NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 2, 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 : 4,505,478: 1,728,464 933,940 272,458 1,316,435 574,246 484,048 139,933 1,068,292 36,960 147,434 304,901: 36,109 20,297
Old : 4,505,478: 1,728,464 933,940 272,458 1,316,435 574,246 484,048 139,933 1,068,292 36,960 147,434 304,901: 36,109 20,297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -205,858: -39,446 -33,487 -3,489 -74,571 -29,530 -16,137 -4,384 -87,295 -11,881 44,404 -13,819: -4,261 -7,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 20.7 6.0 29.2 12.7 10.7 3.1 23.7 0.8 3.3 6.8: 0.8 0.5
Old : 100.0: 38.4 20.7 6.0 29.2 12.7 10.7 3.1 23.7 0.8 3.3 6.8: 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 : 226: 106 104 11 25 32 28 9 35 11 28 33:
Old : 226: 106 104 11 25 32 28 9 35 11 28 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 : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7
Old : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7
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, August 2, 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 : 366,299: 226,143 240,508 36,056 28,791 56,066 11,469 13,147 19,487 638 1,932 2,165: 14,275 4,203
Old : 366,299: 226,143 240,508 36,056 28,791 56,066 11,469 13,147 19,487 638 1,932 2,165: 14,275 4,203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,010: 958 2,619 375 -2,364 -531 -2,682 -49 -1,439 91 -1,701 296: -1,078 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 65.7 9.8 7.9 15.3 3.1 3.6 5.3 0.2 0.5 0.6: 3.9 1.1
Old : 100.0: 61.7 65.7 9.8 7.9 15.3 3.1 3.6 5.3 0.2 0.5 0.6: 3.9 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 : 64: 32 32 4 8 11 7 4 10 . . .:
Old : 64: 32 32 4 8 11 7 4 10 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8
Old : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8
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, August 2, 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 : 195,479: 151,240 132,125 10,043 37,432 14,667 8,608 3,936 3,392 2,084 0 465: 4,980 3,462
Old : 195,479: 151,240 132,125 10,043 37,432 14,667 8,608 3,936 3,392 2,084 0 465: 4,980 3,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 3,045: 5,011 1,051 -1,694 2,544 486 -821 -366 -554 -181 0 -91: 889 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 67.6 5.1 19.1 7.5 4.4 2.0 1.7 1.1 0.0 0.2: 2.5 1.8
Old : 100.0: 77.4 67.6 5.1 19.1 7.5 4.4 2.0 1.7 1.1 0.0 0.2: 2.5 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 : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2
Old : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2
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, August 2, 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 : 317,421: 226,318 89,108 53,562 165,980 24,481 0 19,108 9,848 0 1,679 273: 2,939 6,944
Old : 317,421: 226,318 89,108 53,562 165,980 24,481 0 19,108 9,848 0 1,679 273: 2,939 6,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,089: -4,101 -1,548 -602 -1,103 -587 0 -1,877 499 0 -574 91: 611 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 28.1 16.9 52.3 7.7 0.0 6.0 3.1 0.0 0.5 0.1: 0.9 2.2
Old : 100.0: 71.3 28.1 16.9 52.3 7.7 0.0 6.0 3.1 0.0 0.5 0.1: 0.9 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 : 53: 24 22 5 11 14 0 7 . 0 . .:
Old : 53: 24 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 : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9
Old : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9
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, August 2, 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 : 699,756: 528,343 325,662 61,124 230,991 76,692 1,707 33,980 28,087 0 921 1,400: 2,403 2,023
Old : 699,756: 528,343 325,662 61,124 230,991 76,692 1,707 33,980 28,087 0 921 1,400: 2,403 2,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 23,888: 77,767 23,853 -64,459 1,926 2,645 1,468 -10,985 7,683 0 -169 -188: -1,028 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 46.5 8.7 33.0 11.0 0.2 4.9 4.0 0.0 0.1 0.2: 0.3 0.3
Old : 100.0: 75.5 46.5 8.7 33.0 11.0 0.2 4.9 4.0 0.0 0.1 0.2: 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 : 75: 39 30 10 12 21 . 6 8 0 . .:
Old : 75: 39 30 10 12 21 . 6 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 : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9
Old : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9
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, August 2, 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 : 207,588: 152,657 166,448 30,863 12,668 2,793 7,939 12,008 4,975 0 0 0: 8,361 8,696
Old : 207,588: 152,657 166,448 30,863 12,668 2,793 7,939 12,008 4,975 0 0 0: 8,361 8,696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 6,234: 3,486 58,038 28 -54,311 62 1,758 3,066 -775 0 0 0: 1,675 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 80.2 14.9 6.1 1.3 3.8 5.8 2.4 0.0 0.0 0.0: 4.0 4.2
Old : 100.0: 73.5 80.2 14.9 6.1 1.3 3.8 5.8 2.4 0.0 0.0 0.0: 4.0 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 : 39: 26 21 4 . 4 . . 4 0 0 0:
Old : 39: 26 21 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 : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1
Old : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1
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, August 2, 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 : 315,181: 235,895 164,805 23,424 73,286 23,708 6,325 27,370 17,767 0 0 0: 8,062 8,245
Old : 315,181: 235,895 164,805 23,424 73,286 23,708 6,325 27,370 17,767 0 0 0: 8,062 8,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,443: 1,117 10,464 1,376 -4,404 -5,413 1,391 -1,258 -1,435 0 0 0: 1,521 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 52.3 7.4 23.3 7.5 2.0 8.7 5.6 0.0 0.0 0.0: 2.6 2.6
Old : 100.0: 74.8 52.3 7.4 23.3 7.5 2.0 8.7 5.6 0.0 0.0 0.0: 2.6 2.6
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 : 60: 32 28 6 12 11 4 . 5 0 0 0:
Old : 60: 32 28 6 12 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 : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0
Old : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0
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, August 2, 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 : 165,892: 125,516 71,206 3,454 52,373 20,058 7,439 12,030 6,338 0 0 0: 3,087 3,887
Old : 165,892: 125,516 71,206 3,454 52,373 20,058 7,439 12,030 6,338 0 0 0: 3,087 3,887
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 2,414: 1,340 9,297 791 -4,000 -453 30 -3,196 735 0 -158 -302: 273 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 42.9 2.1 31.6 12.1 4.5 7.3 3.8 0.0 0.0 0.0: 1.9 2.3
Old : 100.0: 75.7 42.9 2.1 31.6 12.1 4.5 7.3 3.8 0.0 0.0 0.0: 1.9 2.3
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 : 51: 22 27 . 13 10 . . 4 0 0 0:
Old : 51: 22 27 . 13 10 . . 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 : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8
Old : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8
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, August 2, 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 : 968,004: 65,538 119,300 245,495 42,060 74,188 125,432 245,121 282,787 26,830 92,055 65,759: 81,975 46,734
Old : 968,004: 65,538 119,300 245,495 42,060 74,188 125,432 245,121 282,787 26,830 92,055 65,759: 81,975 46,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 16,717: 4,541 -199 7,665 -2,682 -3,445 7,610 34,033 -4,893 9,234 -7,256 -2,475: -1,520 3,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.3 25.4 4.3 7.7 13.0 25.3 29.2 2.8 9.5 6.8: 8.5 4.8
Old : 100.0: 6.8 12.3 25.4 4.3 7.7 13.0 25.3 29.2 2.8 9.5 6.8: 8.5 4.8
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 : 325: 47 42 25 11 28 63 79 88 37 43 60:
Old : 325: 47 42 25 11 28 63 79 88 37 43 60:
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 : 18.3 22.6 31.9 34.1 14.1 13.3 22.2 21.1
Old : 18.3 22.6 31.9 34.1 14.1 13.3 22.2 21.1
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, August 2, 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 : 38,573: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,153 3,072
Old : 38,573: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,153 3,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -3,224: -2,096 -2,227 -310 -1,027 0 0 768 0 0 0 0: -818 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 45.1 24.2 32.6 12.4 0.0 2.0 0.0 0.0 0.0 0.0: 23.7 8.0
Old : 100.0: 39.7 45.1 24.2 32.6 12.4 0.0 2.0 0.0 0.0 0.0 0.0: 23.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 5 4 0 . 0 0 0 0:
Old : 21: 10 8 . 5 4 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 : 49.3 55.4 64.5 77.2 41.5 49.7 52.1 64.3
Old : 49.3 55.4 64.5 77.2 41.5 49.7 52.1 64.3
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, August 2, 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 : 33,730: 21,361 21,433 2,280 2,595 3,095 1,012 0 2,076 0 0 0: 3,906 4,531
Old : 33,730: 21,361 21,433 2,280 2,595 3,095 1,012 0 2,076 0 0 0: 3,906 4,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -3,141: 2,408 -2,293 -3,998 405 -467 -479 -178 -144 0 0 0: -461 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 63.5 6.8 7.7 9.2 3.0 0.0 6.2 0.0 0.0 0.0: 11.6 13.4
Old : 100.0: 63.3 63.5 6.8 7.7 9.2 3.0 0.0 6.2 0.0 0.0 0.0: 11.6 13.4
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 : 22: 10 11 . . 4 . 0 . 0 0 0:
Old : 22: 10 11 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 48.4 71.4 69.1 51.3 46.8 59.7 60.4
Old : 53.0 48.4 71.4 69.1 51.3 46.8 59.7 60.4
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, August 2, 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 : 72,065: 41,510 28,787 16,756 22,035 7,250 0 7,403 2,599 0 0 0: 3,950 3,991
Old : 72,065: 41,510 28,787 16,756 22,035 7,250 0 7,403 2,599 0 0 0: 3,950 3,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -6,384: -643 -3,270 -3,133 -1,028 -1,608 0 10 -186 0 0 0: -814 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 39.9 23.3 30.6 10.1 0.0 10.3 3.6 0.0 0.0 0.0: 5.5 5.5
Old : 100.0: 57.6 39.9 23.3 30.6 10.1 0.0 10.3 3.6 0.0 0.0 0.0: 5.5 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 : 30: 11 14 5 4 5 0 . . 0 0 0:
Old : 30: 11 14 5 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 : 49.5 44.2 76.4 67.3 47.3 39.2 61.1 53.8
Old : 49.5 44.2 76.4 67.3 47.3 39.2 61.1 53.8
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, August 2, 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 : 110,037: 59,620 44,301 15,914 41,540 14,900 4,383 395 4,017 0 0 0: 11,203 4,884
Old : 110,037: 59,620 44,301 15,914 41,540 14,900 4,383 395 4,017 0 0 0: 11,203 4,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -7,236: -4,208 -2,990 -1,238 -2,265 -1,304 192 -47 734 0 0 0: -1,412 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 40.3 14.5 37.8 13.5 4.0 0.4 3.7 0.0 0.0 0.0: 10.2 4.4
Old : 100.0: 54.2 40.3 14.5 37.8 13.5 4.0 0.4 3.7 0.0 0.0 0.0: 10.2 4.4
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: 15 14 4 8 6 . . . 0 0 0:
Old : 34: 15 14 4 8 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 : 37.6 39.1 59.6 60.8 29.9 36.5 43.2 51.5
Old : 37.6 39.1 59.6 60.8 29.9 36.5 43.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, August 2, 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 : 2,447,279: 637,750 439,569 124,421 782,873 470,264 302,418 22,870 486,250 196,143 28,110 192,129: 37,904 25,214
Old : 2,447,279: 637,750 439,569 124,421 782,873 470,264 302,418 22,870 486,250 196,143 28,110 192,129: 37,904 25,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -98,662: -43,731 -24,365 -7,334 -25,326 -10,611 15,933 -4,911 -30,038 -16,085 5,514 -10,035: 3,239 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.0 5.1 32.0 19.2 12.4 0.9 19.9 8.0 1.1 7.9: 1.5 1.0
Old : 100.0: 26.1 18.0 5.1 32.0 19.2 12.4 0.9 19.9 8.0 1.1 7.9: 1.5 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 : 165: 65 59 12 18 27 25 11 31 18 8 21:
Old : 165: 65 59 12 18 27 25 11 31 18 8 21:
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 : 22.2 28.9 34.2 47.2 10.9 20.3 18.7 30.6
Old : 22.2 28.9 34.2 47.2 10.9 20.3 18.7 30.6
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, August 2, 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 : 929,793: 155,577 150,924 228,611 269,870 264,977 67,632 59,657 79,842 55,271 28,099 73,040: 4,843 3,384
Old : 929,793: 155,577 150,924 228,611 269,870 264,977 67,632 59,657 79,842 55,271 28,099 73,040: 4,843 3,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -92,490: -8,771 -5,244 4,449 -26,263 -36,936 -31,625 -1,178 -7,009 -3,668 -5,333 -9,474: 544 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.2 24.6 29.0 28.5 7.3 6.4 8.6 5.9 3.0 7.9: 0.5 0.4
Old : 100.0: 16.7 16.2 24.6 29.0 28.5 7.3 6.4 8.6 5.9 3.0 7.9: 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 : 95: 23 20 12 11 18 13 11 18 13 10 17:
Old : 95: 23 20 12 11 18 13 11 18 13 10 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 : 32.4 36.2 48.8 60.9 14.7 29.4 25.2 39.6
Old : 32.4 36.2 48.8 60.9 14.7 29.4 25.2 39.6
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, August 2, 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 : 23,311: 22,080 12,557 180 9,738 477 57 10 100 105 0 15: 297 414
Old : 23,311: 22,080 12,557 180 9,738 477 57 10 100 105 0 15: 297 414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 228: 558 169 0 271 -75 0 0 40 -30 0 -300: 35 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 53.9 0.8 41.8 2.0 0.2 0.0 0.4 0.5 0.0 0.1: 1.3 1.8
Old : 100.0: 94.7 53.9 0.8 41.8 2.0 0.2 0.0 0.4 0.5 0.0 0.1: 1.3 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 : 47: 31 24 . 10 4 . . . . 0 .:
Old : 47: 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 : 49.5 46.2 67.1 69.0 44.4 44.2 57.7 65.8
Old : 49.5 46.2 67.1 69.0 44.4 44.2 57.7 65.8
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, August 2, 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 : 12,177: 10,222 5,059 624 6,247 409 453 0 87 202 20 30: 150 325
Old : 12,177: 10,222 5,059 624 6,247 409 453 0 87 202 20 30: 150 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,190: -1,208 -707 40 -417 -21 -105 0 75 29 -85 0: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 41.5 5.1 51.3 3.4 3.7 0.0 0.7 1.7 0.2 0.2: 1.2 2.7
Old : 100.0: 83.9 41.5 5.1 51.3 3.4 3.7 0.0 0.7 1.7 0.2 0.2: 1.2 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: 17 17 . 4 . . 0 . . . .:
Old : 31: 17 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 : 49.0 64.4 69.0 84.3 40.5 59.5 55.8 65.9
Old : 49.0 64.4 69.0 84.3 40.5 59.5 55.8 65.9
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, August 2, 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 : 7,944: 5,120 5,409 1,913 1,450 543 0 0 0 0 95 0: 368 447
Old : 7,944: 5,120 5,409 1,913 1,450 543 0 0 0 0 95 0: 368 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -442: -326 -190 -85 -338 3 0 0 0 0 0 0: -34 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 68.1 24.1 18.3 6.8 0.0 0.0 0.0 0.0 1.2 0.0: 4.6 5.6
Old : 100.0: 64.5 68.1 24.1 18.3 6.8 0.0 0.0 0.0 0.0 1.2 0.0: 4.6 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: 18 15 5 4 5 0 0 0 0 . 0:
Old : 30: 18 15 5 4 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 : 59.8 48.0 75.8 71.0 57.0 45.9 70.3 63.7
Old : 59.8 48.0 75.8 71.0 57.0 45.9 70.3 63.7
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, August 2, 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 : 11,327: 9,619 4,285 157 5,419 483 0 0 0 145 0 0: 923 1,140
Old : 11,327: 9,619 4,285 157 5,419 483 0 0 0 145 0 0: 923 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -385: -154 206 -88 -356 -27 0 0 0 -25 0 0: -91 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 37.8 1.4 47.8 4.3 0.0 0.0 0.0 1.3 0.0 0.0: 8.1 10.1
Old : 100.0: 84.9 37.8 1.4 47.8 4.3 0.0 0.0 0.0 1.3 0.0 0.0: 8.1 10.1
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 : 28: 14 12 . 6 4 0 0 0 . 0 0:
Old : 28: 14 12 . 6 4 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 : 65.6 56.5 79.0 75.2 60.1 56.5 72.7 71.2
Old : 65.6 56.5 79.0 75.2 60.1 56.5 72.7 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011