Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,711,336 : : Positions : :1,767,910 967,427 275,947 1,391,006 603,776 500,185 144,317 1,155,587 48,841 103,030 318,720 : : : : Changes from: July 19, 2011 : : -48,481 -24,585 10,632 -46,669 1,818 16,224 -5,205 -36,312 -22,819 31,306 3,592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 20.5 5.9 29.5 12.8 10.6 3.1 24.5 1.0 2.2 6.8 : : : : Number of Traders in Each Category Total Traders: 232 : : 106 103 15 25 34 27 11 35 13 28 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 370,309 : : Positions : : 225,185 237,889 35,681 31,155 56,597 14,151 13,196 20,926 547 3,633 1,869 : : : : Changes from: July 19, 2011 : : -6,165 4,878 -78 -6,694 1,838 2,190 -3,779 2,192 310 2,283 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 64.2 9.6 8.4 15.3 3.8 3.6 5.7 0.1 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 31 5 8 11 6 5 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 192,434 : : Positions : : 146,229 131,074 11,737 34,888 14,181 9,429 4,302 3,946 2,265 0 556 : : : : Changes from: July 19, 2011 : : -540 5,306 2,285 -1,192 -295 2,961 -227 -430 -850 0 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 68.1 6.1 18.1 7.4 4.9 2.2 2.1 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 28 4 8 11 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 321,510 : : Positions : : 230,419 90,656 54,164 167,083 25,068 0 20,985 9,349 0 2,253 182 : : : : Changes from: July 19, 2011 : : 8,993 -3,325 -3,457 3,015 598 0 5,006 -982 0 -581 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 28.2 16.8 52.0 7.8 0.0 6.5 2.9 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 22 5 11 14 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 675,868 : : Positions : : 450,576 301,809 125,583 229,065 74,047 239 44,965 20,404 0 1,090 1,588 : : : : Changes from: July 19, 2011 : : 13,146 10,424 6,207 3,804 -2,154 224 4,519 -1,478 -134 809 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 44.7 18.6 33.9 11.0 0.0 6.7 3.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 38 30 10 12 20 . 7 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 201,354 : : Positions : : 149,171 108,410 30,835 66,979 2,731 6,181 8,942 5,750 0 0 0 : : : : Changes from: July 19, 2011 : : 2,658 -1,157 -1,112 4,077 646 -220 -2,255 1,327 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 53.8 15.3 33.3 1.4 3.1 4.4 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 4 4 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 316,624 : : Positions : : 234,778 154,341 22,048 77,690 29,121 4,934 28,628 19,202 0 0 0 : : : : Changes from: July 19, 2011 : : -1,451 1,930 -62 533 62 1,311 -5,300 854 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 48.7 7.0 24.5 9.2 1.6 9.0 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 27 6 13 12 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 163,478 : : Positions : : 124,176 61,909 2,663 56,373 20,511 7,409 15,226 5,603 0 158 302 : : : : Changes from: July 19, 2011 : : 16,973 12,170 248 2,139 -613 -2,539 -622 -79 0 156 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 37.9 1.6 34.5 12.5 4.5 9.3 3.4 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 . 15 11 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 951,287 : : Positions : : 60,997 119,499 237,830 44,742 77,633 117,822 211,088 287,680 17,596 99,311 68,234 : : : : Changes from: July 19, 2011 : : 2,190 -456 -6,711 -1,478 -2,653 -7,630 -3,260 -10,125 4,183 -4,404 -6,810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 12.6 25.0 4.7 8.2 12.4 22.2 30.2 1.8 10.4 7.2 : : : : Number of Traders in Each Category Total Traders: 295 : : 44 42 21 12 28 61 61 79 33 40 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 41,797 : : Positions : : 17,399 19,608 9,646 13,598 4,781 0 0 0 0 0 0 : : : : Changes from: July 19, 2011 : : 0 0 0 160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 46.9 23.1 32.5 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 36,871 : : Positions : : 18,953 23,726 6,278 2,190 3,562 1,491 178 2,220 0 0 0 : : : : Changes from: July 19, 2011 : : 0 0 0 0 0 -166 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 64.3 17.0 5.9 9.7 4.0 0.5 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 78,449 : : Positions : : 42,153 32,057 19,889 23,063 8,858 0 7,393 2,785 0 0 0 : : : : Changes from: July 19, 2011 : : 0 248 0 0 0 0 -186 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 40.9 25.4 29.4 11.3 0.0 9.4 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 14 7 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 117,273 : : Positions : : 63,828 47,291 17,152 43,805 16,204 4,191 442 3,283 0 0 0 : : : : Changes from: July 19, 2011 : : 7 119 0 0 0 -260 -62 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 40.3 14.6 37.4 13.8 3.6 0.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,545,941 : : Positions : : 681,481 463,934 131,755 808,199 480,875 286,485 27,781 516,288 212,228 22,596 202,164 : : : : Changes from: July 19, 2011 : : -4,856 8,548 -8,836 -18,122 5,343 -11,473 1,572 16,977 6,796 -6,398 -8,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 18.2 5.2 31.7 18.9 11.3 1.1 20.3 8.3 0.9 7.9 : : : : Number of Traders in Each Category Total Traders: 177 : : 76 67 12 19 29 26 10 30 21 8 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,022,283 : : Positions : : 164,348 156,168 224,162 296,133 301,913 99,257 60,835 86,851 58,939 33,432 82,514 : : : : Changes from: July 19, 2011 : : 5,194 2,966 -11,902 8,407 15,519 895 -5,650 11,347 11,807 611 -10,934 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.3 21.9 29.0 29.5 9.7 6.0 8.5 5.8 3.3 8.1 : : : : Number of Traders in Each Category Total Traders: 100 : : 24 22 13 13 19 12 14 19 11 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 23,083 : : Positions : : 21,522 12,388 180 9,467 552 57 10 60 135 0 315 : : : : Changes from: July 19, 2011 : : 369 433 1 51 29 0 0 0 80 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 53.7 0.8 41.0 2.4 0.2 0.0 0.3 0.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 24 . 10 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 13,367 : : Positions : : 11,430 5,766 584 6,664 430 558 0 12 173 105 30 : : : : Changes from: July 19, 2011 : : -30 -200 0 75 0 0 0 -48 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 43.1 4.4 49.9 3.2 4.2 0.0 0.1 1.3 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,386 : : Positions : : 5,446 5,599 1,998 1,788 540 0 0 0 0 95 0 : : : : Changes from: July 19, 2011 : : 38 199 92 -79 60 0 0 0 0 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 66.8 23.8 21.3 6.4 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 4 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 11,712 : : Positions : : 9,773 4,079 245 5,775 510 0 0 0 170 0 0 : : : : Changes from: July 19, 2011 : : -36 -126 0 70 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 34.8 2.1 49.3 4.4 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2011