NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 3, 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 : 4,812,619: 1,821,987 1,388,594 341,534 1,363,118 596,568 656,224 106,824 756,192 139,520 104,720 480,599: 19,995 16,004
Old : 4,812,619: 1,821,987 1,388,594 341,534 1,363,118 596,568 656,224 106,824 756,192 139,520 104,720 480,599: 19,995 16,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -143,904: -118,130 -12,191 35,068 -20,825 -22,303 -69,108 -16,591 10,852 94,671 -12,382 -67,472: -7,482 -2,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 28.9 7.1 28.3 12.4 13.6 2.2 15.7 2.9 2.2 10.0: 0.4 0.3
Old : 100.0: 37.9 28.9 7.1 28.3 12.4 13.6 2.2 15.7 2.9 2.2 10.0: 0.4 0.3
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 : 220: 115 106 8 24 27 19 10 27 18 18 27:
Old : 220: 115 106 8 24 27 19 10 27 18 18 27:
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 : 23.4 20.6 38.7 33.7 16.6 17.6 26.0 25.8
Old : 23.4 20.6 38.7 33.7 16.6 17.6 26.0 25.8
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, July 3, 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 : 322,514: 222,062 216,872 38,861 47,296 38,023 2,199 7,706 3,822 1,395 818 2,882: 13,270 5,095
Old : 322,514: 222,062 216,872 38,861 47,296 38,023 2,199 7,706 3,822 1,395 818 2,882: 13,270 5,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 6,125: 7,273 537 -2,605 4,965 -154 1,381 -958 -606 334 -22 532: -30 1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 67.2 12.0 14.7 11.8 0.7 2.4 1.2 0.4 0.3 0.9: 4.1 1.6
Old : 100.0: 68.9 67.2 12.0 14.7 11.8 0.7 2.4 1.2 0.4 0.3 0.9: 4.1 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 : 53: 29 31 6 . 8 . . 5 . . .:
Old : 53: 29 31 6 . 8 . . 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 : 46.6 53.9 64.2 68.5 43.8 42.8 57.5 54.3
Old : 46.6 53.9 64.2 68.5 43.8 42.8 57.5 54.3
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, July 3, 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 : 162,904: 108,438 84,083 23,789 41,969 21,697 436 6,769 3,212 0 0 248: 5,084 4,926
Old : 162,904: 108,438 84,083 23,789 41,969 21,697 436 6,769 3,212 0 0 248: 5,084 4,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,594: -659 659 1,736 411 236 -39 180 -20 0 0 0: 1,340 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 51.6 14.6 25.8 13.3 0.3 4.2 2.0 0.0 0.0 0.2: 3.1 3.0
Old : 100.0: 66.6 51.6 14.6 25.8 13.3 0.3 4.2 2.0 0.0 0.0 0.2: 3.1 3.0
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: 21 22 . 10 9 . . . 0 0 .:
Old : 38: 21 22 . 10 9 . . . 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 : 61.9 38.4 79.0 56.9 55.6 36.5 64.7 50.1
Old : 61.9 38.4 79.0 56.9 55.6 36.5 64.7 50.1
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, July 3, 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 : 280,697: 195,772 122,492 38,653 89,641 34,339 4,241 21,575 1,344 0 157 274: 6,074 10,875
Old : 280,697: 195,772 122,492 38,653 89,641 34,339 4,241 21,575 1,344 0 157 274: 6,074 10,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,101: 6,333 -4,415 -1,223 6,923 -8,529 0 3,927 80 0 -61 30: 1,208 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 43.6 13.8 31.9 12.2 1.5 7.7 0.5 0.0 0.1 0.1: 2.2 3.9
Old : 100.0: 69.7 43.6 13.8 31.9 12.2 1.5 7.7 0.5 0.0 0.1 0.1: 2.2 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 : 50: 25 23 4 9 10 . 4 4 0 . .:
Old : 50: 25 23 4 9 10 . 4 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 : 46.9 38.9 70.1 61.4 44.6 27.5 58.3 44.9
Old : 46.9 38.9 70.1 61.4 44.6 27.5 58.3 44.9
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, July 3, 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 : 768,282: 592,470 275,813 23,657 328,994 118,536 1,477 9,908 27,784 930 1,153 856: 2,572 5,238
Old : 768,282: 592,470 275,813 23,657 328,994 118,536 1,477 9,908 27,784 930 1,153 856: 2,572 5,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 13,155: 14,812 8,348 -14,040 1,351 3,988 1,212 -7,582 7,052 713 -613 391: -973 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 35.9 3.1 42.8 15.4 0.2 1.3 3.6 0.1 0.2 0.1: 0.3 0.7
Old : 100.0: 77.1 35.9 3.1 42.8 15.4 0.2 1.3 3.6 0.1 0.2 0.1: 0.3 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 : 70: 39 29 7 13 19 . 4 5 . . .:
Old : 70: 39 29 7 13 19 . 4 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 : 37.1 37.5 55.1 57.0 24.5 32.9 38.6 42.3
Old : 37.1 37.5 55.1 57.0 24.5 32.9 38.6 42.3
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, July 3, 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 : 227,882: 154,960 191,247 29,423 7,155 23,907 10,395 0 2,277 0 0 0: 6,920 3,296
Old : 227,882: 154,960 191,247 29,423 7,155 23,907 10,395 0 2,277 0 0 0: 6,920 3,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,293: 5,894 1,563 -2,008 -31 665 -2,977 0 978 0 0 0: 741 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 83.9 12.9 3.1 10.5 4.6 0.0 1.0 0.0 0.0 0.0: 3.0 1.4
Old : 100.0: 68.0 83.9 12.9 3.1 10.5 4.6 0.0 1.0 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 : 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 : 47.2 58.7 67.5 77.3 35.2 55.9 52.1 66.9
Old : 47.2 58.7 67.5 77.3 35.2 55.9 52.1 66.9
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, July 3, 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 : 338,212: 255,517 209,238 19,498 70,028 8,428 11,991 2,561 34,948 270 0 0: 7,560 13,009
Old : 338,212: 255,517 209,238 19,498 70,028 8,428 11,991 2,561 34,948 270 0 0: 7,560 13,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,774: 2,364 982 186 -1,511 -350 -162 -237 536 96 0 -186: 290 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 61.9 5.8 20.7 2.5 3.5 0.8 10.3 0.1 0.0 0.0: 2.2 3.8
Old : 100.0: 75.5 61.9 5.8 20.7 2.5 3.5 0.8 10.3 0.1 0.0 0.0: 2.2 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 : 57: 30 30 4 11 8 4 . 6 . 0 0:
Old : 57: 30 30 4 11 8 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 : 40.5 45.4 59.1 61.3 31.9 40.1 46.9 52.6
Old : 40.5 45.4 59.1 61.3 31.9 40.1 46.9 52.6
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, July 3, 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 : 159,368: 117,507 78,265 9,984 55,307 11,525 12,022 1,857 5,262 0 1,418 0: 3,068 5,734
Old : 159,368: 117,507 78,265 9,984 55,307 11,525 12,022 1,857 5,262 0 1,418 0: 3,068 5,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 418: 1,865 151 -310 1,271 -181 480 1,286 -1,625 0 0 0: 189 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 49.1 6.3 34.7 7.2 7.5 1.2 3.3 0.0 0.9 0.0: 1.9 3.6
Old : 100.0: 73.7 49.1 6.3 34.7 7.2 7.5 1.2 3.3 0.0 0.9 0.0: 1.9 3.6
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 : 48: 23 20 6 8 11 4 . . 0 . 0:
Old : 48: 23 20 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 : 51.8 40.2 64.8 59.5 40.2 34.0 50.4 46.4
Old : 51.8 40.2 64.8 59.5 40.2 34.0 50.4 46.4
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, July 3, 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 : 1,115,630: 104,443 124,110 206,844 120,169 121,575 202,121 213,813 248,457 34,795 113,987 129,579: 67,816 43,940
Old : 1,115,630: 104,443 124,110 206,844 120,169 121,575 202,121 213,813 248,457 34,795 113,987 129,579: 67,816 43,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -29,387: -9,613 -5,464 8,272 25,600 -24,198 10,277 -30,933 -5,015 -2,715 19,302 -4,689: -1,706 -3,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.1 18.5 10.8 10.9 18.1 19.2 22.3 3.1 10.2 11.6: 6.1 3.9
Old : 100.0: 9.4 11.1 18.5 10.8 10.9 18.1 19.2 22.3 3.1 10.2 11.6: 6.1 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 : 306: 42 37 22 12 24 67 66 79 40 43 58:
Old : 306: 42 37 22 12 24 67 66 79 40 43 58:
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 : 15.5 22.2 27.4 33.1 11.5 14.9 19.8 20.7
Old : 15.5 22.2 27.4 33.1 11.5 14.9 19.8 20.7
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, July 3, 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 : 33,478: 22,273 6,499 5,442 13,753 1,282 629 6,007 514 0 0 0: 3,338 5,423
Old : 33,478: 22,273 6,499 5,442 13,753 1,282 629 6,007 514 0 0 0: 3,338 5,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,123: -5,544 -1,829 -267 -2,067 -105 2 -1,800 -62 0 0 0: -147 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 19.4 16.3 41.1 3.8 1.9 17.9 1.5 0.0 0.0 0.0: 10.0 16.2
Old : 100.0: 66.5 19.4 16.3 41.1 3.8 1.9 17.9 1.5 0.0 0.0 0.0: 10.0 16.2
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 : 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 : 73.4 48.1 86.5 68.8 71.5 46.2 84.1 66.7
Old : 73.4 48.1 86.5 68.8 71.5 46.2 84.1 66.7
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, July 3, 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 : 73,601: 10,556 6,675 24,185 1,170 10,868 4,976 450 550 6,310 38,685 13,227: 2,929 1,976
Old : 73,601: 10,556 6,675 24,185 1,170 10,868 4,976 450 550 6,310 38,685 13,227: 2,929 1,976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,713: -1,976 -959 15,069 -2,206 -6,097 -550 -225 -150 -2,658 12,967 -6,000: -351 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.1 32.9 1.6 14.8 6.8 0.6 0.7 8.6 52.6 18.0: 4.0 2.7
Old : 100.0: 14.3 9.1 32.9 1.6 14.8 6.8 0.6 0.7 8.6 52.6 18.0: 4.0 2.7
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 : 33: 8 8 4 . 8 . . . 7 6 12:
Old : 33: 8 8 4 . 8 . . . 7 6 12:
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 : 50.6 61.6 65.6 75.8 43.2 51.2 50.2 55.3
Old : 50.6 61.6 65.6 75.8 43.2 51.2 50.2 55.3
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, July 3, 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 : 61,952: 32,985 25,757 13,863 17,502 6,979 0 1,436 2,476 0 0 0: 5,649 7,802
Old : 61,952: 32,985 25,757 13,863 17,502 6,979 0 1,436 2,476 0 0 0: 5,649 7,802
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -5,349: -4,037 -2,706 103 -1,209 -497 0 -16 -356 0 0 0: -562 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 41.6 22.4 28.3 11.3 0.0 2.3 4.0 0.0 0.0 0.0: 9.1 12.6
Old : 100.0: 53.2 41.6 22.4 28.3 11.3 0.0 2.3 4.0 0.0 0.0 0.0: 9.1 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 : 22: 11 9 4 4 . 0 . . 0 0 0:
Old : 22: 11 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 : 44.9 42.3 68.1 64.4 38.1 36.7 55.0 50.1
Old : 44.9 42.3 68.1 64.4 38.1 36.7 55.0 50.1
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, July 3, 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 : 2,676,744: 621,622 556,616 282,207 783,046 468,057 291,133 39,715 578,045 182,130 5,488 220,503: 33,047 25,274
Old : 2,676,744: 621,622 556,616 282,207 783,046 468,057 291,133 39,715 578,045 182,130 5,488 220,503: 33,047 25,274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -128,048: -73,131 -20,838 -4,850 -30,110 -22,049 -2,307 6,018 -15,698 26,354 -5,903 -37,669: 1,302 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.8 10.5 29.3 17.5 10.9 1.5 21.6 6.8 0.2 8.2: 1.2 0.9
Old : 100.0: 23.2 20.8 10.5 29.3 17.5 10.9 1.5 21.6 6.8 0.2 8.2: 1.2 0.9
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 : 148: 68 59 7 18 23 19 9 27 15 5 17:
Old : 148: 68 59 7 18 23 19 9 27 15 5 17:
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 : 27.4 26.5 41.9 42.4 16.9 16.0 24.4 27.1
Old : 27.4 26.5 41.9 42.4 16.9 16.0 24.4 27.1
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, July 3, 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 : 1,297,321: 127,247 169,382 241,486 266,454 359,066 110,893 107,717 216,932 81,905 19,461 155,979: 3,813 2,330
Old : 1,297,321: 127,247 169,382 241,486 266,454 359,066 110,893 107,717 216,932 81,905 19,461 155,979: 3,813 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -142,091: -10,007 -40,271 -11,158 27,894 -58,706 -32,836 -37,238 -7,517 -12,431 -16,442 -10,330: 894 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.1 18.6 20.5 27.7 8.5 8.3 16.7 6.3 1.5 12.0: 0.3 0.2
Old : 100.0: 9.8 13.1 18.6 20.5 27.7 8.5 8.3 16.7 6.3 1.5 12.0: 0.3 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 : 90: 20 19 16 9 20 12 13 15 9 8 15:
Old : 90: 20 19 16 9 20 12 13 15 9 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 : 33.3 39.9 56.2 59.6 14.9 22.8 23.6 33.6
Old : 33.3 39.9 56.2 59.6 14.9 22.8 23.6 33.6
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, July 3, 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 : 28,853: 24,205 22,065 519 4,711 1,395 2,216 0 0 0 122 35: 483 525
Old : 28,853: 24,205 22,065 519 4,711 1,395 2,216 0 0 0 122 35: 483 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 743: 496 669 219 49 25 0 0 0 0 0 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 76.5 1.8 16.3 4.8 7.7 0.0 0.0 0.0 0.4 0.1: 1.7 1.8
Old : 100.0: 83.9 76.5 1.8 16.3 4.8 7.7 0.0 0.0 0.0 0.4 0.1: 1.7 1.8
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 : 46: 30 24 . 7 6 . 0 0 0 . .:
Old : 46: 30 24 . 7 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 : 44.9 50.1 62.3 68.8 43.4 48.6 55.9 61.7
Old : 44.9 50.1 62.3 68.8 43.4 48.6 55.9 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, July 3, 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 : 7,050: 5,197 1,856 265 4,569 170 1,067 0 0 0 0 0: 351 455
Old : 7,050: 5,197 1,856 265 4,569 170 1,067 0 0 0 0 0: 351 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -861: -654 -623 -52 -193 -114 0 0 0 -30 -26 0: -11 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 26.3 3.8 64.8 2.4 15.1 0.0 0.0 0.0 0.0 0.0: 5.0 6.5
Old : 100.0: 73.7 26.3 3.8 64.8 2.4 15.1 0.0 0.0 0.0 0.0 0.0: 5.0 6.5
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 : 24: 12 8 . 5 . . 0 0 0 0 0:
Old : 24: 12 8 . 5 . . 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 : 60.4 63.1 80.2 85.0 60.4 63.1 76.4 82.5
Old : 60.4 63.1 80.2 85.0 60.4 63.1 76.4 82.5
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, July 3, 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 : 8,898: 6,508 3,919 836 1,858 980 0 1,500 0 233 27 86: 255 528
Old : 8,898: 6,508 3,919 836 1,858 980 0 1,500 0 233 27 86: 255 528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -788: -576 -394 185 204 -453 0 0 0 143 -57 -15: -72 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 44.0 9.4 20.9 11.0 0.0 16.9 0.0 2.6 0.3 1.0: 2.9 5.9
Old : 100.0: 73.1 44.0 9.4 20.9 11.0 0.0 16.9 0.0 2.6 0.3 1.0: 2.9 5.9
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 : 26: 11 12 . 5 7 0 . 0 . . .:
Old : 26: 11 12 . 5 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 : 61.8 52.5 79.0 72.1 60.6 47.5 70.8 63.9
Old : 61.8 52.5 79.0 72.1 60.6 47.5 70.8 63.9
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, July 3, 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 : 9,623: 4,942 4,363 3,561 4,645 60 0 0 0 945 0 0: 115 555
Old : 9,623: 4,942 4,363 3,561 4,645 60 0 0 0 945 0 0: 115 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -900: -562 -562 -260 -226 -3 0 0 0 -65 0 0: -10 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 45.3 37.0 48.3 0.6 0.0 0.0 0.0 9.8 0.0 0.0: 1.2 5.8
Old : 100.0: 51.4 45.3 37.0 48.3 0.6 0.0 0.0 0.0 9.8 0.0 0.0: 1.2 5.8
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: 15 11 . 6 . 0 0 0 . 0 0:
Old : 27: 15 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 : 53.7 48.0 77.2 71.8 53.7 43.6 69.8 60.3
Old : 53.7 48.0 77.2 71.8 53.7 43.6 69.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012