NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 4, 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 : 4,504,757: 1,636,390 1,146,985 423,179 1,234,248 544,196 482,202 212,654 615,308 131,244 85,824 655,127: 17,111 10,415
Old : 4,504,757: 1,636,390 1,146,985 423,179 1,234,248 544,196 482,202 212,654 615,308 131,244 85,824 655,127: 17,111 10,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -189,382: -81,617 -28,101 -31,179 -82,599 1,841 -11,316 23,431 -45,100 35,167 -2,491 -55,964: -1,214 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 25.5 9.4 27.4 12.1 10.7 4.7 13.7 2.9 1.9 14.5: 0.4 0.2
Old : 100.0: 36.3 25.5 9.4 27.4 12.1 10.7 4.7 13.7 2.9 1.9 14.5: 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 : 218: 112 106 8 23 26 21 9 25 16 21 31:
Old : 218: 112 106 8 23 26 21 9 25 16 21 31:
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 : 23.1 22.2 37.4 36.8 17.8 18.2 26.0 26.9
Old : 23.1 22.2 37.4 36.8 17.8 18.2 26.0 26.9
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, September 4, 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 : 297,998: 194,186 208,000 47,724 35,466 31,037 4,256 16,275 3,206 2,962 88 1,415: 13,212 2,511
Old : 297,998: 194,186 208,000 47,724 35,466 31,037 4,256 16,275 3,206 2,962 88 1,415: 13,212 2,511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 4,644: -210 5,436 2,347 -1,502 444 1,449 -153 94 660 -183 362: -502 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 69.8 16.0 11.9 10.4 1.4 5.5 1.1 1.0 0.0 0.5: 4.4 0.8
Old : 100.0: 65.2 69.8 16.0 11.9 10.4 1.4 5.5 1.1 1.0 0.0 0.5: 4.4 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 : 53: 29 30 6 . 8 . . 4 . . .:
Old : 53: 29 30 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 : 46.9 55.7 63.3 71.7 44.2 44.8 55.7 57.3
Old : 46.9 55.7 63.3 71.7 44.2 44.8 55.7 57.3
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, September 4, 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 : 159,408: 101,423 79,223 19,692 37,748 28,836 1,268 4,147 3,578 0 985 496: 4,115 4,395
Old : 159,408: 101,423 79,223 19,692 37,748 28,836 1,268 4,147 3,578 0 985 496: 4,115 4,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,767: 4,459 -3,103 -9,291 -1,341 6,578 362 334 835 0 25 496: 328 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 49.7 12.4 23.7 18.1 0.8 2.6 2.2 0.0 0.6 0.3: 2.6 2.8
Old : 100.0: 63.6 49.7 12.4 23.7 18.1 0.8 2.6 2.2 0.0 0.6 0.3: 2.6 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 : 40: 23 22 . 7 9 . . . 0 . .:
Old : 40: 23 22 . 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 : 63.9 40.0 81.0 57.9 50.5 32.7 57.7 42.6
Old : 63.9 40.0 81.0 57.9 50.5 32.7 57.7 42.6
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, September 4, 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 : 269,472: 190,996 127,333 29,601 83,118 38,497 1,952 10,877 2,710 0 0 0: 5,716 6,937
Old : 269,472: 190,996 127,333 29,601 83,118 38,497 1,952 10,877 2,710 0 0 0: 5,716 6,937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -515: 127 -2,222 -1,867 -851 642 302 2,176 496 0 0 0: -215 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 47.3 11.0 30.8 14.3 0.7 4.0 1.0 0.0 0.0 0.0: 2.1 2.6
Old : 100.0: 70.9 47.3 11.0 30.8 14.3 0.7 4.0 1.0 0.0 0.0 0.0: 2.1 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 : 49: 28 23 5 8 12 . . . 0 0 0:
Old : 49: 28 23 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 : 49.6 40.8 72.5 62.6 43.9 24.5 58.0 43.3
Old : 49.6 40.8 72.5 62.6 43.9 24.5 58.0 43.3
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, September 4, 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 : 766,288: 569,803 283,446 40,257 327,622 127,430 3,074 4,231 18,035 2,499 0 2,275: 2,915 3,249
Old : 766,288: 569,803 283,446 40,257 327,622 127,430 3,074 4,231 18,035 2,499 0 2,275: 2,915 3,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 22,147: 12,063 11,104 1,495 2,501 8,608 -643 108 -109 -16 -155 -6: 755 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 37.0 5.3 42.8 16.6 0.4 0.6 2.4 0.3 0.0 0.3: 0.4 0.4
Old : 100.0: 74.4 37.0 5.3 42.8 16.6 0.4 0.6 2.4 0.3 0.0 0.3: 0.4 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: 37 28 8 12 19 . 4 6 . 0 .:
Old : 69: 37 28 8 12 19 . 4 6 . 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 : 36.8 40.2 55.8 60.7 22.0 34.6 36.7 45.6
Old : 36.8 40.2 55.8 60.7 22.0 34.6 36.7 45.6
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, September 4, 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 : 218,864: 158,018 190,848 35,735 8,514 14,283 2,286 0 1,324 1,013 0 0: 6,205 3,895
Old : 218,864: 158,018 190,848 35,735 8,514 14,283 2,286 0 1,324 1,013 0 0: 6,205 3,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 164: -2,435 1,365 3,989 -62 -1,421 -431 0 309 217 0 0: -64 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 87.2 16.3 3.9 6.5 1.0 0.0 0.6 0.5 0.0 0.0: 2.8 1.8
Old : 100.0: 72.2 87.2 16.3 3.9 6.5 1.0 0.0 0.6 0.5 0.0 0.0: 2.8 1.8
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 : 43: 26 26 . 4 4 . 0 . . 0 0:
Old : 43: 26 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 : 49.5 56.9 71.8 74.1 39.0 56.9 57.6 69.0
Old : 49.5 56.9 71.8 74.1 39.0 56.9 57.6 69.0
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, September 4, 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 : 296,701: 223,260 203,583 24,145 64,147 9,105 18,947 1,547 14,428 0 0 0: 6,816 3,891
Old : 296,701: 223,260 203,583 24,145 64,147 9,105 18,947 1,547 14,428 0 0 0: 6,816 3,891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,924: 3,048 1,859 34 -646 616 -1,954 0 1,215 0 0 0: -35 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 68.6 8.1 21.6 3.1 6.4 0.5 4.9 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 75.2 68.6 8.1 21.6 3.1 6.4 0.5 4.9 0.0 0.0 0.0: 2.3 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 : 56: 30 30 4 12 10 4 . 5 0 0 0:
Old : 56: 30 30 4 12 10 4 . 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 : 37.1 41.3 56.4 56.6 29.7 40.1 48.5 52.9
Old : 37.1 41.3 56.4 56.6 29.7 40.1 48.5 52.9
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 148,061: 108,143 68,440 7,060 54,478 9,567 11,571 0 8,444 0 600 0: 3,276 6,532
Old : 148,061: 108,143 68,440 7,060 54,478 9,567 11,571 0 8,444 0 600 0: 3,276 6,532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 778: 768 2,170 -304 -1,260 -248 872 0 -4 0 120 0: -306 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 46.2 4.8 36.8 6.5 7.8 0.0 5.7 0.0 0.4 0.0: 2.2 4.4
Old : 100.0: 73.0 46.2 4.8 36.8 6.5 7.8 0.0 5.7 0.0 0.4 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 : 51: 27 24 5 8 10 6 0 . 0 . 0:
Old : 51: 27 24 5 8 10 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 : 53.3 43.8 68.3 65.7 47.1 40.6 57.4 54.0
Old : 53.3 43.8 68.3 65.7 47.1 40.6 57.4 54.0
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, September 4, 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 : 1,101,920: 106,035 129,834 202,633 114,599 89,996 210,984 231,857 228,408 35,937 105,456 153,952: 73,975 47,818
Old : 1,101,920: 106,035 129,834 202,633 114,599 89,996 210,984 231,857 228,408 35,937 105,456 153,952: 73,975 47,818
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 21,506: 578 3,174 -2,591 -21,920 4,953 6,078 8,884 23,214 -12,946 -4,211 222: 1,998 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.8 18.4 10.4 8.2 19.1 21.0 20.7 3.3 9.6 14.0: 6.7 4.3
Old : 100.0: 9.6 11.8 18.4 10.4 8.2 19.1 21.0 20.7 3.3 9.6 14.0: 6.7 4.3
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 : 303: 45 37 22 10 21 67 68 82 39 38 59:
Old : 303: 45 37 22 10 21 67 68 82 39 38 59:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.9 29.5 34.8 11.7 16.4 20.6 23.0
Old : 16.8 20.9 29.5 34.8 11.7 16.4 20.6 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, September 4, 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 11,446 1,177 297 3,660 898 0 0 0: 2,932 6,094
Old : 28,336: 17,857 5,061 5,175 11,446 1,177 297 3,660 898 0 0 0: 2,932 6,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 0: 0 0 0 -240 0 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 17.9 18.3 40.4 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 21.5
Old : 100.0: 63.0 17.9 18.3 40.4 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 21.5
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 : 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, September 4, 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 : 92,161: 14,604 9,668 23,275 890 15,468 5,504 450 3,757 9,741 43,728 16,517: 3,295 1,683
Old : 92,161: 14,604 9,668 23,275 890 15,468 5,504 450 3,757 9,741 43,728 16,517: 3,295 1,683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -9,460: -5,236 -1,103 -3,710 -619 -1,232 298 -100 -1,085 98 -6,875 1,766: -359 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.5 25.3 1.0 16.8 6.0 0.5 4.1 10.6 47.4 17.9: 3.6 1.8
Old : 100.0: 15.8 10.5 25.3 1.0 16.8 6.0 0.5 4.1 10.6 47.4 17.9: 3.6 1.8
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 : 37: 10 11 6 . 8 . . . 5 7 10:
Old : 37: 10 11 6 . 8 . . . 5 7 10:
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 57.8 64.7 72.7 39.7 45.4 46.3 48.9
Old : 47.6 57.8 64.7 72.7 39.7 45.4 46.3 48.9
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, September 4, 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 : 52,159: 26,867 22,097 12,897 13,948 6,269 0 355 2,036 0 0 0: 4,090 7,454
Old : 52,159: 26,867 22,097 12,897 13,948 6,269 0 355 2,036 0 0 0: 4,090 7,454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,918: -4,076 -2,548 646 -630 -796 0 -2 -146 0 0 0: -546 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 42.4 24.7 26.7 12.0 0.0 0.7 3.9 0.0 0.0 0.0: 7.8 14.3
Old : 100.0: 51.5 42.4 24.7 26.7 12.0 0.0 0.7 3.9 0.0 0.0 0.0: 7.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.1 48.1 70.0 68.8 40.5 40.8 57.0 54.1
Old : 48.1 48.1 70.0 68.8 40.5 40.8 57.0 54.1
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, September 4, 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 : 2,567,405: 594,310 539,098 240,175 721,775 481,451 288,718 53,952 427,384 220,166 36,414 286,875: 28,326 20,456
Old : 2,567,405: 594,310 539,098 240,175 721,775 481,451 288,718 53,952 427,384 220,166 36,414 286,875: 28,326 20,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -114,970: -48,289 -26,789 -26,939 -21,605 -5,978 23,220 -23,116 -29,256 -17,204 2,031 -9,193: -1,331 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.0 9.4 28.1 18.8 11.2 2.1 16.6 8.6 1.4 11.2: 1.1 0.8
Old : 100.0: 23.1 21.0 9.4 28.1 18.8 11.2 2.1 16.6 8.6 1.4 11.2: 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 : 148: 69 60 6 18 22 20 8 24 17 5 17:
Old : 148: 69 60 6 18 22 20 8 24 17 5 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 : 26.3 26.8 41.2 41.8 15.0 15.7 22.7 25.0
Old : 26.3 26.8 41.2 41.8 15.0 15.7 22.7 25.0
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, September 4, 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 : 1,155,943: 129,377 162,266 198,560 183,533 392,624 82,227 54,174 115,135 36,501 48,090 197,695: 3,824 2,426
Old : 1,155,943: 129,377 162,266 198,560 183,533 392,624 82,227 54,174 115,135 36,501 48,090 197,695: 3,824 2,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -157,765: -14,081 -12,228 12,977 -82,046 -32,521 -37,221 18,318 -26,789 -55,585 -18,515 -4,125: -420 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.0 17.2 15.9 34.0 7.1 4.7 10.0 3.2 4.2 17.1: 0.3 0.2
Old : 100.0: 11.2 14.0 17.2 15.9 34.0 7.1 4.7 10.0 3.2 4.2 17.1: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 19 20 16 7 18 12 11 15 10 10 16:
Old : 89: 19 20 16 7 18 12 11 15 10 10 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 : 34.0 38.7 54.0 61.5 12.2 18.4 17.8 26.0
Old : 34.0 38.7 54.0 61.5 12.2 18.4 17.8 26.0
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, September 4, 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 : 32,654: 27,759 26,475 1,291 4,512 1,245 1,856 0 0 0 0 0: 503 422
Old : 32,654: 27,759 26,475 1,291 4,512 1,245 1,856 0 0 0 0 0: 503 422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,185: 1,301 878 146 393 -86 -176 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 81.1 4.0 13.8 3.8 5.7 0.0 0.0 0.0 0.0 0.0: 1.5 1.3
Old : 100.0: 85.0 81.1 4.0 13.8 3.8 5.7 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 26 . 6 6 . 0 0 0 0 0:
Old : 44: 30 26 . 6 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 : 48.4 53.4 65.4 71.6 45.9 51.9 57.7 65.4
Old : 48.4 53.4 65.4 71.6 45.9 51.9 57.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 4, 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 : 5,125: 3,991 1,692 151 3,077 120 660 0 0 0 0 0: 203 236
Old : 5,125: 3,991 1,692 151 3,077 120 660 0 0 0 0 0: 203 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -936: -892 -117 -37 -725 -40 0 0 0 0 0 0: 33 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 33.0 2.9 60.0 2.3 12.9 0.0 0.0 0.0 0.0 0.0: 4.0 4.6
Old : 100.0: 77.9 33.0 2.9 60.0 2.3 12.9 0.0 0.0 0.0 0.0 0.0: 4.0 4.6
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 : 22: 12 8 . 5 . . 0 0 0 0 0:
Old : 22: 12 8 . 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 : 72.0 65.2 87.6 83.2 70.9 65.2 82.4 82.3
Old : 72.0 65.2 87.6 83.2 70.9 65.2 82.4 82.3
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, September 4, 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 : 9,080: 6,406 5,211 1,027 1,115 1,033 0 1,200 0 293 75 46: 275 400
Old : 9,080: 6,406 5,211 1,027 1,115 1,033 0 1,200 0 293 75 46: 275 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -473: -518 25 123 -297 -108 0 0 0 10 0 -10: 30 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 57.4 11.3 12.3 11.4 0.0 13.2 0.0 3.2 0.8 0.5: 3.0 4.4
Old : 100.0: 70.6 57.4 11.3 12.3 11.4 0.0 13.2 0.0 3.2 0.8 0.5: 3.0 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 : 32: 17 14 . 5 7 0 . 0 . . .:
Old : 32: 17 14 . 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 : 52.4 53.0 68.4 69.6 50.5 47.8 64.7 63.0
Old : 52.4 53.0 68.4 69.6 50.5 47.8 64.7 63.0
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, September 4, 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 : 10,281: 4,945 4,932 4,061 4,673 234 0 0 0 755 0 0: 286 442
Old : 10,281: 4,945 4,932 4,061 4,673 234 0 0 0 755 0 0: 286 442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -598: -376 -169 -182 -426 39 0 0 0 -65 0 0: -14 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 48.0 39.5 45.5 2.3 0.0 0.0 0.0 7.3 0.0 0.0: 2.8 4.3
Old : 100.0: 48.1 48.0 39.5 45.5 2.3 0.0 0.0 0.0 7.3 0.0 0.0: 2.8 4.3
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 : 29: 13 13 4 6 4 0 0 0 . 0 0:
Old : 29: 13 13 4 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 : 53.5 47.9 79.6 70.8 53.1 46.3 72.3 63.3
Old : 53.5 47.9 79.6 70.8 53.1 46.3 72.3 63.3
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, September 4, 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 : 5,204: 4,489 2,701 150 2,253 101 0 0 0 132 25 0: 332 124
Old : 5,204: 4,489 2,701 150 2,253 101 0 0 0 132 25 0: 332 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -482: -462 -333 56 -145 -29 0 0 0 0 25 0: -47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 51.9 2.9 43.3 1.9 0.0 0.0 0.0 2.5 0.5 0.0: 6.4 2.4
Old : 100.0: 86.3 51.9 2.9 43.3 1.9 0.0 0.0 0.0 2.5 0.5 0.0: 6.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . 6 4 0 0 0 . . 0:
Old : 24: 12 10 . 6 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 : 78.8 57.3 88.2 82.2 78.1 56.1 84.2 78.6
Old : 78.8 57.3 88.2 82.2 78.1 56.1 84.2 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012