Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 4,605,310 : : Positions : :1,792,390 963,677 279,821 1,164,054 618,949 338,021 183,500 1,157,237 11,483 121,259 357,704 : : : : Changes from: August 16, 2011 : : 7,573 3,430 29,947 -6,757 3,402 -26,212 22,251 35,058 -9,334 -15,809 32,421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 20.9 6.1 25.3 13.4 7.3 4.0 25.1 0.2 2.6 7.8 : : : : Number of Traders in Each Category Total Traders: 228 : : 109 105 14 24 33 30 10 37 15 21 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 347,534 : : Positions : : 212,450 236,317 45,073 30,670 45,354 10,904 9,833 17,972 731 503 1,863 : : : : Changes from: August 16, 2011 : : 14,065 4,581 25 1,018 -1,498 -5,893 3,688 -2,321 0 142 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 68.0 13.0 8.8 13.1 3.1 2.8 5.2 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 35 5 7 9 7 . 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 182,894 : : Positions : : 146,712 122,714 5,140 38,693 13,828 7,567 450 3,369 1,365 0 558 : : : : Changes from: August 16, 2011 : : 3,874 1,893 -1,881 547 -389 2 -760 569 -488 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 67.1 2.8 21.2 7.6 4.1 0.2 1.8 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 24 . 9 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 315,812 : : Positions : : 232,427 91,668 48,594 165,236 20,966 2,091 22,133 7,826 0 2,019 153 : : : : Changes from: August 16, 2011 : : 1,432 1,346 -1,588 -675 -382 763 -297 526 -360 90 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 29.0 15.4 52.3 6.6 0.7 7.0 2.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 23 4 11 14 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 634,776 : : Positions : : 479,335 281,574 44,608 230,278 77,358 6,006 20,940 21,838 289 370 1,518 : : : : Changes from: August 16, 2011 : : -7,119 3,515 -1,482 4,987 -700 2,745 -14,276 4,722 -146 36 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 44.4 7.0 36.3 12.2 0.9 3.3 3.4 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 40 32 9 12 20 . 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 207,070 : : Positions : : 147,507 169,258 33,698 10,148 5,604 8,169 11,945 3,848 0 0 0 : : : : Changes from: August 16, 2011 : : 242 2,534 -495 -221 537 -749 -1,611 1,531 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 81.7 16.3 4.9 2.7 3.9 5.8 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 21 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 298,691 : : Positions : : 190,619 145,553 27,505 70,366 21,652 5,158 11,287 44,104 0 0 0 : : : : Changes from: August 16, 2011 : : -1,582 6,149 -2,050 243 1,664 -681 -10,916 7,102 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 48.7 9.2 23.6 7.2 1.7 3.8 14.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 34 7 11 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 164,590 : : Positions : : 124,015 73,021 7,799 49,425 18,752 6,364 10,063 5,312 0 0 0 : : : : Changes from: August 16, 2011 : : 4,981 5,728 3,718 674 883 141 1,552 339 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 44.4 4.7 30.0 11.4 3.9 6.1 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 23, 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 998,590 : : Positions : : 85,419 131,305 244,656 40,201 95,505 133,951 261,495 262,261 22,764 87,308 73,185 : : : : Changes from: August 16, 2011 : : 133 3,132 -802 -244 -104 4,797 155 -1,168 -2,513 4,044 -4,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 13.1 24.5 4.0 9.6 13.4 26.2 26.3 2.3 8.7 7.3 : : : : Number of Traders in Each Category Total Traders: 332 : : 50 43 28 8 30 65 79 82 36 49 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 16, 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 23, 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 34,272 : : Positions : : 21,559 21,367 2,280 2,595 3,095 1,692 0 1,852 0 0 0 : : : : Changes from: August 16, 2011 : : 198 -66 0 0 0 680 0 -224 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 62.3 6.7 7.6 9.0 4.9 0.0 5.4 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 23, 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 72,125 : : Positions : : 41,570 28,787 16,756 22,035 7,250 0 7,463 2,599 0 0 0 : : : : Changes from: August 16, 2011 : : 60 0 0 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 39.9 23.2 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 : : 12 14 5 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 66,995 : : Positions : : 37,881 23,685 7,634 21,602 7,785 4,179 4,077 738 0 0 0 : : : : Changes from: August 16, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 35.4 11.4 32.2 11.6 6.2 6.1 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 110,649 : : Positions : : 60,114 44,654 15,914 41,540 14,900 4,439 331 4,185 0 0 0 : : : : Changes from: August 16, 2011 : : 60 0 0 0 0 0 60 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.4 14.4 37.5 13.5 4.0 0.3 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 23, 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 2,464,642 : : Positions : : 672,769 432,263 130,219 778,624 460,273 295,530 38,610 509,183 183,312 38,256 184,928 : : : : Changes from: August 16, 2011 : : 18,224 6,295 -3,490 15 -8,733 -9,473 1,756 32,661 -4,685 -9,327 -1,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 17.5 5.3 31.6 18.7 12.0 1.6 20.7 7.4 1.6 7.5 : : : : Number of Traders in Each Category Total Traders: 171 : : 70 65 12 18 27 26 10 30 19 8 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 1,009,810 : : Positions : : 156,966 159,587 218,910 266,148 279,981 100,518 92,117 86,044 77,375 38,639 84,043 : : : : Changes from: August 16, 2011 : : 2,388 3,638 2,330 1,320 3,301 23,515 21,576 -1,343 5,937 7,852 4,066 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 15.8 21.7 26.4 27.7 10.0 9.1 8.5 7.7 3.8 8.3 : : : : Number of Traders in Each Category Total Traders: 99 : : 24 22 12 11 19 12 14 18 9 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 22,795 : : Positions : : 21,239 11,928 194 9,308 779 0 10 30 160 0 15 : : : : Changes from: August 16, 2011 : : -67 -188 0 114 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 52.3 0.9 40.8 3.4 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 23, 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 12,297 : : Positions : : 10,752 5,065 580 6,353 363 0 3 109 278 20 30 : : : : Changes from: August 16, 2011 : : 82 -13 0 60 -45 -7 3 -5 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 41.2 4.7 51.7 3.0 0.0 0.0 0.9 2.3 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 5 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 8,632 : : Positions : : 5,148 5,754 2,462 1,667 509 0 0 150 0 95 0 : : : : Changes from: August 16, 2011 : : 10 155 194 59 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 66.7 28.5 19.3 5.9 0.0 0.0 1.7 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 5 4 5 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 23, 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 11,811 : : Positions : : 9,296 4,682 867 5,546 390 0 0 0 145 0 0 : : : : Changes from: August 16, 2011 : : -302 238 710 195 -93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 39.6 7.3 47.0 3.3 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 26, 2011