NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 9, 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 : 4,584,415: 1,827,879 1,014,421 259,844 1,203,367 601,064 422,217 156,405 1,071,275 27,347 170,229 340,167: 34,622 27,487
Old : 4,584,415: 1,827,879 1,014,421 259,844 1,203,367 601,064 422,217 156,405 1,071,275 27,347 170,229 340,167: 34,622 27,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 78,937: 99,415 80,481 -12,614 -113,068 26,818 -61,831 16,472 2,983 -9,613 22,795 35,266: -1,487 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 22.1 5.7 26.2 13.1 9.2 3.4 23.4 0.6 3.7 7.4: 0.8 0.6
Old : 100.0: 39.9 22.1 5.7 26.2 13.1 9.2 3.4 23.4 0.6 3.7 7.4: 0.8 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 : 231: 107 104 11 25 32 27 12 35 13 29 33:
Old : 231: 107 104 11 25 32 27 12 35 13 29 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 : 22.3 21.1 36.2 35.2 13.9 17.6 20.0 24.6
Old : 22.3 21.1 36.2 35.2 13.9 17.6 20.0 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, August 9, 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 : 343,081: 205,410 226,323 40,665 32,881 47,429 16,514 10,754 17,526 535 1,339 2,719: 12,283 4,110
Old : 343,081: 205,410 226,323 40,665 32,881 47,429 16,514 10,754 17,526 535 1,339 2,719: 12,283 4,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -23,218: -20,733 -14,185 4,609 4,090 -8,637 5,045 -2,393 -1,961 -103 -593 554: -1,992 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 66.0 11.9 9.6 13.8 4.8 3.1 5.1 0.2 0.4 0.8: 3.6 1.2
Old : 100.0: 59.9 66.0 11.9 9.6 13.8 4.8 3.1 5.1 0.2 0.4 0.8: 3.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 34 34 5 7 9 7 . 8 . . .:
Old : 65: 34 34 5 7 9 7 . 8 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 45.9 52.0 62.1 27.9 38.3 38.3 46.7
Old : 36.0 45.9 52.0 62.1 27.9 38.3 38.3 46.7
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 9, 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 : 182,010: 142,943 120,112 7,106 38,113 14,622 8,432 2,082 3,304 1,082 0 527: 3,994 3,250
Old : 182,010: 142,943 120,112 7,106 38,113 14,622 8,432 2,082 3,304 1,082 0 527: 3,994 3,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -13,469: -8,297 -12,013 -2,937 681 -45 -176 -1,854 -88 -1,002 0 62: -986 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 66.0 3.9 20.9 8.0 4.6 1.1 1.8 0.6 0.0 0.3: 2.2 1.8
Old : 100.0: 78.5 66.0 3.9 20.9 8.0 4.6 1.1 1.8 0.6 0.0 0.3: 2.2 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 : 50: 28 25 . 9 11 4 . . . 0 .:
Old : 50: 28 25 . 9 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 : 44.9 42.9 59.3 63.5 38.6 39.9 48.6 53.6
Old : 44.9 42.9 59.3 63.5 38.6 39.9 48.6 53.6
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, August 9, 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 : 312,896: 226,036 84,341 51,100 169,379 20,815 3,162 22,099 5,935 0 781 335: 5,513 9,211
Old : 312,896: 226,036 84,341 51,100 169,379 20,815 3,162 22,099 5,935 0 781 335: 5,513 9,211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,525: -282 -4,767 -2,462 3,399 -3,666 3,162 2,991 -3,913 0 -898 62: 2,574 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 27.0 16.3 54.1 6.7 1.0 7.1 1.9 0.0 0.2 0.1: 1.8 2.9
Old : 100.0: 72.2 27.0 16.3 54.1 6.7 1.0 7.1 1.9 0.0 0.2 0.1: 1.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 23 21 4 11 14 . 6 . 0 . .:
Old : 50: 23 21 4 11 14 . 6 . 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 42.4 66.6 67.0 44.9 38.3 62.1 58.5
Old : 47.1 42.4 66.6 67.0 44.9 38.3 62.1 58.5
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 9, 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 : 630,816: 483,783 266,431 45,837 222,710 75,204 1,347 41,835 19,568 483 625 829: 3,765 3,614
Old : 630,816: 483,783 266,431 45,837 222,710 75,204 1,347 41,835 19,568 483 625 829: 3,765 3,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -68,940: -44,560 -59,231 -15,287 -8,281 -1,488 -360 7,855 -8,519 483 -296 -571: 1,362 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 42.2 7.3 35.3 11.9 0.2 6.6 3.1 0.1 0.1 0.1: 0.6 0.6
Old : 100.0: 76.7 42.2 7.3 35.3 11.9 0.2 6.6 3.1 0.1 0.1 0.1: 0.6 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 : 73: 39 29 9 12 20 . 7 8 . . .:
Old : 73: 39 29 9 12 20 . 7 8 . . .:
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 : 30.4 38.0 47.4 53.4 25.7 29.2 38.3 39.1
Old : 30.4 38.0 47.4 53.4 25.7 29.2 38.3 39.1
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 9, 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 : 198,417: 146,355 158,481 31,098 13,170 2,024 9,488 14,891 1,898 0 0 0: 7,554 7,953
Old : 198,417: 146,355 158,481 31,098 13,170 2,024 9,488 14,891 1,898 0 0 0: 7,554 7,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -9,171: -6,302 -7,967 235 502 -769 1,549 2,883 -3,077 0 0 0: -807 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 79.9 15.7 6.6 1.0 4.8 7.5 1.0 0.0 0.0 0.0: 3.8 4.0
Old : 100.0: 73.8 79.9 15.7 6.6 1.0 4.8 7.5 1.0 0.0 0.0 0.0: 3.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 22 4 4 . . . . 0 0 0:
Old : 39: 25 22 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 : 50.3 61.7 65.5 79.0 48.1 61.7 61.6 74.6
Old : 50.3 61.7 65.5 79.0 48.1 61.7 61.6 74.6
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 9, 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 : 284,261: 193,701 139,375 26,058 68,997 20,401 6,879 22,339 26,965 0 0 0: 10,257 6,184
Old : 284,261: 193,701 139,375 26,058 68,997 20,401 6,879 22,339 26,965 0 0 0: 10,257 6,184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -30,920: -42,194 -25,430 2,634 -4,289 -3,307 554 -5,031 9,198 0 0 0: 2,195 -2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 49.0 9.2 24.3 7.2 2.4 7.9 9.5 0.0 0.0 0.0: 3.6 2.2
Old : 100.0: 68.1 49.0 9.2 24.3 7.2 2.4 7.9 9.5 0.0 0.0 0.0: 3.6 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 : 58: 31 29 6 11 9 . 4 5 0 0 0:
Old : 58: 31 29 6 11 9 . 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 : 34.5 30.6 53.3 47.0 22.4 18.4 33.2 30.5
Old : 34.5 30.6 53.3 47.0 22.4 18.4 33.2 30.5
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 9, 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 : 146,317: 103,693 57,807 3,109 48,758 19,238 14,376 10,933 3,214 0 86 309: 2,378 5,972
Old : 146,317: 103,693 57,807 3,109 48,758 19,238 14,376 10,933 3,214 0 86 309: 2,378 5,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -19,575: -21,823 -13,399 -345 -3,615 -820 6,937 -1,097 -3,124 0 86 309: -709 2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 39.5 2.1 33.3 13.1 9.8 7.5 2.2 0.0 0.1 0.2: 1.6 4.1
Old : 100.0: 70.9 39.5 2.1 33.3 13.1 9.8 7.5 2.2 0.0 0.1 0.2: 1.6 4.1
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 : 45: 18 22 4 11 9 . . . 0 . .:
Old : 45: 18 22 4 11 9 . . . 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 : 55.1 26.7 72.6 48.4 54.0 24.8 63.9 44.8
Old : 55.1 26.7 72.6 48.4 54.0 24.8 63.9 44.8
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 9, 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 : 981,087: 80,515 123,493 246,316 42,229 87,902 125,491 253,070 265,316 25,462 87,311 70,933: 79,152 50,833
Old : 981,087: 80,515 123,493 246,316 42,229 87,902 125,491 253,070 265,316 25,462 87,311 70,933: 79,152 50,833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 13,083: 14,977 4,193 821 169 13,714 59 7,949 -17,471 -1,368 -4,744 5,174: -2,823 4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.6 25.1 4.3 9.0 12.8 25.8 27.0 2.6 8.9 7.2: 8.1 5.2
Old : 100.0: 8.2 12.6 25.1 4.3 9.0 12.8 25.8 27.0 2.6 8.9 7.2: 8.1 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 : 309: 51 44 26 8 28 61 77 80 27 43 52:
Old : 309: 51 44 26 8 28 61 77 80 27 43 52:
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 : 17.6 21.9 30.5 33.0 14.0 12.1 21.7 19.7
Old : 17.6 21.9 30.5 33.0 14.0 12.1 21.7 19.7
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 9, 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 : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Old : 38,938: 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0: 9,518 3,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 365: 0 0 0 0 0 0 0 0 0 0 0: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Old : 100.0: 39.3 44.6 24.0 32.3 12.3 0.0 2.0 0.0 0.0 0.0 0.0: 24.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 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 : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
Old : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
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 9, 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: August 2, 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: 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 9, 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: August 2, 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: 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 9, 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 : 110,353: 59,844 44,285 15,914 41,540 14,900 4,371 319 4,121 0 0 0: 11,203 5,188
Old : 110,353: 59,844 44,285 15,914 41,540 14,900 4,371 319 4,121 0 0 0: 11,203 5,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 316: 224 -16 0 0 0 -12 -76 104 0 0 0: 0 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 40.1 14.4 37.6 13.5 4.0 0.3 3.7 0.0 0.0 0.0: 10.2 4.7
Old : 100.0: 54.2 40.1 14.4 37.6 13.5 4.0 0.3 3.7 0.0 0.0 0.0: 10.2 4.7
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 : 34: 15 13 4 8 6 . . . 0 0 0:
Old : 34: 15 13 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 : 37.5 38.9 59.4 60.6 29.9 36.4 43.1 51.4
Old : 37.5 38.9 59.4 60.6 29.9 36.4 43.1 51.4
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 9, 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 : 2,459,050: 644,923 436,178 133,024 778,021 473,283 307,946 32,257 478,180 191,116 40,140 193,696: 36,882 27,295
Old : 2,459,050: 644,923 436,178 133,024 778,021 473,283 307,946 32,257 478,180 191,116 40,140 193,696: 36,882 27,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 11,771: 7,173 -3,391 8,603 -4,852 3,019 5,528 9,387 -8,070 -5,027 12,030 1,567: -1,022 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 17.7 5.4 31.6 19.2 12.5 1.3 19.4 7.8 1.6 7.9: 1.5 1.1
Old : 100.0: 26.2 17.7 5.4 31.6 19.2 12.5 1.3 19.4 7.8 1.6 7.9: 1.5 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 : 167: 67 61 12 18 27 26 10 31 18 8 21:
Old : 167: 67 61 12 18 27 26 10 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 : 21.9 28.2 33.9 46.6 10.8 20.1 18.9 30.2
Old : 21.9 28.2 33.9 46.6 10.8 20.1 18.9 30.2
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 9, 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 : 954,363: 158,249 154,843 217,905 265,194 276,090 76,600 66,546 76,229 62,047 30,700 78,301: 8,942 6,460
Old : 954,363: 158,249 154,843 217,905 265,194 276,090 76,600 66,546 76,229 62,047 30,700 78,301: 8,942 6,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 24,570: 2,672 3,919 -10,706 -4,676 11,113 8,968 6,889 -3,613 6,776 2,601 5,261: 4,099 3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.2 22.8 27.8 28.9 8.0 7.0 8.0 6.5 3.2 8.2: 0.9 0.7
Old : 100.0: 16.6 16.2 22.8 27.8 28.9 8.0 7.0 8.0 6.5 3.2 8.2: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 24 20 12 11 18 13 12 18 11 12 18:
Old : 97: 24 20 12 11 18 13 12 18 11 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 35.2 49.1 60.4 14.6 27.9 26.1 38.5
Old : 31.8 35.2 49.1 60.4 14.6 27.9 26.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 9, 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 : 22,454: 21,267 12,093 180 9,161 423 32 10 115 135 0 15: 287 637
Old : 22,454: 21,267 12,093 180 9,161 423 32 10 115 135 0 15: 287 637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -857: -813 -464 0 -577 -54 -25 0 15 30 0 0: -10 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 53.9 0.8 40.8 1.9 0.1 0.0 0.5 0.6 0.0 0.1: 1.3 2.8
Old : 100.0: 94.7 53.9 0.8 40.8 1.9 0.1 0.0 0.5 0.6 0.0 0.1: 1.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 25 . 10 . . . . . 0 .:
Old : 48: 32 25 . 10 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 45.8 69.0 68.1 47.3 43.3 59.7 64.4
Old : 51.5 45.8 69.0 68.1 47.3 43.3 59.7 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, August 9, 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 : 12,253: 10,303 5,170 624 6,202 409 438 0 97 202 20 30: 150 325
Old : 12,253: 10,303 5,170 624 6,202 409 438 0 97 202 20 30: 150 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 76: 81 111 0 -45 0 -15 0 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 42.2 5.1 50.6 3.3 3.6 0.0 0.8 1.6 0.2 0.2: 1.2 2.7
Old : 100.0: 84.1 42.2 5.1 50.6 3.3 3.6 0.0 0.8 1.6 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 : 49.3 63.7 69.3 84.0 39.4 58.8 54.6 65.0
Old : 49.3 63.7 69.3 84.0 39.4 58.8 54.6 65.0
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 9, 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 : 8,362: 5,298 5,493 1,947 1,555 624 15 0 125 0 95 0: 353 470
Old : 8,362: 5,298 5,493 1,947 1,555 624 15 0 125 0 95 0: 353 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 418: 178 84 34 105 81 15 0 125 0 0 0: -15 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 65.7 23.3 18.6 7.5 0.2 0.0 1.5 0.0 1.1 0.0: 4.2 5.6
Old : 100.0: 63.4 65.7 23.3 18.6 7.5 0.2 0.0 1.5 0.0 1.1 0.0: 4.2 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 : 29: 16 15 5 4 6 . 0 . 0 . 0:
Old : 29: 16 15 5 4 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 : 55.3 49.6 72.8 68.9 51.3 45.8 62.7 59.7
Old : 55.3 49.6 72.8 68.9 51.3 45.8 62.7 59.7
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 9, 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 : 11,360: 9,659 4,435 157 5,329 483 0 0 0 135 0 0: 926 1,113
Old : 11,360: 9,659 4,435 157 5,329 483 0 0 0 135 0 0: 926 1,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 33: 40 150 0 -90 0 0 0 0 -10 0 0: 3 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 39.0 1.4 46.9 4.3 0.0 0.0 0.0 1.2 0.0 0.0: 8.2 9.8
Old : 100.0: 85.0 39.0 1.4 46.9 4.3 0.0 0.0 0.0 1.2 0.0 0.0: 8.2 9.8
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 : 28: 14 11 . 6 4 0 0 0 . 0 0:
Old : 28: 14 11 . 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 : 66.8 58.6 79.8 76.5 64.1 58.6 76.2 73.9
Old : 66.8 58.6 79.8 76.5 64.1 58.6 76.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011