NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 6, 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 : 4,391,339: 1,690,812 915,903 291,435 1,113,889 629,054 310,024 192,842 1,089,870 21,147 100,028 323,341: 35,656 26,412
Old : 4,391,339: 1,690,812 915,903 291,435 1,113,889 629,054 310,024 192,842 1,089,870 21,147 100,028 323,341: 35,656 26,412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,027: 27,772 -31,618 -13,018 -20,319 22,267 -52,486 11,021 35,795 2,909 8,013 -11,089: -8,123 -10,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 20.9 6.6 25.4 14.3 7.1 4.4 24.8 0.5 2.3 7.4: 0.8 0.6
Old : 100.0: 38.5 20.9 6.6 25.4 14.3 7.1 4.4 24.8 0.5 2.3 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 : 227: 107 101 12 26 33 31 9 37 13 22 28:
Old : 227: 107 101 12 26 33 31 9 37 13 22 28:
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 21.7 36.8 37.4 12.6 16.9 19.0 24.1
Old : 22.3 21.7 36.8 37.4 12.6 16.9 19.0 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, September 6, 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 : 334,358: 198,559 235,851 50,060 16,474 46,529 7,024 11,012 17,559 823 0 2,181: 11,623 4,752
Old : 334,358: 198,559 235,851 50,060 16,474 46,529 7,024 11,012 17,559 823 0 2,181: 11,623 4,752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,525: -6,961 -11,847 3,517 2,164 -5,385 -1,404 4,063 -2,329 -10 -721 504: -3,457 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 70.5 15.0 4.9 13.9 2.1 3.3 5.3 0.2 0.0 0.7: 3.5 1.4
Old : 100.0: 59.4 70.5 15.0 4.9 13.9 2.1 3.3 5.3 0.2 0.0 0.7: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 31 30 6 6 10 4 . 5 . 0 .:
Old : 59: 31 30 6 6 10 4 . 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 : 37.0 48.3 54.7 63.4 31.1 41.9 43.6 50.4
Old : 37.0 48.3 54.7 63.4 31.1 41.9 43.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, September 6, 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 : 182,752: 142,661 130,164 9,414 34,647 12,138 11,461 0 1,434 59 0 1,009: 4,576 3,360
Old : 182,752: 142,661 130,164 9,414 34,647 12,138 11,461 0 1,434 59 0 1,009: 4,576 3,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,850: -5,931 1,442 4,087 -4,189 -974 890 -450 -711 -1,390 0 546: -367 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 71.2 5.2 19.0 6.6 6.3 0.0 0.8 0.0 0.0 0.6: 2.5 1.8
Old : 100.0: 78.1 71.2 5.2 19.0 6.6 6.3 0.0 0.8 0.0 0.0 0.6: 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 : 44: 24 24 4 8 10 . 0 . . 0 .:
Old : 44: 24 24 4 8 10 . 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 : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
Old : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
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, September 6, 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 : 312,737: 234,610 103,753 52,328 159,532 14,391 6,361 25,392 2,442 0 1,830 31: 2,574 5,366
Old : 312,737: 234,610 103,753 52,328 159,532 14,391 6,361 25,392 2,442 0 1,830 31: 2,574 5,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -11,178: -5,360 -1,848 2,330 805 -5,605 1,870 -1,148 -2,871 0 -825 31: -1,573 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 33.2 16.7 51.0 4.6 2.0 8.1 0.8 0.0 0.6 0.0: 0.8 1.7
Old : 100.0: 75.0 33.2 16.7 51.0 4.6 2.0 8.1 0.8 0.0 0.6 0.0: 0.8 1.7
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 : 52: 24 26 4 11 13 . 4 . 0 . .:
Old : 52: 24 26 4 11 13 . 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
Old : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, September 6, 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 : 584,839: 446,737 223,463 22,650 249,103 79,253 6,284 6,411 24,765 1,280 192 455: 3,415 1,197
Old : 584,839: 446,737 223,463 22,650 249,103 79,253 6,284 6,411 24,765 1,280 192 455: 3,415 1,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -32,933: -11,977 -31,214 -9,608 12,790 -5,428 3 -3,359 -4,862 327 168 -427: -961 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 38.2 3.9 42.6 13.6 1.1 1.1 4.2 0.2 0.0 0.1: 0.6 0.2
Old : 100.0: 76.4 38.2 3.9 42.6 13.6 1.1 1.1 4.2 0.2 0.0 0.1: 0.6 0.2
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 : 70: 39 30 6 15 20 . 4 5 . . .:
Old : 70: 39 30 6 15 20 . 4 5 . . .:
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 : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
Old : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
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, September 6, 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 : 209,075: 141,733 166,178 42,692 11,523 4,910 3,744 12,385 7,606 0 0 0: 8,390 6,473
Old : 209,075: 141,733 166,178 42,692 11,523 4,910 3,744 12,385 7,606 0 0 0: 8,390 6,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -9,128: -14,182 -11,341 9,266 947 -1,086 -151 5,090 -3,507 0 0 0: 532 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 79.5 20.4 5.5 2.3 1.8 5.9 3.6 0.0 0.0 0.0: 4.0 3.1
Old : 100.0: 67.8 79.5 20.4 5.5 2.3 1.8 5.9 3.6 0.0 0.0 0.0: 4.0 3.1
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 : 38: 23 22 5 . 4 . . . 0 0 0:
Old : 38: 23 22 5 . 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 : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
Old : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
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, September 6, 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 : 275,594: 170,712 137,761 41,718 66,278 14,626 4,621 15,811 33,364 496 0 0: 10,057 7,754
Old : 275,594: 170,712 137,761 41,718 66,278 14,626 4,621 15,811 33,364 496 0 0: 10,057 7,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,293: -12,242 -5,339 2,104 -3,819 -4,688 -3,102 -3,519 297 248 0 0: 2,090 1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 50.0 15.1 24.0 5.3 1.7 5.7 12.1 0.2 0.0 0.0: 3.6 2.8
Old : 100.0: 61.9 50.0 15.1 24.0 5.3 1.7 5.7 12.1 0.2 0.0 0.0: 3.6 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 : 58: 28 28 7 11 10 4 . 5 . 0 0:
Old : 58: 28 28 7 11 10 4 . 5 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 31.4
Old : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 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, September 6, 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 : 157,295: 111,321 71,802 14,962 48,905 15,922 7,484 7,869 5,575 0 33 277: 1,754 6,912
Old : 157,295: 111,321 71,802 14,962 48,905 15,922 7,484 7,869 5,575 0 33 277: 1,754 6,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -10,691: -8,379 -4,158 1,743 -951 -2,915 -340 -630 -51 0 33 277: -1,026 -2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 45.6 9.5 31.1 10.1 4.8 5.0 3.5 0.0 0.0 0.2: 1.1 4.4
Old : 100.0: 70.8 45.6 9.5 31.1 10.1 4.8 5.0 3.5 0.0 0.0 0.2: 1.1 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 : 39: 19 18 . 11 8 . . . 0 . .:
Old : 39: 19 18 . 11 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 : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
Old : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
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, September 6, 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 : 977,952: 82,784 125,339 237,421 43,063 97,649 127,620 251,612 260,801 26,871 85,896 67,979: 76,827 45,613
Old : 977,952: 82,784 125,339 237,421 43,063 97,649 127,620 251,612 260,801 26,871 85,896 67,979: 76,827 45,613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,742: 5,112 -1,565 -3,782 921 1,738 1,588 5,846 -5,789 4,488 3,552 -1,333: 720 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.8 24.3 4.4 10.0 13.0 25.7 26.7 2.7 8.8 7.0: 7.9 4.7
Old : 100.0: 8.5 12.8 24.3 4.4 10.0 13.0 25.7 26.7 2.7 8.8 7.0: 7.9 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 : 319: 50 45 26 9 29 56 81 77 34 43 58:
Old : 319: 50 45 26 9 29 56 81 77 34 43 58:
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 19.8 32.2 32.2 13.9 11.9 20.9 18.7
Old : 18.3 19.8 32.2 32.2 13.9 11.9 20.9 18.7
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, September 6, 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 : 35,664: 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,313
Old : 35,664: 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0: 8,570 3,313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,274: -2,026 -2,156 -300 -994 0 0 0 0 0 0 0: -948 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0: 24.0 9.3
Old : 100.0: 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0: 24.0 9.3
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 : 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 : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
Old : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
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, September 6, 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 : 31,584: 19,919 19,300 2,280 2,989 2,641 1,707 174 1,558 0 0 0: 3,479 4,922
Old : 31,584: 19,919 19,300 2,280 2,989 2,641 1,707 174 1,558 0 0 0: 3,479 4,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,833: -1,300 -2,142 0 394 -454 -440 174 -324 0 0 0: -315 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 61.1 7.2 9.5 8.4 5.4 0.6 4.9 0.0 0.0 0.0: 11.0 15.6
Old : 100.0: 63.1 61.1 7.2 9.5 8.4 5.4 0.6 4.9 0.0 0.0 0.0: 11.0 15.6
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 : 22: 10 11 . . 4 . . . 0 0 0:
Old : 22: 10 11 . . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 47.4 75.7 68.8 54.0 45.6 63.2 60.2
Old : 55.6 47.4 75.7 68.8 54.0 45.6 63.2 60.2
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, September 6, 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 : 66,313: 39,281 24,015 14,971 12,415 7,025 0 8,069 2,059 0 0 0: 2,977 12,730
Old : 66,313: 39,281 24,015 14,971 12,415 7,025 0 8,069 2,059 0 0 0: 2,977 12,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,898: -2,377 -4,250 -1,785 -9,620 -225 0 58 -600 0 0 0: -911 8,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 36.2 22.6 18.7 10.6 0.0 12.2 3.1 0.0 0.0 0.0: 4.5 19.2
Old : 100.0: 59.2 36.2 22.6 18.7 10.6 0.0 12.2 3.1 0.0 0.0 0.0: 4.5 19.2
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 : 29: 10 14 4 4 5 0 . . 0 0 0:
Old : 29: 10 14 4 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 : 51.0 40.3 79.2 59.1 49.0 31.4 63.7 44.6
Old : 51.0 40.3 79.2 59.1 49.0 31.4 63.7 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, September 6, 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 : 103,913: 57,413 42,695 15,047 32,089 13,349 4,371 0 3,720 0 0 0: 10,013 12,060
Old : 103,913: 57,413 42,695 15,047 32,089 13,349 4,371 0 3,720 0 0 0: 10,013 12,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -7,173: -3,816 -2,679 -867 -9,391 -1,551 -361 -343 -350 0 0 0: -228 7,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.1 14.5 30.9 12.8 4.2 0.0 3.6 0.0 0.0 0.0: 9.6 11.6
Old : 100.0: 55.3 41.1 14.5 30.9 12.8 4.2 0.0 3.6 0.0 0.0 0.0: 9.6 11.6
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 : 33: 15 12 4 7 6 4 0 . 0 0 0:
Old : 33: 15 12 4 7 6 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 : 38.8 38.1 60.6 58.8 29.8 35.2 45.1 46.8
Old : 38.8 38.1 60.6 58.8 29.8 35.2 45.1 46.8
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, September 6, 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 : 2,364,868: 652,608 387,421 90,105 749,925 474,899 330,573 34,741 461,608 162,594 68,888 161,507: 30,974 25,879
Old : 2,364,868: 652,608 387,421 90,105 749,925 474,899 330,573 34,741 461,608 162,594 68,888 161,507: 30,974 25,879
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -28,488: 8,268 -29,136 -37,899 9,334 14,132 36,768 14,026 -42,583 -3,596 8,885 -2,733: -845 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.4 3.8 31.7 20.1 14.0 1.5 19.5 6.9 2.9 6.8: 1.3 1.1
Old : 100.0: 27.6 16.4 3.8 31.7 20.1 14.0 1.5 19.5 6.9 2.9 6.8: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 164: 66 58 12 18 27 24 12 29 16 12 23:
Old : 164: 66 58 12 18 27 24 12 29 16 12 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 28.0 33.3 46.1 11.6 20.3 20.6 29.9
Old : 21.4 28.0 33.3 46.1 11.6 20.3 20.6 29.9
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, September 6, 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 : 965,690: 126,645 164,252 223,762 261,382 270,705 89,534 78,401 89,250 82,283 17,018 79,516: 3,995 5,166
Old : 965,690: 126,645 164,252 223,762 261,382 270,705 89,534 78,401 89,250 82,283 17,018 79,516: 3,995 5,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 14,586: -23,082 10,962 28,856 6,422 -4,020 1,414 -5,415 7,996 6,299 -704 -1,032: -1,845 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.0 23.2 27.1 28.0 9.3 8.1 9.2 8.5 1.8 8.2: 0.4 0.5
Old : 100.0: 13.1 17.0 23.2 27.1 28.0 9.3 8.1 9.2 8.5 1.8 8.2: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 23 21 13 10 19 12 12 18 12 12 17:
Old : 99: 23 21 13 10 19 12 12 18 12 12 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 : 32.0 35.9 52.5 62.3 16.3 29.0 27.0 40.8
Old : 32.0 35.9 52.5 62.3 16.3 29.0 27.0 40.8
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, September 6, 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 : 22,097: 20,575 11,448 194 9,017 781 0 10 30 105 0 90: 322 721
Old : 22,097: 20,575 11,448 194 9,017 781 0 10 30 105 0 90: 322 721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,115: -1,118 -896 0 -331 2 0 0 0 -35 0 75: -39 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 51.8 0.9 40.8 3.5 0.0 0.0 0.1 0.5 0.0 0.4: 1.5 3.3
Old : 100.0: 93.1 51.8 0.9 40.8 3.5 0.0 0.0 0.1 0.5 0.0 0.4: 1.5 3.3
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 : 47: 31 25 . 9 5 0 . . . 0 .:
Old : 47: 31 25 . 9 5 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 : 43.5 41.6 63.6 65.3 37.9 38.0 52.4 59.2
Old : 43.5 41.6 63.6 65.3 37.9 38.0 52.4 59.2
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, September 6, 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 : 11,116: 9,603 4,410 570 5,850 363 0 8 126 245 0 25: 184 334
Old : 11,116: 9,603 4,410 570 5,850 363 0 8 126 245 0 25: 184 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,184: -1,067 -658 -85 -503 0 0 5 17 -43 -20 -5: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 39.7 5.1 52.6 3.3 0.0 0.1 1.1 2.2 0.0 0.2: 1.7 3.0
Old : 100.0: 86.4 39.7 5.1 52.6 3.3 0.0 0.1 1.1 2.2 0.0 0.2: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . 5 . 0 . . . 0 .:
Old : 30: 18 16 . 5 . 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 : 51.8 62.0 73.5 84.3 41.0 60.0 57.4 65.9
Old : 51.8 62.0 73.5 84.3 41.0 60.0 57.4 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, September 6, 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 : 8,222: 5,163 5,289 2,101 1,779 485 45 0 120 0 95 0: 308 454
Old : 8,222: 5,163 5,289 2,101 1,779 485 45 0 120 0 95 0: 308 454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -670: -200 -675 -406 52 -24 15 0 -10 0 0 0: -45 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 64.3 25.6 21.6 5.9 0.5 0.0 1.5 0.0 1.2 0.0: 3.7 5.5
Old : 100.0: 62.8 64.3 25.6 21.6 5.9 0.5 0.0 1.5 0.0 1.2 0.0: 3.7 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 : 31: 18 14 5 4 5 . 0 . 0 . 0:
Old : 31: 18 14 5 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 : 52.7 52.3 71.5 72.4 47.6 48.6 63.6 66.5
Old : 52.7 52.3 71.5 72.4 47.6 48.6 63.6 66.5
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, September 6, 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 : 11,351: 8,747 4,727 1,116 5,248 283 0 0 0 30 0 20: 1,155 1,073
Old : 11,351: 8,747 4,727 1,116 5,248 283 0 0 0 30 0 20: 1,155 1,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -536: -607 30 264 -404 -62 0 0 0 -115 0 20: -36 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 41.6 9.8 46.2 2.5 0.0 0.0 0.0 0.3 0.0 0.2: 10.2 9.5
Old : 100.0: 77.1 41.6 9.8 46.2 2.5 0.0 0.0 0.0 0.3 0.0 0.2: 10.2 9.5
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 : 29: 14 10 . 7 . 0 0 0 . 0 .:
Old : 29: 14 10 . 7 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 55.4 78.7 73.4 56.8 55.4 72.2 71.3
Old : 62.8 55.4 78.7 73.4 56.8 55.4 72.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011