NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 18, 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 : 4,579,643: 1,676,806 1,190,558 457,168 1,217,927 592,767 359,803 181,200 687,041 165,550 78,880 621,324: 19,184 9,946
Old : 4,579,643: 1,676,806 1,190,558 457,168 1,217,927 592,767 359,803 181,200 687,041 165,550 78,880 621,324: 19,184 9,946
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 39,225: 34,723 8,410 29,368 15,850 25,218 -98,720 -43,953 53,503 -6,163 -4,763 2,040: -744 -17,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 26.0 10.0 26.6 12.9 7.9 4.0 15.0 3.6 1.7 13.6: 0.4 0.2
Old : 100.0: 36.6 26.0 10.0 26.6 12.9 7.9 4.0 15.0 3.6 1.7 13.6: 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 : 220: 112 106 8 24 26 20 12 28 21 15 29:
Old : 220: 112 106 8 24 26 20 12 28 21 15 29:
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 21.4 34.7 34.8 16.0 17.6 24.0 25.4
Old : 21.5 21.4 34.7 34.8 16.0 17.6 24.0 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, September 18, 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 : 285,048: 177,897 195,978 48,554 33,981 34,390 3,223 12,881 4,070 2,497 209 1,263: 13,154 2,276
Old : 285,048: 177,897 195,978 48,554 33,981 34,390 3,223 12,881 4,070 2,497 209 1,263: 13,154 2,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 3,837: 5,491 1,960 -1,368 2,742 -612 -99 66 524 482 189 -99: -482 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 68.8 17.0 11.9 12.1 1.1 4.5 1.4 0.9 0.1 0.4: 4.6 0.8
Old : 100.0: 62.4 68.8 17.0 11.9 12.1 1.1 4.5 1.4 0.9 0.1 0.4: 4.6 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 : 50: 28 30 6 . 8 . . . . . .:
Old : 50: 28 30 6 . 8 . . . . . .:
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 57.0 64.3 71.9 42.1 42.9 52.3 56.1
Old : 47.2 57.0 64.3 71.9 42.1 42.9 52.3 56.1
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, September 18, 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 : 157,412: 95,231 79,125 19,304 33,395 33,569 2,760 3,306 3,442 65 0 338: 2,703 4,237
Old : 157,412: 95,231 79,125 19,304 33,395 33,569 2,760 3,306 3,442 65 0 338: 2,703 4,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,757: 4,670 5,342 -2,543 -1,206 4,388 392 -337 439 0 0 -31: -558 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 50.3 12.3 21.2 21.3 1.8 2.1 2.2 0.0 0.0 0.2: 1.7 2.7
Old : 100.0: 60.5 50.3 12.3 21.2 21.3 1.8 2.1 2.2 0.0 0.0 0.2: 1.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 4 6 9 . . . . 0 .:
Old : 37: 21 22 4 6 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 : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
Old : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
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, September 18, 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 : 250,433: 183,312 114,371 19,568 77,169 40,092 0 9,754 1,963 0 0 0: 5,498 7,084
Old : 250,433: 183,312 114,371 19,568 77,169 40,092 0 9,754 1,963 0 0 0: 5,498 7,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,586: 5,821 1,183 -1,183 1,524 -714 0 1,583 -888 0 0 0: -1,450 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 45.7 7.8 30.8 16.0 0.0 3.9 0.8 0.0 0.0 0.0: 2.2 2.8
Old : 100.0: 73.2 45.7 7.8 30.8 16.0 0.0 3.9 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 : 45: 25 24 5 8 12 0 . . 0 0 0:
Old : 45: 25 24 5 8 12 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 : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
Old : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
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, September 18, 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 : 715,237: 535,205 236,706 23,456 324,356 128,846 1,521 3,761 17,106 3,277 0 2,128: 3,698 2,334
Old : 715,237: 535,205 236,706 23,456 324,356 128,846 1,521 3,761 17,106 3,277 0 2,128: 3,698 2,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -600: 10,026 -15,697 -16,618 17,673 8,087 1,147 -508 514 951 0 -31: -4,676 -10,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 33.1 3.3 45.3 18.0 0.2 0.5 2.4 0.5 0.0 0.3: 0.5 0.3
Old : 100.0: 74.8 33.1 3.3 45.3 18.0 0.2 0.5 2.4 0.5 0.0 0.3: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 33 25 10 11 19 . . 4 . 0 .:
Old : 67: 33 25 10 11 19 . . 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 : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
Old : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
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, September 18, 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 : 210,662: 147,958 185,497 42,382 7,713 12,407 38 0 1,198 953 0 0: 5,726 3,847
Old : 210,662: 147,958 185,497 42,382 7,713 12,407 38 0 1,198 953 0 0: 5,726 3,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,550: 2,846 10,366 5,068 101 -1,005 -363 0 363 0 0 0: -359 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 88.1 20.1 3.7 5.9 0.0 0.0 0.6 0.5 0.0 0.0: 2.7 1.8
Old : 100.0: 70.2 88.1 20.1 3.7 5.9 0.0 0.0 0.6 0.5 0.0 0.0: 2.7 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 : 41: 27 26 . . . . 0 . . 0 0:
Old : 41: 27 26 . . . . 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 : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
Old : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
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, September 18, 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 : 281,581: 207,412 195,616 30,203 64,091 5,785 20,905 792 11,874 0 0 0: 5,402 3,423
Old : 281,581: 207,412 195,616 30,203 64,091 5,785 20,905 792 11,874 0 0 0: 5,402 3,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,360: 3,324 7,691 3,170 2,410 -713 1,665 -266 -152 0 0 0: -934 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 69.5 10.7 22.8 2.1 7.4 0.3 4.2 0.0 0.0 0.0: 1.9 1.2
Old : 100.0: 73.7 69.5 10.7 22.8 2.1 7.4 0.3 4.2 0.0 0.0 0.0: 1.9 1.2
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 : 55: 31 30 6 10 10 . . 4 0 0 0:
Old : 55: 31 30 6 10 10 . . 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 : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
Old : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
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, September 18, 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 : 131,527: 99,928 59,691 5,614 52,519 7,569 10,986 0 4,381 0 0 0: 3,049 7,367
Old : 131,527: 99,928 59,691 5,614 52,519 7,569 10,986 0 4,381 0 0 0: 3,049 7,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,640: 1,638 2,642 0 278 -218 416 0 204 0 0 0: -400 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 45.4 4.3 39.9 5.8 8.4 0.0 3.3 0.0 0.0 0.0: 2.3 5.6
Old : 100.0: 76.0 45.4 4.3 39.9 5.8 8.4 0.0 3.3 0.0 0.0 0.0: 2.3 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 : 42: 23 21 4 7 7 5 0 . 0 0 0:
Old : 42: 23 21 4 7 7 5 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 : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
Old : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, September 18, 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 : 1,122,990: 125,359 151,798 193,734 112,048 78,536 203,796 215,762 260,828 35,468 113,195 149,661: 75,608 41,162
Old : 1,122,990: 125,359 151,798 193,734 112,048 78,536 203,796 215,762 260,828 35,468 113,195 149,661: 75,608 41,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -10,506: 504 6,766 -5,285 5,914 -16,142 -8,825 -20,529 19,812 1,834 -483 -3,287: 883 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.5 17.3 10.0 7.0 18.1 19.2 23.2 3.2 10.1 13.3: 6.7 3.7
Old : 100.0: 11.2 13.5 17.3 10.0 7.0 18.1 19.2 23.2 3.2 10.1 13.3: 6.7 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 : 323: 46 38 20 10 23 77 69 88 48 37 63:
Old : 323: 46 38 20 10 23 77 69 88 48 37 63:
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 : 16.7 21.9 28.8 35.2 11.2 16.0 18.9 23.1
Old : 16.7 21.9 28.8 35.2 11.2 16.0 18.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, September 18, 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 : 22,328: 12,813 3,725 4,919 9,684 1,073 241 1,860 818 0 0 0: 2,464 5,168
Old : 22,328: 12,813 3,725 4,919 9,684 1,073 241 1,860 818 0 0 0: 2,464 5,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 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: 57.4 16.7 22.0 43.4 4.8 1.1 8.3 3.7 0.0 0.0 0.0: 11.0 23.1
Old : 100.0: 57.4 16.7 22.0 43.4 4.8 1.1 8.3 3.7 0.0 0.0 0.0: 11.0 23.1
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 : 23: 8 8 . 5 . . . . 0 0 0:
Old : 23: 8 8 . 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 : 69.7 47.4 85.5 62.5 67.8 44.5 78.1 58.3
Old : 69.7 47.4 85.5 62.5 67.8 44.5 78.1 58.3
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 - Futures Only, September 18, 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 : 105,338: 18,527 10,182 16,149 3,844 20,915 5,728 600 4,833 13,428 40,725 23,125: 2,633 1,114
Old : 105,338: 18,527 10,182 16,149 3,844 20,915 5,728 600 4,833 13,428 40,725 23,125: 2,633 1,114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 10,774: 2,814 69 -2,400 2,663 3,875 -476 0 476 3,218 131 3,080: 187 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.7 15.3 3.6 19.9 5.4 0.6 4.6 12.7 38.7 22.0: 2.5 1.1
Old : 100.0: 17.6 9.7 15.3 3.6 19.9 5.4 0.6 4.6 12.7 38.7 22.0: 2.5 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 : 41: 11 11 6 . 10 . . . 6 6 10:
Old : 41: 11 11 6 . 10 . . . 6 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 54.1 58.8 74.9 29.2 37.5 36.8 42.7
Old : 40.8 54.1 58.8 74.9 29.2 37.5 36.8 42.7
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, September 18, 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 : 53,048: 27,560 22,810 12,897 13,948 6,269 0 159 2,372 0 0 0: 3,950 7,490
Old : 53,048: 27,560 22,810 12,897 13,948 6,269 0 159 2,372 0 0 0: 3,950 7,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 801: 601 701 0 0 0 0 -244 336 0 0 0: -136 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 43.0 24.3 26.3 11.8 0.0 0.3 4.5 0.0 0.0 0.0: 7.4 14.1
Old : 100.0: 52.0 43.0 24.3 26.3 11.8 0.0 0.3 4.5 0.0 0.0 0.0: 7.4 14.1
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 : 22: 13 10 . 4 4 0 . . 0 0 0:
Old : 22: 13 10 . 4 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 47.2 68.9 67.8 39.8 40.0 56.6 53.3
Old : 47.3 47.2 68.9 67.8 39.8 40.0 56.6 53.3
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, September 18, 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 : 2,569,212: 625,168 546,259 244,909 732,626 468,167 274,554 80,041 405,467 249,404 43,321 274,855: 26,688 18,476
Old : 2,569,212: 625,168 546,259 244,909 732,626 468,167 274,554 80,041 405,467 249,404 43,321 274,855: 26,688 18,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -3,926: 15,801 12,278 6,996 7,694 -13,880 -9,924 21,208 -24,816 27,034 424 -5,804: 667 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 21.3 9.5 28.5 18.2 10.7 3.1 15.8 9.7 1.7 10.7: 1.0 0.7
Old : 100.0: 24.3 21.3 9.5 28.5 18.2 10.7 3.1 15.8 9.7 1.7 10.7: 1.0 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 : 154: 71 62 7 18 23 20 8 24 16 7 18:
Old : 154: 71 62 7 18 23 20 8 24 16 7 18:
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 : 25.1 26.3 40.0 41.9 14.1 16.5 22.0 24.6
Old : 25.1 26.3 40.0 41.9 14.1 16.5 22.0 24.6
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, September 18, 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 : 1,185,951: 128,732 163,375 215,873 182,922 394,033 67,728 59,415 125,340 40,201 47,069 210,945: 3,099 2,852
Old : 1,185,951: 128,732 163,375 215,873 182,922 394,033 67,728 59,415 125,340 40,201 47,069 210,945: 3,099 2,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 15,123: 5,878 474 5,533 -1,424 1,224 1,809 11,179 -1,136 -9,154 -6,319 11,078: -109 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.8 18.2 15.4 33.2 5.7 5.0 10.6 3.4 4.0 17.8: 0.3 0.2
Old : 100.0: 10.9 13.8 18.2 15.4 33.2 5.7 5.0 10.6 3.4 4.0 17.8: 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 : 96: 22 22 16 7 18 12 14 18 13 8 17:
Old : 96: 22 22 16 7 18 12 14 18 13 8 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 37.9 54.6 59.8 12.7 17.9 18.7 26.5
Old : 35.0 37.9 54.6 59.8 12.7 17.9 18.7 26.5
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, September 18, 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 : 31,796: 26,497 25,978 1,346 4,194 1,337 1,800 0 0 375 0 0: 441 287
Old : 31,796: 26,497 25,978 1,346 4,194 1,337 1,800 0 0 375 0 0: 441 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 887: 429 851 45 -2 36 0 0 0 375 0 0: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 81.7 4.2 13.2 4.2 5.7 0.0 0.0 1.2 0.0 0.0: 1.4 0.9
Old : 100.0: 83.3 81.7 4.2 13.2 4.2 5.7 0.0 0.0 1.2 0.0 0.0: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 24 . 7 6 . 0 0 . 0 0:
Old : 44: 30 24 . 7 6 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 53.6 62.8 71.4 43.1 50.1 54.4 62.6
Old : 47.3 53.6 62.8 71.4 43.1 50.1 54.4 62.6
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, September 18, 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 : 5,065: 3,976 1,722 46 2,987 120 660 0 0 0 0 0: 263 236
Old : 5,065: 3,976 1,722 46 2,987 120 660 0 0 0 0 0: 263 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -90: 0 0 -105 -90 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 34.0 0.9 59.0 2.4 13.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.7
Old : 100.0: 78.5 34.0 0.9 59.0 2.4 13.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.7
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 : 21: 12 8 . 5 . . 0 0 0 0 0:
Old : 21: 12 8 . 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 : 73.5 64.2 88.4 82.4 72.3 64.2 82.7 81.5
Old : 73.5 64.2 88.4 82.4 72.3 64.2 82.7 81.5
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, September 18, 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 : 9,869: 6,950 6,188 1,321 936 1,039 0 1,080 0 208 75 46: 305 505
Old : 9,869: 6,950 6,188 1,321 936 1,039 0 1,080 0 208 75 46: 305 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 359: 264 338 77 -112 28 0 0 0 -85 0 0: 75 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 62.7 13.4 9.5 10.5 0.0 10.9 0.0 2.1 0.8 0.5: 3.1 5.1
Old : 100.0: 70.4 62.7 13.4 9.5 10.5 0.0 10.9 0.0 2.1 0.8 0.5: 3.1 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 15 . 5 7 0 . 0 . . .:
Old : 32: 17 15 . 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 : 54.2 53.0 70.0 73.0 52.5 51.3 67.5 66.7
Old : 54.2 53.0 70.0 73.0 52.5 51.3 67.5 66.7
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, September 18, 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 : 11,646: 6,053 6,055 4,036 5,230 234 0 0 0 995 0 0: 328 127
Old : 11,646: 6,053 6,055 4,036 5,230 234 0 0 0 995 0 0: 328 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,374: 1,108 1,179 0 525 0 0 0 0 240 0 0: 26 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 52.0 34.7 44.9 2.0 0.0 0.0 0.0 8.5 0.0 0.0: 2.8 1.1
Old : 100.0: 52.0 52.0 34.7 44.9 2.0 0.0 0.0 0.0 8.5 0.0 0.0: 2.8 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 : 32: 15 15 4 6 4 0 0 0 . 0 0:
Old : 32: 15 15 4 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 : 55.3 47.2 78.9 68.8 51.7 45.8 72.1 62.2
Old : 55.3 47.2 78.9 68.8 51.7 45.8 72.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 18, 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 : 5,214: 4,439 2,708 210 2,253 101 0 0 0 132 25 0: 332 127
Old : 5,214: 4,439 2,708 210 2,253 101 0 0 0 132 25 0: 332 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 60: 0 57 60 0 0 0 0 0 0 0 0: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 51.9 4.0 43.2 1.9 0.0 0.0 0.0 2.5 0.5 0.0: 6.4 2.4
Old : 100.0: 85.1 51.9 4.0 43.2 1.9 0.0 0.0 0.0 2.5 0.5 0.0: 6.4 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 : 24: 12 10 . 6 4 0 0 0 . . 0:
Old : 24: 12 10 . 6 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 : 77.5 58.4 88.1 82.2 77.0 57.1 84.1 78.4
Old : 77.5 58.4 88.1 82.2 77.0 57.1 84.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012