NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 16, 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 : 4,532,442: 1,784,817 960,247 249,874 1,170,811 615,547 364,233 161,249 1,122,179 20,817 137,068 325,283: 49,692 40,058
Old : 4,532,442: 1,784,817 960,247 249,874 1,170,811 615,547 364,233 161,249 1,122,179 20,817 137,068 325,283: 49,692 40,058
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -51,973: -43,062 -54,174 -9,970 -32,556 14,483 -57,984 4,844 50,904 -6,530 -33,161 -14,884: 15,070 12,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 21.2 5.5 25.8 13.6 8.0 3.6 24.8 0.5 3.0 7.2: 1.1 0.9
Old : 100.0: 39.4 21.2 5.5 25.8 13.6 8.0 3.6 24.8 0.5 3.0 7.2: 1.1 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 : 230: 108 106 12 25 32 25 13 36 13 26 30:
Old : 230: 108 106 12 25 32 25 13 36 13 26 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.1 35.9 35.8 12.8 16.9 18.8 24.1
Old : 21.1 21.1 35.9 35.8 12.8 16.9 18.8 24.1
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, August 16, 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 : 344,795: 198,385 231,736 45,048 29,652 46,852 16,797 6,145 20,293 731 361 1,831: 14,858 7,925
Old : 344,795: 198,385 231,736 45,048 29,652 46,852 16,797 6,145 20,293 731 361 1,831: 14,858 7,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,714: -7,025 5,413 4,383 -3,229 -577 283 -4,609 2,767 196 -978 -888: 2,575 3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 67.2 13.1 8.6 13.6 4.9 1.8 5.9 0.2 0.1 0.5: 4.3 2.3
Old : 100.0: 57.5 67.2 13.1 8.6 13.6 4.9 1.8 5.9 0.2 0.1 0.5: 4.3 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 : 64: 32 34 5 7 9 9 . 9 . . .:
Old : 64: 32 34 5 7 9 9 . 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 : 33.2 44.6 49.1 61.0 24.9 37.3 36.7 44.6
Old : 33.2 44.6 49.1 61.0 24.9 37.3 36.7 44.6
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 16, 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 : 181,221: 142,838 120,821 7,021 38,146 14,217 7,565 1,210 2,800 1,853 0 651: 4,276 3,376
Old : 181,221: 142,838 120,821 7,021 38,146 14,217 7,565 1,210 2,800 1,853 0 651: 4,276 3,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -789: -105 709 -85 33 -405 -867 -872 -504 771 0 124: 282 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 66.7 3.9 21.0 7.8 4.2 0.7 1.5 1.0 0.0 0.4: 2.4 1.9
Old : 100.0: 78.8 66.7 3.9 21.0 7.8 4.2 0.7 1.5 1.0 0.0 0.4: 2.4 1.9
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 : 49: 28 24 4 8 11 . . . . 0 .:
Old : 49: 28 24 4 8 11 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 44.3 60.6 62.7 39.3 42.5 50.7 56.9
Old : 45.9 44.3 60.6 62.7 39.3 42.5 50.7 56.9
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 16, 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 : 314,820: 230,995 90,322 50,182 165,911 21,348 1,328 22,430 7,300 360 1,929 401: 2,906 5,179
Old : 314,820: 230,995 90,322 50,182 165,911 21,348 1,328 22,430 7,300 360 1,929 401: 2,906 5,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,924: 4,959 5,981 -918 -3,468 533 -1,834 331 1,365 360 1,148 66: -2,607 -4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 28.7 15.9 52.7 6.8 0.4 7.1 2.3 0.1 0.6 0.1: 0.9 1.6
Old : 100.0: 73.4 28.7 15.9 52.7 6.8 0.4 7.1 2.3 0.1 0.6 0.1: 0.9 1.6
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 : 53: 23 22 4 11 13 . 6 . . . .:
Old : 53: 23 22 4 11 13 . 6 . . . .:
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 : 47.5 43.0 67.8 66.4 45.9 38.9 63.1 58.1
Old : 47.5 43.0 67.8 66.4 45.9 38.9 63.1 58.1
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 16, 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 : 637,286: 486,454 278,059 46,090 225,291 78,058 3,261 35,216 17,116 435 334 1,068: 4,804 2,144
Old : 637,286: 486,454 278,059 46,090 225,291 78,058 3,261 35,216 17,116 435 334 1,068: 4,804 2,144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,470: 2,671 11,628 253 2,581 2,854 1,914 -6,619 -2,452 -48 -291 239: 1,039 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 43.6 7.2 35.4 12.2 0.5 5.5 2.7 0.1 0.1 0.2: 0.8 0.3
Old : 100.0: 76.3 43.6 7.2 35.4 12.2 0.5 5.5 2.7 0.1 0.1 0.2: 0.8 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 : 74: 40 31 9 12 20 . 7 7 . . .:
Old : 74: 40 31 9 12 20 . 7 7 . . .:
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 : 29.9 38.6 48.1 53.4 28.0 29.9 39.6 40.8
Old : 29.9 38.6 48.1 53.4 28.0 29.9 39.6 40.8
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, August 16, 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 : 205,374: 147,265 166,724 34,193 10,369 5,067 8,918 13,556 2,317 0 0 0: 7,614 7,341
Old : 205,374: 147,265 166,724 34,193 10,369 5,067 8,918 13,556 2,317 0 0 0: 7,614 7,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,957: 910 8,243 3,095 -2,801 3,043 -570 -1,335 419 0 0 0: 60 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 81.2 16.6 5.0 2.5 4.3 6.6 1.1 0.0 0.0 0.0: 3.7 3.6
Old : 100.0: 71.7 81.2 16.6 5.0 2.5 4.3 6.6 1.1 0.0 0.0 0.0: 3.7 3.6
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 : 39: 26 20 4 . 4 . . . 0 0 0:
Old : 39: 26 20 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 : 49.3 62.6 64.4 80.9 47.0 60.5 60.7 76.5
Old : 49.3 62.6 64.4 80.9 47.0 60.5 60.7 76.5
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 16, 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 : 293,899: 192,201 139,404 29,555 70,123 19,988 5,839 22,203 37,002 0 0 0: 9,314 5,179
Old : 293,899: 192,201 139,404 29,555 70,123 19,988 5,839 22,203 37,002 0 0 0: 9,314 5,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 9,638: -1,500 29 3,497 1,126 -413 -1,040 -136 10,037 0 0 0: -943 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 47.4 10.1 23.9 6.8 2.0 7.6 12.6 0.0 0.0 0.0: 3.2 1.8
Old : 100.0: 65.4 47.4 10.1 23.9 6.8 2.0 7.6 12.6 0.0 0.0 0.0: 3.2 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 : 60: 32 30 7 11 10 4 . 5 0 0 0:
Old : 60: 32 30 7 11 10 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 : 37.5 32.9 56.2 49.1 24.6 18.4 35.0 31.4
Old : 37.5 32.9 56.2 49.1 24.6 18.4 35.0 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, August 16, 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 : 154,438: 119,034 67,293 4,081 48,751 17,869 6,223 8,511 4,973 0 0 0: 2,258 7,041
Old : 154,438: 119,034 67,293 4,081 48,751 17,869 6,223 8,511 4,973 0 0 0: 2,258 7,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 8,121: 15,341 9,486 972 -7 -1,369 -8,153 -2,422 1,759 0 -86 -309: -120 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 43.6 2.6 31.6 11.6 4.0 5.5 3.2 0.0 0.0 0.0: 1.5 4.6
Old : 100.0: 77.1 43.6 2.6 31.6 11.6 4.0 5.5 3.2 0.0 0.0 0.0: 1.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 19 25 4 10 8 . . . 0 0 0:
Old : 43: 19 25 4 10 8 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 28.7 77.3 48.9 59.0 26.4 68.6 45.2
Old : 61.7 28.7 77.3 48.9 59.0 26.4 68.6 45.2
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 16, 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 : 1,000,246: 85,286 128,173 245,458 40,445 95,609 129,154 261,340 263,429 25,277 83,264 78,017: 78,016 49,969
Old : 1,000,246: 85,286 128,173 245,458 40,445 95,609 129,154 261,340 263,429 25,277 83,264 78,017: 78,016 49,969
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 19,159: 4,771 4,680 -858 -1,784 7,707 3,663 8,270 -1,887 -185 -4,047 7,084: -1,136 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.8 24.5 4.0 9.6 12.9 26.1 26.3 2.5 8.3 7.8: 7.8 5.0
Old : 100.0: 8.5 12.8 24.5 4.0 9.6 12.9 26.1 26.3 2.5 8.3 7.8: 7.8 5.0
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 : 333: 50 43 26 8 28 60 86 83 34 51 65:
Old : 333: 50 43 26 8 28 60 86 83 34 51 65:
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 : 17.2 21.4 30.1 32.7 14.0 12.2 21.2 19.4
Old : 17.2 21.4 30.1 32.7 14.0 12.2 21.2 19.4
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 16, 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 9, 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: 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 16, 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 9, 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 16, 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 9, 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 53.9
Old : 49.5 44.2 76.4 67.3 47.3 39.2 61.1 53.9
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 16, 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 : 110,605: 60,054 44,654 15,914 41,540 14,900 4,439 271 4,201 0 0 0: 11,097 5,039
Old : 110,605: 60,054 44,654 15,914 41,540 14,900 4,439 271 4,201 0 0 0: 11,097 5,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 252: 210 369 0 0 0 68 -48 80 0 0 0: -106 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.4 14.4 37.6 13.5 4.0 0.2 3.8 0.0 0.0 0.0: 10.0 4.6
Old : 100.0: 54.3 40.4 14.4 37.6 13.5 4.0 0.2 3.8 0.0 0.0 0.0: 10.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 14 4 8 6 . . . 0 0 0:
Old : 35: 16 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 : 37.4 38.9 59.3 60.5 29.8 36.3 43.0 51.3
Old : 37.4 38.9 59.3 60.5 29.8 36.3 43.0 51.3
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 16, 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 : 2,444,352: 654,545 425,968 133,709 778,609 469,006 305,003 36,854 476,522 187,997 47,583 186,419: 31,151 23,391
Old : 2,444,352: 654,545 425,968 133,709 778,609 469,006 305,003 36,854 476,522 187,997 47,583 186,419: 31,151 23,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -14,698: 9,622 -10,210 685 588 -4,277 -2,943 4,597 -1,658 -3,119 7,443 -7,277: -5,731 -3,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.4 5.5 31.9 19.2 12.5 1.5 19.5 7.7 1.9 7.6: 1.3 1.0
Old : 100.0: 26.8 17.4 5.5 31.9 19.2 12.5 1.5 19.5 7.7 1.9 7.6: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 169: 69 64 12 18 27 25 11 30 18 8 22:
Old : 169: 69 64 12 18 27 25 11 30 18 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 : 21.9 27.9 33.6 46.4 11.0 20.2 19.1 30.3
Old : 21.9 27.9 33.6 46.4 11.0 20.2 19.1 30.3
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 16, 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 : 969,651: 154,578 155,949 216,580 264,828 276,680 77,003 70,541 87,387 71,438 30,787 79,977: 6,008 3,502
Old : 969,651: 154,578 155,949 216,580 264,828 276,680 77,003 70,541 87,387 71,438 30,787 79,977: 6,008 3,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 15,288: -3,671 1,106 -1,325 -366 590 403 3,995 11,158 9,391 87 1,676: -2,934 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.1 22.3 27.3 28.5 7.9 7.3 9.0 7.4 3.2 8.2: 0.6 0.4
Old : 100.0: 15.9 16.1 22.3 27.3 28.5 7.9 7.3 9.0 7.4 3.2 8.2: 0.6 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 : 97: 24 21 12 11 19 12 13 18 10 13 19:
Old : 97: 24 21 12 11 19 12 13 18 10 13 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.7 50.1 60.4 14.5 28.5 25.2 38.5
Old : 31.6 35.7 50.1 60.4 14.5 28.5 25.2 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 16, 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 : 22,668: 21,306 12,116 194 9,194 579 0 10 30 160 0 15: 384 724
Old : 22,668: 21,306 12,116 194 9,194 579 0 10 30 160 0 15: 384 724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 214: 39 23 14 33 156 -32 0 -85 25 0 0: 97 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 53.4 0.9 40.6 2.6 0.0 0.0 0.1 0.7 0.0 0.1: 1.7 3.2
Old : 100.0: 94.0 53.4 0.9 40.6 2.6 0.0 0.0 0.1 0.7 0.0 0.1: 1.7 3.2
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 : 46: 31 25 . 9 4 0 . . . 0 .:
Old : 46: 31 25 . 9 4 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 45.1 68.0 68.3 45.9 42.6 58.6 64.6
Old : 49.9 45.1 68.0 68.3 45.9 42.6 58.6 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, August 16, 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 : 12,268: 10,670 5,078 580 6,293 408 7 0 114 303 20 30: 156 325
Old : 12,268: 10,670 5,078 580 6,293 408 7 0 114 303 20 30: 156 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 15: 367 -92 -44 91 -1 -431 0 17 101 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 41.4 4.7 51.3 3.3 0.1 0.0 0.9 2.5 0.2 0.2: 1.3 2.6
Old : 100.0: 87.0 41.4 4.7 51.3 3.3 0.1 0.0 0.9 2.5 0.2 0.2: 1.3 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 : 30: 17 17 . 5 . . 0 . . . .:
Old : 30: 17 17 . 5 . . 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 : 51.8 62.6 72.1 83.9 41.6 58.4 56.9 63.9
Old : 51.8 62.6 72.1 83.9 41.6 58.4 56.9 63.9
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 16, 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 : 8,427: 5,138 5,599 2,268 1,608 518 0 0 150 0 95 0: 353 457
Old : 8,427: 5,138 5,599 2,268 1,608 518 0 0 150 0 95 0: 353 457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 65: -160 106 321 53 -106 -15 0 25 0 0 0: 0 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 66.4 26.9 19.1 6.1 0.0 0.0 1.8 0.0 1.1 0.0: 4.2 5.4
Old : 100.0: 61.0 66.4 26.9 19.1 6.1 0.0 0.0 1.8 0.0 1.1 0.0: 4.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 5 4 5 0 0 . 0 . 0:
Old : 29: 16 15 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 : 55.6 49.7 74.2 70.0 50.9 45.8 64.5 63.0
Old : 55.6 49.7 74.2 70.0 50.9 45.8 64.5 63.0
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 16, 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 : 11,441: 9,598 4,444 157 5,351 483 0 0 0 145 0 0: 1,058 1,163
Old : 11,441: 9,598 4,444 157 5,351 483 0 0 0 145 0 0: 1,058 1,163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 81: -61 9 0 22 0 0 0 0 10 0 0: 132 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 38.8 1.4 46.8 4.2 0.0 0.0 0.0 1.3 0.0 0.0: 9.2 10.2
Old : 100.0: 83.9 38.8 1.4 46.8 4.2 0.0 0.0 0.0 1.3 0.0 0.0: 9.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 65.8 59.0 78.6 76.8 63.1 59.0 75.1 74.2
Old : 65.8 59.0 78.6 76.8 63.1 59.0 75.1 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011