NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 26, 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 : 4,711,336: 1,767,910 967,427 275,947 1,391,006 603,776 500,185 144,317 1,155,587 48,841 103,030 318,720: 40,370 27,473
Old : 4,711,336: 1,767,910 967,427 275,947 1,391,006 603,776 500,185 144,317 1,155,587 48,841 103,030 318,720: 40,370 27,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -74,846: -48,481 -24,585 10,632 -46,669 1,818 16,224 -5,205 -36,312 -22,819 31,306 3,592: 500 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.5 5.9 29.5 12.8 10.6 3.1 24.5 1.0 2.2 6.8: 0.9 0.6
Old : 100.0: 37.5 20.5 5.9 29.5 12.8 10.6 3.1 24.5 1.0 2.2 6.8: 0.9 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 : 232: 106 103 15 25 34 27 11 35 13 28 35:
Old : 232: 106 103 15 25 34 27 11 35 13 28 35:
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 22.0 37.5 37.3 14.4 18.8 20.4 27.1
Old : 23.7 22.0 37.5 37.3 14.4 18.8 20.4 27.1
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 26, 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 : 370,309: 225,185 237,889 35,681 31,155 56,597 14,151 13,196 20,926 547 3,633 1,869: 15,353 5,044
Old : 370,309: 225,185 237,889 35,681 31,155 56,597 14,151 13,196 20,926 547 3,633 1,869: 15,353 5,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,953: -6,165 4,878 -78 -6,694 1,838 2,190 -3,779 2,192 310 2,283 -152: 1,818 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 64.2 9.6 8.4 15.3 3.8 3.6 5.7 0.1 1.0 0.5: 4.1 1.4
Old : 100.0: 60.8 64.2 9.6 8.4 15.3 3.8 3.6 5.7 0.1 1.0 0.5: 4.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 32 31 5 8 11 6 5 9 . . .:
Old : 64: 32 31 5 8 11 6 5 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 : 35.3 41.6 51.4 59.1 27.6 33.4 37.0 41.4
Old : 35.3 41.6 51.4 59.1 27.6 33.4 37.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, July 26, 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 : 192,434: 146,229 131,074 11,737 34,888 14,181 9,429 4,302 3,946 2,265 0 556: 4,091 3,487
Old : 192,434: 146,229 131,074 11,737 34,888 14,181 9,429 4,302 3,946 2,265 0 556: 4,091 3,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 3,532: -540 5,306 2,285 -1,192 -295 2,961 -227 -430 -850 0 339: 62 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 68.1 6.1 18.1 7.4 4.9 2.2 2.1 1.2 0.0 0.3: 2.1 1.8
Old : 100.0: 76.0 68.1 6.1 18.1 7.4 4.9 2.2 2.1 1.2 0.0 0.3: 2.1 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 : 51: 30 28 4 8 11 4 . . . 0 .:
Old : 51: 30 28 4 8 11 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 : 43.2 42.5 59.0 63.3 35.9 37.6 46.4 51.3
Old : 43.2 42.5 59.0 63.3 35.9 37.6 46.4 51.3
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 26, 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 : 321,510: 230,419 90,656 54,164 167,083 25,068 0 20,985 9,349 0 2,253 182: 2,328 5,934
Old : 321,510: 230,419 90,656 54,164 167,083 25,068 0 20,985 9,349 0 2,253 182: 2,328 5,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,092: 8,993 -3,325 -3,457 3,015 598 0 5,006 -982 0 -581 -62: -998 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 28.2 16.8 52.0 7.8 0.0 6.5 2.9 0.0 0.7 0.1: 0.7 1.8
Old : 100.0: 71.7 28.2 16.8 52.0 7.8 0.0 6.5 2.9 0.0 0.7 0.1: 0.7 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: 25 22 5 11 14 0 7 . 0 . .:
Old : 54: 25 22 5 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 : 46.2 42.3 66.2 65.7 43.7 37.8 60.6 54.8
Old : 46.2 42.3 66.2 65.7 43.7 37.8 60.6 54.8
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, July 26, 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 : 675,868: 450,576 301,809 125,583 229,065 74,047 239 44,965 20,404 0 1,090 1,588: 3,431 2,900
Old : 675,868: 450,576 301,809 125,583 229,065 74,047 239 44,965 20,404 0 1,090 1,588: 3,431 2,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 14,717: 13,146 10,424 6,207 3,804 -2,154 224 4,519 -1,478 -134 809 158: -1,252 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 44.7 18.6 33.9 11.0 0.0 6.7 3.0 0.0 0.2 0.2: 0.5 0.4
Old : 100.0: 66.7 44.7 18.6 33.9 11.0 0.0 6.7 3.0 0.0 0.2 0.2: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 38 30 10 12 20 . 7 8 0 . .:
Old : 74: 38 30 10 12 20 . 7 8 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 : 29.4 37.9 45.8 53.6 24.6 27.5 38.1 39.8
Old : 29.4 37.9 45.8 53.6 24.6 27.5 38.1 39.8
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 26, 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 : 201,354: 149,171 108,410 30,835 66,979 2,731 6,181 8,942 5,750 0 0 0: 6,686 8,542
Old : 201,354: 149,171 108,410 30,835 66,979 2,731 6,181 8,942 5,750 0 0 0: 6,686 8,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,027: 2,658 -1,157 -1,112 4,077 646 -220 -2,255 1,327 0 0 0: 728 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 53.8 15.3 33.3 1.4 3.1 4.4 2.9 0.0 0.0 0.0: 3.3 4.2
Old : 100.0: 74.1 53.8 15.3 33.3 1.4 3.1 4.4 2.9 0.0 0.0 0.0: 3.3 4.2
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 : 40: 26 21 4 4 4 . . 4 0 0 0:
Old : 40: 26 21 4 4 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 61.4 62.2 76.4 44.9 60.0 58.0 70.4
Old : 47.9 61.4 62.2 76.4 44.9 60.0 58.0 70.4
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 26, 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 : 316,624: 234,778 154,341 22,048 77,690 29,121 4,934 28,628 19,202 0 0 0: 6,541 7,642
Old : 316,624: 234,778 154,341 22,048 77,690 29,121 4,934 28,628 19,202 0 0 0: 6,541 7,642
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,729: -1,451 1,930 -62 533 62 1,311 -5,300 854 0 0 0: -2,443 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 48.7 7.0 24.5 9.2 1.6 9.0 6.1 0.0 0.0 0.0: 2.1 2.4
Old : 100.0: 74.2 48.7 7.0 24.5 9.2 1.6 9.0 6.1 0.0 0.0 0.0: 2.1 2.4
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 : 60: 31 27 6 13 12 . 4 5 0 0 0:
Old : 60: 31 27 6 13 12 . 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 : 31.7 27.8 50.3 44.1 21.3 17.5 33.1 29.1
Old : 31.7 27.8 50.3 44.1 21.3 17.5 33.1 29.1
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 26, 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 : 163,478: 124,176 61,909 2,663 56,373 20,511 7,409 15,226 5,603 0 158 302: 2,814 3,396
Old : 163,478: 124,176 61,909 2,663 56,373 20,511 7,409 15,226 5,603 0 158 302: 2,814 3,396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 11,933: 16,973 12,170 248 2,139 -613 -2,539 -622 -79 0 156 -218: -1,839 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 37.9 1.6 34.5 12.5 4.5 9.3 3.4 0.0 0.1 0.2: 1.7 2.1
Old : 100.0: 76.0 37.9 1.6 34.5 12.5 4.5 9.3 3.4 0.0 0.1 0.2: 1.7 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 : 52: 21 26 . 15 11 . . 4 0 . .:
Old : 52: 21 26 . 15 11 . . 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 : 52.6 24.8 68.9 45.4 51.0 22.6 61.5 40.9
Old : 52.6 24.8 68.9 45.4 51.0 22.6 61.5 40.9
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, July 26, 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 : 951,287: 60,997 119,499 237,830 44,742 77,633 117,822 211,088 287,680 17,596 99,311 68,234: 83,495 43,100
Old : 951,287: 60,997 119,499 237,830 44,742 77,633 117,822 211,088 287,680 17,596 99,311 68,234: 83,495 43,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -29,276: 2,190 -456 -6,711 -1,478 -2,653 -7,630 -3,260 -10,125 4,183 -4,404 -6,810: -1,720 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.6 25.0 4.7 8.2 12.4 22.2 30.2 1.8 10.4 7.2: 8.8 4.5
Old : 100.0: 6.4 12.6 25.0 4.7 8.2 12.4 22.2 30.2 1.8 10.4 7.2: 8.8 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 : 295: 44 42 21 12 28 61 61 79 33 40 55:
Old : 295: 44 42 21 12 28 61 61 79 33 40 55:
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 24.3 32.3 35.2 14.2 13.4 22.4 21.6
Old : 18.6 24.3 32.3 35.2 14.2 13.4 22.4 21.6
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 26, 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 : 41,797: 17,399 19,608 9,646 13,598 4,781 0 0 0 0 0 0: 9,971 3,810
Old : 41,797: 17,399 19,608 9,646 13,598 4,781 0 0 0 0 0 0: 9,971 3,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 160: 0 0 0 160 0 0 0 0 0 0 0: 160 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 46.9 23.1 32.5 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 23.9 9.1
Old : 100.0: 41.6 46.9 23.1 32.5 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 23.9 9.1
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 : 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 : 47.0 53.4 62.9 76.7 41.4 49.0 51.9 62.5
Old : 47.0 53.4 62.9 76.7 41.4 49.0 51.9 62.5
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 26, 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 : 36,871: 18,953 23,726 6,278 2,190 3,562 1,491 178 2,220 0 0 0: 4,367 4,995
Old : 36,871: 18,953 23,726 6,278 2,190 3,562 1,491 178 2,220 0 0 0: 4,367 4,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 684: 0 0 0 0 0 -166 0 42 0 0 0: 808 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 64.3 17.0 5.9 9.7 4.0 0.5 6.0 0.0 0.0 0.0: 11.8 13.5
Old : 100.0: 51.4 64.3 17.0 5.9 9.7 4.0 0.5 6.0 0.0 0.0 0.0: 11.8 13.5
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 : 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 : 49.4 48.3 68.4 67.7 47.6 46.8 58.7 59.4
Old : 49.4 48.3 68.4 67.7 47.6 46.8 58.7 59.4
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 26, 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 : 78,449: 42,153 32,057 19,889 23,063 8,858 0 7,393 2,785 0 0 0: 4,764 4,293
Old : 78,449: 42,153 32,057 19,889 23,063 8,858 0 7,393 2,785 0 0 0: 4,764 4,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 124: 0 248 0 0 0 0 -186 62 0 0 0: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 40.9 25.4 29.4 11.3 0.0 9.4 3.6 0.0 0.0 0.0: 6.1 5.5
Old : 100.0: 53.7 40.9 25.4 29.4 11.3 0.0 9.4 3.6 0.0 0.0 0.0: 6.1 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 : 32: 10 14 7 4 6 0 . . 0 0 0:
Old : 32: 10 14 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 : 47.9 41.7 73.4 63.4 45.5 37.2 58.2 51.2
Old : 47.9 41.7 73.4 63.4 45.5 37.2 58.2 51.2
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, July 26, 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 : 117,273: 63,828 47,291 17,152 43,805 16,204 4,191 442 3,283 0 0 0: 12,615 6,248
Old : 117,273: 63,828 47,291 17,152 43,805 16,204 4,191 442 3,283 0 0 0: 12,615 6,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 13: 7 119 0 0 0 -260 -62 80 0 0 0: 186 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 40.3 14.6 37.4 13.8 3.6 0.4 2.8 0.0 0.0 0.0: 10.8 5.3
Old : 100.0: 54.4 40.3 14.6 37.4 13.8 3.6 0.4 2.8 0.0 0.0 0.0: 10.8 5.3
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 : 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 58.3 59.0 29.7 35.0 41.6 50.1
Old : 36.4 37.3 58.3 59.0 29.7 35.0 41.6 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 26, 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 : 2,545,941: 681,481 463,934 131,755 808,199 480,875 286,485 27,781 516,288 212,228 22,596 202,164: 34,665 24,104
Old : 2,545,941: 681,481 463,934 131,755 808,199 480,875 286,485 27,781 516,288 212,228 22,596 202,164: 34,665 24,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -719: -4,856 8,548 -8,836 -18,122 5,343 -11,473 1,572 16,977 6,796 -6,398 -8,315: 3,645 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.2 5.2 31.7 18.9 11.3 1.1 20.3 8.3 0.9 7.9: 1.4 0.9
Old : 100.0: 26.8 18.2 5.2 31.7 18.9 11.3 1.1 20.3 8.3 0.9 7.9: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 177: 76 67 12 19 29 26 10 30 21 8 22:
Old : 177: 76 67 12 19 29 26 10 30 21 8 22:
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 : 22.1 28.7 34.3 47.1 11.1 19.9 18.6 30.0
Old : 22.1 28.7 34.3 47.1 11.1 19.9 18.6 30.0
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, July 26, 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 : 1,022,283: 164,348 156,168 224,162 296,133 301,913 99,257 60,835 86,851 58,939 33,432 82,514: 4,299 4,437
Old : 1,022,283: 164,348 156,168 224,162 296,133 301,913 99,257 60,835 86,851 58,939 33,432 82,514: 4,299 4,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 21,891: 5,194 2,966 -11,902 8,407 15,519 895 -5,650 11,347 11,807 611 -10,934: -35 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.3 21.9 29.0 29.5 9.7 6.0 8.5 5.8 3.3 8.1: 0.4 0.4
Old : 100.0: 16.1 15.3 21.9 29.0 29.5 9.7 6.0 8.5 5.8 3.3 8.1: 0.4 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 : 100: 24 22 13 13 19 12 14 19 11 11 17:
Old : 100: 24 22 13 13 19 12 14 19 11 11 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 36.6 48.3 59.0 14.9 28.7 23.9 37.6
Old : 32.1 36.6 48.3 59.0 14.9 28.7 23.9 37.6
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 26, 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 : 23,083: 21,522 12,388 180 9,467 552 57 10 60 135 0 315: 262 291
Old : 23,083: 21,522 12,388 180 9,467 552 57 10 60 135 0 315: 262 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 770: 369 433 1 51 29 0 0 0 80 0 300: -9 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 53.7 0.8 41.0 2.4 0.2 0.0 0.3 0.6 0.0 1.4: 1.1 1.3
Old : 100.0: 93.2 53.7 0.8 41.0 2.4 0.2 0.0 0.3 0.6 0.0 1.4: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 31 24 . 10 4 . . . . 0 .:
Old : 48: 31 24 . 10 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 : 50.9 46.2 67.8 68.8 45.4 45.4 58.1 66.5
Old : 50.9 46.2 67.8 68.8 45.4 45.4 58.1 66.5
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 26, 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 : 13,367: 11,430 5,766 584 6,664 430 558 0 12 173 105 30: 150 360
Old : 13,367: 11,430 5,766 584 6,664 430 558 0 12 173 105 30: 150 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -113: -30 -200 0 75 0 0 0 -48 -35 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 43.1 4.4 49.9 3.2 4.2 0.0 0.1 1.3 0.8 0.2: 1.1 2.7
Old : 100.0: 85.5 43.1 4.4 49.9 3.2 4.2 0.0 0.1 1.3 0.8 0.2: 1.1 2.7
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 : 31: 16 17 . 4 . . 0 . . . .:
Old : 31: 16 17 . 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 : 50.2 64.1 70.1 83.8 41.3 58.1 57.3 65.4
Old : 50.2 64.1 70.1 83.8 41.3 58.1 57.3 65.4
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 26, 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 : 8,386: 5,446 5,599 1,998 1,788 540 0 0 0 0 95 0: 402 364
Old : 8,386: 5,446 5,599 1,998 1,788 540 0 0 0 0 95 0: 402 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 182: 38 199 92 -79 60 0 0 0 0 95 0: -8 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 66.8 23.8 21.3 6.4 0.0 0.0 0.0 0.0 1.1 0.0: 4.8 4.3
Old : 100.0: 64.9 66.8 23.8 21.3 6.4 0.0 0.0 0.0 0.0 1.1 0.0: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 4 5 5 0 0 0 0 . 0:
Old : 30: 19 15 4 5 5 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 : 59.7 45.0 77.5 69.4 57.0 42.5 71.9 62.4
Old : 59.7 45.0 77.5 69.4 57.0 42.5 71.9 62.4
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, July 26, 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 : 11,712: 9,773 4,079 245 5,775 510 0 0 0 170 0 0: 1,014 1,348
Old : 11,712: 9,773 4,079 245 5,775 510 0 0 0 170 0 0: 1,014 1,348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 19: -36 -126 0 70 0 0 0 0 10 0 0: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 34.8 2.1 49.3 4.4 0.0 0.0 0.0 1.5 0.0 0.0: 8.7 11.5
Old : 100.0: 83.4 34.8 2.1 49.3 4.4 0.0 0.0 0.0 1.5 0.0 0.0: 8.7 11.5
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 : 26: 14 10 . 6 . 0 0 0 . 0 0:
Old : 26: 14 10 . 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 : 62.1 55.2 77.2 74.9 55.2 54.9 69.7 69.4
Old : 62.1 55.2 77.2 74.9 55.2 54.9 69.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011