NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 11, 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 : 4,540,418: 1,642,083 1,182,148 427,800 1,202,077 567,549 458,523 225,153 633,538 171,713 83,643 619,284: 19,928 27,026
Old : 4,540,418: 1,642,083 1,182,148 427,800 1,202,077 567,549 458,523 225,153 633,538 171,713 83,643 619,284: 19,928 27,026
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 35,661: 5,693 35,163 4,621 -32,171 23,353 -23,679 12,499 18,230 40,469 -2,181 -35,843: 2,817 16,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 26.0 9.4 26.5 12.5 10.1 5.0 14.0 3.8 1.8 13.6: 0.4 0.6
Old : 100.0: 36.2 26.0 9.4 26.5 12.5 10.1 5.0 14.0 3.8 1.8 13.6: 0.4 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 : 214: 110 105 8 23 26 20 11 26 14 21 28:
Old : 214: 110 105 8 23 26 20 11 26 14 21 28:
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 : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 26.8
Old : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 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, September 11, 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 : 281,211: 172,406 194,018 49,922 31,239 35,002 3,322 12,815 3,546 2,015 20 1,362: 13,636 3,209
Old : 281,211: 172,406 194,018 49,922 31,239 35,002 3,322 12,815 3,546 2,015 20 1,362: 13,636 3,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -16,787: -21,780 -13,982 2,198 -4,227 3,965 -934 -3,460 340 -947 -68 -53: 424 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 69.0 17.8 11.1 12.4 1.2 4.6 1.3 0.7 0.0 0.5: 4.8 1.1
Old : 100.0: 61.3 69.0 17.8 11.1 12.4 1.2 4.6 1.3 0.7 0.0 0.5: 4.8 1.1
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 : 48: 27 28 6 . 8 . . . . . .:
Old : 48: 27 28 6 . 8 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
Old : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
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 11, 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 : 150,655: 90,561 73,783 21,847 34,601 29,181 2,368 3,643 3,003 65 0 369: 3,261 6,075
Old : 150,655: 90,561 73,783 21,847 34,601 29,181 2,368 3,643 3,003 65 0 369: 3,261 6,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -8,753: -10,862 -5,440 2,155 -3,147 345 1,100 -504 -575 65 -985 -127: -854 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 49.0 14.5 23.0 19.4 1.6 2.4 2.0 0.0 0.0 0.2: 2.2 4.0
Old : 100.0: 60.1 49.0 14.5 23.0 19.4 1.6 2.4 2.0 0.0 0.0 0.2: 2.2 4.0
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 : 35: 20 19 . 7 9 . . . . 0 .:
Old : 35: 20 19 . 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 : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
Old : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
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 11, 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 : 248,847: 177,491 113,188 20,751 75,645 40,806 0 8,171 2,851 0 0 0: 6,948 8,186
Old : 248,847: 177,491 113,188 20,751 75,645 40,806 0 8,171 2,851 0 0 0: 6,948 8,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -20,625: -13,505 -14,145 -8,850 -7,473 2,309 -1,952 -2,706 141 0 0 0: 1,232 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 45.5 8.3 30.4 16.4 0.0 3.3 1.1 0.0 0.0 0.0: 2.8 3.3
Old : 100.0: 71.3 45.5 8.3 30.4 16.4 0.0 3.3 1.1 0.0 0.0 0.0: 2.8 3.3
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: 24 24 5 8 12 0 . . 0 0 0:
Old : 44: 24 24 5 8 12 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
Old : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
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 11, 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 : 715,837: 525,179 252,403 40,074 306,683 120,759 374 4,269 16,592 2,326 0 2,159: 8,374 12,972
Old : 715,837: 525,179 252,403 40,074 306,683 120,759 374 4,269 16,592 2,326 0 2,159: 8,374 12,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -50,451: -44,624 -31,043 -183 -20,939 -6,671 -2,700 38 -1,443 -173 0 -116: 5,459 9,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 35.3 5.6 42.8 16.9 0.1 0.6 2.3 0.3 0.0 0.3: 1.2 1.8
Old : 100.0: 73.4 35.3 5.6 42.8 16.9 0.1 0.6 2.3 0.3 0.0 0.3: 1.2 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 : 66: 33 25 9 11 19 . . 4 . 0 .:
Old : 66: 33 25 9 11 19 . . 4 . 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 41.5 55.6 62.8 21.3 36.1 36.7 47.9
Old : 36.8 41.5 55.6 62.8 21.3 36.1 36.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, September 11, 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 : 204,112: 145,112 175,131 37,314 7,612 13,412 401 0 835 953 0 0: 6,085 7,122
Old : 204,112: 145,112 175,131 37,314 7,612 13,412 401 0 835 953 0 0: 6,085 7,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -14,752: -12,906 -15,717 1,579 -902 -871 -1,885 0 -489 -60 0 0: -120 3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 85.8 18.3 3.7 6.6 0.2 0.0 0.4 0.5 0.0 0.0: 3.0 3.5
Old : 100.0: 71.1 85.8 18.3 3.7 6.6 0.2 0.0 0.4 0.5 0.0 0.0: 3.0 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 : 41: 25 25 . 4 4 . 0 . . 0 0:
Old : 41: 25 25 . 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 : 51.2 58.3 73.4 74.3 42.5 58.1 60.8 68.7
Old : 51.2 58.3 73.4 74.3 42.5 58.1 60.8 68.7
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 11, 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 : 275,221: 204,088 187,925 27,033 61,681 6,498 19,240 1,058 12,026 0 0 0: 6,336 6,033
Old : 275,221: 204,088 187,925 27,033 61,681 6,498 19,240 1,058 12,026 0 0 0: 6,336 6,033
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -21,480: -19,172 -15,658 2,888 -2,466 -2,607 293 -489 -2,402 0 0 0: -480 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 68.3 9.8 22.4 2.4 7.0 0.4 4.4 0.0 0.0 0.0: 2.3 2.2
Old : 100.0: 74.2 68.3 9.8 22.4 2.4 7.0 0.4 4.4 0.0 0.0 0.0: 2.3 2.2
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 : 55: 29 29 6 10 10 . . 5 0 0 0:
Old : 55: 29 29 6 10 10 . . 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 : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
Old : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
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 11, 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 : 129,887: 98,290 57,049 5,614 52,241 7,787 10,570 0 4,177 0 0 0: 3,449 8,633
Old : 129,887: 98,290 57,049 5,614 52,241 7,787 10,570 0 4,177 0 0 0: 3,449 8,633
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -18,174: -9,853 -11,391 -1,446 -2,237 -1,780 -1,001 0 -4,267 0 -600 0: 173 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 43.9 4.3 40.2 6.0 8.1 0.0 3.2 0.0 0.0 0.0: 2.7 6.6
Old : 100.0: 75.7 43.9 4.3 40.2 6.0 8.1 0.0 3.2 0.0 0.0 0.0: 2.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 19 4 7 7 4 0 . 0 0 0:
Old : 39: 20 19 4 7 7 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 : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
Old : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
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 11, 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 : 1,133,496: 124,855 145,032 199,019 106,134 94,678 212,621 236,291 241,016 33,634 113,678 152,948: 74,725 43,719
Old : 1,133,496: 124,855 145,032 199,019 106,134 94,678 212,621 236,291 241,016 33,634 113,678 152,948: 74,725 43,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 31,576: 18,820 15,198 -3,614 -8,465 4,682 1,637 4,434 12,608 -2,303 8,222 -1,004: 750 -4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.8 17.6 9.4 8.4 18.8 20.8 21.3 3.0 10.0 13.5: 6.6 3.9
Old : 100.0: 11.0 12.8 17.6 9.4 8.4 18.8 20.8 21.3 3.0 10.0 13.5: 6.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 320: 48 41 19 11 22 78 65 85 43 40 62:
Old : 320: 48 41 19 11 22 78 65 85 43 40 62:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 21.3 29.1 35.7 11.1 15.4 19.4 22.1
Old : 16.5 21.3 29.1 35.7 11.1 15.4 19.4 22.1
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 11, 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 : 22,328: 12,813 3,725 4,919 9,684 1,073 241 1,860 818 0 0 0: 2,464 5,168
Old : 22,328: 12,813 3,725 4,919 9,684 1,073 241 1,860 818 0 0 0: 2,464 5,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -6,008: -5,044 -1,336 -256 -1,762 -104 -56 -1,800 -80 0 0 0: -468 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 16.7 22.0 43.4 4.8 1.1 8.3 3.7 0.0 0.0 0.0: 11.0 23.1
Old : 100.0: 57.4 16.7 22.0 43.4 4.8 1.1 8.3 3.7 0.0 0.0 0.0: 11.0 23.1
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 : 23: 8 8 . 5 . . . . 0 0 0:
Old : 23: 8 8 . 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 : 69.7 47.4 85.5 62.5 67.8 44.5 78.1 58.3
Old : 69.7 47.4 85.5 62.5 67.8 44.5 78.1 58.3
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 11, 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 : 94,564: 15,713 10,113 18,549 1,181 17,040 6,204 600 4,357 10,210 40,594 20,045: 2,446 634
Old : 94,564: 15,713 10,113 18,549 1,181 17,040 6,204 600 4,357 10,210 40,594 20,045: 2,446 634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,403: 1,109 445 -4,726 291 1,572 700 150 600 469 -3,134 3,528: -849 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.7 19.6 1.2 18.0 6.6 0.6 4.6 10.8 42.9 21.2: 2.6 0.7
Old : 100.0: 16.6 10.7 19.6 1.2 18.0 6.6 0.6 4.6 10.8 42.9 21.2: 2.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 11 12 5 . 9 . . . 5 7 10:
Old : 40: 11 12 5 . 9 . . . 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 : 43.6 56.0 63.0 72.2 34.5 41.0 41.0 44.0
Old : 43.6 56.0 63.0 72.2 34.5 41.0 41.0 44.0
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 11, 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 : 52,247: 26,959 22,109 12,897 13,948 6,269 0 403 2,036 0 0 0: 4,086 7,482
Old : 52,247: 26,959 22,109 12,897 13,948 6,269 0 403 2,036 0 0 0: 4,086 7,482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 88: 92 12 0 0 0 0 48 0 0 0 0: -4 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 42.3 24.7 26.7 12.0 0.0 0.8 3.9 0.0 0.0 0.0: 7.8 14.3
Old : 100.0: 51.6 42.3 24.7 26.7 12.0 0.0 0.8 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 : 48.0 48.0 69.8 68.8 40.4 40.7 57.2 54.0
Old : 48.0 48.0 69.8 68.8 40.4 40.7 57.2 54.0
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 11, 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 : 2,573,138: 609,367 533,981 237,913 724,932 482,047 284,478 58,833 430,283 222,370 42,897 280,659: 26,021 19,506
Old : 2,573,138: 609,367 533,981 237,913 724,932 482,047 284,478 58,833 430,283 222,370 42,897 280,659: 26,021 19,506
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 5,733: 15,057 -5,117 -2,262 3,157 596 -4,240 4,881 2,899 2,204 6,483 -6,216: -2,305 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.8 9.2 28.2 18.7 11.1 2.3 16.7 8.6 1.7 10.9: 1.0 0.8
Old : 100.0: 23.7 20.8 9.2 28.2 18.7 11.1 2.3 16.7 8.6 1.7 10.9: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 150: 69 61 6 18 22 20 8 24 16 6 18:
Old : 150: 69 61 6 18 22 20 8 24 16 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 : 26.0 26.6 41.1 41.7 14.9 15.7 22.7 24.7
Old : 26.0 26.6 41.1 41.7 14.9 15.7 22.7 24.7
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 11, 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 : 1,170,828: 122,854 162,901 210,340 184,346 392,809 65,919 48,236 126,476 49,355 53,388 199,867: 3,208 2,805
Old : 1,170,828: 122,854 162,901 210,340 184,346 392,809 65,919 48,236 126,476 49,355 53,388 199,867: 3,208 2,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 14,885: -6,523 635 11,780 813 185 -16,308 -5,938 11,341 12,854 5,298 2,172: -616 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.9 18.0 15.7 33.5 5.6 4.1 10.8 4.2 4.6 17.1: 0.3 0.2
Old : 100.0: 10.5 13.9 18.0 15.7 33.5 5.6 4.1 10.8 4.2 4.6 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 : 94: 22 22 16 7 18 12 12 15 11 10 16:
Old : 94: 22 22 16 7 18 12 12 15 11 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 : 35.6 38.6 55.3 61.6 12.9 18.3 18.4 26.0
Old : 35.6 38.6 55.3 61.6 12.9 18.3 18.4 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 11, 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 : 30,909: 26,068 25,127 1,301 4,196 1,301 1,800 0 0 0 0 0: 439 285
Old : 30,909: 26,068 25,127 1,301 4,196 1,301 1,800 0 0 0 0 0: 439 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,745: -1,691 -1,348 10 -316 56 -56 0 0 0 0 0: -64 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 81.3 4.2 13.6 4.2 5.8 0.0 0.0 0.0 0.0 0.0: 1.4 0.9
Old : 100.0: 84.3 81.3 4.2 13.6 4.2 5.8 0.0 0.0 0.0 0.0 0.0: 1.4 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 : 43: 30 25 . 7 6 . 0 0 0 0 0:
Old : 43: 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 : 48.5 53.6 65.7 71.9 46.4 51.0 57.8 64.1
Old : 48.5 53.6 65.7 71.9 46.4 51.0 57.8 64.1
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, September 11, 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 : 5,155: 3,976 1,722 151 3,077 120 660 0 0 0 0 0: 248 236
Old : 5,155: 3,976 1,722 151 3,077 120 660 0 0 0 0 0: 248 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 30: -15 30 0 0 0 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 33.4 2.9 59.7 2.3 12.8 0.0 0.0 0.0 0.0 0.0: 4.8 4.6
Old : 100.0: 77.1 33.4 2.9 59.7 2.3 12.8 0.0 0.0 0.0 0.0 0.0: 4.8 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 : 72.2 64.8 86.8 82.7 71.0 64.8 81.7 81.8
Old : 72.2 64.8 86.8 82.7 71.0 64.8 81.7 81.8
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, September 11, 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 : 9,510: 6,686 5,850 1,244 1,048 1,011 0 1,080 0 293 75 46: 230 400
Old : 9,510: 6,686 5,850 1,244 1,048 1,011 0 1,080 0 293 75 46: 230 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 430: 280 639 217 -67 -22 0 -120 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 61.5 13.1 11.0 10.6 0.0 11.4 0.0 3.1 0.8 0.5: 2.4 4.2
Old : 100.0: 70.3 61.5 13.1 11.0 10.6 0.0 11.4 0.0 3.1 0.8 0.5: 2.4 4.2
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 : 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 : 52.5 52.8 68.9 72.8 50.7 51.1 66.7 66.2
Old : 52.5 52.8 68.9 72.8 50.7 51.1 66.7 66.2
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 11, 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 : 10,272: 4,945 4,876 4,036 4,705 234 0 0 0 755 0 0: 302 457
Old : 10,272: 4,945 4,876 4,036 4,705 234 0 0 0 755 0 0: 302 457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -9: 0 -56 -25 32 0 0 0 0 0 0 0: 16 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 47.5 39.3 45.8 2.3 0.0 0.0 0.0 7.4 0.0 0.0: 2.9 4.4
Old : 100.0: 48.1 47.5 39.3 45.8 2.3 0.0 0.0 0.0 7.4 0.0 0.0: 2.9 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 : 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 : 53.6 48.0 79.7 71.2 53.2 46.3 72.4 63.1
Old : 53.6 48.0 79.7 71.2 53.2 46.3 72.4 63.1
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 11, 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 : 5,154: 4,439 2,651 150 2,253 101 0 0 0 132 25 0: 332 124
Old : 5,154: 4,439 2,651 150 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: September 4, 2012 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 51.4 2.9 43.7 2.0 0.0 0.0 0.0 2.6 0.5 0.0: 6.4 2.4
Old : 100.0: 86.1 51.4 2.9 43.7 2.0 0.0 0.0 0.0 2.6 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 : 78.4 57.9 87.9 82.1 77.7 56.6 83.9 78.2
Old : 78.4 57.9 87.9 82.1 77.7 56.6 83.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012