NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 4,702,064: 1,709,562 1,163,289 445,074 1,345,727 534,066 448,064 166,987 689,665 143,028 75,221 716,278: 16,327 10,831
Old : 4,702,064: 1,709,562 1,163,289 445,074 1,345,727 534,066 448,064 166,987 689,665 143,028 75,221 716,278: 16,327 10,831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -73,293: 6,527 -23,444 1,570 -28,284 13,761 2,966 18,954 -51,017 -37,728 5,521 -8,252: -1,120 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 24.7 9.5 28.6 11.4 9.5 3.6 14.7 3.0 1.6 15.2: 0.3 0.2
Old : 100.0: 36.4 24.7 9.5 28.6 11.4 9.5 3.6 14.7 3.0 1.6 15.2: 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 : 218: 112 108 9 22 27 23 8 28 19 15 30:
Old : 218: 112 108 9 22 27 23 8 28 19 15 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 22.3 37.5 36.5 16.5 18.3 24.4 26.8
Old : 22.6 22.3 37.5 36.5 16.5 18.3 24.4 26.8
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 21, 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 : 295,151: 196,192 205,757 44,693 35,583 31,715 941 14,507 3,782 2,227 1 1,444: 14,157 2,362
Old : 295,151: 196,192 205,757 44,693 35,583 31,715 941 14,507 3,782 2,227 1 1,444: 14,157 2,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 3,485: -1,790 -213 2,065 -1,079 1,476 -2,067 1,454 1,930 809 -3 89: 973 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 69.7 15.1 12.1 10.7 0.3 4.9 1.3 0.8 0.0 0.5: 4.8 0.8
Old : 100.0: 66.5 69.7 15.1 12.1 10.7 0.3 4.9 1.3 0.8 0.0 0.5: 4.8 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 : 54: 30 30 5 4 8 . 4 4 . . .:
Old : 54: 30 30 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 : 48.1 58.1 65.4 72.7 45.1 47.1 56.4 59.8
Old : 48.1 58.1 65.4 72.7 45.1 47.1 56.4 59.8
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 21, 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 : 157,052: 97,264 83,118 30,790 38,727 22,035 1,057 6,495 2,729 0 212 186: 2,991 3,550
Old : 157,052: 97,264 83,118 30,790 38,727 22,035 1,057 6,495 2,729 0 212 186: 2,991 3,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 7,312: 3,353 4,751 2,025 47 1,556 1,057 707 191 0 -218 -59: -811 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 52.9 19.6 24.7 14.0 0.7 4.1 1.7 0.0 0.1 0.1: 1.9 2.3
Old : 100.0: 61.9 52.9 19.6 24.7 14.0 0.7 4.1 1.7 0.0 0.1 0.1: 1.9 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 : 38: 21 23 . 7 9 . . . 0 . .:
Old : 38: 21 23 . 7 9 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 39.1 80.6 56.2 53.5 35.8 61.0 46.8
Old : 64.1 39.1 80.6 56.2 53.5 35.8 61.0 46.8
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 21, 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 : 262,934: 187,957 123,069 29,612 87,400 34,315 2,010 7,380 3,323 0 0 0: 5,717 7,447
Old : 262,934: 187,957 123,069 29,612 87,400 34,315 2,010 7,380 3,323 0 0 0: 5,717 7,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 8,043: 6,730 6,310 542 2,360 -689 -1,392 665 1,747 0 -64 -274: 1,379 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 46.8 11.3 33.2 13.1 0.8 2.8 1.3 0.0 0.0 0.0: 2.2 2.8
Old : 100.0: 71.5 46.8 11.3 33.2 13.1 0.8 2.8 1.3 0.0 0.0 0.0: 2.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 21 5 8 12 . . . 0 0 0:
Old : 44: 22 21 5 8 12 . . . 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 : 50.7 42.4 73.7 64.3 46.1 27.4 60.1 47.7
Old : 50.7 42.4 73.7 64.3 46.1 27.4 60.1 47.7
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 21, 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 : 739,292: 553,843 273,631 44,637 324,282 113,365 2,222 4,434 17,886 3,094 175 2,391: 1,854 3,128
Old : 739,292: 553,843 273,631 44,637 324,282 113,365 2,222 4,434 17,886 3,094 175 2,391: 1,854 3,128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,171: 5,691 1,063 -2,379 2,423 -2,614 -193 -549 788 -127 175 -84: 89 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 37.0 6.0 43.9 15.3 0.3 0.6 2.4 0.4 0.0 0.3: 0.3 0.4
Old : 100.0: 74.9 37.0 6.0 43.9 15.3 0.3 0.6 2.4 0.4 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 : 68: 37 27 8 12 19 . 4 6 . . .:
Old : 68: 37 27 8 12 19 . 4 6 . . .:
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 : 37.3 40.6 55.0 60.4 22.8 35.6 38.0 47.1
Old : 37.3 40.6 55.0 60.4 22.8 35.6 38.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 216,057: 157,664 186,575 32,867 8,191 16,014 1,804 0 1,608 916 0 0: 5,184 3,669
Old : 216,057: 157,664 186,575 32,867 8,191 16,014 1,804 0 1,608 916 0 0: 5,184 3,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,392: 1,400 2,187 413 110 -316 -520 -393 -196 916 0 0: -305 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 86.4 15.2 3.8 7.4 0.8 0.0 0.7 0.4 0.0 0.0: 2.4 1.7
Old : 100.0: 73.0 86.4 15.2 3.8 7.4 0.8 0.0 0.7 0.4 0.0 0.0: 2.4 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 : 46: 27 26 5 . 4 . 0 . . 0 0:
Old : 46: 27 26 5 . 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 : 47.6 57.2 71.4 74.8 37.8 57.0 58.0 69.3
Old : 47.6 57.2 71.4 74.8 37.8 57.0 58.0 69.3
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 21, 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 : 284,639: 215,269 193,786 19,031 59,371 7,519 22,383 1,588 13,395 0 0 0: 7,042 8,980
Old : 284,639: 215,269 193,786 19,031 59,371 7,519 22,383 1,588 13,395 0 0 0: 7,042 8,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 5,187: 7,904 9,083 210 -309 394 -142 478 -4,583 0 0 0: 1,404 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 68.1 6.7 20.9 2.6 7.9 0.6 4.7 0.0 0.0 0.0: 2.5 3.2
Old : 100.0: 75.6 68.1 6.7 20.9 2.6 7.9 0.6 4.7 0.0 0.0 0.0: 2.5 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 : 54: 28 29 4 11 9 . . 5 0 0 0:
Old : 54: 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 : 39.6 40.4 57.0 56.0 32.7 38.8 48.5 51.3
Old : 39.6 40.4 57.0 56.0 32.7 38.8 48.5 51.3
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 21, 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 : 141,903: 102,844 64,624 7,877 56,058 8,500 13,397 0 6,197 0 300 0: 3,088 6,224
Old : 141,903: 102,844 64,624 7,877 56,058 8,500 13,397 0 6,197 0 300 0: 3,088 6,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,009: 2,002 -1,618 0 1,606 334 -2,625 0 1,601 0 300 0: -303 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 45.5 5.6 39.5 6.0 9.4 0.0 4.4 0.0 0.2 0.0: 2.2 4.4
Old : 100.0: 72.5 45.5 5.6 39.5 6.0 9.4 0.0 4.4 0.0 0.2 0.0: 2.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 23 23 5 8 9 7 0 4 0 . 0:
Old : 49: 23 23 5 8 9 7 0 4 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 46.1 65.3 65.6 42.7 43.1 53.5 51.9
Old : 50.2 46.1 65.3 65.6 42.7 43.1 53.5 51.9
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 21, 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 : 1,086,018: 103,874 135,796 205,100 137,867 84,279 199,324 184,801 217,294 38,810 119,710 166,037: 71,300 40,234
Old : 1,086,018: 103,874 135,796 205,100 137,867 84,279 199,324 184,801 217,294 38,810 119,710 166,037: 71,300 40,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 9,311: 6,594 881 -1,782 -1,395 -5,983 -2,306 11,345 13,481 7,873 -5,876 -5,267: -3,299 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.5 18.9 12.7 7.8 18.4 17.0 20.0 3.6 11.0 15.3: 6.6 3.7
Old : 100.0: 9.6 12.5 18.9 12.7 7.8 18.4 17.0 20.0 3.6 11.0 15.3: 6.6 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 : 312: 46 40 23 9 23 61 73 80 45 42 66:
Old : 312: 46 40 23 9 23 61 73 80 45 42 66:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.2 30.3 35.2 12.1 16.3 20.9 23.0
Old : 17.6 22.2 30.3 35.2 12.1 16.3 20.9 23.0
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 21, 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 14, 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: 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 21, 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 : 100,098: 17,856 10,005 26,985 1,509 16,236 4,756 1,100 4,792 9,941 48,148 16,383: 3,149 1,925
Old : 100,098: 17,856 10,005 26,985 1,509 16,236 4,756 1,100 4,792 9,941 48,148 16,383: 3,149 1,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,228: 2,921 1,217 1,608 0 -1,528 0 100 0 -109 3,025 -1,278: -386 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.0 27.0 1.5 16.2 4.8 1.1 4.8 9.9 48.1 16.4: 3.1 1.9
Old : 100.0: 17.8 10.0 27.0 1.5 16.2 4.8 1.1 4.8 9.9 48.1 16.4: 3.1 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 : 38: 11 11 4 4 8 . . . 5 8 12:
Old : 38: 11 11 4 4 8 . . . 5 8 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 : 48.0 58.0 62.6 73.6 38.9 46.6 46.0 50.6
Old : 48.0 58.0 62.6 73.6 38.9 46.6 46.0 50.6
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 21, 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 : 56,543: 30,213 23,891 12,251 14,578 7,065 0 393 2,122 0 0 0: 4,892 8,494
Old : 56,543: 30,213 23,891 12,251 14,578 7,065 0 393 2,122 0 0 0: 4,892 8,494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 338: 278 114 0 0 0 0 64 60 0 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 42.3 21.7 25.8 12.5 0.0 0.7 3.8 0.0 0.0 0.0: 8.7 15.0
Old : 100.0: 53.4 42.3 21.7 25.8 12.5 0.0 0.7 3.8 0.0 0.0 0.0: 8.7 15.0
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 : 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 : 45.8 45.3 68.4 66.4 37.6 38.9 54.3 50.2
Old : 45.8 45.3 68.4 66.4 37.6 38.9 54.3 50.2
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 21, 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 : 2,679,935: 632,001 570,412 272,848 732,349 486,848 250,263 50,998 489,320 228,111 35,423 292,019: 28,525 22,566
Old : 2,679,935: 632,001 570,412 272,848 732,349 486,848 250,263 50,998 489,320 228,111 35,423 292,019: 28,525 22,566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,731: -3,552 4,281 1,585 -4,286 -3,628 -16 -15,705 1,374 1,689 16,778 4,388: -109 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 21.3 10.2 27.3 18.2 9.3 1.9 18.3 8.5 1.3 10.9: 1.1 0.8
Old : 100.0: 23.6 21.3 10.2 27.3 18.2 9.3 1.9 18.3 8.5 1.3 10.9: 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 : 151: 72 61 6 18 22 18 9 23 17 6 18:
Old : 151: 72 61 6 18 22 18 9 23 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 : 26.2 26.8 40.7 41.6 14.9 15.4 22.6 24.6
Old : 26.2 26.8 40.7 41.6 14.9 15.4 22.6 24.6
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 21, 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 : 1,294,661: 142,784 174,415 194,557 246,765 416,938 101,184 43,615 139,161 90,804 65,489 206,470: 2,763 1,808
Old : 1,294,661: 142,784 174,415 194,557 246,765 416,938 101,184 43,615 139,161 90,804 65,489 206,470: 2,763 1,808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 16,638: 2,972 4,355 -2,026 16,435 -7,727 1,322 5,057 3,305 17,397 -78 1,187: 208 -5,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.5 15.0 19.1 32.2 7.8 3.4 10.7 7.0 5.1 15.9: 0.2 0.1
Old : 100.0: 11.0 13.5 15.0 19.1 32.2 7.8 3.4 10.7 7.0 5.1 15.9: 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 : 91: 20 21 17 6 18 13 10 14 13 8 17:
Old : 91: 20 21 17 6 18 13 10 14 13 8 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 : 34.9 41.1 55.1 62.5 12.1 22.5 18.8 30.5
Old : 34.9 41.1 55.1 62.5 12.1 22.5 18.8 30.5
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 21, 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 : 30,635: 25,993 24,507 799 4,576 1,160 2,216 0 0 0 0 0: 467 392
Old : 30,635: 25,993 24,507 799 4,576 1,160 2,216 0 0 0 0 0: 467 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,667: 2,554 2,438 104 175 54 0 0 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 80.0 2.6 14.9 3.8 7.2 0.0 0.0 0.0 0.0 0.0: 1.5 1.3
Old : 100.0: 84.8 80.0 2.6 14.9 3.8 7.2 0.0 0.0 0.0 0.0 0.0: 1.5 1.3
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 : 44: 30 25 . 7 6 . 0 0 0 0 0:
Old : 44: 30 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 : 47.9 53.2 65.5 70.7 46.7 52.2 58.5 66.5
Old : 47.9 53.2 65.5 70.7 46.7 52.2 58.5 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 21, 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 : 6,091: 4,793 1,839 188 3,802 160 660 0 0 0 0 0: 290 290
Old : 6,091: 4,793 1,839 188 3,802 160 660 0 0 0 0 0: 290 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -45: -45 0 0 0 0 0 0 0 0 0 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 30.2 3.1 62.4 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.8 4.8
Old : 100.0: 78.7 30.2 3.1 62.4 2.6 10.8 0.0 0.0 0.0 0.0 0.0: 4.8 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 : 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 : 69.3 62.1 86.0 80.1 69.3 62.1 81.1 79.4
Old : 69.3 62.1 86.0 80.1 69.3 62.1 81.1 79.4
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 21, 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 : 9,288: 6,819 4,558 736 1,417 1,114 0 1,500 0 268 75 66: 285 558
Old : 9,288: 6,819 4,558 736 1,417 1,114 0 1,500 0 268 75 66: 285 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 301: 296 384 36 -12 -11 0 0 0 10 0 0: -30 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 49.1 7.9 15.3 12.0 0.0 16.1 0.0 2.9 0.8 0.7: 3.1 6.0
Old : 100.0: 73.4 49.1 7.9 15.3 12.0 0.0 16.1 0.0 2.9 0.8 0.7: 3.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 . 5 7 0 . 0 . . .:
Old : 30: 16 13 . 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 : 52.8 54.9 69.3 71.5 51.8 49.9 65.5 62.9
Old : 52.8 54.9 69.3 71.5 51.8 49.9 65.5 62.9
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, August 21, 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 : 10,555: 5,231 4,851 4,005 5,001 199 0 0 0 820 0 0: 300 504
Old : 10,555: 5,231 4,851 4,005 5,001 199 0 0 0 820 0 0: 300 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 90: -60 45 30 -29 135 0 0 0 0 0 0: -15 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 46.0 37.9 47.4 1.9 0.0 0.0 0.0 7.8 0.0 0.0: 2.8 4.8
Old : 100.0: 49.6 46.0 37.9 47.4 1.9 0.0 0.0 0.0 7.8 0.0 0.0: 2.8 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 : 28: 13 12 4 6 5 0 0 0 . 0 0:
Old : 28: 13 12 4 6 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 : 53.1 48.2 79.5 72.5 53.1 46.6 72.3 64.2
Old : 53.1 48.2 79.5 72.5 53.1 46.6 72.3 64.2
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 21, 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 : 5,586: 4,756 3,444 94 1,815 214 0 0 0 132 0 0: 390 113
Old : 5,586: 4,756 3,444 94 1,815 214 0 0 0 132 0 0: 390 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -6: -11 -11 0 20 0 0 0 0 0 0 0: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 61.7 1.7 32.5 3.8 0.0 0.0 0.0 2.4 0.0 0.0: 7.0 2.0
Old : 100.0: 85.1 61.7 1.7 32.5 3.8 0.0 0.0 0.0 2.4 0.0 0.0: 7.0 2.0
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 : 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 55.7 89.2 81.0 81.0 55.0 85.6 77.2
Old : 81.0 55.7 89.2 81.0 81.0 55.0 85.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012