NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, June 19, 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 : 5,003,239: 1,983,610 1,375,832 335,142 1,340,125 610,727 718,219 155,710 752,750 26,100 190,310 547,362: 29,329 30,423
Old : 5,003,239: 1,983,610 1,375,832 335,142 1,340,125 610,727 718,219 155,710 752,750 26,100 190,310 547,362: 29,329 30,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -83,009: -25,111 -32,690 -18,809 12,734 4,032 -5,783 -20,789 -4,348 2,485 -13,207 -40,149: 4,674 11,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 27.5 6.7 26.8 12.2 14.4 3.1 15.0 0.5 3.8 10.9: 0.6 0.6
Old : 100.0: 39.6 27.5 6.7 26.8 12.2 14.4 3.1 15.0 0.5 3.8 10.9: 0.6 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 : 224: 112 106 9 25 28 17 15 29 16 21 33:
Old : 224: 112 106 9 25 28 17 15 29 16 21 33:
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 : 24.6 21.2 38.9 34.7 20.3 17.1 29.3 24.9
Old : 24.6 21.2 38.9 34.7 20.3 17.1 29.3 24.9
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 19, 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 : 314,463: 210,611 223,590 45,158 42,494 35,260 2,114 5,133 4,376 1,077 475 1,260: 14,607 1,875
Old : 314,463: 210,611 223,590 45,158 42,494 35,260 2,114 5,133 4,376 1,077 475 1,260: 14,607 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,080: -1,359 -1,650 1,442 -1,798 4,383 -1,705 2,173 -403 94 85 -158: -214 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 71.1 14.4 13.5 11.2 0.7 1.6 1.4 0.3 0.2 0.4: 4.6 0.6
Old : 100.0: 67.0 71.1 14.4 13.5 11.2 0.7 1.6 1.4 0.3 0.2 0.4: 4.6 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 : 55: 30 33 6 4 9 . 5 6 . . .:
Old : 55: 30 33 6 4 9 . 5 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 : 47.3 53.9 63.7 70.2 43.6 45.4 55.5 56.8
Old : 47.3 53.9 63.7 70.2 43.6 45.4 55.5 56.8
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 19, 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 : 163,090: 108,849 84,104 25,774 42,846 21,401 0 8,074 3,364 0 0 0: 3,702 3,301
Old : 163,090: 108,849 84,104 25,774 42,846 21,401 0 8,074 3,364 0 0 0: 3,702 3,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -4,286: -5,201 -655 -421 -3,411 288 0 -1,238 439 -268 0 -403: 1,280 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 51.6 15.8 26.3 13.1 0.0 5.0 2.1 0.0 0.0 0.0: 2.3 2.0
Old : 100.0: 66.7 51.6 15.8 26.3 13.1 0.0 5.0 2.1 0.0 0.0 0.0: 2.3 2.0
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 : 38: 22 22 . 10 8 0 . . 0 0 0:
Old : 38: 22 22 . 10 8 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 : 62.9 37.9 79.9 56.7 56.8 36.4 65.2 50.7
Old : 62.9 37.9 79.9 56.7 56.8 36.4 65.2 50.7
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 19, 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 : 272,240: 192,457 120,958 39,431 90,552 29,314 5,357 15,272 1,060 0 0 0: 4,621 15,084
Old : 272,240: 192,457 120,958 39,431 90,552 29,314 5,357 15,272 1,060 0 0 0: 4,621 15,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 17,595: 15,220 18,170 35 -2,241 3,112 298 -308 -153 0 0 0: -917 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 44.4 14.5 33.3 10.8 2.0 5.6 0.4 0.0 0.0 0.0: 1.7 5.5
Old : 100.0: 70.7 44.4 14.5 33.3 10.8 2.0 5.6 0.4 0.0 0.0 0.0: 1.7 5.5
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 : 47: 24 22 4 8 10 . . . 0 0 0:
Old : 47: 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 : 49.5 50.5 69.9 68.2 47.5 41.0 65.2 55.2
Old : 49.5 50.5 69.9 68.2 47.5 41.0 65.2 55.2
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 19, 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 : 751,077: 565,874 276,924 26,543 304,531 127,856 1,290 9,502 25,596 26 1,832 718: 3,174 4,118
Old : 751,077: 565,874 276,924 26,543 304,531 127,856 1,290 9,502 25,596 26 1,832 718: 3,174 4,118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -29,722: -35,465 -21,030 10,003 3,064 -6,222 977 -5,101 894 -67 -54 -484: 642 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 36.9 3.5 40.5 17.0 0.2 1.3 3.4 0.0 0.2 0.1: 0.4 0.5
Old : 100.0: 75.3 36.9 3.5 40.5 17.0 0.2 1.3 3.4 0.0 0.2 0.1: 0.4 0.5
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 : 69: 37 31 7 13 19 . 5 6 . . .:
Old : 69: 37 31 7 13 19 . 5 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 : 37.3 35.6 54.4 53.8 24.5 30.2 38.4 39.9
Old : 37.3 35.6 54.4 53.8 24.5 30.2 38.4 39.9
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 19, 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 : 222,033: 142,952 188,963 36,675 8,228 20,380 14,143 0 1,250 0 0 0: 6,633 3,212
Old : 222,033: 142,952 188,963 36,675 8,228 20,380 14,143 0 1,250 0 0 0: 6,633 3,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,894: 443 29 -756 -62 1,798 182 0 166 0 0 0: 61 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 85.1 16.5 3.7 9.2 6.4 0.0 0.6 0.0 0.0 0.0: 3.0 1.4
Old : 100.0: 64.4 85.1 16.5 3.7 9.2 6.4 0.0 0.6 0.0 0.0 0.0: 3.0 1.4
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 : 40: 25 23 . . . . 0 . 0 0 0:
Old : 40: 25 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 : 47.4 59.4 68.0 77.9 37.7 57.7 54.1 68.7
Old : 47.4 59.4 68.0 77.9 37.7 57.7 54.1 68.7
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 19, 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 : 335,129: 247,562 208,124 23,790 71,758 8,844 12,429 2,961 34,996 300 0 0: 7,208 8,446
Old : 335,129: 247,562 208,124 23,790 71,758 8,844 12,429 2,961 34,996 300 0 0: 7,208 8,446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,103: 1,902 1,180 -3,531 6,969 -213 9,239 -387 -6,292 60 0 0: -62 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 62.1 7.1 21.4 2.6 3.7 0.9 10.4 0.1 0.0 0.0: 2.2 2.5
Old : 100.0: 73.9 62.1 7.1 21.4 2.6 3.7 0.9 10.4 0.1 0.0 0.0: 2.2 2.5
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 : 56: 29 27 4 11 8 . 5 6 . 0 0:
Old : 56: 29 27 4 11 8 . 5 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 : 39.7 46.5 58.3 61.7 31.2 41.7 46.3 53.9
Old : 39.7 46.5 58.3 61.7 31.2 41.7 46.3 53.9
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 19, 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 : 153,071: 108,347 76,958 7,907 49,020 14,525 13,451 0 5,772 0 984 0: 3,069 5,812
Old : 153,071: 108,347 76,958 7,907 49,020 14,525 13,451 0 5,772 0 984 0: 3,069 5,812
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -4,662: -952 -1,310 644 -3,972 -188 -4,979 -248 815 0 0 0: -2 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 50.3 5.2 32.0 9.5 8.8 0.0 3.8 0.0 0.6 0.0: 2.0 3.8
Old : 100.0: 70.8 50.3 5.2 32.0 9.5 8.8 0.0 3.8 0.0 0.6 0.0: 2.0 3.8
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 : 47: 21 21 5 8 10 5 0 . 0 . 0:
Old : 47: 21 21 5 8 10 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 : 50.3 37.8 65.9 57.0 38.4 29.7 47.2 42.7
Old : 50.3 37.8 65.9 57.0 38.4 29.7 47.2 42.7
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 19, 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 : 1,185,328: 120,959 134,201 202,922 96,296 134,719 190,120 268,113 272,235 53,087 88,789 142,009: 69,277 48,966
Old : 1,185,328: 120,959 134,201 202,922 96,296 134,719 190,120 268,113 272,235 53,087 88,789 142,009: 69,277 48,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 9,060: 13,720 13,921 -1,388 -5,303 19,861 -6,804 2,576 -5,055 -3,201 -1,284 -8,269: 196 -7,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.3 17.1 8.1 11.4 16.0 22.6 23.0 4.5 7.5 12.0: 5.8 4.1
Old : 100.0: 10.2 11.3 17.1 8.1 11.4 16.0 22.6 23.0 4.5 7.5 12.0: 5.8 4.1
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 : 304: 42 38 22 11 27 52 78 82 46 39 62:
Old : 304: 42 38 22 11 27 52 78 82 46 39 62:
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 : 16.1 21.0 27.4 32.1 11.1 15.3 18.9 21.2
Old : 16.1 21.0 27.4 32.1 11.1 15.3 18.9 21.2
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 19, 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 12, 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 19, 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 : 74,255: 10,103 5,865 10,138 3,076 17,167 5,526 675 700 9,240 26,352 18,020: 3,361 2,400
Old : 74,255: 10,103 5,865 10,138 3,076 17,167 5,526 675 700 9,240 26,352 18,020: 3,361 2,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 6,159: 1,062 947 -1,619 0 2,197 50 250 50 3,829 2,036 248: 342 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.9 13.7 4.1 23.1 7.4 0.9 0.9 12.4 35.5 24.3: 4.5 3.2
Old : 100.0: 13.6 7.9 13.7 4.1 23.1 7.4 0.9 0.9 12.4 35.5 24.3: 4.5 3.2
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 : 33: 8 7 5 . 8 . . . 8 . 11:
Old : 33: 8 7 5 . 8 . . . 8 . 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 : 47.4 60.9 63.9 75.2 28.6 37.6 36.0 40.5
Old : 47.4 60.9 63.9 75.2 28.6 37.6 36.0 40.5
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 19, 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 : 66,895: 36,678 28,057 13,760 18,711 7,476 0 1,452 2,832 0 0 0: 6,149 8,367
Old : 66,895: 36,678 28,057 13,760 18,711 7,476 0 1,452 2,832 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 12, 2012 :
: 349: 373 248 0 0 0 0 125 -24 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 41.9 20.6 28.0 11.2 0.0 2.2 4.2 0.0 0.0 0.0: 9.2 12.5
Old : 100.0: 54.8 41.9 20.6 28.0 11.2 0.0 2.2 4.2 0.0 0.0 0.0: 9.2 12.5
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 : 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 : 44.4 40.4 68.2 62.9 36.1 34.8 54.0 50.6
Old : 44.4 40.4 68.2 62.9 36.1 34.8 54.0 50.6
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 19, 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 : 2,761,927: 661,395 548,292 287,750 798,957 491,127 293,322 40,566 590,717 154,174 16,623 247,725: 35,717 27,920
Old : 2,761,927: 661,395 548,292 287,750 798,957 491,127 293,322 40,566 590,717 154,174 16,623 247,725: 35,717 27,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 30,439: 30,190 13,282 -21,140 3,629 11,160 -8,873 -5,504 6,261 5,892 -5,241 6,727: 222 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.9 10.4 28.9 17.8 10.6 1.5 21.4 5.6 0.6 9.0: 1.3 1.0
Old : 100.0: 23.9 19.9 10.4 28.9 17.8 10.6 1.5 21.4 5.6 0.6 9.0: 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 : 154: 69 59 7 18 23 19 9 26 14 9 18:
Old : 154: 69 59 7 18 23 19 9 26 14 9 18:
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 : 27.1 26.5 41.0 41.9 17.0 15.9 24.0 26.6
Old : 27.1 26.5 41.0 41.9 17.0 15.9 24.0 26.6
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 19, 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 : 1,391,678: 126,186 202,082 260,775 241,456 390,710 134,117 137,475 219,852 95,366 36,440 161,675: 2,997 1,988
Old : 1,391,678: 126,186 202,082 260,775 241,456 390,710 134,117 137,475 219,852 95,366 36,440 161,675: 2,997 1,988
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 52,070: 6,156 5,069 -1,341 -29,872 29,481 27,464 27,921 -1,998 -9,959 19,935 2,088: 179 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.5 18.7 17.3 28.1 9.6 9.9 15.8 6.9 2.6 11.6: 0.2 0.1
Old : 100.0: 9.1 14.5 18.7 17.3 28.1 9.6 9.9 15.8 6.9 2.6 11.6: 0.2 0.1
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 : 91: 22 20 18 6 18 13 12 19 8 10 15:
Old : 91: 22 20 18 6 18 13 12 19 8 10 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 : 36.0 39.1 58.0 57.4 17.4 21.2 26.0 31.0
Old : 36.0 39.1 58.0 57.4 17.4 21.2 26.0 31.0
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 19, 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 : 28,021: 23,843 20,974 300 5,162 1,203 2,160 0 0 0 122 35: 480 525
Old : 28,021: 23,843 20,974 300 5,162 1,203 2,160 0 0 0 122 35: 480 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 665: 620 440 -45 175 50 0 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 74.9 1.1 18.4 4.3 7.7 0.0 0.0 0.0 0.4 0.1: 1.7 1.9
Old : 100.0: 85.1 74.9 1.1 18.4 4.3 7.7 0.0 0.0 0.0 0.4 0.1: 1.7 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 : 45: 29 24 . 8 6 . 0 0 0 . .:
Old : 45: 29 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 : 49.3 50.6 68.6 68.9 48.2 48.6 61.7 64.6
Old : 49.3 50.6 68.6 68.9 48.2 48.6 61.7 64.6
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 19, 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 : 7,791: 5,686 2,464 317 4,657 284 1,067 0 0 30 26 0: 407 360
Old : 7,791: 5,686 2,464 317 4,657 284 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 12, 2012 :
: 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 31.6 4.1 59.8 3.6 13.7 0.0 0.0 0.4 0.3 0.0: 5.2 4.6
Old : 100.0: 73.0 31.6 4.1 59.8 3.6 13.7 0.0 0.0 0.4 0.3 0.0: 5.2 4.6
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 : 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 : 57.6 59.6 76.9 81.5 57.6 57.7 72.6 77.2
Old : 57.6 59.6 76.9 81.5 57.6 57.7 72.6 77.2
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 19, 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 : 9,516: 6,857 3,776 554 1,687 1,579 0 1,500 0 90 149 86: 350 739
Old : 9,516: 6,857 3,776 554 1,687 1,579 0 1,500 0 90 149 86: 350 739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 460: 360 475 0 -130 100 0 0 0 0 5 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 39.7 5.8 17.7 16.6 0.0 15.8 0.0 0.9 1.6 0.9: 3.7 7.8
Old : 100.0: 72.1 39.7 5.8 17.7 16.6 0.0 15.8 0.0 0.9 1.6 0.9: 3.7 7.8
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 : 24: 12 10 . 7 7 0 . 0 . . .:
Old : 24: 12 10 . 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 : 59.2 49.0 77.1 70.9 57.9 43.0 64.0 55.5
Old : 59.2 49.0 77.1 70.9 57.9 43.0 64.0 55.5
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 19, 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 : 10,151: 5,123 4,622 3,761 4,662 192 0 0 0 1,010 0 0: 65 675
Old : 10,151: 5,123 4,622 3,761 4,662 192 0 0 0 1,010 0 0: 65 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 412: 457 60 552 341 0 0 0 0 0 0 0: -597 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 45.5 37.1 45.9 1.9 0.0 0.0 0.0 9.9 0.0 0.0: 0.6 6.6
Old : 100.0: 50.5 45.5 37.1 45.9 1.9 0.0 0.0 0.0 9.9 0.0 0.0: 0.6 6.6
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 : 28: 17 11 . 6 . 0 0 0 . 0 0:
Old : 28: 17 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 : 54.2 49.4 76.3 72.2 54.0 44.6 68.6 60.9
Old : 54.2 49.4 76.3 72.2 54.0 44.6 68.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012