NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 5,086,248: 2,008,721 1,408,522 353,951 1,327,391 606,695 724,002 176,499 757,098 23,615 203,517 587,511: 24,655 19,015
Old : 5,086,248: 2,008,721 1,408,522 353,951 1,327,391 606,695 724,002 176,499 757,098 23,615 203,517 587,511: 24,655 19,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -65,002: 44,028 -22,703 -3,709 -30,207 20,241 -48,158 15,856 -59,556 -2,344 28,922 -17,120: 1,616 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 27.7 7.0 26.1 11.9 14.2 3.5 14.9 0.5 4.0 11.6: 0.5 0.4
Old : 100.0: 39.5 27.7 7.0 26.1 11.9 14.2 3.5 14.9 0.5 4.0 11.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 113 108 9 25 28 16 16 30 12 24 32:
Old : 226: 113 108 9 25 28 16 16 30 12 24 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
Old : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 312,383: 211,970 225,240 43,716 44,292 30,877 3,819 2,960 4,779 983 390 1,418: 14,821 2,427
Old : 312,383: 211,970 225,240 43,716 44,292 30,877 3,819 2,960 4,779 983 390 1,418: 14,821 2,427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 11,196: 4,979 11,885 78 -2,599 3,271 3,205 -1,182 -573 983 28 92: -839 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 72.1 14.0 14.2 9.9 1.2 0.9 1.5 0.3 0.1 0.5: 4.7 0.8
Old : 100.0: 67.9 72.1 14.0 14.2 9.9 1.2 0.9 1.5 0.3 0.1 0.5: 4.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 33 6 4 9 . 4 6 . . .:
Old : 55: 29 33 6 4 9 . 4 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
Old : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 167,376: 114,050 84,759 26,195 46,257 21,113 0 9,312 2,925 268 0 403: 2,422 2,607
Old : 167,376: 114,050 84,759 26,195 46,257 21,113 0 9,312 2,925 268 0 403: 2,422 2,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,930: 4,240 967 -3,232 625 687 0 -1,221 322 -24 0 -217: 154 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 50.6 15.7 27.6 12.6 0.0 5.6 1.7 0.2 0.0 0.2: 1.4 1.6
Old : 100.0: 68.1 50.6 15.7 27.6 12.6 0.0 5.6 1.7 0.2 0.0 0.2: 1.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 22 . 10 8 0 . . . 0 .:
Old : 39: 22 22 . 10 8 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
Old : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 254,645: 177,237 102,788 39,396 92,793 26,202 5,059 15,580 1,213 0 0 0: 5,538 16,069
Old : 254,645: 177,237 102,788 39,396 92,793 26,202 5,059 15,580 1,213 0 0 0: 5,538 16,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,016: -2,012 2,461 1,108 -1,321 -1,177 2,975 901 -242 -29 0 -462: 855 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 40.4 15.5 36.4 10.3 2.0 6.1 0.5 0.0 0.0 0.0: 2.2 6.3
Old : 100.0: 69.6 40.4 15.5 36.4 10.3 2.0 6.1 0.5 0.0 0.0 0.0: 2.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 24 22 4 8 10 . . . 0 0 0:
Old : 46: 24 22 4 8 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 49.8 68.6 67.5 47.9 40.1 64.8 56.2
Old : 50.2 49.8 68.6 67.5 47.9 40.1 64.8 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 780,799: 601,339 297,954 16,540 301,467 134,078 313 14,603 24,702 93 1,886 1,202: 2,532 4,907
Old : 780,799: 601,339 297,954 16,540 301,467 134,078 313 14,603 24,702 93 1,886 1,202: 2,532 4,907
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -29,951: -19,847 -15,241 8,900 7,179 -12,053 -13 -3,328 -6,638 93 290 -823: 430 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 38.2 2.1 38.6 17.2 0.0 1.9 3.2 0.0 0.2 0.2: 0.3 0.6
Old : 100.0: 77.0 38.2 2.1 38.6 17.2 0.0 1.9 3.2 0.0 0.2 0.2: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 35 31 6 14 19 . 5 5 . . .:
Old : 69: 35 31 6 14 19 . 5 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
Old : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 220,139: 142,509 188,934 37,431 8,290 18,582 13,961 0 1,084 0 0 0: 6,572 3,249
Old : 220,139: 142,509 188,934 37,431 8,290 18,582 13,961 0 1,084 0 0 0: 6,572 3,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,976: -2,285 -3,804 -309 -4 402 -1,234 0 -34 0 0 0: 484 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 85.8 17.0 3.8 8.4 6.3 0.0 0.5 0.0 0.0 0.0: 3.0 1.5
Old : 100.0: 64.7 85.8 17.0 3.8 8.4 6.3 0.0 0.5 0.0 0.0 0.0: 3.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 23 . . . . 0 . 0 0 0:
Old : 39: 24 23 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
Old : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 334,026: 245,660 206,944 27,321 64,789 9,057 3,190 3,348 41,288 240 0 0: 7,270 8,600
Old : 334,026: 245,660 206,944 27,321 64,789 9,057 3,190 3,348 41,288 240 0 0: 7,270 8,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -5,180: -1,888 -3,067 368 -1,820 -215 -3,855 456 -286 240 0 0: 456 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 62.0 8.2 19.4 2.7 1.0 1.0 12.4 0.1 0.0 0.0: 2.2 2.6
Old : 100.0: 73.5 62.0 8.2 19.4 2.7 1.0 1.0 12.4 0.1 0.0 0.0: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 29 26 4 11 7 4 4 6 . 0 0:
Old : 57: 29 26 4 11 7 4 4 6 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
Old : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 157,733: 109,299 78,268 7,263 52,992 14,713 18,430 248 4,957 0 984 0: 3,071 5,571
Old : 157,733: 109,299 78,268 7,263 52,992 14,713 18,430 248 4,957 0 984 0: 3,071 5,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,209: -1,137 1,787 184 -2,343 348 1,618 0 -82 0 0 0: 278 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 49.6 4.6 33.6 9.3 11.7 0.2 3.1 0.0 0.6 0.0: 1.9 3.5
Old : 100.0: 69.3 49.6 4.6 33.6 9.3 11.7 0.2 3.1 0.0 0.6 0.0: 1.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 21 21 5 8 9 5 . . 0 . 0:
Old : 48: 21 21 5 8 9 5 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
Old : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 1,176,268: 107,239 120,280 204,310 101,599 114,858 196,924 265,537 277,290 56,288 90,073 150,278: 69,081 56,353
Old : 1,176,268: 107,239 120,280 204,310 101,599 114,858 196,924 265,537 277,290 56,288 90,073 150,278: 69,081 56,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -30,723: 4,202 5,001 1,607 -11,574 144 4,492 10,367 -35,659 2,362 3,483 -4,956: -2,915 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.2 17.4 8.6 9.8 16.7 22.6 23.6 4.8 7.7 12.8: 5.9 4.8
Old : 100.0: 9.1 10.2 17.4 8.6 9.8 16.7 22.6 23.6 4.8 7.7 12.8: 5.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 315: 43 38 23 10 29 53 82 82 52 36 61:
Old : 315: 43 38 23 10 29 53 82 82 52 36 61:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 20.6 27.8 31.3 11.2 15.3 19.4 21.6
Old : 16.5 20.6 27.8 31.3 11.2 15.3 19.4 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 39,601: 27,841 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,461 5,683
Old : 39,601: 27,841 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,461 5,683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.7 14.4
Old : 100.0: 70.3 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 6 . 5 . . . . 0 0 0:
Old : 21: 6 6 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
Old : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 68,096: 9,041 4,918 11,757 3,076 14,970 5,476 425 650 5,411 24,316 17,772: 3,019 1,969
Old : 68,096: 9,041 4,918 11,757 3,076 14,970 5,476 425 650 5,411 24,316 17,772: 3,019 1,969
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 6,671: 3,030 1,899 -8,761 900 6,311 250 0 0 1,198 -6,943 4,554: 89 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.2 17.3 4.5 22.0 8.0 0.6 1.0 7.9 35.7 26.1: 4.4 2.9
Old : 100.0: 13.3 7.2 17.3 4.5 22.0 8.0 0.6 1.0 7.9 35.7 26.1: 4.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 8 6 5 . 8 . . . 6 5 11:
Old : 31: 8 6 5 . 8 . . . 6 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 59.3 61.8 75.4 30.0 37.3 36.0 40.4
Old : 45.7 59.3 61.8 75.4 30.0 37.3 36.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 66,546: 36,305 27,809 13,760 18,711 7,476 0 1,327 2,856 0 0 0: 6,149 8,367
Old : 66,546: 36,305 27,809 13,760 18,711 7,476 0 1,327 2,856 0 0 0: 6,149 8,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 122: -9 94 0 0 0 0 -103 131 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 41.8 20.7 28.1 11.2 0.0 2.0 4.3 0.0 0.0 0.0: 9.2 12.6
Old : 100.0: 54.6 41.8 20.7 28.1 11.2 0.0 2.0 4.3 0.0 0.0 0.0: 9.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 9 4 4 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 40.6 68.1 63.3 36.3 34.9 53.7 50.9
Old : 44.7 40.6 68.1 63.3 36.3 34.9 53.7 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,731,488: 631,205 535,010 308,890 795,328 479,967 302,195 46,070 584,456 148,282 21,864 240,998: 35,495 27,795
Old : 2,731,488: 631,205 535,010 308,890 795,328 479,967 302,195 46,070 584,456 148,282 21,864 240,998: 35,495 27,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 45,132: 34,115 8,893 -9,734 23,627 -371 -987 -18,293 17,517 -9,282 1,021 12,488: 1,386 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.6 11.3 29.1 17.6 11.1 1.7 21.4 5.4 0.8 8.8: 1.3 1.0
Old : 100.0: 23.1 19.6 11.3 29.1 17.6 11.1 1.7 21.4 5.4 0.8 8.8: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 149: 68 58 7 18 23 19 9 25 12 9 19:
Old : 149: 68 58 7 18 23 19 9 25 12 9 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 26.8 41.9 42.5 18.3 16.2 25.5 27.0
Old : 28.5 26.8 41.9 42.5 18.3 16.2 25.5 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,339,608: 120,030 197,013 262,116 271,328 361,229 106,653 109,554 221,850 105,325 16,505 159,587: 2,818 2,542
Old : 1,339,608: 120,030 197,013 262,116 271,328 361,229 106,653 109,554 221,850 105,325 16,505 159,587: 2,818 2,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 51,965: 3,145 -1,302 16,673 10,773 5,104 -2,983 15,560 10,524 5,719 -2,603 13,820: -37 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.7 19.6 20.3 27.0 8.0 8.2 16.6 7.9 1.2 11.9: 0.2 0.2
Old : 100.0: 9.0 14.7 19.6 20.3 27.0 8.0 8.2 16.6 7.9 1.2 11.9: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 22 20 18 6 18 14 11 19 8 8 15:
Old : 89: 22 20 18 6 18 14 11 19 8 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 39.3 57.5 58.3 17.4 23.3 26.1 33.7
Old : 35.0 39.3 57.5 58.3 17.4 23.3 26.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 27,356: 23,223 20,534 345 4,987 1,153 2,160 0 0 0 122 35: 440 525
Old : 27,356: 23,223 20,534 345 4,987 1,153 2,160 0 0 0 122 35: 440 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 699: 595 493 0 206 30 0 0 0 0 0 0: 74 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 75.1 1.3 18.2 4.2 7.9 0.0 0.0 0.0 0.4 0.1: 1.6 1.9
Old : 100.0: 84.9 75.1 1.3 18.2 4.2 7.9 0.0 0.0 0.0 0.4 0.1: 1.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 28 24 . 8 6 . 0 0 0 . .:
Old : 44: 28 24 . 8 6 . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 49.6 68.9 68.6 48.8 47.6 63.4 64.7
Old : 50.2 49.6 68.9 68.6 48.8 47.6 63.4 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 7,731: 5,626 2,464 317 4,597 284 1,067 0 0 30 26 0: 407 360
Old : 7,731: 5,626 2,464 317 4,597 284 1,067 0 0 30 26 0: 407 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 335: 585 45 78 245 50 -78 0 0 0 0 0: -300 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 31.9 4.1 59.5 3.7 13.8 0.0 0.0 0.4 0.3 0.0: 5.3 4.7
Old : 100.0: 72.8 31.9 4.1 59.5 3.7 13.8 0.0 0.0 0.4 0.3 0.0: 5.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 . 5 . . 0 0 . . 0:
Old : 26: 14 9 . 5 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 59.3 76.7 81.4 57.3 57.4 72.4 77.0
Old : 57.3 59.3 76.7 81.4 57.3 57.4 72.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,056: 6,497 3,301 554 1,817 1,479 0 1,500 0 90 144 86: 350 729
Old : 9,056: 6,497 3,301 554 1,817 1,479 0 1,500 0 90 144 86: 350 729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 336: 194 235 0 -172 137 0 0 0 0 55 5: 0 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 36.5 6.1 20.1 16.3 0.0 16.6 0.0 1.0 1.6 0.9: 3.9 8.0
Old : 100.0: 71.7 36.5 6.1 20.1 16.3 0.0 16.6 0.0 1.0 1.6 0.9: 3.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . 7 7 0 . 0 . . .:
Old : 23: 11 9 . 7 7 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 49.8 77.7 71.1 59.5 44.0 65.7 57.2
Old : 60.2 49.8 77.7 71.1 59.5 44.0 65.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,739: 4,666 4,562 3,209 4,321 192 0 0 0 1,010 0 0: 662 664
Old : 9,739: 4,666 4,562 3,209 4,321 192 0 0 0 1,010 0 0: 662 664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 272: 32 47 120 210 -15 0 0 0 0 0 0: 135 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 46.8 32.9 44.4 2.0 0.0 0.0 0.0 10.4 0.0 0.0: 6.8 6.8
Old : 100.0: 47.9 46.8 32.9 44.4 2.0 0.0 0.0 0.0 10.4 0.0 0.0: 6.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . 6 . 0 0 0 . 0 0:
Old : 27: 16 11 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 47.6 72.5 71.2 50.6 43.0 63.5 59.4
Old : 51.5 47.6 72.5 71.2 50.6 43.0 63.5 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012