NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 14, 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 : 4,775,357: 1,703,035 1,186,733 443,504 1,374,011 520,305 445,098 148,033 740,682 180,756 69,700 724,530: 17,447 11,363
Old : 4,775,357: 1,703,035 1,186,733 443,504 1,374,011 520,305 445,098 148,033 740,682 180,756 69,700 724,530: 17,447 11,363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -35,909: -10,119 -53,872 3,865 -56,138 3,998 -32,515 55,055 -52,707 -21,993 -5,091 74,042: -480 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 24.9 9.3 28.8 10.9 9.3 3.1 15.5 3.8 1.5 15.2: 0.4 0.2
Old : 100.0: 35.7 24.9 9.3 28.8 10.9 9.3 3.1 15.5 3.8 1.5 15.2: 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 : 220: 113 107 8 23 27 22 8 26 23 14 29:
Old : 220: 113 107 8 23 27 22 8 26 23 14 29:
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 23.1 38.5 37.8 16.1 18.8 24.2 27.1
Old : 23.3 23.1 38.5 37.8 16.1 18.8 24.2 27.1
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 14, 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 : 291,666: 197,982 205,970 42,628 36,662 30,239 3,008 13,053 1,852 1,418 4 1,355: 13,184 2,531
Old : 291,666: 197,982 205,970 42,628 36,662 30,239 3,008 13,053 1,852 1,418 4 1,355: 13,184 2,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,505: 739 2,160 1,366 -2,125 -1,802 -565 2,552 -906 -478 -565 304: -163 -1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 70.6 14.6 12.6 10.4 1.0 4.5 0.6 0.5 0.0 0.5: 4.5 0.9
Old : 100.0: 67.9 70.6 14.6 12.6 10.4 1.0 4.5 0.6 0.5 0.0 0.5: 4.5 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 : 55: 31 32 6 . 8 . 4 . . . .:
Old : 55: 31 32 6 . 8 . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 59.2 64.0 73.3 45.0 48.6 56.1 60.8
Old : 47.3 59.2 64.0 73.3 45.0 48.6 56.1 60.8
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 14, 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 : 149,740: 93,911 78,367 28,765 38,680 20,479 0 5,788 2,538 0 430 245: 3,802 3,213
Old : 149,740: 93,911 78,367 28,765 38,680 20,479 0 5,788 2,538 0 430 245: 3,802 3,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,599: 777 -2,616 -3,632 -379 1,703 0 315 -77 0 407 -158: -212 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 52.3 19.2 25.8 13.7 0.0 3.9 1.7 0.0 0.3 0.2: 2.5 2.1
Old : 100.0: 62.7 52.3 19.2 25.8 13.7 0.0 3.9 1.7 0.0 0.3 0.2: 2.5 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 : 38: 22 23 . 7 8 0 . . 0 . .:
Old : 38: 22 23 . 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 : 66.0 41.2 81.9 58.6 56.9 38.8 63.7 50.7
Old : 66.0 41.2 81.9 58.6 56.9 38.8 63.7 50.7
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 14, 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 : 254,891: 181,227 116,759 29,070 85,040 35,004 3,402 6,715 1,576 0 64 274: 4,338 9,459
Old : 254,891: 181,227 116,759 29,070 85,040 35,004 3,402 6,715 1,576 0 64 274: 4,338 9,459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,518: 3,795 3,498 392 91 5,026 240 210 47 0 -158 -90: -892 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 45.8 11.4 33.4 13.7 1.3 2.6 0.6 0.0 0.0 0.1: 1.7 3.7
Old : 100.0: 71.1 45.8 11.4 33.4 13.7 1.3 2.6 0.6 0.0 0.0 0.1: 1.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 22 5 8 11 . . . 0 . .:
Old : 45: 22 22 5 8 11 . . . 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 41.1 74.1 63.6 46.5 26.9 60.5 46.2
Old : 50.4 41.1 74.1 63.6 46.5 26.9 60.5 46.2
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 14, 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 : 738,121: 548,152 272,568 47,016 321,859 115,979 2,415 4,983 17,098 3,221 0 2,475: 1,765 3,159
Old : 738,121: 548,152 272,568 47,016 321,859 115,979 2,415 4,983 17,098 3,221 0 2,475: 1,765 3,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 10,649: 8,277 7,301 502 3,001 835 992 -979 435 -149 0 150: -393 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 36.9 6.4 43.6 15.7 0.3 0.7 2.3 0.4 0.0 0.3: 0.2 0.4
Old : 100.0: 74.3 36.9 6.4 43.6 15.7 0.3 0.7 2.3 0.4 0.0 0.3: 0.2 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 : 69: 38 28 8 12 19 . . 5 . 0 .:
Old : 69: 38 28 8 12 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 : 37.4 39.7 55.2 59.5 23.3 35.0 38.4 46.4
Old : 37.4 39.7 55.2 59.5 23.3 35.0 38.4 46.4
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 14, 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 : 214,665: 156,264 184,388 32,454 8,081 16,330 2,324 393 1,804 0 0 0: 5,489 3,669
Old : 214,665: 156,264 184,388 32,454 8,081 16,330 2,324 393 1,804 0 0 0: 5,489 3,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,133: 10,449 8,101 574 240 -454 -1,747 393 587 0 0 0: -1,276 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 85.9 15.1 3.8 7.6 1.1 0.2 0.8 0.0 0.0 0.0: 2.6 1.7
Old : 100.0: 72.8 85.9 15.1 3.8 7.6 1.1 0.2 0.8 0.0 0.0 0.0: 2.6 1.7
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 : 45: 27 26 4 4 . . . . 0 0 0:
Old : 45: 27 26 4 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 : 47.3 57.8 71.3 76.1 37.3 57.6 57.8 69.6
Old : 47.3 57.8 71.3 76.1 37.3 57.6 57.8 69.6
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, August 14, 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 : 279,452: 207,365 184,703 18,821 59,680 7,125 22,525 1,110 17,978 0 0 0: 5,638 8,856
Old : 279,452: 207,365 184,703 18,821 59,680 7,125 22,525 1,110 17,978 0 0 0: 5,638 8,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,832: 4,815 -1,374 180 1,752 -324 -4,059 150 1,997 0 0 0: 223 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 66.1 6.7 21.4 2.5 8.1 0.4 6.4 0.0 0.0 0.0: 2.0 3.2
Old : 100.0: 74.2 66.1 6.7 21.4 2.5 8.1 0.4 6.4 0.0 0.0 0.0: 2.0 3.2
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 29 4 11 9 . . 5 0 0 0:
Old : 53: 28 29 4 11 9 . . 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 : 40.0 39.0 58.2 56.3 30.9 36.5 47.3 49.4
Old : 40.0 39.0 58.2 56.3 30.9 36.5 47.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, August 14, 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 : 140,894: 100,842 66,242 7,877 54,452 8,166 16,022 0 4,596 0 0 0: 3,391 7,438
Old : 140,894: 100,842 66,242 7,877 54,452 8,166 16,022 0 4,596 0 0 0: 3,391 7,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,415: -939 3,359 150 -270 -147 4,662 0 -1,350 0 0 0: 39 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 47.0 5.6 38.6 5.8 11.4 0.0 3.3 0.0 0.0 0.0: 2.4 5.3
Old : 100.0: 71.6 47.0 5.6 38.6 5.8 11.4 0.0 3.3 0.0 0.0 0.0: 2.4 5.3
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 : 46: 22 24 5 7 8 6 0 . 0 0 0:
Old : 46: 22 24 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 : 51.6 45.7 66.8 64.8 43.6 42.7 54.8 52.2
Old : 51.6 45.7 66.8 64.8 43.6 42.7 54.8 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 14, 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 : 1,076,707: 97,280 134,915 206,882 139,262 90,262 201,630 173,456 203,813 30,937 125,586 171,304: 74,599 38,109
Old : 1,076,707: 97,280 134,915 206,882 139,262 90,262 201,630 173,456 203,813 30,937 125,586 171,304: 74,599 38,109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -35,545: 11,088 14,467 -4,131 -114 12,949 -5,389 -5,862 -63,904 1,759 -4,393 12,260: -177 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.5 19.2 12.9 8.4 18.7 16.1 18.9 2.9 11.7 15.9: 6.9 3.5
Old : 100.0: 9.0 12.5 19.2 12.9 8.4 18.7 16.1 18.9 2.9 11.7 15.9: 6.9 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 : 313: 45 40 24 9 25 65 71 84 39 45 69:
Old : 313: 45 40 24 9 25 65 71 84 39 45 69:
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 : 18.0 23.0 30.1 35.9 12.1 16.2 20.6 22.4
Old : 18.0 23.0 30.1 35.9 12.1 16.2 20.6 22.4
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 14, 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 : 28,336: 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0: 2,932 5,854
Old : 28,336: 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0: 2,932 5,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 70: 474 391 0 0 0 -342 -303 113 0 0 0: -175 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 20.7
Old : 100.0: 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 20.7
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 : 22: 8 7 . 5 . . . . 0 0 0:
Old : 22: 8 7 . 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 : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
Old : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
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 14, 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 : 98,870: 14,935 8,788 25,377 1,509 17,764 4,756 1,000 4,792 10,050 45,123 17,661: 3,535 2,233
Old : 98,870: 14,935 8,788 25,377 1,509 17,764 4,756 1,000 4,792 10,050 45,123 17,661: 3,535 2,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 12,959: 5,830 1,312 -151 549 -839 -407 550 4,242 -321 3,163 4,282: 323 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 8.9 25.7 1.5 18.0 4.8 1.0 4.8 10.2 45.6 17.9: 3.6 2.3
Old : 100.0: 15.1 8.9 25.7 1.5 18.0 4.8 1.0 4.8 10.2 45.6 17.9: 3.6 2.3
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 : 36: 10 9 4 4 8 . . . 5 7 11:
Old : 36: 10 9 4 4 8 . . . 5 7 11:
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 58.1 66.2 75.9 38.0 44.4 44.7 48.8
Old : 50.8 58.1 66.2 75.9 38.0 44.4 44.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, August 14, 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 : 56,205: 29,935 23,777 12,251 14,578 7,065 0 329 2,062 0 0 0: 4,892 8,394
Old : 56,205: 29,935 23,777 12,251 14,578 7,065 0 329 2,062 0 0 0: 4,892 8,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 108: 330 0 0 0 0 0 0 0 0 0 0: -222 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 42.3 21.8 25.9 12.6 0.0 0.6 3.7 0.0 0.0 0.0: 8.7 14.9
Old : 100.0: 53.3 42.3 21.8 25.9 12.6 0.0 0.6 3.7 0.0 0.0 0.0: 8.7 14.9
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 . 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 : 46.0 45.6 69.1 66.6 37.8 39.1 53.9 50.5
Old : 46.0 45.6 69.1 66.6 37.8 39.1 53.9 50.5
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,678,204: 635,553 566,131 271,263 736,635 490,476 250,279 66,703 487,946 226,422 18,645 287,631: 28,634 24,037
Old : 2,678,204: 635,553 566,131 271,263 736,635 490,476 250,279 66,703 487,946 226,422 18,645 287,631: 28,634 24,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 34,708: 16,792 15,916 4,791 -15,329 8,392 -17,180 42,160 541 28,338 -13,274 -6,115: -851 2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.1 10.1 27.5 18.3 9.3 2.5 18.2 8.5 0.7 10.7: 1.1 0.9
Old : 100.0: 23.7 21.1 10.1 27.5 18.3 9.3 2.5 18.2 8.5 0.7 10.7: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 150: 72 61 6 18 22 18 8 22 18 5 18:
Old : 150: 72 61 6 18 22 18 8 22 18 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 : 26.2 26.7 40.6 41.8 14.8 15.5 22.4 24.9
Old : 26.2 26.7 40.6 41.8 14.8 15.5 22.4 24.9
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 14, 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 : 1,278,023: 139,812 170,060 196,583 230,330 424,665 99,862 38,558 135,856 73,407 65,567 205,283: 2,555 7,704
Old : 1,278,023: 139,812 170,060 196,583 230,330 424,665 99,862 38,558 135,856 73,407 65,567 205,283: 2,555 7,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 34,021: 2,651 8,112 -50,100 6,411 77,144 31,182 -36,863 -38,791 84 409 11,761: 90 5,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.3 15.4 18.0 33.2 7.8 3.0 10.6 5.7 5.1 16.1: 0.2 0.6
Old : 100.0: 10.9 13.3 15.4 18.0 33.2 7.8 3.0 10.6 5.7 5.1 16.1: 0.2 0.6
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 : 88: 20 21 16 7 18 13 8 15 12 8 16:
Old : 88: 20 21 16 7 18 13 8 15 12 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 : 35.3 41.1 56.4 62.8 12.8 21.2 19.6 29.4
Old : 35.3 41.1 56.4 62.8 12.8 21.2 19.6 29.4
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 14, 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 : 27,968: 23,439 22,069 695 4,401 1,106 2,216 0 0 0 0 0: 512 392
Old : 27,968: 23,439 22,069 695 4,401 1,106 2,216 0 0 0 0 0: 512 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 475: 550 507 0 35 -68 0 0 0 0 0 0: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 78.9 2.5 15.7 4.0 7.9 0.0 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 83.8 78.9 2.5 15.7 4.0 7.9 0.0 0.0 0.0 0.0 0.0: 1.8 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 : 46.0 55.0 64.6 71.6 45.8 53.3 59.2 67.1
Old : 46.0 55.0 64.6 71.6 45.8 53.3 59.2 67.1
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, August 14, 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 : 6,136: 4,838 1,839 188 3,802 160 660 0 0 0 0 0: 290 335
Old : 6,136: 4,838 1,839 188 3,802 160 660 0 0 0 0 0: 290 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 10: 10 0 0 -5 0 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 30.0 3.1 62.0 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.7 5.5
Old : 100.0: 78.8 30.0 3.1 62.0 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.7 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 : 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 : 68.8 61.7 85.5 79.5 68.8 61.7 80.7 78.8
Old : 68.8 61.7 85.5 79.5 68.8 61.7 80.7 78.8
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 14, 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 : 8,987: 6,523 4,174 700 1,429 1,125 0 1,500 0 258 75 66: 315 618
Old : 8,987: 6,523 4,174 700 1,429 1,125 0 1,500 0 258 75 66: 315 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 173: 54 197 44 -39 26 0 0 0 75 0 -56: 30 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 46.4 7.8 15.9 12.5 0.0 16.7 0.0 2.9 0.8 0.7: 3.5 6.9
Old : 100.0: 72.6 46.4 7.8 15.9 12.5 0.0 16.7 0.0 2.9 0.8 0.7: 3.5 6.9
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 : 27: 14 12 . 6 7 0 . 0 . . .:
Old : 27: 14 12 . 6 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 : 54.6 54.9 71.3 72.5 53.8 49.8 65.9 63.4
Old : 54.6 54.9 71.3 72.5 53.8 49.8 65.9 63.4
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 14, 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 : 10,465: 5,291 4,806 3,975 5,030 64 0 0 0 820 0 0: 315 565
Old : 10,465: 5,291 4,806 3,975 5,030 64 0 0 0 820 0 0: 315 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -105: -145 -105 0 1 0 0 0 0 0 0 0: 40 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 45.9 38.0 48.1 0.6 0.0 0.0 0.0 7.8 0.0 0.0: 3.0 5.4
Old : 100.0: 50.6 45.9 38.0 48.1 0.6 0.0 0.0 0.0 7.8 0.0 0.0: 3.0 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 : 27: 14 12 . 6 . 0 0 0 . 0 0:
Old : 27: 14 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 : 53.6 48.6 79.9 72.7 53.6 47.3 73.1 65.0
Old : 53.6 48.6 79.9 72.7 53.6 47.3 73.1 65.0
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 14, 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 : 5,592: 4,767 3,455 94 1,795 214 0 0 0 132 0 0: 385 128
Old : 5,592: 4,767 3,455 94 1,795 214 0 0 0 132 0 0: 385 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 61: -61 1 0 97 50 0 0 0 102 0 0: -30 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 61.8 1.7 32.1 3.8 0.0 0.0 0.0 2.4 0.0 0.0: 6.9 2.3
Old : 100.0: 85.2 61.8 1.7 32.1 3.8 0.0 0.0 0.0 2.4 0.0 0.0: 6.9 2.3
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: 11 10 . 6 4 0 0 0 . 0 0:
Old : 22: 11 10 . 6 4 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 : 81.0 56.0 89.2 80.7 81.0 55.2 85.7 76.7
Old : 81.0 56.0 89.2 80.7 81.0 55.2 85.7 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012