NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, June 26, 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 : 4,956,523: 1,940,117 1,400,785 306,466 1,383,943 618,871 725,332 123,415 745,340 44,849 117,102 548,071: 27,477 18,996
Old : 4,956,523: 1,940,117 1,400,785 306,466 1,383,943 618,871 725,332 123,415 745,340 44,849 117,102 548,071: 27,477 18,996
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -46,716: -43,493 24,953 -28,676 43,818 8,144 7,113 -32,295 -7,410 18,749 -73,208 709: -1,852 -11,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 28.3 6.2 27.9 12.5 14.6 2.5 15.0 0.9 2.4 11.1: 0.6 0.4
Old : 100.0: 39.1 28.3 6.2 27.9 12.5 14.6 2.5 15.0 0.9 2.4 11.1: 0.6 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 : 224: 116 109 8 25 27 19 13 30 16 20 30:
Old : 224: 116 109 8 25 27 19 13 30 16 20 30:
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 : 23.8 20.7 38.5 34.6 18.7 17.4 27.6 25.5
Old : 23.8 20.7 38.5 34.6 18.7 17.4 27.6 25.5
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 26, 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 : 316,389: 214,789 216,335 41,466 42,331 38,177 818 8,664 4,428 1,061 840 2,350: 13,300 3,264
Old : 316,389: 214,789 216,335 41,466 42,331 38,177 818 8,664 4,428 1,061 840 2,350: 13,300 3,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,926: 4,178 -7,255 -3,692 -163 2,917 -1,296 3,531 52 -16 365 1,090: -1,307 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 68.4 13.1 13.4 12.1 0.3 2.7 1.4 0.3 0.3 0.7: 4.2 1.0
Old : 100.0: 67.9 68.4 13.1 13.4 12.1 0.3 2.7 1.4 0.3 0.3 0.7: 4.2 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 : 57: 29 34 6 . 8 . 5 5 . . .:
Old : 57: 29 34 6 . 8 . 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 : 47.1 54.1 64.4 69.9 44.3 42.3 56.6 54.9
Old : 47.1 54.1 64.4 69.9 44.3 42.3 56.6 54.9
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 26, 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 : 160,310: 109,097 83,424 22,053 41,558 21,461 475 6,589 3,232 0 0 248: 3,744 3,798
Old : 160,310: 109,097 83,424 22,053 41,558 21,461 475 6,589 3,232 0 0 248: 3,744 3,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,780: 248 -680 -3,721 -1,288 60 475 -1,485 -132 0 0 248: 42 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 52.0 13.8 25.9 13.4 0.3 4.1 2.0 0.0 0.0 0.2: 2.3 2.4
Old : 100.0: 68.1 52.0 13.8 25.9 13.4 0.3 4.1 2.0 0.0 0.0 0.2: 2.3 2.4
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 : 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 : 62.2 38.6 79.2 56.8 56.1 36.9 64.7 50.4
Old : 62.2 38.6 79.2 56.8 56.1 36.9 64.7 50.4
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 26, 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 : 282,798: 189,439 126,907 39,876 82,718 42,868 4,241 17,648 1,264 0 218 244: 4,866 10,931
Old : 282,798: 189,439 126,907 39,876 82,718 42,868 4,241 17,648 1,264 0 218 244: 4,866 10,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 10,558: -3,018 5,949 445 -7,834 13,554 -1,116 2,376 204 0 218 244: 245 -4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 44.9 14.1 29.2 15.2 1.5 6.2 0.4 0.0 0.1 0.1: 1.7 3.9
Old : 100.0: 67.0 44.9 14.1 29.2 15.2 1.5 6.2 0.4 0.0 0.1 0.1: 1.7 3.9
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 : 49: 25 22 4 9 10 . . 4 0 . .:
Old : 49: 25 22 4 9 10 . . 4 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 : 50.1 43.7 71.9 65.0 45.2 34.3 60.3 49.2
Old : 50.1 43.7 71.9 65.0 45.2 34.3 60.3 49.2
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 26, 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 : 755,127: 577,658 267,465 37,697 327,643 114,548 265 17,490 20,732 217 1,766 465: 3,545 5,018
Old : 755,127: 577,658 267,465 37,697 327,643 114,548 265 17,490 20,732 217 1,766 465: 3,545 5,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 4,050: 11,784 -9,459 11,154 23,112 -13,308 -1,025 7,988 -4,864 191 -66 -253: 371 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 35.4 5.0 43.4 15.2 0.0 2.3 2.7 0.0 0.2 0.1: 0.5 0.7
Old : 100.0: 76.5 35.4 5.0 43.4 15.2 0.0 2.3 2.7 0.0 0.2 0.1: 0.5 0.7
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 : 68: 38 31 6 14 19 . 5 5 . . .:
Old : 68: 38 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 : 39.5 36.3 56.6 54.8 25.7 32.5 40.3 41.7
Old : 39.5 36.3 56.6 54.8 25.7 32.5 40.3 41.7
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 26, 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 : 224,589: 149,066 189,684 31,431 7,186 23,242 13,372 0 1,299 0 0 0: 6,179 3,178
Old : 224,589: 149,066 189,684 31,431 7,186 23,242 13,372 0 1,299 0 0 0: 6,179 3,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,556: 6,114 721 -5,244 -1,042 2,862 -771 0 49 0 0 0: -454 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 84.5 14.0 3.2 10.3 6.0 0.0 0.6 0.0 0.0 0.0: 2.8 1.4
Old : 100.0: 66.4 84.5 14.0 3.2 10.3 6.0 0.0 0.6 0.0 0.0 0.0: 2.8 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 : 41: 26 23 . . . . 0 . 0 0 0:
Old : 41: 26 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 : 46.7 59.3 67.1 78.1 36.0 56.5 52.3 67.6
Old : 46.7 59.3 67.1 78.1 36.0 56.5 52.3 67.6
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 26, 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 : 335,438: 253,153 208,256 19,312 71,539 8,778 12,153 2,798 34,412 174 0 186: 7,270 9,469
Old : 335,438: 253,153 208,256 19,312 71,539 8,778 12,153 2,798 34,412 174 0 186: 7,270 9,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 309: 5,591 132 -4,478 -219 -66 -276 -163 -584 -126 0 186: 62 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 62.1 5.8 21.3 2.6 3.6 0.8 10.3 0.1 0.0 0.1: 2.2 2.8
Old : 100.0: 75.5 62.1 5.8 21.3 2.6 3.6 0.8 10.3 0.1 0.0 0.1: 2.2 2.8
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 : 57: 30 29 4 11 8 . 4 6 . 0 .:
Old : 57: 30 29 4 11 8 . 4 6 . 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 : 40.2 45.7 58.3 60.9 31.6 40.8 46.2 53.1
Old : 40.2 45.7 58.3 60.9 31.6 40.8 46.2 53.1
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 26, 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 : 158,950: 115,642 78,114 10,294 54,036 11,706 11,542 571 6,887 0 1,418 0: 2,879 6,218
Old : 158,950: 115,642 78,114 10,294 54,036 11,706 11,542 571 6,887 0 1,418 0: 2,879 6,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 5,879: 7,295 1,156 2,387 5,016 -2,819 -1,909 571 1,115 0 434 0: -190 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 49.1 6.5 34.0 7.4 7.3 0.4 4.3 0.0 0.9 0.0: 1.8 3.9
Old : 100.0: 72.8 49.1 6.5 34.0 7.4 7.3 0.4 4.3 0.0 0.9 0.0: 1.8 3.9
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 : 48: 21 21 6 8 11 4 . . 0 . 0:
Old : 48: 21 21 6 8 11 4 . . 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 : 51.6 39.5 65.0 58.4 40.1 33.2 50.2 46.0
Old : 51.6 39.5 65.0 58.4 40.1 33.2 50.2 46.0
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 26, 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 : 1,145,017: 114,056 129,574 198,572 94,569 145,773 191,844 244,746 253,472 37,510 94,685 134,268: 69,522 47,930
Old : 1,145,017: 114,056 129,574 198,572 94,569 145,773 191,844 244,746 253,472 37,510 94,685 134,268: 69,522 47,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -40,311: -6,903 -4,627 -4,350 -1,727 11,054 1,724 -23,367 -18,763 -15,577 5,896 -7,741: 245 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.3 17.3 8.3 12.7 16.8 21.4 22.1 3.3 8.3 11.7: 6.1 4.2
Old : 100.0: 10.0 11.3 17.3 8.3 12.7 16.8 21.4 22.1 3.3 8.3 11.7: 6.1 4.2
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 : 301: 43 38 20 13 27 61 71 79 38 44 60:
Old : 301: 43 38 20 13 27 61 71 79 38 44 60:
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 : 15.4 22.4 27.1 33.1 11.3 14.3 19.1 20.2
Old : 15.4 22.4 27.1 33.1 11.3 14.3 19.1 20.2
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 26, 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: 27,817 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,485 5,683
Old : 39,601: 27,817 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0: 3,485 5,683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 0: -24 0 0 0 0 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.8 14.4
Old : 100.0: 70.2 21.0 14.4 39.9 3.5 1.6 19.7 1.5 0.0 0.0 0.0: 8.8 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 : 73.8 47.8 86.8 70.5 71.9 46.2 84.5 67.5
Old : 73.8 47.8 86.8 70.5 71.9 46.2 84.5 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 26, 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 : 76,314: 12,532 7,634 9,116 3,376 16,965 5,526 675 700 8,968 25,718 19,227: 3,280 2,019
Old : 76,314: 12,532 7,634 9,116 3,376 16,965 5,526 675 700 8,968 25,718 19,227: 3,280 2,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,059: 2,429 1,769 -1,022 300 -202 0 0 0 -272 -634 1,207: -81 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.0 11.9 4.4 22.2 7.2 0.9 0.9 11.8 33.7 25.2: 4.3 2.6
Old : 100.0: 16.4 10.0 11.9 4.4 22.2 7.2 0.9 0.9 11.8 33.7 25.2: 4.3 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 : 36: 10 10 5 . 8 . . . 8 4 11:
Old : 36: 10 10 5 . 8 . . . 8 4 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 : 44.1 57.2 61.3 73.6 23.7 35.1 32.6 39.0
Old : 44.1 57.2 61.3 73.6 23.7 35.1 32.6 39.0
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 26, 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 : 67,301: 37,022 28,463 13,760 18,711 7,476 0 1,452 2,832 0 0 0: 6,211 8,367
Old : 67,301: 37,022 28,463 13,760 18,711 7,476 0 1,452 2,832 0 0 0: 6,211 8,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 406: 344 406 0 0 0 0 0 0 0 0 0: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 42.3 20.4 27.8 11.1 0.0 2.2 4.2 0.0 0.0 0.0: 9.2 12.4
Old : 100.0: 55.0 42.3 20.4 27.8 11.1 0.0 2.2 4.2 0.0 0.0 0.0: 9.2 12.4
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 : 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 : 44.2 40.1 68.2 62.5 35.9 34.6 53.9 50.2
Old : 44.2 40.1 68.2 62.5 35.9 34.6 53.9 50.2
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 26, 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 : 2,804,792: 694,753 577,454 287,057 813,156 490,106 293,440 33,697 593,743 155,776 11,391 258,172: 31,745 27,073
Old : 2,804,792: 694,753 577,454 287,057 813,156 490,106 293,440 33,697 593,743 155,776 11,391 258,172: 31,745 27,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 42,865: 33,358 29,162 -693 14,199 -1,021 118 -6,869 3,026 1,602 -5,232 10,447: -3,972 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.6 10.2 29.0 17.5 10.5 1.2 21.2 5.6 0.4 9.2: 1.1 1.0
Old : 100.0: 24.8 20.6 10.2 29.0 17.5 10.5 1.2 21.2 5.6 0.4 9.2: 1.1 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 : 159: 73 62 8 18 23 22 6 26 17 6 20:
Old : 159: 73 62 8 18 23 22 6 26 17 6 20:
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 : 26.5 25.8 40.4 41.5 16.6 15.6 23.5 26.2
Old : 26.5 25.8 40.4 41.5 16.6 15.6 23.5 26.2
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 26, 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 : 1,439,412: 137,254 209,653 252,644 238,560 417,772 143,729 144,955 224,449 94,336 35,903 166,309: 2,919 1,811
Old : 1,439,412: 137,254 209,653 252,644 238,560 417,772 143,729 144,955 224,449 94,336 35,903 166,309: 2,919 1,811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 47,734: 11,068 7,571 -8,131 -2,896 27,062 9,612 7,480 4,597 -1,030 -537 4,634: -78 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.6 17.6 16.6 29.0 10.0 10.1 15.6 6.6 2.5 11.6: 0.2 0.1
Old : 100.0: 9.5 14.6 17.6 16.6 29.0 10.0 10.1 15.6 6.6 2.5 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 : 96: 23 21 18 6 18 14 12 18 10 10 16:
Old : 96: 23 21 18 6 18 14 12 18 10 10 16:
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 : 36.1 38.3 57.2 57.2 17.8 20.0 25.3 30.3
Old : 36.1 38.3 57.2 57.2 17.8 20.0 25.3 30.3
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 26, 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 : 28,110: 23,709 21,396 300 4,662 1,370 2,216 0 0 0 122 35: 480 525
Old : 28,110: 23,709 21,396 300 4,662 1,370 2,216 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 19, 2012 :
: 89: -134 422 0 -500 167 56 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 76.1 1.1 16.6 4.9 7.9 0.0 0.0 0.0 0.4 0.1: 1.7 1.9
Old : 100.0: 84.3 76.1 1.1 16.6 4.9 7.9 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 : 46: 30 24 . 8 6 . 0 0 0 . .:
Old : 46: 30 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 : 45.2 50.0 64.2 68.8 43.7 48.5 57.2 61.7
Old : 45.2 50.0 64.2 68.8 43.7 48.5 57.2 61.7
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 26, 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 : 7,911: 5,851 2,479 317 4,762 284 1,067 0 0 30 26 0: 362 360
Old : 7,911: 5,851 2,479 317 4,762 284 1,067 0 0 30 26 0: 362 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 120: 165 15 0 105 0 0 0 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 31.3 4.0 60.2 3.6 13.5 0.0 0.0 0.4 0.3 0.0: 4.6 4.6
Old : 100.0: 74.0 31.3 4.0 60.2 3.6 13.5 0.0 0.0 0.4 0.3 0.0: 4.6 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 : 28: 16 10 . 5 . . 0 0 . . 0:
Old : 28: 16 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 : 58.2 59.4 76.8 82.0 58.2 57.7 73.2 77.7
Old : 58.2 59.4 76.8 82.0 58.2 57.7 73.2 77.7
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 26, 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 : 9,686: 7,084 4,313 651 1,654 1,433 0 1,500 0 90 84 101: 327 601
Old : 9,686: 7,084 4,313 651 1,654 1,433 0 1,500 0 90 84 101: 327 601
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 170: 227 537 97 -33 -146 0 0 0 0 -65 15: -23 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 44.5 6.7 17.1 14.8 0.0 15.5 0.0 0.9 0.9 1.0: 3.4 6.2
Old : 100.0: 73.1 44.5 6.7 17.1 14.8 0.0 15.5 0.0 0.9 0.9 1.0: 3.4 6.2
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 : 25: 13 11 . 6 7 0 . 0 . . .:
Old : 25: 13 11 . 6 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 : 60.9 49.6 78.7 70.7 59.6 44.0 65.4 56.9
Old : 60.9 49.6 78.7 70.7 59.6 44.0 65.4 56.9
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 26, 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 : 10,523: 5,504 4,925 3,821 4,871 63 0 0 0 1,010 0 0: 125 664
Old : 10,523: 5,504 4,925 3,821 4,871 63 0 0 0 1,010 0 0: 125 664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 372: 381 303 60 209 -129 0 0 0 0 0 0: 60 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 46.8 36.3 46.3 0.6 0.0 0.0 0.0 9.6 0.0 0.0: 1.2 6.3
Old : 100.0: 52.3 46.8 36.3 46.3 0.6 0.0 0.0 0.0 9.6 0.0 0.0: 1.2 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 : 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 : 52.7 48.2 76.4 70.6 52.7 43.7 69.6 60.2
Old : 52.7 48.2 76.4 70.6 52.7 43.7 69.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012