NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 1,113,719: 107,006 127,356 204,904 137,285 87,751 206,505 224,479 211,787 51,703 114,893 167,427: 76,636 42,742
Old : 1,113,719: 107,006 127,356 204,904 137,285 87,751 206,505 224,479 211,787 51,703 114,893 167,427: 76,636 42,742
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -11,106: 966 -9,447 517 -1,464 139 5,079 37,896 -12,531 10,450 -9,979 -15,610: -115 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.4 18.4 12.3 7.9 18.5 20.2 19.0 4.6 10.3 15.0: 6.9 3.8
Old : 100.0: 9.6 11.4 18.4 12.3 7.9 18.5 20.2 19.0 4.6 10.3 15.0: 6.9 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 : 315: 44 40 21 9 22 60 74 86 55 39 76:
Old : 315: 44 40 21 9 22 60 74 86 55 39 76:
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 : 17.1 21.3 29.4 35.4 11.7 17.4 20.4 24.5
Old : 17.1 21.3 29.4 35.4 11.7 17.4 20.4 24.5
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 - Options and Futures Combined, 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
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 1,833,025: 204,075 194,269 29,009 61,318 842,154 45,212 69,621 273,008 55,410 9,862 380,496: 3,660 2,296
Old : 1,833,025: 204,075 194,269 29,009 61,318 842,154 45,212 69,621 273,008 55,410 9,862 380,496: 3,660 2,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -160,935: -11,739 -10,949 -20,049 -7,697 -29,949 389 -3,889 -48,184 258 -8,779 -51,375: -286 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.6 1.6 3.3 45.9 2.5 3.8 14.9 3.0 0.5 20.8: 0.2 0.1
Old : 100.0: 11.1 10.6 1.6 3.3 45.9 2.5 3.8 14.9 3.0 0.5 20.8: 0.2 0.1
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 : 150: 40 40 9 15 23 18 31 37 23 10 25:
Old : 150: 40 40 9 15 23 18 31 37 23 10 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 36.5 57.2 57.4 3.6 3.3 5.3 5.3
Old : 36.0 36.5 57.2 57.4 3.6 3.3 5.3 5.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 103,908: 20,084 11,444 26,746 1,622 17,025 5,206 550 4,842 10,468 50,198 15,535: 4,002 2,691
Old : 103,908: 20,084 11,444 26,746 1,622 17,025 5,206 550 4,842 10,468 50,198 15,535: 4,002 2,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,746: 1,984 911 -0 -31 495 450 -550 50 -251 2,344 -1,525: 542 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.0 25.7 1.6 16.4 5.0 0.5 4.7 10.1 48.3 15.0: 3.9 2.6
Old : 100.0: 19.3 11.0 25.7 1.6 16.4 5.0 0.5 4.7 10.1 48.3 15.0: 3.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 11 10 4 5 9 . . . 5 9 13:
Old : 40: 11 10 4 5 9 . . . 5 9 13:
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 : 46.8 55.7 61.6 71.0 37.9 45.8 45.6 50.5
Old : 46.8 55.7 61.6 71.0 37.9 45.8 45.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 71,129: 4,980 5,727 2,061 3,074 8,177 16,996 16,188 32,086 2,106 1,004 4,349: 372 522
Old : 71,129: 4,980 5,727 2,061 3,074 8,177 16,996 16,188 32,086 2,106 1,004 4,349: 372 522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -2,075: 20 114 -374 181 -687 553 -114 -1,434 -213 -159 62: -1 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.1 2.9 4.3 11.5 23.9 22.8 45.1 3.0 1.4 6.1: 0.5 0.7
Old : 100.0: 7.0 8.1 2.9 4.3 11.5 23.9 22.8 45.1 3.0 1.4 6.1: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 9 12 . 6 6 6 9 11 . 4 5:
Old : 43: 9 12 . 6 6 6 9 11 . 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 : 66.3 51.5 81.4 76.7 27.3 20.9 31.7 27.1
Old : 66.3 51.5 81.4 76.7 27.3 20.9 31.7 27.1
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 - Options and Futures Combined, 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 : 57,647: 31,513 25,215 12,251 14,578 7,065 0 357 2,182 0 0 0: 4,636 8,250
Old : 57,647: 31,513 25,215 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 :
: 524: 720 744 0 0 0 0 -36 60 0 0 0: -256 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 43.7 21.3 25.3 12.3 0.0 0.6 3.8 0.0 0.0 0.0: 8.0 14.3
Old : 100.0: 54.7 43.7 21.3 25.3 12.3 0.0 0.6 3.8 0.0 0.0 0.0: 8.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 4 4 0 . . 0 0 0:
Old : 22: 12 11 . 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 : 45.9 44.4 68.1 64.8 36.9 38.1 53.9 49.0
Old : 45.9 44.4 68.1 64.8 36.9 38.1 53.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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