Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 4,584,415 : : Positions : :1,827,879 1,014,421 259,844 1,203,367 601,064 422,217 156,405 1,071,275 27,347 170,229 340,167 : : : : Changes from: August 2, 2011 : : 99,415 80,481 -12,614 -113,068 26,818 -61,831 16,472 2,983 -9,613 22,795 35,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 22.1 5.7 26.2 13.1 9.2 3.4 23.4 0.6 3.7 7.4 : : : : Number of Traders in Each Category Total Traders: 231 : : 107 104 11 25 32 27 12 35 13 29 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 343,081 : : Positions : : 205,410 226,323 40,665 32,881 47,429 16,514 10,754 17,526 535 1,339 2,719 : : : : Changes from: August 2, 2011 : : -20,733 -14,185 4,609 4,090 -8,637 5,045 -2,393 -1,961 -103 -593 554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 66.0 11.9 9.6 13.8 4.8 3.1 5.1 0.2 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 34 5 7 9 7 . 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 182,010 : : Positions : : 142,943 120,112 7,106 38,113 14,622 8,432 2,082 3,304 1,082 0 527 : : : : Changes from: August 2, 2011 : : -8,297 -12,013 -2,937 681 -45 -176 -1,854 -88 -1,002 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 66.0 3.9 20.9 8.0 4.6 1.1 1.8 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 25 . 9 11 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 312,896 : : Positions : : 226,036 84,341 51,100 169,379 20,815 3,162 22,099 5,935 0 781 335 : : : : Changes from: August 2, 2011 : : -282 -4,767 -2,462 3,399 -3,666 3,162 2,991 -3,913 0 -898 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 27.0 16.3 54.1 6.7 1.0 7.1 1.9 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 21 4 11 14 . 6 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 630,816 : : Positions : : 483,783 266,431 45,837 222,710 75,204 1,347 41,835 19,568 483 625 829 : : : : Changes from: August 2, 2011 : : -44,560 -59,231 -15,287 -8,281 -1,488 -360 7,855 -8,519 483 -296 -571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 42.2 7.3 35.3 11.9 0.2 6.6 3.1 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 29 9 12 20 . 7 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 198,417 : : Positions : : 146,355 158,481 31,098 13,170 2,024 9,488 14,891 1,898 0 0 0 : : : : Changes from: August 2, 2011 : : -6,302 -7,967 235 502 -769 1,549 2,883 -3,077 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 79.9 15.7 6.6 1.0 4.8 7.5 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 284,261 : : Positions : : 193,701 139,375 26,058 68,997 20,401 6,879 22,339 26,965 0 0 0 : : : : Changes from: August 2, 2011 : : -42,194 -25,430 2,634 -4,289 -3,307 554 -5,031 9,198 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 49.0 9.2 24.3 7.2 2.4 7.9 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 29 6 11 9 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 146,317 : : Positions : : 103,693 57,807 3,109 48,758 19,238 14,376 10,933 3,214 0 86 309 : : : : Changes from: August 2, 2011 : : -21,823 -13,399 -345 -3,615 -820 6,937 -1,097 -3,124 0 86 309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 39.5 2.1 33.3 13.1 9.8 7.5 2.2 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 22 4 11 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 981,087 : : Positions : : 80,515 123,493 246,316 42,229 87,902 125,491 253,070 265,316 25,462 87,311 70,933 : : : : Changes from: August 2, 2011 : : 14,977 4,193 821 169 13,714 59 7,949 -17,471 -1,368 -4,744 5,174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 12.6 25.1 4.3 9.0 12.8 25.8 27.0 2.6 8.9 7.2 : : : : Number of Traders in Each Category Total Traders: 309 : : 51 44 26 8 28 61 77 80 27 43 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 38,938 : : Positions : : 15,303 17,381 9,336 12,571 4,781 0 768 0 0 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 44.6 24.0 32.3 12.3 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 9, 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: August 2, 2011 : : 0 0 0 0 0 0 0 0 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 9, 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: August 2, 2011 : : 0 0 0 0 0 0 0 0 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 9, 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 110,353 : : Positions : : 59,844 44,285 15,914 41,540 14,900 4,371 319 4,121 0 0 0 : : : : Changes from: August 2, 2011 : : 224 -16 0 0 0 -12 -76 104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 40.1 14.4 37.6 13.5 4.0 0.3 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 13 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 2,459,050 : : Positions : : 644,923 436,178 133,024 778,021 473,283 307,946 32,257 478,180 191,116 40,140 193,696 : : : : Changes from: August 2, 2011 : : 7,173 -3,391 8,603 -4,852 3,019 5,528 9,387 -8,070 -5,027 12,030 1,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 17.7 5.4 31.6 19.2 12.5 1.3 19.4 7.8 1.6 7.9 : : : : Number of Traders in Each Category Total Traders: 167 : : 67 61 12 18 27 26 10 31 18 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 954,363 : : Positions : : 158,249 154,843 217,905 265,194 276,090 76,600 66,546 76,229 62,047 30,700 78,301 : : : : Changes from: August 2, 2011 : : 2,672 3,919 -10,706 -4,676 11,113 8,968 6,889 -3,613 6,776 2,601 5,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 16.2 22.8 27.8 28.9 8.0 7.0 8.0 6.5 3.2 8.2 : : : : Number of Traders in Each Category Total Traders: 97 : : 24 20 12 11 18 13 12 18 11 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 22,454 : : Positions : : 21,267 12,093 180 9,161 423 32 10 115 135 0 15 : : : : Changes from: August 2, 2011 : : -813 -464 0 -577 -54 -25 0 15 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 53.9 0.8 40.8 1.9 0.1 0.0 0.5 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 25 . 10 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 12,253 : : Positions : : 10,303 5,170 624 6,202 409 438 0 97 202 20 30 : : : : Changes from: August 2, 2011 : : 81 111 0 -45 0 -15 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 42.2 5.1 50.6 3.3 3.6 0.0 0.8 1.6 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 9, 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 8,362 : : Positions : : 5,298 5,493 1,947 1,555 624 15 0 125 0 95 0 : : : : Changes from: August 2, 2011 : : 178 84 34 105 81 15 0 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 65.7 23.3 18.6 7.5 0.2 0.0 1.5 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 5 4 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 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 11,360 : : Positions : : 9,659 4,435 157 5,329 483 0 0 0 135 0 0 : : : : Changes from: August 2, 2011 : : 40 150 0 -90 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 39.0 1.4 46.9 4.3 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2011