NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 4,694,139: 1,718,007 1,175,086 454,358 1,316,847 542,355 493,518 189,223 660,408 96,077 88,315 711,091: 18,325 10,814
Old : 4,694,139: 1,718,007 1,175,086 454,358 1,316,847 542,355 493,518 189,223 660,408 96,077 88,315 711,091: 18,325 10,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -7,925: 8,445 11,797 9,284 -28,880 8,289 45,454 22,236 -29,257 -46,951 13,094 -5,187: 1,998 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 25.0 9.7 28.1 11.6 10.5 4.0 14.1 2.0 1.9 15.1: 0.4 0.2
Old : 100.0: 36.6 25.0 9.7 28.1 11.6 10.5 4.0 14.1 2.0 1.9 15.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 225: 112 109 8 23 26 24 10 30 19 19 31:
Old : 225: 112 109 8 23 26 24 10 30 19 19 31:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 21.9 36.9 36.5 17.4 17.7 25.4 26.4
Old : 22.7 21.9 36.9 36.5 17.4 17.7 25.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 293,354: 194,396 202,564 45,377 36,968 30,593 2,807 16,428 3,112 2,302 271 1,053: 13,714 2,365
Old : 293,354: 194,396 202,564 45,377 36,968 30,593 2,807 16,428 3,112 2,302 271 1,053: 13,714 2,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,797: -1,796 -3,193 684 1,385 -1,122 1,866 1,921 -670 75 270 -391: -443 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 69.1 15.5 12.6 10.4 1.0 5.6 1.1 0.8 0.1 0.4: 4.7 0.8
Old : 100.0: 66.3 69.1 15.5 12.6 10.4 1.0 5.6 1.1 0.8 0.1 0.4: 4.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 29 30 5 4 8 . 4 4 . . .:
Old : 54: 29 30 5 4 8 . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 56.6 64.0 71.7 44.6 46.1 56.3 58.6
Old : 47.2 56.6 64.0 71.7 44.6 46.1 56.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 155,641: 96,964 82,326 28,983 39,089 22,258 906 3,813 2,743 0 960 0: 3,787 4,452
Old : 155,641: 96,964 82,326 28,983 39,089 22,258 906 3,813 2,743 0 960 0: 3,787 4,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,411: -300 -792 -1,807 362 223 -151 -2,682 14 0 748 -186: 796 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 52.9 18.6 25.1 14.3 0.6 2.4 1.8 0.0 0.6 0.0: 2.4 2.9
Old : 100.0: 62.3 52.9 18.6 25.1 14.3 0.6 2.4 1.8 0.0 0.6 0.0: 2.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 22 . 7 9 . . . 0 . 0:
Old : 38: 22 22 . 7 9 . . . 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 : 63.9 39.1 80.4 56.9 51.2 34.2 59.1 43.7
Old : 63.9 39.1 80.4 56.9 51.2 34.2 59.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 269,987: 190,869 129,555 31,468 83,969 37,855 1,650 8,701 2,214 0 0 0: 5,931 7,693
Old : 269,987: 190,869 129,555 31,468 83,969 37,855 1,650 8,701 2,214 0 0 0: 5,931 7,693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 7,053: 2,912 6,486 1,856 -3,431 3,540 -360 1,321 -1,109 0 0 0: 214 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 48.0 11.7 31.1 14.0 0.6 3.2 0.8 0.0 0.0 0.0: 2.2 2.8
Old : 100.0: 70.7 48.0 11.7 31.1 14.0 0.6 3.2 0.8 0.0 0.0 0.0: 2.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 24 5 8 12 . . . 0 0 0:
Old : 46: 26 24 5 8 12 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 43.2 73.4 64.6 45.5 27.3 59.7 46.4
Old : 50.1 43.2 73.4 64.6 45.5 27.3 59.7 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, August 28, 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 : 744,141: 557,740 272,342 38,762 325,121 118,822 3,717 4,123 18,144 2,515 155 2,281: 2,160 3,153
Old : 744,141: 557,740 272,342 38,762 325,121 118,822 3,717 4,123 18,144 2,515 155 2,281: 2,160 3,153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,849: 3,897 -1,289 -5,875 839 5,457 1,495 -311 258 -579 -20 -110: 306 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 36.6 5.2 43.7 16.0 0.5 0.6 2.4 0.3 0.0 0.3: 0.3 0.4
Old : 100.0: 75.0 36.6 5.2 43.7 16.0 0.5 0.6 2.4 0.3 0.0 0.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 38 28 8 12 19 4 . 6 . . .:
Old : 69: 38 28 8 12 19 4 . 6 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.7 54.8 60.7 22.1 35.5 37.4 46.8
Old : 37.0 40.7 54.8 60.7 22.1 35.5 37.4 46.8
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 218,700: 160,453 189,483 31,746 8,576 15,704 2,717 0 1,015 796 0 0: 6,269 3,922
Old : 218,700: 160,453 189,483 31,746 8,576 15,704 2,717 0 1,015 796 0 0: 6,269 3,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,643: 2,789 2,908 -1,121 385 -310 913 0 -593 -120 0 0: 1,085 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 86.6 14.5 3.9 7.2 1.2 0.0 0.5 0.4 0.0 0.0: 2.9 1.8
Old : 100.0: 73.4 86.6 14.5 3.9 7.2 1.2 0.0 0.5 0.4 0.0 0.0: 2.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 26 . 4 4 . 0 . . 0 0:
Old : 43: 26 26 . 4 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 56.6 72.2 74.0 38.1 56.5 57.9 68.7
Old : 49.2 56.6 72.2 74.0 38.1 56.5 57.9 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, August 28, 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 : 293,777: 220,212 201,724 24,111 64,793 8,489 20,901 1,547 13,213 0 0 0: 6,851 4,011
Old : 293,777: 220,212 201,724 24,111 64,793 8,489 20,901 1,547 13,213 0 0 0: 6,851 4,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 9,138: 4,943 7,938 5,080 5,422 970 -1,482 -41 -182 0 0 0: -191 -4,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 68.7 8.2 22.1 2.9 7.1 0.5 4.5 0.0 0.0 0.0: 2.3 1.4
Old : 100.0: 75.0 68.7 8.2 22.1 2.9 7.1 0.5 4.5 0.0 0.0 0.0: 2.3 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 : 56: 30 29 4 12 10 4 . 5 0 0 0:
Old : 56: 30 29 4 12 10 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 41.2 55.8 56.7 30.1 39.9 48.0 52.8
Old : 37.5 41.2 55.8 56.7 30.1 39.9 48.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 147,283: 107,375 66,270 7,364 55,738 9,815 10,699 0 8,448 0 480 0: 3,582 6,532
Old : 147,283: 107,375 66,270 7,364 55,738 9,815 10,699 0 8,448 0 480 0: 3,582 6,532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 5,380: 4,531 1,646 -513 -320 1,315 -2,698 0 2,251 0 180 0: 494 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 45.0 5.0 37.8 6.7 7.3 0.0 5.7 0.0 0.3 0.0: 2.4 4.4
Old : 100.0: 72.9 45.0 5.0 37.8 6.7 7.3 0.0 5.7 0.0 0.3 0.0: 2.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 24 5 8 10 6 0 . 0 . 0:
Old : 51: 27 24 5 8 10 6 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 45.1 66.3 66.1 45.9 41.9 55.8 54.0
Old : 52.5 45.1 66.3 66.1 45.9 41.9 55.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 1,080,414: 105,457 126,660 205,224 136,519 85,043 204,906 222,973 205,194 48,883 109,667 153,730: 71,977 40,628
Old : 1,080,414: 105,457 126,660 205,224 136,519 85,043 204,906 222,973 205,194 48,883 109,667 153,730: 71,977 40,628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -5,604: 1,583 -9,136 124 -1,348 764 5,582 38,172 -12,100 10,073 -10,043 -12,307: 677 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.7 19.0 12.6 7.9 19.0 20.6 19.0 4.5 10.2 14.2: 6.7 3.8
Old : 100.0: 9.8 11.7 19.0 12.6 7.9 19.0 20.6 19.0 4.5 10.2 14.2: 6.7 3.8
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 : 304: 44 37 21 9 21 59 72 82 42 44 60:
Old : 304: 44 37 21 9 21 59 72 82 42 44 60:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.0 30.3 36.2 12.1 17.8 21.0 24.9
Old : 17.6 22.0 30.3 36.2 12.1 17.8 21.0 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 28,336: 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0: 2,932 5,854
Old : 28,336: 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0: 2,932 5,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 20.7
Old : 100.0: 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0: 10.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 7 . 5 . . . . 0 0 0:
Old : 22: 8 7 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
Old : 70.9 47.0 85.7 64.0 69.0 44.7 80.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 101,621: 19,840 10,771 26,985 1,509 16,700 5,206 550 4,842 9,643 50,603 14,751: 3,654 1,895
Old : 101,621: 19,840 10,771 26,985 1,509 16,700 5,206 550 4,842 9,643 50,603 14,751: 3,654 1,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,523: 1,984 766 0 0 464 450 -550 50 -298 2,455 -1,632: 505 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.6 26.6 1.5 16.4 5.1 0.5 4.8 9.5 49.8 14.5: 3.6 1.9
Old : 100.0: 19.5 10.6 26.6 1.5 16.4 5.1 0.5 4.8 9.5 49.8 14.5: 3.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 11 10 4 4 8 . . . 4 9 12:
Old : 38: 11 10 4 4 8 . . . 4 9 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 56.8 63.0 72.2 39.0 47.3 46.9 52.0
Old : 47.8 56.8 63.0 72.2 39.0 47.3 46.9 52.0
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, August 28, 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 : 57,077: 30,943 24,645 12,251 14,578 7,065 0 357 2,182 0 0 0: 4,636 8,250
Old : 57,077: 30,943 24,645 12,251 14,578 7,065 0 357 2,182 0 0 0: 4,636 8,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 534: 730 754 0 0 0 0 -36 60 0 0 0: -256 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 43.2 21.5 25.5 12.4 0.0 0.6 3.8 0.0 0.0 0.0: 8.1 14.5
Old : 100.0: 54.2 43.2 21.5 25.5 12.4 0.0 0.6 3.8 0.0 0.0 0.0: 8.1 14.5
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 : 21: 12 10 . 4 4 0 . . 0 0 0:
Old : 21: 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 : 45.3 44.9 67.8 65.4 37.2 38.5 54.5 50.5
Old : 45.3 44.9 67.8 65.4 37.2 38.5 54.5 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 2,682,375: 642,599 565,887 267,114 743,380 487,429 265,498 77,068 456,640 237,370 34,383 296,068: 29,657 21,520
Old : 2,682,375: 642,599 565,887 267,114 743,380 487,429 265,498 77,068 456,640 237,370 34,383 296,068: 29,657 21,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,440: 10,598 -4,525 -5,734 11,031 581 15,235 26,070 -32,680 9,259 -1,040 4,049: 1,132 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.1 10.0 27.7 18.2 9.9 2.9 17.0 8.8 1.3 11.0: 1.1 0.8
Old : 100.0: 24.0 21.1 10.0 27.7 18.2 9.9 2.9 17.0 8.8 1.3 11.0: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 157: 74 62 7 18 22 17 12 24 18 6 19:
Old : 157: 74 62 7 18 22 17 12 24 18 6 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 26.5 40.9 41.1 14.9 15.4 22.7 24.3
Old : 26.3 26.5 40.9 41.1 14.9 15.4 22.7 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 1,313,708: 143,458 174,494 185,583 265,579 425,145 119,448 35,856 141,924 92,086 66,605 201,820: 4,244 2,285
Old : 1,313,708: 143,458 174,494 185,583 265,579 425,145 119,448 35,856 141,924 92,086 66,605 201,820: 4,244 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 19,047: 674 79 -8,974 18,814 8,207 18,264 -7,759 2,763 1,282 1,116 -4,650: 1,481 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.3 14.1 20.2 32.4 9.1 2.7 10.8 7.0 5.1 15.4: 0.3 0.2
Old : 100.0: 10.9 13.3 14.1 20.2 32.4 9.1 2.7 10.8 7.0 5.1 15.4: 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 20 16 7 18 16 8 16 10 10 16:
Old : 91: 20 20 16 7 18 16 8 16 10 10 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 42.4 54.9 63.4 12.0 22.6 18.9 30.6
Old : 34.9 42.4 54.9 63.4 12.0 22.6 18.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 31,469: 26,458 25,597 1,145 4,119 1,331 2,032 0 0 0 0 0: 503 422
Old : 31,469: 26,458 25,597 1,145 4,119 1,331 2,032 0 0 0 0 0: 503 422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 834: 465 1,090 346 -457 171 -184 0 0 0 0 0: 36 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 81.3 3.6 13.1 4.2 6.5 0.0 0.0 0.0 0.0 0.0: 1.6 1.3
Old : 100.0: 84.1 81.3 3.6 13.1 4.2 6.5 0.0 0.0 0.0 0.0 0.0: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 26 . 6 6 . 0 0 0 0 0:
Old : 44: 29 26 . 6 6 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 53.9 64.8 71.4 44.3 53.1 56.7 66.2
Old : 46.4 53.9 64.8 71.4 44.3 53.1 56.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 6,061: 4,883 1,809 188 3,802 160 660 0 0 0 0 0: 170 290
Old : 6,061: 4,883 1,809 188 3,802 160 660 0 0 0 0 0: 170 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -30: 90 -30 0 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 29.8 3.1 62.7 2.6 10.9 0.0 0.0 0.0 0.0 0.0: 2.8 4.8
Old : 100.0: 80.6 29.8 3.1 62.7 2.6 10.9 0.0 0.0 0.0 0.0 0.0: 2.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . 6 . . 0 0 0 0 0:
Old : 24: 13 8 . 6 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 62.4 86.4 80.3 69.6 62.4 81.5 78.4
Old : 69.6 62.4 86.4 80.3 69.6 62.4 81.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 9,553: 6,924 5,186 904 1,412 1,141 0 1,200 0 283 75 56: 245 483
Old : 9,553: 6,924 5,186 904 1,412 1,141 0 1,200 0 283 75 56: 245 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 265: 105 628 168 -5 27 0 -300 0 15 0 -10: -40 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 54.3 9.5 14.8 11.9 0.0 12.6 0.0 3.0 0.8 0.6: 2.6 5.1
Old : 100.0: 72.5 54.3 9.5 14.8 11.9 0.0 12.6 0.0 3.0 0.8 0.6: 2.6 5.1
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 : 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 : 52.9 51.8 69.0 67.7 50.9 47.5 65.5 62.0
Old : 52.9 51.8 69.0 67.7 50.9 47.5 65.5 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 10,879: 5,321 5,101 4,243 5,099 195 0 0 0 820 0 0: 300 484
Old : 10,879: 5,321 5,101 4,243 5,099 195 0 0 0 820 0 0: 300 484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 324: 90 250 238 98 -4 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 46.9 39.0 46.9 1.8 0.0 0.0 0.0 7.5 0.0 0.0: 2.8 4.4
Old : 100.0: 48.9 46.9 39.0 46.9 1.8 0.0 0.0 0.0 7.5 0.0 0.0: 2.8 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: 14 13 4 6 5 0 0 0 . 0 0:
Old : 29: 14 13 4 6 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 48.1 78.4 71.5 52.8 46.1 71.5 63.4
Old : 52.8 48.1 78.4 71.5 52.8 46.1 71.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, August 28, 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 : 5,686: 4,951 3,034 94 2,398 130 0 0 0 132 0 0: 379 124
Old : 5,686: 4,951 3,034 94 2,398 130 0 0 0 132 0 0: 379 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 100: 195 -410 0 583 -84 0 0 0 0 0 0: -11 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 53.4 1.7 42.2 2.3 0.0 0.0 0.0 2.3 0.0 0.0: 6.7 2.2
Old : 100.0: 87.1 53.4 1.7 42.2 2.3 0.0 0.0 0.0 2.3 0.0 0.0: 6.7 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 : 22: 12 10 . 6 4 0 0 0 . 0 0:
Old : 22: 12 10 . 6 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 56.8 88.8 81.3 79.5 55.4 84.1 77.5
Old : 80.1 56.8 88.8 81.3 79.5 55.4 84.1 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012