NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 7, 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 : 4,811,266: 1,713,154 1,240,605 439,639 1,430,149 516,307 477,613 92,978 793,389 202,749 74,791 650,488: 17,927 12,559
Old : 4,811,266: 1,713,154 1,240,605 439,639 1,430,149 516,307 477,613 92,978 793,389 202,749 74,791 650,488: 17,927 12,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 16,458: 26,821 -15,456 43,466 999 -4,494 -30,169 -797 21,347 -62,515 -6,214 20,243: 1,759 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 25.8 9.1 29.7 10.7 9.9 1.9 16.5 4.2 1.6 13.5: 0.4 0.3
Old : 100.0: 35.6 25.8 9.1 29.7 10.7 9.9 1.9 16.5 4.2 1.6 13.5: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 220: 114 107 9 22 27 21 9 26 20 17 32:
Old : 220: 114 107 9 22 27 21 9 26 20 17 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 : 23.3 22.2 39.1 37.4 16.7 19.3 24.6 28.0
Old : 23.3 22.2 39.1 37.4 16.7 19.3 24.6 28.0
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, August 7, 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 : 293,171: 197,243 203,810 41,262 38,787 32,041 3,573 10,501 2,758 1,896 569 1,051: 13,347 3,654
Old : 293,171: 197,243 203,810 41,262 38,787 32,041 3,573 10,501 2,758 1,896 569 1,051: 13,347 3,654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -29,215: -20,071 -20,153 1,016 103 -6,278 -763 -1,206 -1,693 -1,098 -116 -364: 36 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 69.5 14.1 13.2 10.9 1.2 3.6 0.9 0.6 0.2 0.4: 4.6 1.2
Old : 100.0: 67.3 69.5 14.1 13.2 10.9 1.2 3.6 0.9 0.6 0.2 0.4: 4.6 1.2
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 : 53: 28 31 5 4 8 4 . 4 . . .:
Old : 53: 28 31 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 : 48.0 60.6 64.1 73.2 45.5 49.9 56.0 61.2
Old : 48.0 60.6 64.1 73.2 45.5 49.9 56.0 61.2
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, August 7, 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 : 151,339: 93,134 80,983 32,397 39,059 18,776 0 5,473 2,615 0 23 403: 4,014 4,007
Old : 151,339: 93,134 80,983 32,397 39,059 18,776 0 5,473 2,615 0 23 403: 4,014 4,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -14,859: -11,375 -9,424 -1,180 -3,437 -1,474 0 -1,186 -636 -561 23 8: 359 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 53.5 21.4 25.8 12.4 0.0 3.6 1.7 0.0 0.0 0.3: 2.7 2.6
Old : 100.0: 61.5 53.5 21.4 25.8 12.4 0.0 3.6 1.7 0.0 0.0 0.3: 2.7 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 : 37: 21 21 . 7 8 0 . . 0 . .:
Old : 37: 21 21 . 7 8 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 41.5 83.2 59.4 57.8 39.6 65.2 51.8
Old : 67.1 41.5 83.2 59.4 57.8 39.6 65.2 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, August 7, 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 : 246,373: 177,432 113,261 28,678 84,949 29,978 3,162 6,505 1,529 0 222 364: 5,230 9,565
Old : 246,373: 177,432 113,261 28,678 84,949 29,978 3,162 6,505 1,529 0 222 364: 5,230 9,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -23,998: -20,569 -12,767 -2,207 -2,195 -2,174 1,290 -7,251 291 0 67 150: -779 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 46.0 11.6 34.5 12.2 1.3 2.6 0.6 0.0 0.1 0.1: 2.1 3.9
Old : 100.0: 72.0 46.0 11.6 34.5 12.2 1.3 2.6 0.6 0.0 0.1 0.1: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 22 4 8 10 . . . 0 . .:
Old : 46: 22 22 4 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 : 49.3 40.3 73.8 63.2 45.7 25.8 60.3 45.5
Old : 49.3 40.3 73.8 63.2 45.7 25.8 60.3 45.5
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, August 7, 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 : 727,472: 539,875 265,267 46,514 318,858 115,144 1,423 5,962 16,663 3,370 0 2,325: 2,158 3,253
Old : 727,472: 539,875 265,267 46,514 318,858 115,144 1,423 5,962 16,663 3,370 0 2,325: 2,158 3,253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -20,952: -24,571 3,493 4,873 -20,501 -1,798 1,351 439 -659 460 0 -133: -475 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 36.5 6.4 43.8 15.8 0.2 0.8 2.3 0.5 0.0 0.3: 0.3 0.4
Old : 100.0: 74.2 36.5 6.4 43.8 15.8 0.2 0.8 2.3 0.5 0.0 0.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 37 28 8 11 19 . . 5 . 0 .:
Old : 67: 37 28 8 11 19 . . 5 . 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 : 38.0 39.2 55.7 58.5 22.5 34.9 38.5 46.6
Old : 38.0 39.2 55.7 58.5 22.5 34.9 38.5 46.6
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, August 7, 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 : 206,532: 145,815 176,287 31,880 7,841 16,784 4,071 0 1,217 0 0 0: 6,765 4,403
Old : 206,532: 145,815 176,287 31,880 7,841 16,784 4,071 0 1,217 0 0 0: 6,765 4,403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -8,191: -2,694 -6,004 1,518 669 -3,197 -2,794 0 120 0 0 0: -1,144 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 85.4 15.4 3.8 8.1 2.0 0.0 0.6 0.0 0.0 0.0: 3.3 2.1
Old : 100.0: 70.6 85.4 15.4 3.8 8.1 2.0 0.0 0.6 0.0 0.0 0.0: 3.3 2.1
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 : 43: 25 24 4 4 . . 0 . 0 0 0:
Old : 43: 25 24 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 : 47.9 57.9 71.2 75.9 37.4 57.6 57.2 69.4
Old : 47.9 57.9 71.2 75.9 37.4 57.6 57.2 69.4
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, August 7, 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 : 276,620: 202,550 186,077 18,641 57,928 7,449 26,584 960 15,981 0 0 0: 5,415 8,225
Old : 276,620: 202,550 186,077 18,641 57,928 7,449 26,584 960 15,981 0 0 0: 5,415 8,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -30,330: -30,234 -21,659 -591 -5,387 -322 4,055 -120 -2,633 0 0 0: -605 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 67.3 6.7 20.9 2.7 9.6 0.3 5.8 0.0 0.0 0.0: 2.0 3.0
Old : 100.0: 73.2 67.3 6.7 20.9 2.7 9.6 0.3 5.8 0.0 0.0 0.0: 2.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 30 29 4 11 8 4 . 6 0 0 0:
Old : 55: 30 29 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 : 40.7 40.1 58.7 57.9 33.3 38.4 49.8 52.1
Old : 40.7 40.1 58.7 57.9 33.3 38.4 49.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, August 7, 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 : 138,479: 101,781 62,883 7,727 54,722 8,313 11,360 0 5,946 0 0 0: 3,352 6,615
Old : 138,479: 101,781 62,883 7,727 54,722 8,313 11,360 0 5,946 0 0 0: 3,352 6,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -10,266: -10,340 -8,161 -1,457 -2,913 -1,768 1,730 0 271 0 0 0: 1,298 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 45.4 5.6 39.5 6.0 8.2 0.0 4.3 0.0 0.0 0.0: 2.4 4.8
Old : 100.0: 73.5 45.4 5.6 39.5 6.0 8.2 0.0 4.3 0.0 0.0 0.0: 2.4 4.8
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 : 45: 21 23 5 7 8 6 0 . 0 0 0:
Old : 45: 21 23 5 7 8 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 : 52.1 46.5 66.7 65.0 44.1 43.4 55.1 52.2
Old : 52.1 46.5 66.7 65.0 44.1 43.4 55.1 52.2
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, August 7, 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 : 1,112,252: 86,192 120,448 211,013 139,376 77,313 207,019 179,318 267,717 29,178 129,979 159,044: 74,776 39,057
Old : 1,112,252: 86,192 120,448 211,013 139,376 77,313 207,019 179,318 267,717 29,178 129,979 159,044: 74,776 39,057
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -14,506: -2,491 -407 1,335 2,481 -3,955 -262 12,169 -14,026 -2,368 -17,111 6,346: 915 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.8 19.0 12.5 7.0 18.6 16.1 24.1 2.6 11.7 14.3: 6.7 3.5
Old : 100.0: 7.7 10.8 19.0 12.5 7.0 18.6 16.1 24.1 2.6 11.7 14.3: 6.7 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 : 307: 45 39 24 9 23 70 65 80 38 41 62:
Old : 307: 45 39 24 9 23 70 65 80 38 41 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 : 17.4 24.0 29.1 35.4 11.8 16.3 20.0 22.7
Old : 17.4 24.0 29.1 35.4 11.8 16.3 20.0 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, August 7, 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 : 28,266: 17,383 4,670 5,175 11,686 1,177 639 3,963 785 0 0 0: 3,107 5,985
Old : 28,266: 17,383 4,670 5,175 11,686 1,177 639 3,963 785 0 0 0: 3,107 5,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -5,758: -5,076 -1,829 -267 -2,067 -105 0 -1,800 -79 0 0 0: -231 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 16.5 18.3 41.3 4.2 2.3 14.0 2.8 0.0 0.0 0.0: 11.0 21.2
Old : 100.0: 61.5 16.5 18.3 41.3 4.2 2.3 14.0 2.8 0.0 0.0 0.0: 11.0 21.2
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 : 71.1 47.1 84.5 64.4 69.2 44.8 81.4 61.7
Old : 71.1 47.1 84.5 64.4 69.2 44.8 81.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, August 7, 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 : 85,911: 9,105 7,476 25,528 960 18,603 5,163 450 550 10,371 41,960 13,379: 3,212 2,533
Old : 85,911: 9,105 7,476 25,528 960 18,603 5,163 450 550 10,371 41,960 13,379: 3,212 2,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,668: 457 -543 -410 0 3,110 750 0 0 -230 965 671: 320 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.7 29.7 1.1 21.7 6.0 0.5 0.6 12.1 48.8 15.6: 3.7 2.9
Old : 100.0: 10.6 8.7 29.7 1.1 21.7 6.0 0.5 0.6 12.1 48.8 15.6: 3.7 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 : 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 : 52.6 60.2 67.7 77.2 41.1 47.5 48.1 52.5
Old : 52.6 60.2 67.7 77.2 41.1 47.5 48.1 52.5
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, August 7, 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 : 56,097: 29,605 23,777 12,251 14,578 7,065 0 329 2,062 0 0 0: 5,114 8,286
Old : 56,097: 29,605 23,777 12,251 14,578 7,065 0 329 2,062 0 0 0: 5,114 8,286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -6,600: -4,285 -3,068 -1,612 -2,924 86 0 167 -159 0 0 0: -630 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 42.4 21.8 26.0 12.6 0.0 0.6 3.7 0.0 0.0 0.0: 9.1 14.8
Old : 100.0: 52.8 42.4 21.8 26.0 12.6 0.0 0.6 3.7 0.0 0.0 0.0: 9.1 14.8
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 : 20: 11 9 . 4 4 0 . . 0 0 0:
Old : 20: 11 9 . 4 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 45.7 68.7 66.7 37.9 39.2 53.9 50.6
Old : 46.1 45.7 68.7 66.7 37.9 39.2 53.9 50.6
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, August 7, 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 : 2,643,496: 618,761 550,215 266,472 751,964 482,084 267,459 24,543 487,405 198,084 31,919 293,746: 29,485 21,620
Old : 2,643,496: 618,761 550,215 266,472 751,964 482,084 267,459 24,543 487,405 198,084 31,919 293,746: 29,485 21,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 21,959: 15,317 12,966 -5,704 -642 9,219 7,955 4,046 -2,988 -849 2,577 -2,420: 1,429 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 20.8 10.1 28.4 18.2 10.1 0.9 18.4 7.5 1.2 11.1: 1.1 0.8
Old : 100.0: 23.4 20.8 10.1 28.4 18.2 10.1 0.9 18.4 7.5 1.2 11.1: 1.1 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 : 150: 71 61 6 18 22 19 8 22 17 6 18:
Old : 150: 71 61 6 18 22 19 8 22 17 6 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 : 26.5 26.6 40.9 42.1 15.5 15.7 23.0 25.9
Old : 26.5 26.6 40.9 42.1 15.5 15.7 23.0 25.9
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, August 7, 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 : 1,244,002: 137,161 161,948 246,683 223,919 347,521 68,680 75,421 174,647 73,323 65,158 193,522: 2,465 1,866
Old : 1,244,002: 137,161 161,948 246,683 223,919 347,521 68,680 75,421 174,647 73,323 65,158 193,522: 2,465 1,866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 9,153: 8,426 3,236 9,773 -5,179 -4,509 -2,169 7,468 3,530 -7,465 2,142 2,612: -1,045 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.0 19.8 18.0 27.9 5.5 6.1 14.0 5.9 5.2 15.6: 0.2 0.1
Old : 100.0: 11.0 13.0 19.8 18.0 27.9 5.5 6.1 14.0 5.9 5.2 15.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 20 21 17 6 19 13 11 15 10 9 17:
Old : 90: 20 21 17 6 19 13 11 15 10 9 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 : 32.9 40.0 55.7 62.2 14.3 21.7 21.9 32.1
Old : 32.9 40.0 55.7 62.2 14.3 21.7 21.9 32.1
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, August 7, 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 : 27,493: 22,889 21,562 695 4,366 1,174 2,216 0 0 0 0 0: 519 391
Old : 27,493: 22,889 21,562 695 4,366 1,174 2,216 0 0 0 0 0: 519 391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -967: -957 -570 164 -232 -119 0 0 0 -35 0 0: -20 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 78.4 2.5 15.9 4.3 8.1 0.0 0.0 0.0 0.0 0.0: 1.9 1.4
Old : 100.0: 83.3 78.4 2.5 15.9 4.3 8.1 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 44: 31 25 . 7 6 . 0 0 0 0 0:
Old : 44: 31 25 . 7 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 : 44.8 54.5 63.8 71.5 44.6 52.7 58.3 66.5
Old : 44.8 54.5 63.8 71.5 44.6 52.7 58.3 66.5
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, August 7, 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 : 6,126: 4,828 1,839 188 3,807 160 660 0 0 0 0 0: 290 320
Old : 6,126: 4,828 1,839 188 3,807 160 660 0 0 0 0 0: 290 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -802: -678 -258 -87 -475 -15 0 0 0 0 0 0: -22 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 30.0 3.1 62.1 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.7 5.2
Old : 100.0: 78.8 30.0 3.1 62.1 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.7 5.2
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 : 24: 12 8 . 6 . . 0 0 0 0 0:
Old : 24: 12 8 . 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 : 68.9 61.9 85.9 79.7 68.9 61.9 81.0 79.0
Old : 68.9 61.9 85.9 79.7 68.9 61.9 81.0 79.0
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, August 7, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,814: 6,469 3,977 656 1,468 1,099 0 1,500 0 183 75 122: 285 573
Old : 8,814: 6,469 3,977 656 1,468 1,099 0 1,500 0 183 75 122: 285 573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -825: -499 -711 -257 -134 -40 0 0 0 -84 0 45: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 45.1 7.4 16.7 12.5 0.0 17.0 0.0 2.1 0.9 1.4: 3.2 6.5
Old : 100.0: 73.4 45.1 7.4 16.7 12.5 0.0 17.0 0.0 2.1 0.9 1.4: 3.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . 5 7 0 . 0 . . .:
Old : 26: 14 10 . 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 : 55.4 55.3 71.9 73.4 54.9 49.8 66.5 63.7
Old : 55.4 55.3 71.9 73.4 54.9 49.8 66.5 63.7
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, August 7, 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 : 10,570: 5,436 4,911 3,975 5,029 64 0 0 0 820 0 0: 275 566
Old : 10,570: 5,436 4,911 3,975 5,029 64 0 0 0 820 0 0: 275 566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 221: -191 178 489 44 -2 0 0 0 -125 0 0: 50 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 46.5 37.6 47.6 0.6 0.0 0.0 0.0 7.8 0.0 0.0: 2.6 5.4
Old : 100.0: 51.4 46.5 37.6 47.6 0.6 0.0 0.0 0.0 7.8 0.0 0.0: 2.6 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 : 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 : 53.0 48.1 79.0 72.9 53.0 46.8 72.4 64.3
Old : 53.0 48.1 79.0 72.9 53.0 46.8 72.4 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, August 7, 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 : 5,531: 4,828 3,454 94 1,698 164 0 0 0 30 0 0: 415 215
Old : 5,531: 4,828 3,454 94 1,698 164 0 0 0 30 0 0: 415 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 62.4 1.7 30.7 3.0 0.0 0.0 0.0 0.5 0.0 0.0: 7.5 3.9
Old : 100.0: 87.3 62.4 1.7 30.7 3.0 0.0 0.0 0.0 0.5 0.0 0.0: 7.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . 5 . 0 0 0 . 0 0:
Old : 20: 11 9 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 58.3 90.1 82.1 83.1 57.6 86.0 78.7
Old : 83.1 58.3 90.1 82.1 83.1 57.6 86.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012