Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 4,532,442 : : Positions : :1,784,817 960,247 249,874 1,170,811 615,547 364,233 161,249 1,122,179 20,817 137,068 325,283 : : : : Changes from: August 9, 2011 : : -43,062 -54,174 -9,970 -32,556 14,483 -57,984 4,844 50,904 -6,530 -33,161 -14,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 21.2 5.5 25.8 13.6 8.0 3.6 24.8 0.5 3.0 7.2 : : : : Number of Traders in Each Category Total Traders: 230 : : 108 106 12 25 32 25 13 36 13 26 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 344,795 : : Positions : : 198,385 231,736 45,048 29,652 46,852 16,797 6,145 20,293 731 361 1,831 : : : : Changes from: August 9, 2011 : : -7,025 5,413 4,383 -3,229 -577 283 -4,609 2,767 196 -978 -888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 67.2 13.1 8.6 13.6 4.9 1.8 5.9 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 34 5 7 9 9 . 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 181,221 : : Positions : : 142,838 120,821 7,021 38,146 14,217 7,565 1,210 2,800 1,853 0 651 : : : : Changes from: August 9, 2011 : : -105 709 -85 33 -405 -867 -872 -504 771 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 66.7 3.9 21.0 7.8 4.2 0.7 1.5 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 4 8 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 314,820 : : Positions : : 230,995 90,322 50,182 165,911 21,348 1,328 22,430 7,300 360 1,929 401 : : : : Changes from: August 9, 2011 : : 4,959 5,981 -918 -3,468 533 -1,834 331 1,365 360 1,148 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 28.7 15.9 52.7 6.8 0.4 7.1 2.3 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 23 22 4 11 13 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 637,286 : : Positions : : 486,454 278,059 46,090 225,291 78,058 3,261 35,216 17,116 435 334 1,068 : : : : Changes from: August 9, 2011 : : 2,671 11,628 253 2,581 2,854 1,914 -6,619 -2,452 -48 -291 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 43.6 7.2 35.4 12.2 0.5 5.5 2.7 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 40 31 9 12 20 . 7 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 205,374 : : Positions : : 147,265 166,724 34,193 10,369 5,067 8,918 13,556 2,317 0 0 0 : : : : Changes from: August 9, 2011 : : 910 8,243 3,095 -2,801 3,043 -570 -1,335 419 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.2 16.6 5.0 2.5 4.3 6.6 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 4 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 293,899 : : Positions : : 192,201 139,404 29,555 70,123 19,988 5,839 22,203 37,002 0 0 0 : : : : Changes from: August 9, 2011 : : -1,500 29 3,497 1,126 -413 -1,040 -136 10,037 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 47.4 10.1 23.9 6.8 2.0 7.6 12.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 30 7 11 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 154,438 : : Positions : : 119,034 67,293 4,081 48,751 17,869 6,223 8,511 4,973 0 0 0 : : : : Changes from: August 9, 2011 : : 15,341 9,486 972 -7 -1,369 -8,153 -2,422 1,759 0 -86 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 43.6 2.6 31.6 11.6 4.0 5.5 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 25 4 10 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,000,246 : : Positions : : 85,286 128,173 245,458 40,445 95,609 129,154 261,340 263,429 25,277 83,264 78,017 : : : : Changes from: August 9, 2011 : : 4,771 4,680 -858 -1,784 7,707 3,663 8,270 -1,887 -185 -4,047 7,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 12.8 24.5 4.0 9.6 12.9 26.1 26.3 2.5 8.3 7.8 : : : : Number of Traders in Each Category Total Traders: 333 : : 50 43 26 8 28 60 86 83 34 51 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 110,605 : : Positions : : 60,054 44,654 15,914 41,540 14,900 4,439 271 4,201 0 0 0 : : : : Changes from: August 9, 2011 : : 210 369 0 0 0 68 -48 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.4 14.4 37.6 13.5 4.0 0.2 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 2,444,352 : : Positions : : 654,545 425,968 133,709 778,609 469,006 305,003 36,854 476,522 187,997 47,583 186,419 : : : : Changes from: August 9, 2011 : : 9,622 -10,210 685 588 -4,277 -2,943 4,597 -1,658 -3,119 7,443 -7,277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 17.4 5.5 31.9 19.2 12.5 1.5 19.5 7.7 1.9 7.6 : : : : Number of Traders in Each Category Total Traders: 169 : : 69 64 12 18 27 25 11 30 18 8 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 969,651 : : Positions : : 154,578 155,949 216,580 264,828 276,680 77,003 70,541 87,387 71,438 30,787 79,977 : : : : Changes from: August 9, 2011 : : -3,671 1,106 -1,325 -366 590 403 3,995 11,158 9,391 87 1,676 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 16.1 22.3 27.3 28.5 7.9 7.3 9.0 7.4 3.2 8.2 : : : : Number of Traders in Each Category Total Traders: 97 : : 24 21 12 11 19 12 13 18 10 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 22,668 : : Positions : : 21,306 12,116 194 9,194 579 0 10 30 160 0 15 : : : : Changes from: August 9, 2011 : : 39 23 14 33 156 -32 0 -85 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 53.4 0.9 40.6 2.6 0.0 0.0 0.1 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 25 . 9 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 12,268 : : Positions : : 10,670 5,078 580 6,293 408 7 0 114 303 20 30 : : : : Changes from: August 9, 2011 : : 367 -92 -44 91 -1 -431 0 17 101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 41.4 4.7 51.3 3.3 0.1 0.0 0.9 2.5 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 8,427 : : Positions : : 5,138 5,599 2,268 1,608 518 0 0 150 0 95 0 : : : : Changes from: August 9, 2011 : : -160 106 321 53 -106 -15 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 66.4 26.9 19.1 6.1 0.0 0.0 1.8 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 5 4 5 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 11,441 : : Positions : : 9,598 4,444 157 5,351 483 0 0 0 145 0 0 : : : : Changes from: August 9, 2011 : : -61 9 0 22 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 38.8 1.4 46.8 4.2 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 19, 2011