0 0.0 0.5: 2.3 3.0
Old : 100.0: 72.8 32.6 1.3 35.8 13.8 5.3 10.3 4.0 0.0 0.0 0.5: 2.3 3.0
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 : 48: 19 23 . 13 9 . . 4 . 0 .:
Old : 48: 19 23 . 13 9 . . 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 : 43.5 26.0 61.2 47.1 38.7 23.9 54.9 39.1
Old : 43.5 26.0 61.2 47.1 38.7 23.9 54.9 39.1
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 988,230: 64,386 115,757 249,472 43,975 92,409 121,841 244,258 288,593 26,389 91,175 66,869: 78,271 45,194
Old : 988,230: 64,386 115,757 249,472 43,975 92,409 121,841 244,258 288,593 26,389 91,175 66,869: 78,271 45,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 13,454: 8,519 3,302 6,589 -591 10,145 1,828 21,634 -12,685 3,275 -4,853 -4,162: -55 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.7 25.2 4.4 9.4 12.3 24.7 29.2 2.7 9.2 6.8: 7.9 4.6
Old : 100.0: 6.5 11.7 25.2 4.4 9.4 12.3 24.7 29.2 2.7 9.2 6.8: 7.9 4.6
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 : 323: 45 40 27 12 34 59 73 81 42 46 56:
Old : 323: 45 40 27 12 34 59 73 81 42 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 : 18.2 21.5 31.0 33.0 14.0 13.5 21.9 20.9
Old : 18.2 21.5 31.0 33.0 14.0 13.5 21.9 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 41,637: 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0: 9,811 3,810
Old : 41,637: 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0: 9,811 3,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 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: 41.8 47.1 23.2 32.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 23.6 9.2
Old : 100.0: 41.8 47.1 23.2 32.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 23.6 9.2
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 : 20: 10 8 . 5 4 0 0 0 0 0 0:
Old : 20: 10 8 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3
Old : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 36,175: 18,953 23,714 6,278 2,190 3,562 1,657 178 2,178 0 0 0: 3,547 4,353
Old : 36,175: 18,953 23,714 6,278 2,190 3,562 1,657 178 2,178 0 0 0: 3,547 4,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 0: 0 0 0 0 0 31 0 0 0 0 0: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 65.6 17.4 6.1 9.8 4.6 0.5 6.0 0.0 0.0 0.0: 9.8 12.0
Old : 100.0: 52.4 65.6 17.4 6.1 9.8 4.6 0.5 6.0 0.0 0.0 0.0: 9.8 12.0
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: 9 11 . . 4 . . . 0 0 0:
Old : 22: 9 11 . . 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 : 50.4 49.2 70.1 69.0 48.5 47.7 60.3 60.6
Old : 50.4 49.2 70.1 69.0 48.5 47.7 60.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 77,568: 41,485 31,581 19,889 23,063 8,858 0 7,095 2,634 0 0 0: 4,702 4,337
Old : 77,568: 41,485 31,581 19,889 23,063 8,858 0 7,095 2,634 0 0 0: 4,702 4,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 215: -27 122 0 0 0 0 -89 182 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 40.7 25.6 29.7 11.4 0.0 9.1 3.4 0.0 0.0 0.0: 6.1 5.6
Old : 100.0: 53.5 40.7 25.6 29.7 11.4 0.0 9.1 3.4 0.0 0.0 0.0: 6.1 5.6
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 : 30: 9 12 7 4 6 0 . . 0 0 0:
Old : 30: 9 12 7 4 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 : 48.4 42.1 74.2 64.8 46.0 38.4 58.8 52.6
Old : 48.4 42.1 74.2 64.8 46.0 38.4 58.8 52.6
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 117,190: 63,743 47,044 17,152 43,805 16,204 4,467 596 3,199 0 0 0: 12,425 6,342
Old : 117,190: 63,743 47,044 17,152 43,805 16,204 4,467 596 3,199 0 0 0: 12,425 6,342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -192: -276 -64 0 0 0 -56 -268 140 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 40.1 14.6 37.4 13.8 3.8 0.5 2.7 0.0 0.0 0.0: 10.6 5.4
Old : 100.0: 54.4 40.1 14.6 37.4 13.8 3.8 0.5 2.7 0.0 0.0 0.0: 10.6 5.4
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 : 34: 16 15 5 7 6 . . . 0 0 0:
Old : 34: 16 15 5 7 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 37.3 58.5 59.1 29.5 35.1 41.7 50.1
Old : 36.4 37.3 58.5 59.1 29.5 35.1 41.7 50.1
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,529,394: 691,345 444,273 136,985 839,051 463,861 295,525 26,595 491,057 206,405 27,140 212,915: 31,301 24,502
Old : 2,529,394: 691,345 444,273 136,985 839,051 463,861 295,525 26,595 491,057 206,405 27,140 212,915: 31,301 24,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 10,697: 12,313 13,065 6,522 -24,062 24,005 -20,010 -676 3,690 -12,167 695 -4,659: 1,003 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.6 5.4 33.2 18.3 11.7 1.1 19.4 8.2 1.1 8.4: 1.2 1.0
Old : 100.0: 27.3 17.6 5.4 33.2 18.3 11.7 1.1 19.4 8.2 1.1 8.4: 1.2 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 : 171: 71 61 12 19 28 26 9 29 20 9 23:
Old : 171: 71 61 12 19 28 26 9 29 20 9 23:
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 : 21.6 29.4 33.8 47.4 11.5 20.8 18.9 30.7
Old : 21.6 29.4 33.8 47.4 11.5 20.8 18.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 981,412: 160,710 153,764 238,496 283,895 282,397 84,283 61,840 76,290 49,649 32,314 85,484: 4,103 5,428
Old : 981,412: 160,710 153,764 238,496 283,895 282,397 84,283 61,840 76,290 49,649 32,314 85,484: 4,103 5,428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 24,841: -1,653 393 9,539 2,222 -3,707 23,266 23,431 -2,375 -5,570 -410 6,138: -797 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.7 24.3 28.9 28.8 8.6 6.3 7.8 5.1 3.3 8.7: 0.4 0.6
Old : 100.0: 16.4 15.7 24.3 28.9 28.8 8.6 6.3 7.8 5.1 3.3 8.7: 0.4 0.6
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 : 96: 23 19 12 12 20 12 12 18 11 11 19:
Old : 96: 23 19 12 12 20 12 12 18 11 11 19:
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 : 32.9 36.7 50.2 60.2 17.1 28.5 27.0 37.9
Old : 32.9 36.7 50.2 60.2 17.1 28.5 27.0 37.9
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 21,524: 20,188 11,619 449 9,049 469 57 10 60 0 0 0: 301 317
Old : 21,524: 20,188 11,619 449 9,049 469 57 10 60 0 0 0: 301 317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -1,097: -977 -941 -145 -106 57 -10 -30 30 0 0 0: -52 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 54.0 2.1 42.0 2.2 0.3 0.0 0.3 0.0 0.0 0.0: 1.4 1.5
Old : 100.0: 93.8 54.0 2.1 42.0 2.2 0.3 0.0 0.3 0.0 0.0 0.0: 1.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 25 . 9 4 . . . 0 0 0:
Old : 45: 31 25 . 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 : 52.7 46.0 69.4 68.5 49.5 43.7 61.4 64.4
Old : 52.7 46.0 69.4 68.5 49.5 43.7 61.4 64.4
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,565: 11,485 6,021 584 6,679 430 678 0 0 208 105 30: 150 300
Old : 13,565: 11,485 6,021 584 6,679 430 678 0 0 208 105 30: 150 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 150: 223 56 0 228 0 0 0 0 0 0 0: -73 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 44.4 4.3 49.2 3.2 5.0 0.0 0.0 1.5 0.8 0.2: 1.1 2.2
Old : 100.0: 84.7 44.4 4.3 49.2 3.2 5.0 0.0 0.0 1.5 0.8 0.2: 1.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 17 . 4 . . 0 0 . . .:
Old : 31: 16 17 . 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 : 52.8 63.3 72.2 82.9 38.2 57.4 53.4 62.6
Old : 52.8 63.3 72.2 82.9 38.2 57.4 53.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,868: 5,223 5,170 1,849 1,765 521 0 0 0 0 0 0: 275 412
Old : 7,868: 5,223 5,170 1,849 1,765 521 0 0 0 0 0 0: 275 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 441: 367 386 83 261 25 0 0 0 0 0 0: -34 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 65.7 23.5 22.4 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.2
Old : 100.0: 66.4 65.7 23.5 22.4 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.2
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 : 28: 19 14 4 5 5 0 0 0 0 0 0:
Old : 28: 19 14 4 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 50.1 78.2 72.5 59.6 47.4 73.3 66.6
Old : 62.6 50.1 78.2 72.5 59.6 47.4 73.3 66.6
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, July 12, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,696: 9,822 4,253 245 5,660 510 0 0 0 150 0 0: 969 1,273
Old : 11,696: 9,822 4,253 245 5,660 510 0 0 0 150 0 0: 969 1,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 510: 830 330 0 405 -240 0 0 0 -5 0 0: -75 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 36.4 2.1 48.4 4.4 0.0 0.0 0.0 1.3 0.0 0.0: 8.3 10.9
Old : 100.0: 84.0 36.4 2.1 48.4 4.4 0.0 0.0 0.0 1.3 0.0 0.0: 8.3 10.9
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: 15 11 . 6 . 0 0 0 . 0 0:
Old : 27: 15 11 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 54.1 75.9 74.1 54.3 53.7 68.1 67.9
Old : 61.2 54.1 75.9 74.1 54.3 53.7 68.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011