NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 10, 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 : 4,909,560: 1,852,720 1,389,754 345,229 1,364,513 628,253 641,263 108,394 800,975 125,011 105,726 495,507: 20,602 16,438
Old : 4,909,560: 1,852,720 1,389,754 345,229 1,364,513 628,253 641,263 108,394 800,975 125,011 105,726 495,507: 20,602 16,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 96,941: 30,733 1,160 3,695 1,395 31,685 -14,961 1,570 44,783 -14,509 1,006 14,908: 607 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 28.3 7.0 27.8 12.8 13.1 2.2 16.3 2.5 2.2 10.1: 0.4 0.3
Old : 100.0: 37.7 28.3 7.0 27.8 12.8 13.1 2.2 16.3 2.5 2.2 10.1: 0.4 0.3
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 : 219: 113 106 8 24 27 19 13 30 17 17 27:
Old : 219: 113 106 8 24 27 19 13 30 17 17 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 21.0 38.0 34.3 16.0 17.7 25.4 25.7
Old : 22.6 21.0 38.0 34.3 16.0 17.7 25.4 25.7
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, July 10, 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 : 308,293: 212,076 210,097 40,074 43,427 35,668 630 10,527 2,493 2,528 1,010 2,167: 12,657 2,904
Old : 308,293: 212,076 210,097 40,074 43,427 35,668 630 10,527 2,493 2,528 1,010 2,167: 12,657 2,904
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -14,221: -9,986 -6,775 1,213 -3,869 -2,355 -1,569 2,821 -1,329 1,133 192 -715: -613 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 68.1 13.0 14.1 11.6 0.2 3.4 0.8 0.8 0.3 0.7: 4.1 0.9
Old : 100.0: 68.8 68.1 13.0 14.1 11.6 0.2 3.4 0.8 0.8 0.3 0.7: 4.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 27 30 6 . 8 . 4 5 . . .:
Old : 52: 27 30 6 . 8 . 4 5 . . .:
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 : 49.4 55.4 66.8 70.1 47.4 45.2 60.3 57.9
Old : 49.4 55.4 66.8 70.1 47.4 45.2 60.3 57.9
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, July 10, 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 : 153,857: 99,764 80,585 27,907 40,229 19,812 0 7,146 2,883 487 248 186: 2,818 2,768
Old : 153,857: 99,764 80,585 27,907 40,229 19,812 0 7,146 2,883 487 248 186: 2,818 2,768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -9,047: -8,674 -3,498 4,118 -1,740 -1,885 -436 377 -329 487 248 -62: -2,266 -2,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 52.4 18.1 26.1 12.9 0.0 4.6 1.9 0.3 0.2 0.1: 1.8 1.8
Old : 100.0: 64.8 52.4 18.1 26.1 12.9 0.0 4.6 1.9 0.3 0.2 0.1: 1.8 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 : 40: 22 23 . 9 10 0 . . . . .:
Old : 40: 22 23 . 9 10 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 : 63.4 39.0 81.9 58.5 57.0 36.9 66.7 50.8
Old : 63.4 39.0 81.9 58.5 57.0 36.9 66.7 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, July 10, 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 : 257,201: 179,824 116,311 33,343 82,409 34,142 3,660 13,388 1,202 0 157 274: 4,756 9,318
Old : 257,201: 179,824 116,311 33,343 82,409 34,142 3,660 13,388 1,202 0 157 274: 4,756 9,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -23,496: -15,948 -6,181 -5,310 -7,232 -197 -581 -8,187 -142 0 0 0: -1,318 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 45.2 13.0 32.0 13.3 1.4 5.2 0.5 0.0 0.1 0.1: 1.8 3.6
Old : 100.0: 69.9 45.2 13.0 32.0 13.3 1.4 5.2 0.5 0.0 0.1 0.1: 1.8 3.6
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 : 48: 25 24 . 9 10 . . . 0 . .:
Old : 48: 25 24 . 9 10 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 41.2 71.1 62.9 44.2 29.6 59.5 46.4
Old : 47.2 41.2 71.1 62.9 44.2 29.6 59.5 46.4
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, July 10, 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 : 742,805: 564,868 276,246 21,346 301,590 122,037 231 9,098 28,220 1,569 53 1,682: 2,852 3,879
Old : 742,805: 564,868 276,246 21,346 301,590 122,037 231 9,098 28,220 1,569 53 1,682: 2,852 3,879
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -25,477: -27,602 433 -2,311 -27,404 3,501 -1,246 -810 436 639 -1,100 826: 280 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 37.2 2.9 40.6 16.4 0.0 1.2 3.8 0.2 0.0 0.2: 0.4 0.5
Old : 100.0: 76.0 37.2 2.9 40.6 16.4 0.0 1.2 3.8 0.2 0.0 0.2: 0.4 0.5
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 : 69: 39 31 6 13 19 . . 4 . . .:
Old : 69: 39 31 6 13 19 . . 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 : 37.5 36.9 55.8 57.5 22.8 31.8 36.6 41.8
Old : 37.5 36.9 55.8 57.5 22.8 31.8 36.6 41.8
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, July 10, 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 : 213,790: 142,369 181,440 31,562 6,845 20,280 9,611 0 2,258 0 0 0: 7,710 2,967
Old : 213,790: 142,369 181,440 31,562 6,845 20,280 9,611 0 2,258 0 0 0: 7,710 2,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -14,092: -12,591 -9,807 2,139 -310 -3,627 -784 0 -19 0 0 0: 790 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 84.9 14.8 3.2 9.5 4.5 0.0 1.1 0.0 0.0 0.0: 3.6 1.4
Old : 100.0: 66.6 84.9 14.8 3.2 9.5 4.5 0.0 1.1 0.0 0.0 0.0: 3.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 23 . . . . 0 . 0 0 0:
Old : 39: 24 23 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.0 69.5 77.1 36.8 56.8 54.2 68.5
Old : 47.9 59.0 69.5 77.1 36.8 56.8 54.2 68.5
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, July 10, 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 : 314,975: 236,688 196,720 19,158 66,091 7,962 11,204 2,163 33,613 0 0 0: 6,350 8,426
Old : 314,975: 236,688 196,720 19,158 66,091 7,962 11,204 2,163 33,613 0 0 0: 6,350 8,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -23,237: -18,829 -12,518 -340 -3,937 -466 -787 -398 -1,335 -270 0 0: -1,210 -4,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 62.5 6.1 21.0 2.5 3.6 0.7 10.7 0.0 0.0 0.0: 2.0 2.7
Old : 100.0: 75.1 62.5 6.1 21.0 2.5 3.6 0.7 10.7 0.0 0.0 0.0: 2.0 2.7
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 : 54: 29 28 4 11 7 . 4 5 0 0 0:
Old : 54: 29 28 4 11 7 . 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 : 40.0 46.5 58.4 62.5 30.7 40.6 45.7 52.6
Old : 40.0 46.5 58.4 62.5 30.7 40.6 45.7 52.6
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, July 10, 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 : 142,927: 106,928 67,225 8,566 55,258 10,179 10,121 0 4,188 0 829 0: 2,945 5,248
Old : 142,927: 106,928 67,225 8,566 55,258 10,179 10,121 0 4,188 0 829 0: 2,945 5,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -16,441: -10,579 -11,040 -1,418 -49 -1,346 -1,901 -1,857 -1,074 0 -589 0: -123 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 47.0 6.0 38.7 7.1 7.1 0.0 2.9 0.0 0.6 0.0: 2.1 3.7
Old : 100.0: 74.8 47.0 6.0 38.7 7.1 7.1 0.0 2.9 0.0 0.6 0.0: 2.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 20 4 9 10 6 0 . 0 . 0:
Old : 47: 22 20 4 9 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 : 52.8 42.5 65.6 61.7 43.1 37.3 52.8 49.8
Old : 52.8 42.5 65.6 61.7 43.1 37.3 52.8 49.8
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, July 10, 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 : 1,116,158: 106,357 131,096 197,466 119,083 117,526 195,570 199,651 262,414 37,523 115,230 130,449: 68,853 40,709
Old : 1,116,158: 106,357 131,096 197,466 119,083 117,526 195,570 199,651 262,414 37,523 115,230 130,449: 68,853 40,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 528: 1,914 6,986 -9,378 -1,086 -4,049 -6,551 -14,162 13,957 2,728 1,243 870: 1,037 -3,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.7 17.7 10.7 10.5 17.5 17.9 23.5 3.4 10.3 11.7: 6.2 3.6
Old : 100.0: 9.5 11.7 17.7 10.7 10.5 17.5 17.9 23.5 3.4 10.3 11.7: 6.2 3.6
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 : 310: 45 41 22 11 25 62 71 81 47 39 59:
Old : 310: 45 41 22 11 25 62 71 81 47 39 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 : 15.7 22.4 27.6 33.5 11.4 15.3 19.3 21.6
Old : 15.7 22.4 27.6 33.5 11.4 15.3 19.3 21.6
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, July 10, 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 : 33,598: 22,273 6,499 5,442 13,753 1,282 629 5,763 634 0 0 0: 3,338 5,667
Old : 33,598: 22,273 6,499 5,442 13,753 1,282 629 5,763 634 0 0 0: 3,338 5,667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 120: 0 0 0 0 0 0 -244 120 0 0 0: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 19.3 16.2 40.9 3.8 1.9 17.2 1.9 0.0 0.0 0.0: 9.9 16.9
Old : 100.0: 66.3 19.3 16.2 40.9 3.8 1.9 17.2 1.9 0.0 0.0 0.0: 9.9 16.9
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 : 21: 6 6 . 5 . . . . 0 0 0:
Old : 21: 6 6 . 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 : 73.1 48.0 86.2 68.5 71.2 46.1 83.8 66.4
Old : 73.1 48.0 86.2 68.5 71.2 46.1 83.8 66.4
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, July 10, 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 : 79,955: 10,267 6,536 25,185 1,170 12,068 4,976 550 550 10,560 43,860 13,418: 2,931 1,803
Old : 79,955: 10,267 6,536 25,185 1,170 12,068 4,976 550 550 10,560 43,860 13,418: 2,931 1,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 6,354: -289 -139 1,000 0 1,200 0 100 0 4,250 5,175 191: 2 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.2 31.5 1.5 15.1 6.2 0.7 0.7 13.2 54.9 16.8: 3.7 2.3
Old : 100.0: 12.8 8.2 31.5 1.5 15.1 6.2 0.7 0.7 13.2 54.9 16.8: 3.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 8 4 . 8 . . . 6 6 11:
Old : 32: 8 8 4 . 8 . . . 6 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 63.9 68.2 77.9 45.3 53.3 51.8 57.4
Old : 52.2 63.9 68.2 77.9 45.3 53.3 51.8 57.4
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, July 10, 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 : 61,960: 33,353 26,129 13,863 17,502 6,979 0 1,188 2,484 0 0 0: 5,281 7,678
Old : 61,960: 33,353 26,129 13,863 17,502 6,979 0 1,188 2,484 0 0 0: 5,281 7,678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 8: 368 372 0 0 0 0 -248 8 0 0 0: -368 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 42.2 22.4 28.2 11.3 0.0 1.9 4.0 0.0 0.0 0.0: 8.5 12.4
Old : 100.0: 53.8 42.2 22.4 28.2 11.3 0.0 1.9 4.0 0.0 0.0 0.0: 8.5 12.4
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 : 23: 12 10 4 4 . 0 . . 0 0 0:
Old : 23: 12 10 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 : 44.9 42.3 68.1 64.4 38.1 36.7 55.0 50.1
Old : 44.9 42.3 68.1 64.4 38.1 36.7 55.0 50.1
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, July 10, 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 : 2,658,763: 624,563 556,823 280,207 780,321 466,119 288,612 40,617 567,679 180,354 4,023 219,058: 32,171 24,123
Old : 2,658,763: 624,563 556,823 280,207 780,321 466,119 288,612 40,617 567,679 180,354 4,023 219,058: 32,171 24,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -17,981: 2,941 207 -2,000 -2,725 -1,938 -2,521 902 -10,366 -1,776 -1,465 -1,445: -876 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.9 10.5 29.3 17.5 10.9 1.5 21.4 6.8 0.2 8.2: 1.2 0.9
Old : 100.0: 23.5 20.9 10.5 29.3 17.5 10.9 1.5 21.4 6.8 0.2 8.2: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 150: 69 59 7 19 24 20 9 25 17 5 17:
Old : 150: 69 59 7 19 24 20 9 25 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 : 27.5 26.8 42.1 42.6 17.0 16.0 24.5 27.2
Old : 27.5 26.8 42.1 42.6 17.0 16.0 24.5 27.2
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, July 10, 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 : 1,303,746: 127,869 170,244 240,528 270,740 358,319 111,164 102,872 220,992 83,855 20,967 157,570: 3,449 2,042
Old : 1,303,746: 127,869 170,244 240,528 270,740 358,319 111,164 102,872 220,992 83,855 20,967 157,570: 3,449 2,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 6,425: 622 862 -958 4,286 -747 271 -4,845 4,060 1,950 1,506 1,591: -364 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.1 18.4 20.8 27.5 8.5 7.9 17.0 6.4 1.6 12.1: 0.3 0.2
Old : 100.0: 9.8 13.1 18.4 20.8 27.5 8.5 7.9 17.0 6.4 1.6 12.1: 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 : 91: 20 19 17 8 21 14 11 16 9 9 17:
Old : 91: 20 19 17 8 21 14 11 16 9 9 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 : 33.3 40.3 55.7 60.0 14.8 23.3 23.4 34.1
Old : 33.3 40.3 55.7 60.0 14.8 23.3 23.4 34.1
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, July 10, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 27,831: 23,121 21,848 516 4,189 1,374 2,216 0 0 35 0 0: 569 420
Old : 27,831: 23,121 21,848 516 4,189 1,374 2,216 0 0 35 0 0: 569 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,022: -1,084 -217 -3 -522 -21 0 0 0 35 -122 -35: 86 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 78.5 1.9 15.1 4.9 8.0 0.0 0.0 0.1 0.0 0.0: 2.0 1.5
Old : 100.0: 83.1 78.5 1.9 15.1 4.9 8.0 0.0 0.0 0.1 0.0 0.0: 2.0 1.5
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 : 43: 28 23 . 7 6 . 0 0 . 0 0:
Old : 43: 28 23 . 7 6 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 51.8 63.5 69.9 43.2 50.6 57.7 65.0
Old : 44.8 51.8 63.5 69.9 43.2 50.6 57.7 65.0
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, July 10, 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 : 7,176: 5,347 2,033 265 4,569 170 1,067 0 0 0 0 0: 327 404
Old : 7,176: 5,347 2,033 265 4,569 170 1,067 0 0 0 0 0: 327 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 126: 150 177 0 0 0 0 0 0 0 0 0: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 28.3 3.7 63.7 2.4 14.9 0.0 0.0 0.0 0.0 0.0: 4.6 5.6
Old : 100.0: 74.5 28.3 3.7 63.7 2.4 14.9 0.0 0.0 0.0 0.0 0.0: 4.6 5.6
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 : 25: 12 9 . 5 . . 0 0 0 0 0:
Old : 25: 12 9 . 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 : 61.5 62.0 80.9 83.5 61.5 62.0 77.1 81.1
Old : 61.5 62.0 80.9 83.5 61.5 62.0 77.1 81.1
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, July 10, 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 : 9,049: 6,592 4,093 861 1,788 1,025 0 1,500 0 233 17 83: 255 543
Old : 9,049: 6,592 4,093 861 1,788 1,025 0 1,500 0 233 17 83: 255 543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 151: 84 174 25 -70 45 0 0 0 0 -10 -3: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 45.2 9.5 19.8 11.3 0.0 16.6 0.0 2.6 0.2 0.9: 2.8 6.0
Old : 100.0: 72.8 45.2 9.5 19.8 11.3 0.0 16.6 0.0 2.6 0.2 0.9: 2.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . 5 7 0 . 0 . . .:
Old : 26: 11 12 . 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 : 61.9 53.3 78.7 72.6 60.2 48.8 70.6 64.3
Old : 61.9 53.3 78.7 72.6 60.2 48.8 70.6 64.3
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, July 10, 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 : 9,746: 5,122 4,313 3,486 4,810 68 0 0 0 945 0 0: 125 555
Old : 9,746: 5,122 4,313 3,486 4,810 68 0 0 0 945 0 0: 125 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 123: 180 -50 -75 165 8 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 44.3 35.8 49.4 0.7 0.0 0.0 0.0 9.7 0.0 0.0: 1.3 5.7
Old : 100.0: 52.6 44.3 35.8 49.4 0.7 0.0 0.0 0.0 9.7 0.0 0.0: 1.3 5.7
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 : 28: 15 12 . 6 . 0 0 0 . 0 0:
Old : 28: 15 12 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.2 76.2 72.7 52.2 44.9 70.0 60.6
Old : 52.2 49.2 76.2 72.7 52.2 44.9 70.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012