NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 4,786,182: 1,816,391 992,012 265,315 1,437,675 601,958 483,961 149,522 1,191,899 71,660 71,724 315,128: 39,870 26,264 Old : 4,786,182: 1,816,391 992,012 265,315 1,437,675 601,958 483,961 149,522 1,191,899 71,660 71,724 315,128: 39,870 26,264 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 132,043: 48,964 38,497 -19,096 45,818 30,144 -7,509 26,679 9,408 30,567 -57,712 35,917: 3,648 3,292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 20.7 5.5 30.0 12.6 10.1 3.1 24.9 1.5 1.5 6.6: 0.8 0.5 Old : 100.0: 38.0 20.7 5.5 30.0 12.6 10.1 3.1 24.9 1.5 1.5 6.6: 0.8 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 : 232: 107 103 14 25 33 27 10 34 20 22 35: Old : 232: 107 103 14 25 33 27 10 34 20 22 35: 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 : 24.7 22.7 38.2 38.3 14.3 18.9 20.3 27.2 Old : 24.7 22.7 38.2 38.3 14.3 18.9 20.3 27.2 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 368,356: 231,350 233,011 35,759 37,849 54,759 11,961 16,975 18,734 237 1,350 2,021: 13,535 3,657 Old : 368,356: 231,350 233,011 35,759 37,849 54,759 11,961 16,975 18,734 237 1,350 2,021: 13,535 3,657 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -5,160: 1,155 -7,615 -5,099 7,880 -750 -4,192 -9,035 2,717 -372 -423 367: 1,014 1,699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 63.3 9.7 10.3 14.9 3.2 4.6 5.1 0.1 0.4 0.5: 3.7 1.0 Old : 100.0: 62.8 63.3 9.7 10.3 14.9 3.2 4.6 5.1 0.1 0.4 0.5: 3.7 1.0 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 : 63: 31 31 4 10 10 6 4 9 . . .: Old : 63: 31 31 4 10 10 6 4 9 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 42.2 50.5 60.7 27.7 34.3 39.1 42.1 Old : 35.2 42.2 50.5 60.7 27.7 34.3 39.1 42.1 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 188,902: 146,769 125,768 9,452 36,080 14,476 6,468 4,529 4,376 3,115 0 217: 4,029 3,456 Old : 188,902: 146,769 125,768 9,452 36,080 14,476 6,468 4,529 4,376 3,115 0 217: 4,029 3,456 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 12,270: 11,944 9,459 -353 498 529 -1,279 1,185 877 365 0 155: 32 -433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 66.6 5.0 19.1 7.7 3.4 2.4 2.3 1.6 0.0 0.1: 2.1 1.8 Old : 100.0: 77.7 66.6 5.0 19.1 7.7 3.4 2.4 2.3 1.6 0.0 0.1: 2.1 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 : 51: 29 28 4 8 11 4 . . . 0 .: Old : 51: 29 28 4 8 11 4 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 42.3 61.2 62.3 36.6 38.9 47.7 53.0 Old : 45.7 42.3 61.2 62.3 36.6 38.9 47.7 53.0 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 317,418: 221,426 93,981 57,621 164,068 24,470 0 15,979 10,331 0 2,834 244: 3,326 5,511 Old : 317,418: 221,426 93,981 57,621 164,068 24,470 0 15,979 10,331 0 2,834 244: 3,326 5,511 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 4,463: 2,162 1,221 612 -2,521 1,185 0 534 1,197 0 794 0: -693 2,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 29.6 18.2 51.7 7.7 0.0 5.0 3.3 0.0 0.9 0.1: 1.0 1.7 Old : 100.0: 69.8 29.6 18.2 51.7 7.7 0.0 5.0 3.3 0.0 0.9 0.1: 1.0 1.7 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: 26 22 5 11 13 0 7 . 0 . .: Old : 54: 26 22 5 11 13 0 7 . 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 44.5 65.3 68.1 43.8 38.0 61.1 56.7 Old : 45.9 44.5 65.3 68.1 43.8 38.0 61.1 56.7 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 661,151: 437,430 291,385 119,376 225,261 76,201 15 40,446 21,882 134 281 1,430: 4,683 4,265 Old : 661,151: 437,430 291,385 119,376 225,261 76,201 15 40,446 21,882 134 281 1,430: 4,683 4,265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 3,308: -1,226 4,640 1,905 -997 -1,248 -9 -3,630 3,294 134 32 300: 158 917 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 44.1 18.1 34.1 11.5 0.0 6.1 3.3 0.0 0.0 0.2: 0.7 0.6 Old : 100.0: 66.2 44.1 18.1 34.1 11.5 0.0 6.1 3.3 0.0 0.0 0.2: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 38 29 10 12 19 . 7 7 . . .: Old : 72: 38 29 10 12 19 . 7 7 . . .: 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 : 33.4 38.0 48.8 53.4 24.1 27.1 37.0 37.8 Old : 33.4 38.0 48.8 53.4 24.1 27.1 37.0 37.8 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 197,327: 146,513 109,567 31,947 62,902 2,085 6,401 11,197 4,423 0 0 0: 5,958 7,153 Old : 197,327: 146,513 109,567 31,947 62,902 2,085 6,401 11,197 4,423 0 0 0: 5,958 7,153 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,764: 10,340 3,622 -1,061 1,928 -892 -5,273 -1,105 73 0 0 0: -1,423 -1,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 55.5 16.2 31.9 1.1 3.2 5.7 2.2 0.0 0.0 0.0: 3.0 3.6 Old : 100.0: 74.2 55.5 16.2 31.9 1.1 3.2 5.7 2.2 0.0 0.0 0.0: 3.0 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 : 41: 25 20 4 5 . . . 4 0 0 0: Old : 41: 25 20 4 5 . . . 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 : 48.9 61.4 63.6 77.3 46.6 61.0 59.3 72.0 Old : 48.9 61.4 63.6 77.3 46.6 61.0 59.3 72.0 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 318,353: 236,229 152,411 22,110 77,157 29,059 3,623 33,928 18,348 0 0 0: 8,984 7,450 Old : 318,353: 236,229 152,411 22,110 77,157 29,059 3,623 33,928 18,348 0 0 0: 8,984 7,450 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 5,105: 6,890 3,701 -5,374 -1,248 4,229 -1,399 -2,861 331 0 0 0: 428 953 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 47.9 6.9 24.2 9.1 1.1 10.7 5.8 0.0 0.0 0.0: 2.8 2.3 Old : 100.0: 74.2 47.9 6.9 24.2 9.1 1.1 10.7 5.8 0.0 0.0 0.0: 2.8 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 : 57: 28 26 6 13 12 . 4 5 0 0 0: Old : 57: 28 26 6 13 12 . 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 : 33.6 28.7 51.9 44.3 22.7 19.0 34.7 30.0 Old : 33.6 28.7 51.9 44.3 22.7 19.0 34.7 30.0 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 151,545: 107,203 49,739 2,415 54,234 21,124 9,948 15,848 5,682 0 2 520: 4,653 4,396 Old : 151,545: 107,203 49,739 2,415 54,234 21,124 9,948 15,848 5,682 0 2 520: 4,653 4,396 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -215: -3,234 207 372 -101 212 1,918 265 -400 -61 2 -216: 1,194 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 32.8 1.6 35.8 13.9 6.6 10.5 3.7 0.0 0.0 0.3: 3.1 2.9 Old : 100.0: 70.7 32.8 1.6 35.8 13.9 6.6 10.5 3.7 0.0 0.0 0.3: 3.1 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 : 48: 18 23 . 14 10 . . 4 0 . .: Old : 48: 18 23 . 14 10 . . 4 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 26.5 62.8 47.7 43.9 24.0 56.0 39.0 Old : 45.0 26.5 62.8 47.7 43.9 24.0 56.0 39.0 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, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 980,563: 58,807 119,955 244,541 46,220 80,286 125,452 214,348 297,805 13,413 103,715 75,044: 85,215 43,190 Old : 980,563: 58,807 119,955 244,541 46,220 80,286 125,452 214,348 297,805 13,413 103,715 75,044: 85,215 43,190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -7,667: -5,579 4,198 -4,931 2,245 -12,123 3,611 -29,910 9,212 -12,976 12,540 8,175: 6,944 -2,004 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 12.2 24.9 4.7 8.2 12.8 21.9 30.4 1.4 10.6 7.7: 8.7 4.4 Old : 100.0: 6.0 12.2 24.9 4.7 8.2 12.8 21.9 30.4 1.4 10.6 7.7: 8.7 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 : 314: 42 40 24 14 31 69 61 85 39 44 56: Old : 314: 42 40 24 14 31 69 61 85 39 44 56: 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 : 17.7 23.1 31.3 34.0 14.0 12.9 22.0 20.7 Old : 17.7 23.1 31.3 34.0 14.0 12.9 22.0 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Disaggregated Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 41,637: 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0: 9,811 3,810 Old : 41,637: 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0: 9,811 3,810 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 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: 41.8 47.1 23.2 32.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 23.6 9.2 Old : 100.0: 41.8 47.1 23.2 32.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 23.6 9.2 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 : 20: 10 8 . 5 4 0 0 0 0 0 0: Old : 20: 10 8 . 5 4 0 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 : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3 Old : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Disaggregated Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 36,187: 18,953 23,726 6,278 2,190 3,562 1,657 178 2,178 0 0 0: 3,559 4,353 Old : 36,187: 18,953 23,726 6,278 2,190 3,562 1,657 178 2,178 0 0 0: 3,559 4,353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 12: 0 12 0 0 0 0 0 0 0 0 0: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 65.6 17.3 6.1 9.8 4.6 0.5 6.0 0.0 0.0 0.0: 9.8 12.0 Old : 100.0: 52.4 65.6 17.3 6.1 9.8 4.6 0.5 6.0 0.0 0.0 0.0: 9.8 12.0 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 : 22: 9 11 . . 4 . . . 0 0 0: Old : 22: 9 11 . . 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 : 50.4 49.2 70.1 69.0 48.5 47.7 60.2 60.5 Old : 50.4 49.2 70.1 69.0 48.5 47.7 60.2 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Disaggregated Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 78,325: 42,153 31,809 19,889 23,063 8,858 0 7,579 2,723 0 0 0: 4,702 4,293 Old : 78,325: 42,153 31,809 19,889 23,063 8,858 0 7,579 2,723 0 0 0: 4,702 4,293 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 757: 668 228 0 0 0 0 484 89 0 0 0: 0 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 40.6 25.4 29.4 11.3 0.0 9.7 3.5 0.0 0.0 0.0: 6.0 5.5 Old : 100.0: 53.8 40.6 25.4 29.4 11.3 0.0 9.7 3.5 0.0 0.0 0.0: 6.0 5.5 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 : 32: 10 14 7 4 6 0 . . 0 0 0: Old : 32: 10 14 7 4 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 : 48.0 41.8 73.5 63.3 45.5 37.1 58.2 51.2 Old : 48.0 41.8 73.5 63.3 45.5 37.1 58.2 51.2 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 117,260: 63,821 47,172 17,152 43,805 16,204 4,451 504 3,203 0 0 0: 12,429 6,372 Old : 117,260: 63,821 47,172 17,152 43,805 16,204 4,451 504 3,203 0 0 0: 12,429 6,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 70: 78 128 0 0 0 -16 -92 4 0 0 0: 4 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 40.2 14.6 37.4 13.8 3.8 0.4 2.7 0.0 0.0 0.0: 10.6 5.4 Old : 100.0: 54.4 40.2 14.6 37.4 13.8 3.8 0.4 2.7 0.0 0.0 0.0: 10.6 5.4 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 : 34: 16 15 5 7 6 . . . 0 0 0: Old : 34: 16 15 5 7 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 : 36.4 37.3 58.5 59.0 29.5 35.0 41.6 50.1 Old : 36.4 37.3 58.5 59.0 29.5 35.0 41.6 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 2,546,660: 686,337 455,386 140,591 826,321 475,532 297,958 26,209 499,311 205,432 28,994 210,479: 31,020 24,428 Old : 2,546,660: 686,337 455,386 140,591 826,321 475,532 297,958 26,209 499,311 205,432 28,994 210,479: 31,020 24,428 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 17,266: -5,008 11,113 3,606 -12,730 11,671 2,433 -386 8,254 -973 1,854 -2,436: -281 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 17.9 5.5 32.4 18.7 11.7 1.0 19.6 8.1 1.1 8.3: 1.2 1.0 Old : 100.0: 27.0 17.9 5.5 32.4 18.7 11.7 1.0 19.6 8.1 1.1 8.3: 1.2 1.0 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 : 177: 75 67 12 19 28 27 9 30 20 9 22: Old : 177: 75 67 12 19 28 27 9 30 20 9 22: 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 : 21.5 29.5 33.8 47.4 11.4 20.5 18.7 30.5 Old : 21.5 29.5 33.8 47.4 11.4 20.5 18.7 30.5 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,000,392: 159,154 153,202 236,064 287,726 286,394 98,362 66,485 75,504 47,132 32,821 93,448: 4,334 4,812 Old : 1,000,392: 159,154 153,202 236,064 287,726 286,394 98,362 66,485 75,504 47,132 32,821 93,448: 4,334 4,812 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 18,980: -1,556 -562 -2,432 3,831 3,997 14,079 4,645 -786 -2,517 507 7,964: 231 -616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 15.3 23.6 28.8 28.6 9.8 6.6 7.5 4.7 3.3 9.3: 0.4 0.5 Old : 100.0: 15.9 15.3 23.6 28.8 28.6 9.8 6.6 7.5 4.7 3.3 9.3: 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 : 99: 23 22 12 13 20 13 12 17 11 12 19: Old : 99: 23 22 12 13 20 13 12 17 11 12 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 : 32.5 36.4 49.4 59.4 16.5 28.5 26.4 37.8 Old : 32.5 36.4 49.4 59.4 16.5 28.5 26.4 37.8 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,313: 21,153 11,955 179 9,416 523 57 10 60 55 0 15: 271 334 Old : 22,313: 21,153 11,955 179 9,416 523 57 10 60 55 0 15: 271 334 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 789: 965 336 -270 367 54 0 0 0 55 0 15: -30 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.8 53.6 0.8 42.2 2.3 0.3 0.0 0.3 0.2 0.0 0.1: 1.2 1.5 Old : 100.0: 94.8 53.6 0.8 42.2 2.3 0.3 0.0 0.3 0.2 0.0 0.1: 1.2 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 : 46: 31 23 . 9 4 . . . . 0 .: Old : 46: 31 23 . 9 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 47.1 69.4 70.0 48.4 46.0 60.9 67.4 Old : 52.7 47.1 69.4 70.0 48.4 46.0 60.9 67.4 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,480: 11,460 5,966 584 6,589 430 558 0 60 208 105 30: 150 300 Old : 13,480: 11,460 5,966 584 6,589 430 558 0 60 208 105 30: 150 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -85: -25 -55 0 -90 0 -120 0 60 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 44.3 4.3 48.9 3.2 4.1 0.0 0.4 1.5 0.8 0.2: 1.1 2.2 Old : 100.0: 85.0 44.3 4.3 48.9 3.2 4.1 0.0 0.4 1.5 0.8 0.2: 1.1 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 : 31: 16 17 . 4 . . 0 . . . .: Old : 31: 16 17 . 4 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 63.0 72.4 82.5 37.9 57.0 53.4 62.3 Old : 52.7 63.0 72.4 82.5 37.9 57.0 53.4 62.3 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 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,204: 5,408 5,400 1,906 1,867 480 0 0 0 0 0 0: 410 457 Old : 8,204: 5,408 5,400 1,906 1,867 480 0 0 0 0 0 0: 410 457 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 336: 185 230 57 102 -41 0 0 0 0 0 0: 135 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 65.8 23.2 22.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 5.6 Old : 100.0: 65.9 65.8 23.2 22.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 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 : 27: 18 14 4 5 5 0 0 0 0 0 0: Old : 27: 18 14 4 5 5 0 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 : 60.6 46.5 77.6 70.3 57.9 43.1 72.4 62.2 Old : 60.6 46.5 77.6 70.3 57.9 43.1 72.4 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,693: 9,809 4,205 245 5,705 510 0 0 0 160 0 0: 969 1,273 Old : 11,693: 9,809 4,205 245 5,705 510 0 0 0 160 0 0: 969 1,273 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -3: -13 -48 0 45 0 0 0 0 10 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 36.0 2.1 48.8 4.4 0.0 0.0 0.0 1.4 0.0 0.0: 8.3 10.9 Old : 100.0: 83.9 36.0 2.1 48.8 4.4 0.0 0.0 0.0 1.4 0.0 0.0: 8.3 10.9 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 : 27: 15 11 . 6 . 0 0 0 . 0 0: Old : 27: 15 11 . 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 : 61.7 54.5 76.1 74.2 54.8 54.0 68.7 68.3 Old : 61.7 54.5 76.1 74.2 54.8 54.0 68.7 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011