Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 4,387,312 : : Positions : :1,663,040 947,521 304,453 1,134,208 606,787 362,510 181,821 1,054,075 18,238 92,015 334,430 : : : : Changes from: August 23, 2011 : : -129,350 -16,156 24,632 -29,846 -12,162 24,489 -1,679 -103,162 6,755 -29,244 -23,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 21.6 6.9 25.9 13.8 8.3 4.1 24.0 0.4 2.1 7.6 : : : : Number of Traders in Each Category Total Traders: 221 : : 104 100 10 27 33 28 9 35 11 23 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 349,883 : : Positions : : 205,520 247,698 46,543 14,310 51,914 8,428 6,949 19,888 833 721 1,677 : : : : Changes from: August 23, 2011 : : -6,930 11,381 1,470 -16,360 6,560 -2,476 -2,884 1,916 102 218 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 70.8 13.3 4.1 14.8 2.4 2.0 5.7 0.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 34 5 6 9 6 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 186,602 : : Positions : : 148,592 128,722 5,327 38,836 13,112 10,571 450 2,145 1,449 0 463 : : : : Changes from: August 23, 2011 : : 1,880 6,008 187 143 -716 3,004 0 -1,224 84 0 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 69.0 2.9 20.8 7.0 5.7 0.2 1.1 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 . 9 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 323,915 : : Positions : : 239,970 105,601 49,998 158,727 19,996 4,491 26,540 5,313 0 2,655 0 : : : : Changes from: August 23, 2011 : : 7,543 13,933 1,404 -6,509 -970 2,400 4,407 -2,513 0 636 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 32.6 15.4 49.0 6.2 1.4 8.2 1.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 27 4 11 14 . 5 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 617,772 : : Positions : : 458,714 254,677 32,258 236,313 84,681 6,281 9,770 29,627 953 24 882 : : : : Changes from: August 23, 2011 : : -20,621 -26,897 -12,350 6,035 7,323 275 -11,170 7,789 664 -346 -636 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 41.2 5.2 38.3 13.7 1.0 1.6 4.8 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 32 8 13 20 . 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 218,203 : : Positions : : 155,915 177,519 33,426 10,576 5,996 3,895 7,295 11,113 0 0 0 : : : : Changes from: August 23, 2011 : : 8,408 8,261 -272 428 392 -4,274 -4,650 7,265 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 81.4 15.3 4.8 2.7 1.8 3.3 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 290,887 : : Positions : : 182,954 143,100 39,614 70,097 19,314 7,723 19,330 33,067 248 0 0 : : : : Changes from: August 23, 2011 : : -7,665 -2,453 12,109 -269 -2,338 2,565 8,043 -11,037 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 49.2 13.6 24.1 6.6 2.7 6.6 11.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 34 7 11 10 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 167,986 : : Positions : : 119,700 75,960 13,219 49,856 18,837 7,824 8,499 5,626 0 0 0 : : : : Changes from: August 23, 2011 : : -4,315 2,939 5,420 431 85 1,460 -1,564 314 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 45.2 7.9 29.7 11.2 4.7 5.1 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 975,210 : : Positions : : 77,672 126,904 241,203 42,142 95,911 126,032 245,766 266,590 22,383 82,344 69,312 : : : : Changes from: August 23, 2011 : : -7,747 -4,401 -3,453 1,941 406 -7,919 -15,729 4,329 -381 -4,964 -3,873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 13.0 24.7 4.3 9.8 12.9 25.2 27.3 2.3 8.4 7.1 : : : : Number of Traders in Each Category Total Traders: 315 : : 49 43 30 8 31 54 78 73 35 42 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 23, 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 30, 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 34,417 : : Positions : : 21,219 21,442 2,280 2,595 3,095 2,147 0 1,882 0 0 0 : : : : Changes from: August 23, 2011 : : -340 75 0 0 0 455 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 62.3 6.6 7.5 9.0 6.2 0.0 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 72,211 : : Positions : : 41,658 28,265 16,756 22,035 7,250 0 8,011 2,659 0 0 0 : : : : Changes from: August 23, 2011 : : 88 -522 0 0 0 0 548 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 39.1 23.2 30.5 10.0 0.0 11.1 3.7 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 30, 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 66,825 : : Positions : : 37,881 23,600 7,464 21,602 7,785 4,179 4,077 738 0 0 0 : : : : Changes from: August 23, 2011 : : 0 -85 -170 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 35.3 11.2 32.3 11.6 6.3 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 30, 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 111,086 : : Positions : : 61,229 45,374 15,914 41,480 14,900 4,732 343 4,070 0 0 0 : : : : Changes from: August 23, 2011 : : 1,115 720 0 -60 0 293 12 -115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 40.8 14.3 37.3 13.4 4.3 0.3 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 2,393,356 : : Positions : : 644,340 416,557 128,004 740,591 460,767 293,805 20,715 504,191 166,190 60,003 164,240 : : : : Changes from: August 23, 2011 : : -28,429 -15,706 -2,215 -38,033 494 -1,725 -17,895 -4,992 -17,122 21,747 -20,688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 17.4 5.3 30.9 19.3 12.3 0.9 21.1 6.9 2.5 6.9 : : : : Number of Traders in Each Category Total Traders: 162 : : 66 59 12 18 27 24 10 28 17 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 951,104 : : Positions : : 149,727 153,290 194,906 254,960 274,725 88,120 83,816 81,254 75,984 17,722 80,548 : : : : Changes from: August 23, 2011 : : -7,239 -6,297 -24,004 -11,188 -5,256 -12,398 -8,301 -4,790 -1,391 -20,917 -3,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 16.1 20.5 26.8 28.9 9.3 8.8 8.5 8.0 1.9 8.5 : : : : Number of Traders in Each Category Total Traders: 97 : : 23 19 12 11 19 10 14 18 10 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 23,212 : : Positions : : 21,693 12,344 194 9,348 779 0 10 30 140 0 15 : : : : Changes from: August 23, 2011 : : 454 416 0 40 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 53.2 0.8 40.3 3.4 0.0 0.0 0.1 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 25 . 9 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 12,300 : : Positions : : 10,670 5,068 655 6,353 363 0 3 109 288 20 30 : : : : Changes from: August 23, 2011 : : -82 3 75 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 41.2 5.3 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 30, 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 8,892 : : Positions : : 5,363 5,964 2,507 1,727 509 30 0 130 0 95 0 : : : : Changes from: August 23, 2011 : : 215 210 45 60 0 30 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 67.1 28.2 19.4 5.7 0.3 0.0 1.5 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 5 4 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 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 11,887 : : Positions : : 9,354 4,697 852 5,652 345 0 0 0 145 0 0 : : : : Changes from: August 23, 2011 : : 58 15 -15 106 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 39.5 7.2 47.5 2.9 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 7 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2011