NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 5,083,437: 1,913,758 1,376,446 379,402 1,514,568 537,512 551,272 95,217 799,377 231,571 95,967 652,423: 18,122 11,927
Old : 5,083,437: 1,913,758 1,376,446 379,402 1,514,568 537,512 551,272 95,217 799,377 231,571 95,967 652,423: 18,122 11,927
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 194,326: 79,060 19,971 31,105 146,234 -89,973 14,123 -11,132 69,285 25,153 -5,985 65,054: 519 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 27.1 7.5 29.8 10.6 10.8 1.9 15.7 4.6 1.9 12.8: 0.4 0.2
Old : 100.0: 37.6 27.1 7.5 29.8 10.6 10.8 1.9 15.7 4.6 1.9 12.8: 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 : 219: 113 108 8 24 28 24 8 28 21 14 30:
Old : 219: 113 108 8 24 28 24 8 28 21 14 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 : 22.6 21.2 38.7 35.1 15.1 18.3 23.9 27.0
Old : 22.6 21.2 38.7 35.1 15.1 18.3 23.9 27.0
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 24, 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 : 317,906: 215,511 217,929 41,568 38,894 39,817 1,437 11,041 4,025 678 414 2,723: 12,147 3,063
Old : 317,906: 215,511 217,929 41,568 38,894 39,817 1,437 11,041 4,025 678 414 2,723: 12,147 3,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,683: -5,920 1,049 -456 -6,456 2,527 753 -1,013 1,804 -96 -287 -58: -1,237 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 68.6 13.1 12.2 12.5 0.5 3.5 1.3 0.2 0.1 0.9: 3.8 1.0
Old : 100.0: 67.8 68.6 13.1 12.2 12.5 0.5 3.5 1.3 0.2 0.1 0.9: 3.8 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 : 54: 28 32 5 4 8 4 . 4 . . .:
Old : 54: 28 32 5 4 8 4 . 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 : 46.7 54.2 65.7 68.2 43.2 42.8 54.3 53.5
Old : 46.7 54.2 65.7 68.2 43.2 42.8 54.3 53.5
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 24, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 163,400: 102,550 90,425 34,977 41,561 19,179 0 5,733 3,503 344 0 395: 2,452 2,604
Old : 163,400: 102,550 90,425 34,977 41,561 19,179 0 5,733 3,503 344 0 395: 2,452 2,604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 849: 2,951 1,874 -2,173 -463 0 0 -502 547 -331 -248 54: -199 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 55.3 21.4 25.4 11.7 0.0 3.5 2.1 0.2 0.0 0.2: 1.5 1.6
Old : 100.0: 62.8 55.3 21.4 25.4 11.7 0.0 3.5 2.1 0.2 0.0 0.2: 1.5 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 : 38: 23 22 . 8 10 0 . . . 0 .:
Old : 38: 23 22 . 8 10 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 : 67.6 39.4 83.2 58.5 60.4 37.6 67.1 52.3
Old : 67.6 39.4 83.2 58.5 60.4 37.6 67.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, July 24, 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 : 266,603: 192,793 120,959 31,324 85,408 33,646 1,752 14,851 1,752 0 35 334: 5,002 9,618
Old : 266,603: 192,793 120,959 31,324 85,408 33,646 1,752 14,851 1,752 0 35 334: 5,002 9,618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 4,897: 9,285 1,374 -3,043 4,936 -1,635 -310 1,307 779 0 -243 150: -329 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 45.4 11.7 32.0 12.6 0.7 5.6 0.7 0.0 0.0 0.1: 1.9 3.6
Old : 100.0: 72.3 45.4 11.7 32.0 12.6 0.7 5.6 0.7 0.0 0.0 0.1: 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 : 45: 24 20 . 9 10 . . . 0 . .:
Old : 45: 24 20 . 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 : 47.4 40.2 71.2 62.9 43.6 27.4 58.9 46.4
Old : 47.4 40.2 71.2 62.9 43.6 27.4 58.9 46.4
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 24, 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 : 756,307: 568,749 275,679 37,470 326,884 123,432 679 5,408 19,092 2,901 38 1,917: 2,067 3,857
Old : 756,307: 568,749 275,679 37,470 326,884 123,432 679 5,408 19,092 2,901 38 1,917: 2,067 3,857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,601: -596 -3,020 13,287 21,313 -2,440 368 -3,750 -8,597 1,144 -424 -306: -259 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 36.5 5.0 43.2 16.3 0.1 0.7 2.5 0.4 0.0 0.3: 0.3 0.5
Old : 100.0: 75.2 36.5 5.0 43.2 16.3 0.1 0.7 2.5 0.4 0.0 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 : 68: 39 30 5 14 19 . 4 4 . . .:
Old : 68: 39 30 5 14 19 . 4 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 : 38.3 38.2 56.9 58.6 22.6 33.8 37.6 45.1
Old : 38.3 38.2 56.9 58.6 22.6 33.8 37.6 45.1
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 24, 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 : 213,736: 146,542 181,275 29,432 6,752 20,911 7,312 0 1,711 676 0 0: 7,152 3,087
Old : 213,736: 146,542 181,275 29,432 6,752 20,911 7,312 0 1,711 676 0 0: 7,152 3,087
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -573: 1,968 912 -318 -31 -1,181 -926 0 -365 676 0 0: -427 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 84.8 13.8 3.2 9.8 3.4 0.0 0.8 0.3 0.0 0.0: 3.3 1.4
Old : 100.0: 68.6 84.8 13.8 3.2 9.8 3.4 0.0 0.8 0.3 0.0 0.0: 3.3 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 : 43: 25 25 4 . . . 0 . . 0 0:
Old : 43: 25 25 4 . . . 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 : 46.2 59.5 69.5 77.1 34.6 57.0 53.8 68.9
Old : 46.2 59.5 69.5 77.1 34.6 57.0 53.8 68.9
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 24, 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 : 310,029: 235,662 206,374 19,294 62,167 7,679 16,921 1,230 25,109 0 0 0: 5,364 7,470
Old : 310,029: 235,662 206,374 19,294 62,167 7,679 16,921 1,230 25,109 0 0 0: 5,364 7,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -5,535: -3,162 980 93 -2,229 -376 505 -1,013 -2,062 0 0 0: -533 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 66.6 6.2 20.1 2.5 5.5 0.4 8.1 0.0 0.0 0.0: 1.7 2.4
Old : 100.0: 76.0 66.6 6.2 20.1 2.5 5.5 0.4 8.1 0.0 0.0 0.0: 1.7 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 : 56: 30 30 4 11 8 4 . 6 0 0 0:
Old : 56: 30 30 4 11 8 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 43.6 59.0 60.2 32.5 39.7 48.4 51.7
Old : 41.1 43.6 59.0 60.2 32.5 39.7 48.4 51.7
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 24, 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 : 146,949: 110,820 69,385 9,153 56,968 9,958 9,341 371 5,625 0 519 0: 2,052 4,123
Old : 146,949: 110,820 69,385 9,153 56,968 9,958 9,341 371 5,625 0 519 0: 2,052 4,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -207: -150 822 62 -526 92 -843 112 694 0 -124 0: -62 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 47.2 6.2 38.8 6.8 6.4 0.3 3.8 0.0 0.4 0.0: 1.4 2.8
Old : 100.0: 75.4 47.2 6.2 38.8 6.8 6.4 0.3 3.8 0.0 0.4 0.0: 1.4 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 : 50: 26 23 5 9 10 5 . 4 0 . 0:
Old : 50: 26 23 5 9 10 5 . 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 : 52.4 43.1 64.7 61.1 44.0 39.0 54.1 49.5
Old : 52.4 43.1 64.7 61.1 44.0 39.0 54.1 49.5
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 24, 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 : 1,123,235: 97,603 130,309 203,417 128,692 89,027 209,131 169,661 261,152 33,583 145,428 158,598: 70,724 40,368
Old : 1,123,235: 97,603 130,309 203,417 128,692 89,027 209,131 169,661 261,152 33,583 145,428 158,598: 70,724 40,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 5,318: -9,819 -4,327 8,319 9,116 -25,797 8,524 -4,983 8,325 12 9,850 12,000: 3,754 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.6 18.1 11.5 7.9 18.6 15.1 23.2 3.0 12.9 14.1: 6.3 3.6
Old : 100.0: 8.7 11.6 18.1 11.5 7.9 18.6 15.1 23.2 3.0 12.9 14.1: 6.3 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 : 310: 45 40 24 9 24 71 61 76 45 46 62:
Old : 310: 45 40 24 9 24 71 61 76 45 46 62:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 23.0 27.9 35.0 11.4 15.1 19.3 21.5
Old : 16.7 23.0 27.9 35.0 11.4 15.1 19.3 21.5
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 24, 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 : 33,838: 22,273 6,499 5,442 13,753 1,282 639 5,763 864 0 0 0: 3,338 5,677
Old : 33,838: 22,273 6,499 5,442 13,753 1,282 639 5,763 864 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 17, 2012 :
: 240: 0 0 0 0 0 0 0 240 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 19.2 16.1 40.6 3.8 1.9 17.0 2.6 0.0 0.0 0.0: 9.9 16.8
Old : 100.0: 65.8 19.2 16.1 40.6 3.8 1.9 17.0 2.6 0.0 0.0 0.0: 9.9 16.8
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 : 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 : 72.6 47.6 86.1 68.0 70.7 45.7 83.2 65.9
Old : 72.6 47.6 86.1 68.0 70.7 45.7 83.2 65.9
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 24, 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 : 82,021: 11,286 7,777 22,601 1,170 14,653 4,976 550 1,037 11,010 41,658 13,233: 3,225 1,943
Old : 82,021: 11,286 7,777 22,601 1,170 14,653 4,976 550 1,037 11,010 41,658 13,233: 3,225 1,943
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,818: 972 838 -2,584 0 2,495 0 0 487 250 -1,856 -286: 484 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.5 27.6 1.4 17.9 6.1 0.7 1.3 13.4 50.8 16.1: 3.9 2.4
Old : 100.0: 13.8 9.5 27.6 1.4 17.9 6.1 0.7 1.3 13.4 50.8 16.1: 3.9 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 : 35: 9 9 4 . 8 . . . 7 6 12:
Old : 35: 9 9 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 : 50.8 60.1 66.7 76.4 41.9 49.7 47.8 53.3
Old : 50.8 60.1 66.7 76.4 41.9 49.7 47.8 53.3
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 24, 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 : 62,697: 33,890 26,845 13,863 17,502 6,979 0 162 2,221 0 0 0: 5,744 8,988
Old : 62,697: 33,890 26,845 13,863 17,502 6,979 0 162 2,221 0 0 0: 5,744 8,988
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 777: 575 682 0 0 0 0 -271 -130 0 0 0: 332 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 42.8 22.1 27.9 11.1 0.0 0.3 3.5 0.0 0.0 0.0: 9.2 14.3
Old : 100.0: 54.1 42.8 22.1 27.9 11.1 0.0 0.3 3.5 0.0 0.0 0.0: 9.2 14.3
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 : 22: 12 10 4 4 . 0 . . 0 0 0:
Old : 22: 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 : 44.8 41.8 67.7 63.6 37.7 36.3 54.8 49.5
Old : 44.8 41.8 67.7 63.6 37.7 36.3 54.8 49.5
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 24, 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 : 2,732,249: 657,748 565,640 281,357 793,851 478,023 270,334 42,507 493,681 200,335 12,100 323,553: 27,218 22,894
Old : 2,732,249: 657,748 565,640 281,357 793,851 478,023 270,334 42,507 493,681 200,335 12,100 323,553: 27,218 22,894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 53,636: 17,878 888 -1,590 9,744 16,357 7,891 907 4,312 -1,988 8,669 12,835: -2,059 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 20.7 10.3 29.1 17.5 9.9 1.6 18.1 7.3 0.4 11.8: 1.0 0.8
Old : 100.0: 24.1 20.7 10.3 29.1 17.5 9.9 1.6 18.1 7.3 0.4 11.8: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 155: 73 62 7 19 24 18 10 24 19 5 19:
Old : 155: 73 62 7 19 24 18 10 24 19 5 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 26.4 41.2 41.7 16.2 15.7 23.2 26.3
Old : 26.8 26.4 41.2 41.7 16.2 15.7 23.2 26.3
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 24, 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 : 1,348,380: 137,144 186,328 236,284 242,290 370,131 105,890 43,367 203,608 80,693 88,734 212,339: 2,291 1,583
Old : 1,348,380: 137,144 186,328 236,284 242,290 370,131 105,890 43,367 203,608 80,693 88,734 212,339: 2,291 1,583
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 34,346: 3,964 12,393 1,901 -21,326 2,683 -8,440 -2,766 15,399 2,463 10,647 17,641: -1,265 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.8 17.5 18.0 27.5 7.9 3.2 15.1 6.0 6.6 15.7: 0.2 0.1
Old : 100.0: 10.2 13.8 17.5 18.0 27.5 7.9 3.2 15.1 6.0 6.6 15.7: 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 : 95: 20 21 18 7 21 18 7 16 11 10 18:
Old : 95: 20 21 18 7 21 18 7 16 11 10 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 : 33.2 38.6 54.7 59.8 12.6 21.9 20.7 32.3
Old : 33.2 38.6 54.7 59.8 12.6 21.9 20.7 32.3
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 24, 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 : 27,916: 23,285 21,613 531 4,573 1,313 2,216 0 0 35 0 0: 536 417
Old : 27,916: 23,285 21,613 531 4,573 1,313 2,216 0 0 35 0 0: 536 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 75: 17 67 -15 0 8 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 77.4 1.9 16.4 4.7 7.9 0.0 0.0 0.1 0.0 0.0: 1.9 1.5
Old : 100.0: 83.4 77.4 1.9 16.4 4.7 7.9 0.0 0.0 0.1 0.0 0.0: 1.9 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 : 44.8 53.4 62.3 71.5 42.9 52.5 56.8 66.4
Old : 44.8 53.4 62.3 71.5 42.9 52.5 56.8 66.4
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 24, 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 : 6,894: 5,472 2,063 275 4,282 175 660 0 0 0 0 0: 312 374
Old : 6,894: 5,472 2,063 275 4,282 175 660 0 0 0 0 0: 312 374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -3: 110 30 0 17 5 -53 0 -25 0 0 0: -40 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 29.9 4.0 62.1 2.5 9.6 0.0 0.0 0.0 0.0 0.0: 4.5 5.4
Old : 100.0: 79.4 29.9 4.0 62.1 2.5 9.6 0.0 0.0 0.0 0.0 0.0: 4.5 5.4
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 : 25: 12 9 . 6 . . 0 0 0 0 0:
Old : 25: 12 9 . 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 : 64.6 61.7 83.3 81.4 64.6 61.7 78.6 78.9
Old : 64.6 61.7 83.3 81.4 64.6 61.7 78.6 78.9
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 24, 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 : 9,424: 6,837 4,526 901 1,638 1,075 0 1,500 0 259 75 77: 275 533
Old : 9,424: 6,837 4,526 901 1,638 1,075 0 1,500 0 259 75 77: 275 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 299: 272 362 0 -70 17 0 0 0 20 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 48.0 9.6 17.4 11.4 0.0 15.9 0.0 2.7 0.8 0.8: 2.9 5.7
Old : 100.0: 72.5 48.0 9.6 17.4 11.4 0.0 15.9 0.0 2.7 0.8 0.8: 2.9 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: 13 12 . 5 7 0 . 0 . . .:
Old : 28: 13 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 : 58.6 55.8 75.3 73.6 57.1 50.4 69.6 65.1
Old : 58.6 55.8 75.3 73.6 57.1 50.4 69.6 65.1
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 24, 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 : 10,356: 5,632 4,748 3,486 4,975 68 0 0 0 945 0 0: 225 565
Old : 10,356: 5,632 4,748 3,486 4,975 68 0 0 0 945 0 0: 225 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 326: 241 286 0 45 0 0 0 0 0 0 0: 85 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 45.8 33.7 48.0 0.7 0.0 0.0 0.0 9.1 0.0 0.0: 2.2 5.5
Old : 100.0: 54.4 45.8 33.7 48.0 0.7 0.0 0.0 0.0 9.1 0.0 0.0: 2.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.4 47.5 77.5 71.0 50.4 43.8 71.5 62.3
Old : 50.4 47.5 77.5 71.0 50.4 43.8 71.5 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012