NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, July 5, 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 : 4,704,853: 1,737,333 931,890 273,688 1,403,246 586,634 510,557 116,811 1,225,841 42,592 124,226 288,387: 39,821 27,818
Old : 4,704,853: 1,737,333 931,890 273,688 1,403,246 586,634 510,557 116,811 1,225,841 42,592 124,226 288,387: 39,821 27,818
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -51,253: 12,512 -20,880 -3,087 -21,576 -14,931 -40,684 8,302 4,544 -818 5,482 -13,806: 5,017 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 19.8 5.8 29.8 12.5 10.9 2.5 26.1 0.9 2.6 6.1: 0.8 0.6
Old : 100.0: 36.9 19.8 5.8 29.8 12.5 10.9 2.5 26.1 0.9 2.6 6.1: 0.8 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 : 229: 107 103 14 25 33 27 13 36 13 25 30:
Old : 229: 107 103 14 25 33 27 13 36 13 25 30:
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 : 25.2 23.4 38.6 38.2 14.2 18.7 20.2 26.8
Old : 25.2 23.4 38.6 38.2 14.2 18.7 20.2 26.8
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 5, 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 : 409,572: 241,332 269,098 48,658 32,085 59,188 18,075 18,515 25,356 0 266 2,113: 14,850 2,951
Old : 409,572: 241,332 269,098 48,658 32,085 59,188 18,075 18,515 25,356 0 266 2,113: 14,850 2,951
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 8,352: 16,489 389 -4,294 9,900 -2,137 982 3,354 -3,854 0 -845 31: 1,135 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 65.7 11.9 7.8 14.5 4.4 4.5 6.2 0.0 0.1 0.5: 3.6 0.7
Old : 100.0: 58.9 65.7 11.9 7.8 14.5 4.4 4.5 6.2 0.0 0.1 0.5: 3.6 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 : 65: 33 31 5 8 10 6 5 9 0 . .:
Old : 65: 33 31 5 8 10 6 5 9 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 : 27.8 41.8 44.9 64.1 21.7 33.8 34.7 43.8
Old : 27.8 41.8 44.9 64.1 21.7 33.8 34.7 43.8
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 5, 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 : 168,113: 137,947 100,434 2,783 44,633 11,364 8,239 3,407 3,989 551 0 275: 2,965 4,011
Old : 168,113: 137,947 100,434 2,783 44,633 11,364 8,239 3,407 3,989 551 0 275: 2,965 4,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,843: 3,841 4,150 120 -19 322 1,175 0 -406 -548 0 0: 339 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 59.7 1.7 26.5 6.8 4.9 2.0 2.4 0.3 0.0 0.2: 1.8 2.4
Old : 100.0: 82.1 59.7 1.7 26.5 6.8 4.9 2.0 2.4 0.3 0.0 0.2: 1.8 2.4
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 : 49: 26 28 . 9 10 . . . . 0 .:
Old : 49: 26 28 . 9 10 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 39.5 69.8 57.6 48.6 36.4 63.5 52.0
Old : 51.9 39.5 69.8 57.6 48.6 36.4 63.5 52.0
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 5, 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 : 338,182: 231,953 106,430 57,964 167,566 31,063 0 13,443 13,200 1,228 2,320 494: 2,280 3,666
Old : 338,182: 231,953 106,430 57,964 167,566 31,063 0 13,443 13,200 1,228 2,320 494: 2,280 3,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 742: 2,710 -92 -455 2,225 -1,322 -841 -673 869 0 -461 0: -219 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 31.5 17.1 49.5 9.2 0.0 4.0 3.9 0.4 0.7 0.1: 0.7 1.1
Old : 100.0: 68.6 31.5 17.1 49.5 9.2 0.0 4.0 3.9 0.4 0.7 0.1: 0.7 1.1
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 : 54: 26 22 5 10 13 0 7 4 . . .:
Old : 54: 26 22 5 10 13 0 7 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 : 44.0 47.5 62.9 70.4 41.4 38.5 57.6 58.1
Old : 44.0 47.5 62.9 70.4 41.4 38.5 57.6 58.1
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 5, 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 : 688,247: 467,853 295,095 109,743 237,141 85,842 15 45,014 19,663 0 482 1,684: 3,447 3,326
Old : 688,247: 467,853 295,095 109,743 237,141 85,842 15 45,014 19,663 0 482 1,684: 3,447 3,326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -10,438: -8,206 -5,533 4,710 -4,954 -1,483 0 7,453 -5,073 0 -490 302: -688 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 42.9 15.9 34.5 12.5 0.0 6.5 2.9 0.0 0.1 0.2: 0.5 0.5
Old : 100.0: 68.0 42.9 15.9 34.5 12.5 0.0 6.5 2.9 0.0 0.1 0.2: 0.5 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 : 71: 36 31 9 13 20 . 7 7 0 . .:
Old : 71: 36 31 9 13 20 . 7 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 : 38.9 37.6 53.2 52.6 28.4 28.1 41.0 38.9
Old : 38.9 37.6 53.2 52.6 28.4 28.1 41.0 38.9
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 5, 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 : 200,622: 140,350 114,649 35,132 60,681 3,163 12,494 10,873 3,762 0 0 0: 5,721 7,494
Old : 200,622: 140,350 114,649 35,132 60,681 3,163 12,494 10,873 3,762 0 0 0: 5,721 7,494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,863: 6,127 2,265 -152 364 0 -2,600 304 1,928 0 0 0: -440 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 57.1 17.5 30.2 1.6 6.2 5.4 1.9 0.0 0.0 0.0: 2.9 3.7
Old : 100.0: 70.0 57.1 17.5 30.2 1.6 6.2 5.4 1.9 0.0 0.0 0.0: 2.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 20 4 4 4 . . . 0 0 0:
Old : 40: 25 20 4 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 : 46.8 61.8 63.0 77.0 43.9 61.2 59.2 71.6
Old : 46.8 61.8 63.0 77.0 43.9 61.2 59.2 71.6
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 5, 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 : 334,817: 249,332 167,661 28,589 83,347 26,639 5,100 33,423 17,302 0 0 0: 7,855 6,445
Old : 334,817: 249,332 167,661 28,589 83,347 26,639 5,100 33,423 17,302 0 0 0: 7,855 6,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 12,192: 13,280 10,583 -4,734 -1,563 1,730 -492 -410 2,408 0 0 0: 0 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 50.1 8.5 24.9 8.0 1.5 10.0 5.2 0.0 0.0 0.0: 2.3 1.9
Old : 100.0: 74.5 50.1 8.5 24.9 8.0 1.5 10.0 5.2 0.0 0.0 0.0: 2.3 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 : 58: 29 29 6 12 11 . 4 5 0 0 0:
Old : 58: 29 29 6 12 11 . 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 25.8 56.1 40.8 31.8 19.1 42.4 30.3
Old : 37.5 25.8 56.1 40.8 31.8 19.1 42.4 30.3
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 5, 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 : 178,314: 137,803 64,064 1,423 56,192 23,361 5,707 23,802 6,062 399 0 736: 2,823 4,097
Old : 178,314: 137,803 64,064 1,423 56,192 23,361 5,707 23,802 6,062 399 0 736: 2,823 4,097
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 8,268: 5,281 2,950 881 -74 1,909 152 2,397 690 182 0 0: -827 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 35.9 0.8 31.5 13.1 3.2 13.3 3.4 0.2 0.0 0.4: 1.6 2.3
Old : 100.0: 77.3 35.9 0.8 31.5 13.1 3.2 13.3 3.4 0.2 0.0 0.4: 1.6 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 : 51: 22 24 . 14 10 . 4 4 . 0 .:
Old : 51: 22 24 . 14 10 . 4 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 : 43.0 25.4 62.9 46.9 33.9 22.3 50.0 36.5
Old : 43.0 25.4 62.9 46.9 33.9 22.3 50.0 36.5
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 5, 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 : 974,776: 55,867 112,455 242,883 44,566 82,264 120,013 222,624 301,278 23,114 96,028 71,031: 78,326 44,530
Old : 974,776: 55,867 112,455 242,883 44,566 82,264 120,013 222,624 301,278 23,114 96,028 71,031: 78,326 44,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 14,246: 1,337 1,807 -241 195 430 2,873 7,558 2,968 4,880 -3,678 1,352: 647 3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.5 24.9 4.6 8.4 12.3 22.8 30.9 2.4 9.9 7.3: 8.0 4.6
Old : 100.0: 5.7 11.5 24.9 4.6 8.4 12.3 22.8 30.9 2.4 9.9 7.3: 8.0 4.6
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 : 325: 45 40 27 12 32 61 75 92 40 46 59:
Old : 325: 45 40 27 12 32 61 75 92 40 46 59:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 21.4 32.0 32.5 14.2 13.1 22.2 21.0
Old : 18.9 21.4 32.0 32.5 14.2 13.1 22.2 21.0
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 5, 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: June 28, 2011 :
: -2,528: -2,096 -2,227 -310 -1,027 0 0 0 0 0 0 0: -122 726
: : :
: : 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 5, 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 : 36,175: 18,953 23,714 6,278 2,190 3,562 1,626 178 2,178 0 0 0: 3,578 4,353
Old : 36,175: 18,953 23,714 6,278 2,190 3,562 1,626 178 2,178 0 0 0: 3,578 4,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,956: -1,187 -2,108 -310 405 -467 -632 -322 0 0 0 0: -360 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 65.6 17.4 6.1 9.8 4.5 0.5 6.0 0.0 0.0 0.0: 9.9 12.0
Old : 100.0: 52.4 65.6 17.4 6.1 9.8 4.5 0.5 6.0 0.0 0.0 0.0: 9.9 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 70.0 69.0 48.5 47.7 60.2 60.6
Old : 50.4 49.2 70.0 69.0 48.5 47.7 60.2 60.6
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 5, 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 : 77,353: 41,512 31,459 19,889 23,063 8,858 0 7,184 2,452 0 0 0: 4,642 4,337
Old : 77,353: 41,512 31,459 19,889 23,063 8,858 0 7,184 2,452 0 0 0: 4,642 4,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -5,857: -2,460 -4,418 -1,935 -1,028 -124 0 263 -496 0 0 0: -842 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 40.7 25.7 29.8 11.5 0.0 9.3 3.2 0.0 0.0 0.0: 6.0 5.6
Old : 100.0: 53.7 40.7 25.7 29.8 11.5 0.0 9.3 3.2 0.0 0.0 0.0: 6.0 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 : 30: 9 12 7 4 6 0 . . 0 0 0:
Old : 30: 9 12 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 : 48.6 42.2 74.4 65.0 46.1 38.5 59.0 52.8
Old : 48.6 42.2 74.4 65.0 46.1 38.5 59.0 52.8
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 5, 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 : 117,382: 64,019 47,108 17,152 43,805 16,204 4,523 864 3,059 0 0 0: 12,425 6,342
Old : 117,382: 64,019 47,108 17,152 43,805 16,204 4,523 864 3,059 0 0 0: 12,425 6,342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -7,148: -2,301 -2,806 -1,478 -2,323 -1,095 186 864 -2,196 0 0 0: -264 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 40.1 14.6 37.3 13.8 3.9 0.7 2.6 0.0 0.0 0.0: 10.6 5.4
Old : 100.0: 54.5 40.1 14.6 37.3 13.8 3.9 0.7 2.6 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 : 36.3 37.2 58.7 59.0 29.5 35.0 41.6 50.0
Old : 36.3 37.2 58.7 59.0 29.5 35.0 41.6 50.0
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 - Futures Only, July 5, 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 : 2,518,697: 679,032 431,208 130,463 863,113 439,856 315,535 27,271 487,367 218,572 26,445 217,574: 30,298 25,863
Old : 2,518,697: 679,032 431,208 130,463 863,113 439,856 315,535 27,271 487,367 218,572 26,445 217,574: 30,298 25,863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -93,573: -36,838 -15,143 24,674 -13,530 -26,563 10,202 -13,301 -31,280 -28,642 9,612 -2,032: -3,094 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.1 5.2 34.3 17.5 12.5 1.1 19.3 8.7 1.0 8.6: 1.2 1.0
Old : 100.0: 27.0 17.1 5.2 34.3 17.5 12.5 1.1 19.3 8.7 1.0 8.6: 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 : 172: 70 61 12 19 28 28 10 29 20 9 23:
Old : 172: 70 61 12 19 28 28 10 29 20 9 23:
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 : 21.8 29.4 33.7 47.7 11.7 21.9 19.2 31.9
Old : 21.8 29.4 33.7 47.7 11.7 21.9 19.2 31.9
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 5, 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 : 956,571: 162,363 153,371 228,957 281,673 286,104 61,017 38,409 78,665 55,219 32,724 79,346: 4,900 6,279
Old : 956,571: 162,363 153,371 228,957 281,673 286,104 61,017 38,409 78,665 55,219 32,724 79,346: 4,900 6,279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 11,953: 6,560 5,347 -8,433 -4,609 -2,052 14,798 1,970 -1,475 -8,413 1,818 10,989: -21 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.0 23.9 29.4 29.9 6.4 4.0 8.2 5.8 3.4 8.3: 0.5 0.7
Old : 100.0: 17.0 16.0 23.9 29.4 29.9 6.4 4.0 8.2 5.8 3.4 8.3: 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 : 97: 24 20 11 13 19 13 12 19 11 11 19:
Old : 97: 24 20 11 13 19 13 12 19 11 11 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 : 32.8 37.7 50.3 60.5 16.7 28.8 26.9 37.3
Old : 32.8 37.7 50.3 60.5 16.7 28.8 26.9 37.3
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 5, 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 : 22,621: 21,165 12,560 594 9,155 412 67 40 30 0 0 0: 353 424
Old : 22,621: 21,165 12,560 594 9,155 412 67 40 30 0 0 0: 353 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 503: 528 133 -30 458 0 0 0 0 0 0 0: 5 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 55.5 2.6 40.5 1.8 0.3 0.2 0.1 0.0 0.0 0.0: 1.6 1.9
Old : 100.0: 93.6 55.5 2.6 40.5 1.8 0.3 0.2 0.1 0.0 0.0 0.0: 1.6 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 : 46: 32 27 . 7 5 . . . 0 0 0:
Old : 46: 32 27 . 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 : 46.5 43.9 66.4 67.3 39.6 37.9 51.3 57.7
Old : 46.5 43.9 66.4 67.3 39.6 37.9 51.3 57.7
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 5, 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 : 13,415: 11,262 5,965 584 6,451 430 678 0 0 208 105 30: 223 434
Old : 13,415: 11,262 5,965 584 6,451 430 678 0 0 208 105 30: 223 434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,637: -1,658 -1,145 114 -397 -74 -60 0 0 -1 -15 0: 42 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 44.5 4.4 48.1 3.2 5.1 0.0 0.0 1.6 0.8 0.2: 1.7 3.2
Old : 100.0: 84.0 44.5 4.4 48.1 3.2 5.1 0.0 0.0 1.6 0.8 0.2: 1.7 3.2
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 : 29: 15 16 . . . . 0 0 . . .:
Old : 29: 15 16 . . . . 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 : 53.2 64.0 72.7 83.9 39.3 57.7 54.6 62.8
Old : 53.2 64.0 72.7 83.9 39.3 57.7 54.6 62.8
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 5, 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 : 7,427: 4,856 4,784 1,766 1,504 496 0 0 0 0 0 0: 309 643
Old : 7,427: 4,856 4,784 1,766 1,504 496 0 0 0 0 0 0: 309 643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -559: -558 -182 207 -130 -147 -45 0 -30 0 0 0: 14 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 64.4 23.8 20.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 8.7
Old : 100.0: 65.4 64.4 23.8 20.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 8.7
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 : 26: 16 12 4 4 5 0 0 0 0 0 0:
Old : 26: 16 12 4 4 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 : 65.5 50.9 80.3 72.7 62.4 47.9 74.6 66.4
Old : 65.5 50.9 80.3 72.7 62.4 47.9 74.6 66.4
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 5, 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 : 11,186: 8,992 3,923 245 5,255 750 0 0 0 155 0 0: 1,044 1,258
Old : 11,186: 8,992 3,923 245 5,255 750 0 0 0 155 0 0: 1,044 1,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -252: -698 -640 -117 -213 95 0 0 0 15 0 -15: 468 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 35.1 2.2 47.0 6.7 0.0 0.0 0.0 1.4 0.0 0.0: 9.3 11.2
Old : 100.0: 80.4 35.1 2.2 47.0 6.7 0.0 0.0 0.0 1.4 0.0 0.0: 9.3 11.2
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 : 26: 14 11 . 6 . 0 0 0 . 0 0:
Old : 26: 14 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 : 60.2 56.0 75.3 74.5 55.6 55.6 68.1 68.7
Old : 60.2 56.0 75.3 74.5 55.6 55.6 68.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011