Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,811,266 : : Positions : :1,713,154 1,240,605 439,639 1,430,149 516,307 477,613 92,978 793,389 202,749 74,791 650,488 : : : : Changes from: July 31, 2012 : : 26,821 -15,456 43,466 999 -4,494 -30,169 -797 21,347 -62,515 -6,214 20,243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 25.8 9.1 29.7 10.7 9.9 1.9 16.5 4.2 1.6 13.5 : : : : Number of Traders in Each Category Total Traders: 220 : : 114 107 9 22 27 21 9 26 20 17 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 293,171 : : Positions : : 197,243 203,810 41,262 38,787 32,041 3,573 10,501 2,758 1,896 569 1,051 : : : : Changes from: July 31, 2012 : : -20,071 -20,153 1,016 103 -6,278 -763 -1,206 -1,693 -1,098 -116 -364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 69.5 14.1 13.2 10.9 1.2 3.6 0.9 0.6 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 5 4 8 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 151,339 : : Positions : : 93,134 80,983 32,397 39,059 18,776 0 5,473 2,615 0 23 403 : : : : Changes from: July 31, 2012 : : -11,375 -9,424 -1,180 -3,437 -1,474 0 -1,186 -636 -561 23 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 53.5 21.4 25.8 12.4 0.0 3.6 1.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . 7 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 246,373 : : Positions : : 177,432 113,261 28,678 84,949 29,978 3,162 6,505 1,529 0 222 364 : : : : Changes from: July 31, 2012 : : -20,569 -12,767 -2,207 -2,195 -2,174 1,290 -7,251 291 0 67 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 46.0 11.6 34.5 12.2 1.3 2.6 0.6 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 22 4 8 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 727,472 : : Positions : : 539,875 265,267 46,514 318,858 115,144 1,423 5,962 16,663 3,370 0 2,325 : : : : Changes from: July 31, 2012 : : -24,571 3,493 4,873 -20,501 -1,798 1,351 439 -659 460 0 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 36.5 6.4 43.8 15.8 0.2 0.8 2.3 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 28 8 11 19 . . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 206,532 : : Positions : : 145,815 176,287 31,880 7,841 16,784 4,071 0 1,217 0 0 0 : : : : Changes from: July 31, 2012 : : -2,694 -6,004 1,518 669 -3,197 -2,794 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 85.4 15.4 3.8 8.1 2.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 4 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 276,620 : : Positions : : 202,550 186,077 18,641 57,928 7,449 26,584 960 15,981 0 0 0 : : : : Changes from: July 31, 2012 : : -30,234 -21,659 -591 -5,387 -322 4,055 -120 -2,633 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 67.3 6.7 20.9 2.7 9.6 0.3 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 29 4 11 8 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 138,479 : : Positions : : 101,781 62,883 7,727 54,722 8,313 11,360 0 5,946 0 0 0 : : : : Changes from: July 31, 2012 : : -10,340 -8,161 -1,457 -2,913 -1,768 1,730 0 271 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 45.4 5.6 39.5 6.0 8.2 0.0 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 5 7 8 6 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,112,252 : : Positions : : 86,192 120,448 211,013 139,376 77,313 207,019 179,318 267,717 29,178 129,979 159,044 : : : : Changes from: July 31, 2012 : : -2,491 -407 1,335 2,481 -3,955 -262 12,169 -14,026 -2,368 -17,111 6,346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 10.8 19.0 12.5 7.0 18.6 16.1 24.1 2.6 11.7 14.3 : : : : Number of Traders in Each Category Total Traders: 307 : : 45 39 24 9 23 70 65 80 38 41 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 28,266 : : Positions : : 17,383 4,670 5,175 11,686 1,177 639 3,963 785 0 0 0 : : : : Changes from: July 31, 2012 : : -5,076 -1,829 -267 -2,067 -105 0 -1,800 -79 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 16.5 18.3 41.3 4.2 2.3 14.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 85,911 : : Positions : : 9,105 7,476 25,528 960 18,603 5,163 450 550 10,371 41,960 13,379 : : : : Changes from: July 31, 2012 : : 457 -543 -410 0 3,110 750 0 0 -230 965 671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 8.7 29.7 1.1 21.7 6.0 0.5 0.6 12.1 48.8 15.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 9 5 . 8 . . . 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 56,097 : : Positions : : 29,605 23,777 12,251 14,578 7,065 0 329 2,062 0 0 0 : : : : Changes from: July 31, 2012 : : -4,285 -3,068 -1,612 -2,924 86 0 167 -159 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 42.4 21.8 26.0 12.6 0.0 0.6 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,643,496 : : Positions : : 618,761 550,215 266,472 751,964 482,084 267,459 24,543 487,405 198,084 31,919 293,746 : : : : Changes from: July 31, 2012 : : 15,317 12,966 -5,704 -642 9,219 7,955 4,046 -2,988 -849 2,577 -2,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 20.8 10.1 28.4 18.2 10.1 0.9 18.4 7.5 1.2 11.1 : : : : Number of Traders in Each Category Total Traders: 150 : : 71 61 6 18 22 19 8 22 17 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,244,002 : : Positions : : 137,161 161,948 246,683 223,919 347,521 68,680 75,421 174,647 73,323 65,158 193,522 : : : : Changes from: July 31, 2012 : : 8,426 3,236 9,773 -5,179 -4,509 -2,169 7,468 3,530 -7,465 2,142 2,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 13.0 19.8 18.0 27.9 5.5 6.1 14.0 5.9 5.2 15.6 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 21 17 6 19 13 11 15 10 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 27,493 : : Positions : : 22,889 21,562 695 4,366 1,174 2,216 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -957 -570 164 -232 -119 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.4 2.5 15.9 4.3 8.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 25 . 7 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 6,126 : : Positions : : 4,828 1,839 188 3,807 160 660 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -678 -258 -87 -475 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 30.0 3.1 62.1 2.6 10.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,814 : : Positions : : 6,469 3,977 656 1,468 1,099 0 1,500 0 183 75 122 : : : : Changes from: July 31, 2012 : : -499 -711 -257 -134 -40 0 0 0 -84 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 45.1 7.4 16.7 12.5 0.0 17.0 0.0 2.1 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,570 : : Positions : : 5,436 4,911 3,975 5,029 64 0 0 0 820 0 0 : : : : Changes from: July 31, 2012 : : -191 178 489 44 -2 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 46.5 37.6 47.6 0.6 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 5,531 : : Positions : : 4,828 3,454 94 1,698 164 0 0 0 30 0 0 : : : : Changes from: July 31, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 62.4 1.7 30.7 3.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 10, 2012