NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 17, 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 : 4,889,111: 1,834,698 1,356,475 348,297 1,368,334 627,485 537,149 106,349 730,092 206,418 101,952 587,369: 17,603 11,055
Old : 4,889,111: 1,834,698 1,356,475 348,297 1,368,334 627,485 537,149 106,349 730,092 206,418 101,952 587,369: 17,603 11,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -20,449: -18,022 -33,279 3,068 3,821 -768 -104,114 -2,045 -70,883 81,407 -3,774 91,862: -2,999 -5,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 27.7 7.1 28.0 12.8 11.0 2.2 14.9 4.2 2.1 12.0: 0.4 0.2
Old : 100.0: 37.5 27.7 7.1 28.0 12.8 11.0 2.2 14.9 4.2 2.1 12.0: 0.4 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 : 221: 115 108 8 24 28 20 11 29 20 15 30:
Old : 221: 115 108 8 24 28 20 11 29 20 15 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 : 22.2 21.5 37.6 34.8 15.4 17.8 24.3 26.3
Old : 22.2 21.5 37.6 34.8 15.4 17.8 24.3 26.3
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 17, 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 : 320,589: 221,431 216,880 42,024 45,350 37,290 684 12,054 2,221 774 701 2,781: 13,384 3,312
Old : 320,589: 221,431 216,880 42,024 45,350 37,290 684 12,054 2,221 774 701 2,781: 13,384 3,312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 12,296: 9,355 6,783 1,950 1,923 1,622 54 1,527 -272 -1,754 -309 614: 727 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 67.7 13.1 14.1 11.6 0.2 3.8 0.7 0.2 0.2 0.9: 4.2 1.0
Old : 100.0: 69.1 67.7 13.1 14.1 11.6 0.2 3.8 0.7 0.2 0.2 0.9: 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 : 52: 28 31 5 4 8 . . 4 . . .:
Old : 52: 28 31 5 4 8 . . 4 . . .:
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 53.2 66.3 68.1 44.3 41.8 56.7 53.4
Old : 46.9 53.2 66.3 68.1 44.3 41.8 56.7 53.4
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 17, 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 : 162,551: 99,599 88,551 37,150 42,024 19,179 0 6,235 2,956 675 248 341: 2,651 3,017
Old : 162,551: 99,599 88,551 37,150 42,024 19,179 0 6,235 2,956 675 248 341: 2,651 3,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 8,694: -165 7,966 9,243 1,795 -633 0 -911 73 188 0 155: -167 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 54.5 22.9 25.9 11.8 0.0 3.8 1.8 0.4 0.2 0.2: 1.6 1.9
Old : 100.0: 61.3 54.5 22.9 25.9 11.8 0.0 3.8 1.8 0.4 0.2 0.2: 1.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 22 . 8 10 0 . . . . .:
Old : 39: 23 22 . 8 10 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 : 66.3 37.7 82.1 57.9 59.2 35.9 66.3 51.8
Old : 66.3 37.7 82.1 57.9 59.2 35.9 66.3 51.8
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 17, 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 : 261,706: 183,508 119,585 34,367 80,472 35,281 2,062 13,544 973 0 278 184: 5,331 11,389
Old : 261,706: 183,508 119,585 34,367 80,472 35,281 2,062 13,544 973 0 278 184: 5,331 11,389
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,505: 3,684 3,274 1,024 -1,937 1,139 -1,598 156 -229 0 121 -90: 575 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 45.7 13.1 30.7 13.5 0.8 5.2 0.4 0.0 0.1 0.1: 2.0 4.4
Old : 100.0: 70.1 45.7 13.1 30.7 13.5 0.8 5.2 0.4 0.0 0.1 0.1: 2.0 4.4
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 : 46: 24 21 . 9 10 . . . 0 . .:
Old : 46: 24 21 . 9 10 . . . 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 : 47.6 41.1 71.0 63.0 44.3 29.3 59.8 47.4
Old : 47.6 41.1 71.0 63.0 44.3 29.3 59.8 47.4
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 17, 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 : 753,706: 569,345 278,699 24,183 305,571 125,872 311 9,158 27,689 1,757 462 2,223: 2,326 4,032
Old : 753,706: 569,345 278,699 24,183 305,571 125,872 311 9,158 27,689 1,757 462 2,223: 2,326 4,032
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 10,901: 4,477 2,453 2,837 3,981 3,835 80 60 -531 188 409 541: -526 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 37.0 3.2 40.5 16.7 0.0 1.2 3.7 0.2 0.1 0.3: 0.3 0.5
Old : 100.0: 75.5 37.0 3.2 40.5 16.7 0.0 1.2 3.7 0.2 0.1 0.3: 0.3 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 : 70: 39 31 7 13 19 . . 4 . . .:
Old : 70: 39 31 7 13 19 . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 37.2 57.0 57.6 23.4 32.1 37.3 41.9
Old : 38.5 37.2 57.0 57.6 23.4 32.1 37.3 41.9
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, July 17, 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 : 214,309: 144,574 180,363 29,750 6,783 22,092 8,238 0 2,076 0 0 0: 7,579 2,995
Old : 214,309: 144,574 180,363 29,750 6,783 22,092 8,238 0 2,076 0 0 0: 7,579 2,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 519: 2,205 -1,077 -1,812 -62 1,812 -1,373 0 -182 0 0 0: -131 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 84.2 13.9 3.2 10.3 3.8 0.0 1.0 0.0 0.0 0.0: 3.5 1.4
Old : 100.0: 67.5 84.2 13.9 3.2 10.3 3.8 0.0 1.0 0.0 0.0 0.0: 3.5 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: 25 24 . . . . 0 . 0 0 0:
Old : 41: 25 24 . . . . 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 : 48.2 59.7 69.4 77.3 36.1 56.6 53.4 68.2
Old : 48.2 59.7 69.4 77.3 36.1 56.6 53.4 68.2
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 17, 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 : 315,564: 238,824 205,394 19,201 64,396 8,055 16,416 2,243 27,171 0 0 0: 5,897 8,305
Old : 315,564: 238,824 205,394 19,201 64,396 8,055 16,416 2,243 27,171 0 0 0: 5,897 8,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 589: 2,136 8,674 43 -1,695 93 5,212 80 -6,442 0 0 0: -453 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 65.1 6.1 20.4 2.6 5.2 0.7 8.6 0.0 0.0 0.0: 1.9 2.6
Old : 100.0: 75.7 65.1 6.1 20.4 2.6 5.2 0.7 8.6 0.0 0.0 0.0: 1.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 30 4 11 9 4 . 6 0 0 0:
Old : 57: 31 30 4 11 9 4 . 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 : 41.1 44.9 58.5 61.1 31.8 40.4 47.3 52.4
Old : 41.1 44.9 58.5 61.1 31.8 40.4 47.3 52.4
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 17, 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 : 147,156: 110,970 68,563 9,091 57,494 9,866 10,184 259 4,931 0 643 0: 2,114 5,400
Old : 147,156: 110,970 68,563 9,091 57,494 9,866 10,184 259 4,931 0 643 0: 2,114 5,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,229: 4,042 1,338 525 2,236 -313 63 259 743 0 -186 0: -831 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 46.6 6.2 39.1 6.7 6.9 0.2 3.4 0.0 0.4 0.0: 1.4 3.7
Old : 100.0: 75.4 46.6 6.2 39.1 6.7 6.9 0.2 3.4 0.0 0.4 0.0: 1.4 3.7
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 : 51: 26 22 5 9 10 6 . 4 0 . 0:
Old : 51: 26 22 5 9 10 6 . 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 : 51.7 42.8 63.7 61.1 42.8 38.6 52.7 49.4
Old : 51.7 42.8 63.7 61.1 42.8 38.6 52.7 49.4
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 17, 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 : 1,117,917: 107,422 134,636 195,098 119,576 114,824 200,607 174,644 252,827 33,571 135,578 146,598: 66,970 39,234
Old : 1,117,917: 107,422 134,636 195,098 119,576 114,824 200,607 174,644 252,827 33,571 135,578 146,598: 66,970 39,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 1,759: 1,065 3,540 -2,368 493 -2,702 5,037 -25,007 -9,587 -3,952 20,348 16,149: -1,883 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.0 17.5 10.7 10.3 17.9 15.6 22.6 3.0 12.1 13.1: 6.0 3.5
Old : 100.0: 9.6 12.0 17.5 10.7 10.3 17.9 15.6 22.6 3.0 12.1 13.1: 6.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 314: 44 39 23 10 23 65 69 85 47 42 66:
Old : 314: 44 39 23 10 23 65 69 85 47 42 66:
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 : 15.3 22.4 26.8 33.5 11.5 14.8 19.5 21.1
Old : 15.3 22.4 26.8 33.5 11.5 14.8 19.5 21.1
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 17, 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 : 33,598: 22,273 6,499 5,442 13,753 1,282 639 5,763 624 0 0 0: 3,338 5,677
Old : 33,598: 22,273 6,499 5,442 13,753 1,282 639 5,763 624 0 0 0: 3,338 5,677
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 0: 0 0 0 0 0 10 0 -10 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 19.3 16.2 40.9 3.8 1.9 17.2 1.9 0.0 0.0 0.0: 9.9 16.9
Old : 100.0: 66.3 19.3 16.2 40.9 3.8 1.9 17.2 1.9 0.0 0.0 0.0: 9.9 16.9
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 : 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 : 73.1 48.0 86.2 68.5 71.2 46.1 83.8 66.4
Old : 73.1 48.0 86.2 68.5 71.2 46.1 83.8 66.4
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 17, 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 : 80,203: 10,314 6,939 25,185 1,170 12,158 4,976 550 550 10,760 43,514 13,519: 2,741 1,803
Old : 80,203: 10,314 6,939 25,185 1,170 12,158 4,976 550 550 10,760 43,514 13,519: 2,741 1,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 248: 47 403 0 0 90 0 0 0 200 -346 101: -190 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.7 31.4 1.5 15.2 6.2 0.7 0.7 13.4 54.3 16.9: 3.4 2.2
Old : 100.0: 12.9 8.7 31.4 1.5 15.2 6.2 0.7 0.7 13.4 54.3 16.9: 3.4 2.2
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 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 : 52.0 63.5 68.2 77.5 45.2 52.7 51.7 56.8
Old : 52.0 63.5 68.2 77.5 45.2 52.7 51.7 56.8
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 17, 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 : 61,920: 33,315 26,163 13,863 17,502 6,979 0 433 2,351 0 0 0: 5,412 8,492
Old : 61,920: 33,315 26,163 13,863 17,502 6,979 0 433 2,351 0 0 0: 5,412 8,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -40: -38 34 0 0 0 0 -755 -133 0 0 0: 131 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 42.3 22.4 28.3 11.3 0.0 0.7 3.8 0.0 0.0 0.0: 8.7 13.7
Old : 100.0: 53.8 42.3 22.4 28.3 11.3 0.0 0.7 3.8 0.0 0.0 0.0: 8.7 13.7
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 : 23: 12 10 4 4 . 0 . . 0 0 0:
Old : 23: 12 10 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 68.2 64.4 38.2 36.7 55.0 50.1
Old : 44.9 42.3 68.2 64.4 38.2 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 17, 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 : 2,678,613: 639,870 564,752 282,947 784,107 461,666 262,443 41,600 489,369 202,323 3,431 310,718: 29,277 22,970
Old : 2,678,613: 639,870 564,752 282,947 784,107 461,666 262,443 41,600 489,369 202,323 3,431 310,718: 29,277 22,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 19,850: 15,307 7,929 2,740 3,786 -4,453 -26,169 983 -78,310 21,969 -592 91,660: -2,894 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.1 10.6 29.3 17.2 9.8 1.6 18.3 7.6 0.1 11.6: 1.1 0.9
Old : 100.0: 23.9 21.1 10.6 29.3 17.2 9.8 1.6 18.3 7.6 0.1 11.6: 1.1 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 : 150: 70 60 7 19 24 19 9 24 19 . 17:
Old : 150: 70 60 7 19 24 19 9 24 19 . 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 : 27.3 26.4 41.7 42.1 16.9 15.8 24.1 27.1
Old : 27.3 26.4 41.7 42.1 16.9 15.8 24.1 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 17, 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 : 1,314,034: 133,180 173,935 234,383 263,616 367,448 114,330 46,133 188,209 78,230 78,087 194,698: 3,556 1,908
Old : 1,314,034: 133,180 173,935 234,383 263,616 367,448 114,330 46,133 188,209 78,230 78,087 194,698: 3,556 1,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 10,288: 5,311 3,691 -6,145 -7,124 9,129 3,166 -56,739 -32,783 -5,625 57,120 37,128: 107 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.2 17.8 20.1 28.0 8.7 3.5 14.3 6.0 5.9 14.8: 0.3 0.1
Old : 100.0: 10.1 13.2 17.8 20.1 28.0 8.7 3.5 14.3 6.0 5.9 14.8: 0.3 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 : 90: 20 19 17 8 21 13 10 15 10 9 18:
Old : 90: 20 19 17 8 21 13 10 15 10 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 : 33.5 39.6 55.5 59.7 14.6 22.6 22.4 33.3
Old : 33.5 39.6 55.5 59.7 14.6 22.6 22.4 33.3
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, July 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 27,841: 23,268 21,546 546 4,573 1,305 2,216 0 0 35 0 0: 471 417
Old : 27,841: 23,268 21,546 546 4,573 1,305 2,216 0 0 35 0 0: 471 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 10: 147 -302 30 384 -69 0 0 0 0 0 0: -98 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 77.4 2.0 16.4 4.7 8.0 0.0 0.0 0.1 0.0 0.0: 1.7 1.5
Old : 100.0: 83.6 77.4 2.0 16.4 4.7 8.0 0.0 0.0 0.1 0.0 0.0: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 23 . 7 5 . 0 0 . 0 0:
Old : 45: 31 23 . 7 5 . 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 : 45.6 53.2 62.7 71.2 43.7 52.2 57.1 66.0
Old : 45.6 53.2 62.7 71.2 43.7 52.2 57.1 66.0
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 17, 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 : 6,897: 5,362 2,033 275 4,265 170 713 0 25 0 0 0: 352 404
Old : 6,897: 5,362 2,033 275 4,265 170 713 0 25 0 0 0: 352 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -279: 15 0 10 -304 0 -354 0 25 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 29.5 4.0 61.8 2.5 10.3 0.0 0.4 0.0 0.0 0.0: 5.1 5.9
Old : 100.0: 77.7 29.5 4.0 61.8 2.5 10.3 0.0 0.4 0.0 0.0 0.0: 5.1 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 : 25: 12 9 . 5 . . 0 . 0 0 0:
Old : 25: 12 9 . 5 . . 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 : 63.5 61.6 81.7 82.4 63.5 61.6 76.9 80.0
Old : 63.5 61.6 81.7 82.4 63.5 61.6 76.9 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, July 17, 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 : 9,125: 6,565 4,164 901 1,708 1,058 0 1,500 0 239 75 77: 285 543
Old : 9,125: 6,565 4,164 901 1,708 1,058 0 1,500 0 239 75 77: 285 543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 76: -27 71 40 -80 33 0 0 0 6 58 -6: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 45.6 9.9 18.7 11.6 0.0 16.4 0.0 2.6 0.8 0.8: 3.1 6.0
Old : 100.0: 71.9 45.6 9.9 18.7 11.6 0.0 16.4 0.0 2.6 0.8 0.8: 3.1 6.0
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 : 27: 12 12 . 5 7 0 . 0 . . .:
Old : 27: 12 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 : 61.4 53.7 78.4 72.4 59.6 49.2 70.3 64.1
Old : 61.4 53.7 78.4 72.4 59.6 49.2 70.3 64.1
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 17, 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 : 10,030: 5,391 4,462 3,486 4,930 68 0 0 0 945 0 0: 140 570
Old : 10,030: 5,391 4,462 3,486 4,930 68 0 0 0 945 0 0: 140 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 284: 269 149 0 120 0 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 44.5 34.8 49.2 0.7 0.0 0.0 0.0 9.4 0.0 0.0: 1.4 5.7
Old : 100.0: 53.7 44.5 34.8 49.2 0.7 0.0 0.0 0.0 9.4 0.0 0.0: 1.4 5.7
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 : 28: 15 12 . 6 . 0 0 0 . 0 0:
Old : 28: 15 12 . 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 : 52.4 49.3 76.7 72.4 52.4 44.8 72.1 60.6
Old : 52.4 49.3 76.7 72.4 52.4 44.8 72.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012