Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 4,505,478 : : Positions : :1,728,464 933,940 272,458 1,316,435 574,246 484,048 139,933 1,068,292 36,960 147,434 304,901 : : : : Changes from: July 26, 2011 : : -39,446 -33,487 -3,489 -74,571 -29,530 -16,137 -4,384 -87,295 -11,881 44,404 -13,819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 20.7 6.0 29.2 12.7 10.7 3.1 23.7 0.8 3.3 6.8 : : : : Number of Traders in Each Category Total Traders: 226 : : 106 104 11 25 32 28 9 35 11 28 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 366,299 : : Positions : : 226,143 240,508 36,056 28,791 56,066 11,469 13,147 19,487 638 1,932 2,165 : : : : Changes from: July 26, 2011 : : 958 2,619 375 -2,364 -531 -2,682 -49 -1,439 91 -1,701 296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 65.7 9.8 7.9 15.3 3.1 3.6 5.3 0.2 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 32 4 8 11 7 4 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 195,479 : : Positions : : 151,240 132,125 10,043 37,432 14,667 8,608 3,936 3,392 2,084 0 465 : : : : Changes from: July 26, 2011 : : 5,011 1,051 -1,694 2,544 486 -821 -366 -554 -181 0 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 67.6 5.1 19.1 7.5 4.4 2.0 1.7 1.1 0.0 0.2 : : : : 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 August 2, 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 317,421 : : Positions : : 226,318 89,108 53,562 165,980 24,481 0 19,108 9,848 0 1,679 273 : : : : Changes from: July 26, 2011 : : -4,101 -1,548 -602 -1,103 -587 0 -1,877 499 0 -574 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 28.1 16.9 52.3 7.7 0.0 6.0 3.1 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 22 5 11 14 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 699,756 : : Positions : : 528,343 325,662 61,124 230,991 76,692 1,707 33,980 28,087 0 921 1,400 : : : : Changes from: July 26, 2011 : : 77,767 23,853 -64,459 1,926 2,645 1,468 -10,985 7,683 0 -169 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 46.5 8.7 33.0 11.0 0.2 4.9 4.0 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 39 30 10 12 21 . 6 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 207,588 : : Positions : : 152,657 166,448 30,863 12,668 2,793 7,939 12,008 4,975 0 0 0 : : : : Changes from: July 26, 2011 : : 3,486 58,038 28 -54,311 62 1,758 3,066 -775 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 80.2 14.9 6.1 1.3 3.8 5.8 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 21 4 . 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 315,181 : : Positions : : 235,895 164,805 23,424 73,286 23,708 6,325 27,370 17,767 0 0 0 : : : : Changes from: July 26, 2011 : : 1,117 10,464 1,376 -4,404 -5,413 1,391 -1,258 -1,435 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 52.3 7.4 23.3 7.5 2.0 8.7 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 28 6 12 11 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 165,892 : : Positions : : 125,516 71,206 3,454 52,373 20,058 7,439 12,030 6,338 0 0 0 : : : : Changes from: July 26, 2011 : : 1,340 9,297 791 -4,000 -453 30 -3,196 735 0 -158 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 42.9 2.1 31.6 12.1 4.5 7.3 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 27 . 13 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 968,004 : : Positions : : 65,538 119,300 245,495 42,060 74,188 125,432 245,121 282,787 26,830 92,055 65,759 : : : : Changes from: July 26, 2011 : : 4,541 -199 7,665 -2,682 -3,445 7,610 34,033 -4,893 9,234 -7,256 -2,475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 12.3 25.4 4.3 7.7 13.0 25.3 29.2 2.8 9.5 6.8 : : : : Number of Traders in Each Category Total Traders: 325 : : 47 42 25 11 28 63 79 88 37 43 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 38,573 : : Positions : : 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0 : : : : Changes from: July 26, 2011 : : -2,096 -2,227 -310 -1,027 0 0 768 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 45.1 24.2 32.6 12.4 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 5 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 33,730 : : Positions : : 21,361 21,433 2,280 2,595 3,095 1,012 0 2,076 0 0 0 : : : : Changes from: July 26, 2011 : : 2,408 -2,293 -3,998 405 -467 -479 -178 -144 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 63.5 6.8 7.7 9.2 3.0 0.0 6.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 72,065 : : Positions : : 41,510 28,787 16,756 22,035 7,250 0 7,403 2,599 0 0 0 : : : : Changes from: July 26, 2011 : : -643 -3,270 -3,133 -1,028 -1,608 0 10 -186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 39.9 23.3 30.6 10.1 0.0 10.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 14 5 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 110,037 : : Positions : : 59,620 44,301 15,914 41,540 14,900 4,383 395 4,017 0 0 0 : : : : Changes from: July 26, 2011 : : -4,208 -2,990 -1,238 -2,265 -1,304 192 -47 734 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 40.3 14.5 37.8 13.5 4.0 0.4 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 2,447,279 : : Positions : : 637,750 439,569 124,421 782,873 470,264 302,418 22,870 486,250 196,143 28,110 192,129 : : : : Changes from: July 26, 2011 : : -43,731 -24,365 -7,334 -25,326 -10,611 15,933 -4,911 -30,038 -16,085 5,514 -10,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 18.0 5.1 32.0 19.2 12.4 0.9 19.9 8.0 1.1 7.9 : : : : Number of Traders in Each Category Total Traders: 165 : : 65 59 12 18 27 25 11 31 18 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 929,793 : : Positions : : 155,577 150,924 228,611 269,870 264,977 67,632 59,657 79,842 55,271 28,099 73,040 : : : : Changes from: July 26, 2011 : : -8,771 -5,244 4,449 -26,263 -36,936 -31,625 -1,178 -7,009 -3,668 -5,333 -9,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 16.2 24.6 29.0 28.5 7.3 6.4 8.6 5.9 3.0 7.9 : : : : Number of Traders in Each Category Total Traders: 95 : : 23 20 12 11 18 13 11 18 13 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 23,311 : : Positions : : 22,080 12,557 180 9,738 477 57 10 100 105 0 15 : : : : Changes from: July 26, 2011 : : 558 169 0 271 -75 0 0 40 -30 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 53.9 0.8 41.8 2.0 0.2 0.0 0.4 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 24 . 10 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 12,177 : : Positions : : 10,222 5,059 624 6,247 409 453 0 87 202 20 30 : : : : Changes from: July 26, 2011 : : -1,208 -707 40 -417 -21 -105 0 75 29 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 41.5 5.1 51.3 3.4 3.7 0.0 0.7 1.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 7,944 : : Positions : : 5,120 5,409 1,913 1,450 543 0 0 0 0 95 0 : : : : Changes from: July 26, 2011 : : -326 -190 -85 -338 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 68.1 24.1 18.3 6.8 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 5 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 11,327 : : Positions : : 9,619 4,285 157 5,419 483 0 0 0 145 0 0 : : : : Changes from: July 26, 2011 : : -154 206 -88 -356 -27 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 37.8 1.4 47.8 4.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2011