NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 31, 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 : 4,794,808: 1,686,333 1,256,061 396,173 1,429,150 520,801 507,782 93,775 772,042 265,264 81,005 630,245: 16,168 11,729
Old : 4,794,808: 1,686,333 1,256,061 396,173 1,429,150 520,801 507,782 93,775 772,042 265,264 81,005 630,245: 16,168 11,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -288,629: -227,425 -120,385 16,771 -85,418 -16,711 -43,490 -1,442 -27,335 33,693 -14,962 -22,178: -1,954 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 26.2 8.3 29.8 10.9 10.6 2.0 16.1 5.5 1.7 13.1: 0.3 0.2
Old : 100.0: 35.2 26.2 8.3 29.8 10.9 10.6 2.0 16.1 5.5 1.7 13.1: 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 : 221: 110 106 9 23 28 24 8 27 25 14 32:
Old : 221: 110 106 9 23 28 24 8 27 25 14 32:
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 : 22.9 21.4 38.8 35.8 15.9 18.5 24.3 27.2
Old : 22.9 21.4 38.8 35.8 15.9 18.5 24.3 27.2
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 31, 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 : 322,386: 217,314 223,963 40,246 38,684 38,319 4,336 11,707 4,451 2,994 685 1,415: 13,311 3,162
Old : 322,386: 217,314 223,963 40,246 38,684 38,319 4,336 11,707 4,451 2,994 685 1,415: 13,311 3,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 4,480: 1,803 6,034 -1,322 -210 -1,498 2,899 666 426 2,316 271 -1,308: 1,164 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 69.5 12.5 12.0 11.9 1.3 3.6 1.4 0.9 0.2 0.4: 4.1 1.0
Old : 100.0: 67.4 69.5 12.5 12.0 11.9 1.3 3.6 1.4 0.9 0.2 0.4: 4.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 32 5 4 8 4 . 5 . . .:
Old : 55: 29 32 5 4 8 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 : 47.3 55.1 64.1 68.9 42.2 43.9 52.0 54.4
Old : 47.3 55.1 64.1 68.9 42.2 43.9 52.0 54.4
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 31, 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 : 166,198: 104,509 90,407 33,577 42,496 20,250 0 6,659 3,251 561 0 395: 3,655 2,740
Old : 166,198: 104,509 90,407 33,577 42,496 20,250 0 6,659 3,251 561 0 395: 3,655 2,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 2,798: 1,959 -18 -1,400 935 1,071 0 926 -252 217 0 0: 1,203 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 54.4 20.2 25.6 12.2 0.0 4.0 2.0 0.3 0.0 0.2: 2.2 1.6
Old : 100.0: 62.9 54.4 20.2 25.6 12.2 0.0 4.0 2.0 0.3 0.0 0.2: 2.2 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 : 39: 23 22 . 9 10 0 . . . 0 .:
Old : 39: 23 22 . 9 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 : 66.3 39.5 82.1 58.1 58.8 37.6 66.0 52.1
Old : 66.3 39.5 82.1 58.1 58.8 37.6 66.0 52.1
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 31, 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 : 270,371: 198,001 126,028 30,885 87,144 32,152 1,872 13,756 1,238 0 155 214: 6,009 9,684
Old : 270,371: 198,001 126,028 30,885 87,144 32,152 1,872 13,756 1,238 0 155 214: 6,009 9,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 3,768: 5,208 5,069 -439 1,736 -1,494 120 -1,095 -514 0 120 -120: 1,007 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 46.6 11.4 32.2 11.9 0.7 5.1 0.5 0.0 0.1 0.1: 2.2 3.6
Old : 100.0: 73.2 46.6 11.4 32.2 11.9 0.7 5.1 0.5 0.0 0.1 0.1: 2.2 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: 27 22 . 9 10 . . . 0 . .:
Old : 48: 27 22 . 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 : 46.4 40.3 70.4 62.7 43.4 26.6 58.4 46.4
Old : 46.4 40.3 70.4 62.7 43.4 26.6 58.4 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 31, 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 : 748,424: 564,446 261,774 41,641 339,359 116,942 72 5,523 17,322 2,910 0 2,458: 2,633 5,046
Old : 748,424: 564,446 261,774 41,641 339,359 116,942 72 5,523 17,322 2,910 0 2,458: 2,633 5,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -7,883: -4,303 -13,905 4,171 12,475 -6,490 -607 115 -1,770 9 -38 541: 566 1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 35.0 5.6 45.3 15.6 0.0 0.7 2.3 0.4 0.0 0.3: 0.4 0.7
Old : 100.0: 75.4 35.0 5.6 45.3 15.6 0.0 0.7 2.3 0.4 0.0 0.3: 0.4 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 : 67: 39 29 5 14 19 . . . . 0 .:
Old : 67: 39 29 5 14 19 . . . . 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 : 37.7 39.4 56.0 58.2 22.9 35.3 38.4 46.9
Old : 37.7 39.4 56.0 58.2 22.9 35.3 38.4 46.9
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 31, 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 : 214,723: 148,509 182,291 30,362 7,172 19,981 6,865 0 1,097 0 0 0: 7,909 4,182
Old : 214,723: 148,509 182,291 30,362 7,172 19,981 6,865 0 1,097 0 0 0: 7,909 4,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 987: 1,967 1,016 930 420 -930 -447 0 -614 -676 0 0: 757 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 84.9 14.1 3.3 9.3 3.2 0.0 0.5 0.0 0.0 0.0: 3.7 1.9
Old : 100.0: 69.2 84.9 14.1 3.3 9.3 3.2 0.0 0.5 0.0 0.0 0.0: 3.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 26 4 4 . . 0 . 0 0 0:
Old : 44: 26 26 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 : 46.2 58.9 69.6 76.4 34.6 56.8 54.1 68.6
Old : 46.2 58.9 69.6 76.4 34.6 56.8 54.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, July 31, 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 : 306,950: 232,784 207,736 19,232 63,315 7,771 22,529 1,080 18,614 0 0 0: 6,020 8,434
Old : 306,950: 232,784 207,736 19,232 63,315 7,771 22,529 1,080 18,614 0 0 0: 6,020 8,434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -3,079: -2,878 1,362 -62 1,148 92 5,608 -150 -6,495 0 0 0: 656 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 67.7 6.3 20.6 2.5 7.3 0.4 6.1 0.0 0.0 0.0: 2.0 2.7
Old : 100.0: 75.8 67.7 6.3 20.6 2.5 7.3 0.4 6.1 0.0 0.0 0.0: 2.0 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 : 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 : 40.8 39.8 58.9 56.3 33.6 37.6 50.4 50.0
Old : 40.8 39.8 58.9 56.3 33.6 37.6 50.4 50.0
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 31, 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 : 148,745: 112,121 71,044 9,184 57,635 10,081 9,630 0 5,675 0 0 0: 2,054 4,310
Old : 148,745: 112,121 71,044 9,184 57,635 10,081 9,630 0 5,675 0 0 0: 2,054 4,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 1,796: 1,301 1,659 31 667 123 289 -371 50 0 -519 0: 2 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 47.8 6.2 38.7 6.8 6.5 0.0 3.8 0.0 0.0 0.0: 1.4 2.9
Old : 100.0: 75.4 47.8 6.2 38.7 6.8 6.5 0.0 3.8 0.0 0.0 0.0: 1.4 2.9
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 : 51: 27 24 5 9 10 6 0 . 0 0 0:
Old : 51: 27 24 5 9 10 6 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 : 51.9 44.0 64.0 61.8 43.6 40.2 53.4 50.6
Old : 51.9 44.0 64.0 61.8 43.6 40.2 53.4 50.6
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 31, 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 : 1,126,758: 88,683 120,855 209,678 136,895 81,268 207,281 167,149 281,743 31,546 147,090 152,698: 73,861 39,060
Old : 1,126,758: 88,683 120,855 209,678 136,895 81,268 207,281 167,149 281,743 31,546 147,090 152,698: 73,861 39,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 3,523: -8,920 -9,454 6,261 8,203 -7,759 -1,850 -2,512 20,591 -2,037 1,662 -5,900: 3,137 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.7 18.6 12.1 7.2 18.4 14.8 25.0 2.8 13.1 13.6: 6.6 3.5
Old : 100.0: 7.9 10.7 18.6 12.1 7.2 18.4 14.8 25.0 2.8 13.1 13.6: 6.6 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 : 309: 46 41 24 9 22 74 59 77 39 46 61:
Old : 309: 46 41 24 9 22 74 59 77 39 46 61:
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 : 16.9 23.6 28.7 36.1 11.6 15.7 19.3 21.9
Old : 16.9 23.6 28.7 36.1 11.6 15.7 19.3 21.9
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 31, 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 : 34,024: 22,459 6,499 5,442 13,753 1,282 639 5,763 864 0 0 0: 3,338 5,863
Old : 34,024: 22,459 6,499 5,442 13,753 1,282 639 5,763 864 0 0 0: 3,338 5,863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 186: 186 0 0 0 0 0 0 0 0 0 0: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 19.1 16.0 40.4 3.8 1.9 16.9 2.5 0.0 0.0 0.0: 9.8 17.2
Old : 100.0: 66.0 19.1 16.0 40.4 3.8 1.9 16.9 2.5 0.0 0.0 0.0: 9.8 17.2
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 : 72.8 47.4 86.2 67.7 70.9 45.5 83.3 65.6
Old : 72.8 47.4 86.2 67.7 70.9 45.5 83.3 65.6
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 31, 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 : 81,243: 8,648 8,019 25,938 960 15,493 4,413 450 550 10,601 40,995 12,708: 2,892 2,068
Old : 81,243: 8,648 8,019 25,938 960 15,493 4,413 450 550 10,601 40,995 12,708: 2,892 2,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -778: -2,638 242 3,337 -210 840 -563 -100 -487 -409 -663 -525: -333 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.9 31.9 1.2 19.1 5.4 0.6 0.7 13.0 50.5 15.6: 3.6 2.5
Old : 100.0: 10.6 9.9 31.9 1.2 19.1 5.4 0.6 0.7 13.0 50.5 15.6: 3.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 9 9 5 . 8 . . . 6 7 12:
Old : 35: 9 9 5 . 8 . . . 6 7 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 : 55.1 61.5 68.6 78.0 43.7 49.1 50.2 54.1
Old : 55.1 61.5 68.6 78.0 43.7 49.1 50.2 54.1
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 31, 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 24, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 31, 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 : 2,621,537: 603,444 537,249 272,176 752,606 472,865 259,504 20,497 490,393 198,933 29,342 296,166: 28,056 22,419
Old : 2,621,537: 603,444 537,249 272,176 752,606 472,865 259,504 20,497 490,393 198,933 29,342 296,166: 28,056 22,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -110,712: -54,304 -28,391 -9,181 -41,245 -5,158 -10,830 -22,010 -3,288 -1,402 17,242 -27,387: 838 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 20.5 10.4 28.7 18.0 9.9 0.8 18.7 7.6 1.1 11.3: 1.1 0.9
Old : 100.0: 23.0 20.5 10.4 28.7 18.0 9.9 0.8 18.7 7.6 1.1 11.3: 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 : 147: 69 60 7 18 23 19 8 21 17 5 18:
Old : 147: 69 60 7 18 23 19 8 21 17 5 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 : 26.7 26.9 41.3 42.2 15.7 15.9 23.2 26.1
Old : 26.7 26.9 41.3 42.2 15.7 15.9 23.2 26.1
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 31, 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 : 1,234,849: 128,735 158,712 236,910 229,098 352,030 70,849 67,953 171,117 80,788 63,016 190,910: 3,510 2,013
Old : 1,234,849: 128,735 158,712 236,910 229,098 352,030 70,849 67,953 171,117 80,788 63,016 190,910: 3,510 2,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -113,531: -8,409 -27,616 626 -13,192 -18,101 -35,041 24,586 -32,491 95 -25,718 -21,429: 1,219 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.9 19.2 18.6 28.5 5.7 5.5 13.9 6.5 5.1 15.5: 0.3 0.2
Old : 100.0: 10.4 12.9 19.2 18.6 28.5 5.7 5.5 13.9 6.5 5.1 15.5: 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 : 87: 19 20 17 7 19 13 8 15 11 8 16:
Old : 87: 19 20 17 7 19 13 8 15 11 8 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 40.4 55.5 62.1 13.6 22.2 21.3 32.9
Old : 33.4 40.4 55.5 62.1 13.6 22.2 21.3 32.9
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 31, 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 : 28,460: 23,846 22,132 531 4,598 1,293 2,216 0 0 35 0 0: 539 437
Old : 28,460: 23,846 22,132 531 4,598 1,293 2,216 0 0 35 0 0: 539 437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 544: 561 519 0 25 -20 0 0 0 0 0 0: 3 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 77.8 1.9 16.2 4.5 7.8 0.0 0.0 0.1 0.0 0.0: 1.9 1.5
Old : 100.0: 83.8 77.8 1.9 16.2 4.5 7.8 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 25 . 7 5 . 0 0 . 0 0:
Old : 45: 31 25 . 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 : 45.7 53.7 62.6 71.2 43.8 51.9 56.6 66.1
Old : 45.7 53.7 62.6 71.2 43.8 51.9 56.6 66.1
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 31, 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 : 6,928: 5,506 2,097 275 4,282 175 660 0 0 0 0 0: 312 374
Old : 6,928: 5,506 2,097 275 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 24, 2012 :
: 34: 34 34 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 30.3 4.0 61.8 2.5 9.5 0.0 0.0 0.0 0.0 0.0: 4.5 5.4
Old : 100.0: 79.5 30.3 4.0 61.8 2.5 9.5 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 : 65.5 61.2 83.8 81.0 65.5 61.2 78.8 78.6
Old : 65.5 61.2 83.8 81.0 65.5 61.2 78.8 78.6
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 31, 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 : 9,639: 6,968 4,688 913 1,602 1,139 0 1,500 0 267 75 77: 275 558
Old : 9,639: 6,968 4,688 913 1,602 1,139 0 1,500 0 267 75 77: 275 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 215: 131 162 12 -36 64 0 0 0 8 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 48.6 9.5 16.6 11.8 0.0 15.6 0.0 2.8 0.8 0.8: 2.9 5.8
Old : 100.0: 72.3 48.6 9.5 16.6 11.8 0.0 15.6 0.0 2.8 0.8 0.8: 2.9 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 : 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 : 58.8 56.1 75.0 73.3 57.0 50.9 69.4 64.9
Old : 58.8 56.1 75.0 73.3 57.0 50.9 69.4 64.9
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 31, 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 : 10,349: 5,627 4,733 3,486 4,985 66 0 0 0 945 0 0: 225 565
Old : 10,349: 5,627 4,733 3,486 4,985 66 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 24, 2012 :
: -7: -5 -15 0 10 -2 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 45.7 33.7 48.2 0.6 0.0 0.0 0.0 9.1 0.0 0.0: 2.2 5.5
Old : 100.0: 54.4 45.7 33.7 48.2 0.6 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 77.6 70.9 50.4 44.0 71.6 62.5
Old : 50.4 47.5 77.6 70.9 50.4 44.0 71.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012