Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 5,391,783 : : Positions : :1,976,152 1,289,210 319,664 1,116,337 768,236 543,014 304,927 1,145,517 28,659 153,153 592,414 : : : : Changes from: February 7, 2012 : : 60,560 45,445 29,108 27,666 41,751 21,411 29,250 36,245 4,028 11,965 20,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 23.9 5.9 20.7 14.2 10.1 5.7 21.2 0.5 2.8 11.0 : : : : Number of Traders in Each Category Total Traders: 224 : : 113 102 14 23 34 17 17 32 13 20 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 364,345 : : Positions : : 211,403 224,769 67,986 37,891 47,631 6,114 35,445 9,731 2,092 0 2,161 : : : : Changes from: February 7, 2012 : : 4,710 8,470 -7,828 8,771 1,827 -5,393 -22,978 754 -22 -204 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 61.7 18.7 10.4 13.1 1.7 9.7 2.7 0.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 24 6 6 10 . 5 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 165,153 : : Positions : : 105,384 107,969 28,486 28,904 20,423 752 0 5,243 125 0 640 : : : : Changes from: February 7, 2012 : : 8 3,239 4,170 382 2,867 -103 0 933 125 -28 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 65.4 17.2 17.5 12.4 0.5 0.0 3.2 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 10 12 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 317,792 : : Positions : : 226,025 119,655 51,282 149,767 19,079 10,393 15,820 3,931 3,852 0 180 : : : : Changes from: February 7, 2012 : : 5,398 12,119 -2,174 -7,900 5,028 642 -283 312 2,354 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 37.7 16.1 47.1 6.0 3.3 5.0 1.2 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 4 10 12 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 722,560 : : Positions : : 565,986 273,212 14,228 272,466 122,374 0 23,605 16,566 0 10,235 1,559 : : : : Changes from: February 7, 2012 : : -38,620 -65,355 -30,830 3,866 16,746 0 -10,235 4,512 0 2,398 433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 37.8 2.0 37.7 16.9 0.0 3.3 2.3 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 35 28 5 17 21 0 7 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 233,618 : : Positions : : 162,734 196,954 49,455 8,152 6,124 8,524 17,491 2,208 0 0 0 : : : : Changes from: February 7, 2012 : : 5,900 3,510 -3,671 -1,185 275 -177 -124 -759 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 84.3 21.2 3.5 2.6 3.6 7.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 29 5 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 396,240 : : Positions : : 293,017 284,035 46,861 55,286 13,466 9,004 13,366 23,792 0 0 0 : : : : Changes from: February 7, 2012 : : -1,163 -4,170 -514 -34 190 -2,445 -279 2,895 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 71.7 11.8 14.0 3.4 2.3 3.4 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 26 7 9 10 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 248,782 : : Positions : : 208,001 112,074 4,408 76,064 19,757 5,700 25,345 5,907 0 1,864 62 : : : : Changes from: February 7, 2012 : : 8,488 9,274 98 -3,551 4,668 -521 1,759 -302 0 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 45.0 1.8 30.6 7.9 2.3 10.2 2.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 21 4 6 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 1,304,836 : : Positions : : 137,070 163,378 234,388 107,132 115,989 222,548 284,254 316,701 39,563 104,255 161,535 : : : : Changes from: February 7, 2012 : : 17,068 10,766 -1,273 4,013 -10,884 3,090 -6,007 1,411 -8,864 -1,081 6,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 12.5 18.0 8.2 8.9 17.1 21.8 24.3 3.0 8.0 12.4 : : : : Number of Traders in Each Category Total Traders: 349 : : 46 45 23 11 31 70 80 86 53 50 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 2,410,629 : : Positions : : 268,674 207,362 91,953 86,462 948,115 53,776 155,035 505,285 46,111 9,943 488,866 : : : : Changes from: February 7, 2012 : : 1,322 -1,842 -431 1,951 132 208 -1,517 7,245 -4,084 -1,506 6,463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 8.6 3.8 3.6 39.3 2.2 6.4 21.0 1.9 0.4 20.3 : : : : Number of Traders in Each Category Total Traders: 146 : : 36 35 13 14 25 16 29 32 21 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 104,477 : : Positions : : 1,595 3,282 300 5,989 53,376 7,742 656 3,750 10,094 10,395 24,838 : : : : Changes from: February 7, 2012 : : 0 -220 0 2,009 141 -1,600 0 3,100 2,918 -787 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 3.1 0.3 5.7 51.1 7.4 0.6 3.6 9.7 9.9 23.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 5 . 5 7 . . 4 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 133,767 : : Positions : : 3,424 6,984 2,416 14,883 10,035 55,777 44,534 54,487 4,187 1,007 1,041 : : : : Changes from: February 7, 2012 : : 9 305 -818 1,727 1,699 -1,355 -5,633 3,759 -35 -428 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 5.2 1.8 11.1 7.5 41.7 33.3 40.7 3.1 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 10 . 5 5 4 14 14 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 82,719 : : Positions : : 48,514 34,730 13,057 24,457 9,762 31 1,413 2,555 0 0 0 : : : : Changes from: February 7, 2012 : : 942 279 0 0 0 31 43 1,419 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 42.0 15.8 29.6 11.8 0.0 1.7 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 2,878,930 : : Positions : : 610,209 474,845 421,935 759,950 508,588 348,909 293,285 525,858 227,651 95,556 198,254 : : : : Changes from: February 7, 2012 : : 19,078 7,132 14,313 30,210 13,196 4,693 56,211 -44,600 29,978 -24,692 -6,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 16.5 14.7 26.4 17.7 12.1 10.2 18.3 7.9 3.3 6.9 : : : : Number of Traders in Each Category Total Traders: 162 : : 70 64 8 18 25 22 14 28 14 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 1,433,677 : : Positions : : 117,468 229,732 285,403 413,022 337,160 300,970 28,817 197,769 27,929 63,016 162,417 : : : : Changes from: February 7, 2012 : : -3,149 4,868 -1,594 7,418 5,928 48,435 -12,884 37,003 -37,737 7,119 39,114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 16.0 19.9 28.8 23.5 21.0 2.0 13.8 1.9 4.4 11.3 : : : : Number of Traders in Each Category Total Traders: 92 : : 20 20 14 11 18 16 7 17 8 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 18,412 : : Positions : : 17,456 10,662 113 6,957 316 0 0 0 85 0 0 : : : : Changes from: February 7, 2012 : : 952 857 0 75 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 57.9 0.6 37.8 1.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 9 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 8,710 : : Positions : : 7,424 3,150 222 4,701 273 0 0 0 255 3 27 : : : : Changes from: February 7, 2012 : : 601 146 -120 255 105 0 0 0 7 3 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 36.2 2.5 54.0 3.1 0.0 0.0 0.0 2.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : 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 8,401 : : Positions : : 4,639 2,869 3,053 4,864 130 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : -280 -50 225 15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 34.2 36.3 57.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 5 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2012