Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,196,073 : : Positions : :1,699,241 974,426 245,929 1,039,643 591,710 288,864 137,814 985,220 19,690 109,857 328,699 : : : : Changes from: September 27, 2011 : : -93,801 -5,772 -40,163 -51,848 -14,138 5,493 -49,970 -1,018 -2,158 -24,128 5,091 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 23.2 5.9 24.8 14.1 6.9 3.3 23.5 0.5 2.6 7.8 : : : : Number of Traders in Each Category Total Traders: 213 : : 97 91 13 24 33 23 14 33 10 23 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 343,689 : : Positions : : 196,276 240,260 50,673 19,492 53,030 13,405 7,508 17,554 0 924 1,019 : : : : Changes from: September 27, 2011 : : 917 -49 4,320 4,202 -1,817 2,547 -309 2,735 -281 553 -616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 69.9 14.7 5.7 15.4 3.9 2.2 5.1 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 33 7 5 10 6 . 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 214,550 : : Positions : : 164,771 158,415 12,529 27,411 22,727 8,427 0 1,809 0 257 940 : : : : Changes from: September 27, 2011 : : 817 313 -1,436 974 2,760 2,253 0 -1,127 0 84 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 73.8 5.8 12.8 10.6 3.9 0.0 0.8 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 4 8 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 351,374 : : Positions : : 266,898 116,684 51,039 162,850 18,197 2,670 35,468 8,163 0 1,513 120 : : : : Changes from: September 27, 2011 : : 12,612 3,472 -761 2,605 187 -485 6,121 1,123 0 157 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 33.2 14.5 46.3 5.2 0.8 10.1 2.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 25 5 11 14 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 627,867 : : Positions : : 487,622 240,102 34,147 286,888 75,305 6,091 2,480 19,558 1,064 700 217 : : : : Changes from: September 27, 2011 : : -525 -7,328 11,214 10,950 -14,362 -5,972 -186 -2,999 -118 700 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 38.2 5.4 45.7 12.0 1.0 0.4 3.1 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 26 6 15 19 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 230,987 : : Positions : : 154,748 184,179 44,805 8,986 7,021 11,837 21,050 2,528 1,064 0 0 : : : : Changes from: September 27, 2011 : : 4,812 2,673 428 -2,010 390 829 2,606 -949 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 79.7 19.4 3.9 3.0 5.1 9.1 1.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 26 5 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 341,532 : : Positions : : 206,869 218,984 52,734 58,954 16,990 12,782 736 40,904 0 0 0 : : : : Changes from: September 27, 2011 : : 8,852 20,855 1,838 -365 648 -691 -4,623 2,499 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 64.1 15.4 17.3 5.0 3.7 0.2 12.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 33 7 10 12 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 177,554 : : Positions : : 129,334 95,296 9,673 28,806 25,954 310 9,567 10,407 0 0 0 : : : : Changes from: September 27, 2011 : : 8,679 7,605 -1,031 3,324 1,783 0 -4,689 587 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 53.7 5.4 16.2 14.6 0.2 5.4 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 22 4 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 976,649 : : Positions : : 122,536 154,662 215,773 47,588 95,597 117,564 234,552 233,445 29,511 74,480 86,434 : : : : Changes from: September 27, 2011 : : 9,695 4,387 -8,531 3,664 12,982 -130 -9,718 8,475 -148 -725 7,605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 15.8 22.1 4.9 9.8 12.0 24.0 23.9 3.0 7.6 8.9 : : : : Number of Traders in Each Category Total Traders: 332 : : 51 47 25 12 31 54 98 85 29 43 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,647,103 : : Positions : : 199,010 157,253 50,714 62,979 772,338 29,416 65,558 250,785 32,761 25,514 306,688 : : : : Changes from: September 27, 2011 : : 13,259 8,228 9,859 -5,357 19,933 -8,048 15,784 43,501 7,888 4,035 22,590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 9.5 3.1 3.8 46.9 1.8 4.0 15.2 2.0 1.5 18.6 : : : : Number of Traders in Each Category Total Traders: 132 : : 40 37 12 14 25 17 20 29 18 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 37,283 : : Positions : : 1,761 3,651 1,855 1,079 7,061 7,098 8,090 16,868 1,501 0 145 : : : : Changes from: September 27, 2011 : : -230 36 4 149 -225 216 448 1,635 793 0 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 9.8 5.0 2.9 18.9 19.0 21.7 45.2 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 7 . . 4 6 6 9 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 63,573 : : Positions : : 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0 : : : : Changes from: September 27, 2011 : : -2,532 -4,722 -1,395 -687 -341 186 325 -542 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 9 4 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 60,949 : : Positions : : 34,279 20,380 7,505 20,462 7,431 3,923 4,044 585 0 0 0 : : : : Changes from: September 27, 2011 : : -1,886 -1,828 -309 -540 -930 -186 -83 -57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 99,736 : : Positions : : 54,672 42,308 15,072 38,069 11,807 4,629 0 2,738 0 0 0 : : : : Changes from: September 27, 2011 : : -5,553 -4,608 -1,073 -2,000 -1,542 -180 0 -939 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 42.4 15.1 38.2 11.8 4.6 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 10 4 8 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,390,879 : : Positions : : 644,556 385,470 128,324 717,014 477,819 316,435 76,449 446,916 153,171 70,233 186,910 : : : : Changes from: September 27, 2011 : : -71,043 -37,055 20,937 -27,984 -42,594 -44,543 -30,020 9,895 -11,555 -7,993 2,681 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 16.1 5.4 30.0 20.0 13.2 3.2 18.7 6.4 2.9 7.8 : : : : Number of Traders in Each Category Total Traders: 160 : : 67 61 13 15 27 21 11 28 15 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 990,544 : : Positions : : 112,644 164,498 201,858 264,933 297,188 130,004 28,535 118,685 45,448 32,582 79,454 : : : : Changes from: September 27, 2011 : : -28,714 -6,441 -32,084 42,858 -43,269 9,956 -87,998 31,105 -8,786 -9,578 -23,081 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 16.6 20.4 26.7 30.0 13.1 2.9 12.0 4.6 3.3 8.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 18 19 13 10 19 14 7 17 9 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 24,775 : : Positions : : 22,749 14,121 644 9,136 680 5 0 40 250 66 137 : : : : Changes from: September 27, 2011 : : 1,029 1,326 225 -10 -26 5 -10 10 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 57.0 2.6 36.9 2.7 0.0 0.0 0.2 1.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 28 . 9 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 10,470 : : Positions : : 9,158 4,042 510 5,672 378 0 35 120 135 0 10 : : : : Changes from: September 27, 2011 : : -1,033 -687 -60 -493 0 0 -10 0 -176 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 38.6 4.9 54.2 3.6 0.0 0.3 1.1 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 7,280 : : Positions : : 4,468 4,463 1,975 1,743 510 0 0 0 0 80 0 : : : : Changes from: September 27, 2011 : : -634 -749 -299 -142 -49 0 0 -30 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 61.3 27.1 23.9 7.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 5 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,672 : : Positions : : 7,897 4,492 1,345 4,859 220 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : -669 -269 -58 -426 -51 0 0 0 -20 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 42.1 12.6 45.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2011