Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 4,579,643 : : Positions : :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 : : : : Changes from: September 11, 2012 : : 34,723 8,410 29,368 15,850 25,218 -98,720 -43,953 53,503 -6,163 -4,763 2,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 26.0 10.0 26.6 12.9 7.9 4.0 15.0 3.6 1.7 13.6 : : : : Number of Traders in Each Category Total Traders: 220 : : 112 106 8 24 26 20 12 28 21 15 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 285,048 : : Positions : : 177,897 195,978 48,554 33,981 34,390 3,223 12,881 4,070 2,497 209 1,263 : : : : Changes from: September 11, 2012 : : 5,491 1,960 -1,368 2,742 -612 -99 66 524 482 189 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 68.8 17.0 11.9 12.1 1.1 4.5 1.4 0.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 30 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 157,412 : : Positions : : 95,231 79,125 19,304 33,395 33,569 2,760 3,306 3,442 65 0 338 : : : : Changes from: September 11, 2012 : : 4,670 5,342 -2,543 -1,206 4,388 392 -337 439 0 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 50.3 12.3 21.2 21.3 1.8 2.1 2.2 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 4 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 250,433 : : Positions : : 183,312 114,371 19,568 77,169 40,092 0 9,754 1,963 0 0 0 : : : : Changes from: September 11, 2012 : : 5,821 1,183 -1,183 1,524 -714 0 1,583 -888 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 45.7 7.8 30.8 16.0 0.0 3.9 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 5 8 12 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 715,237 : : Positions : : 535,205 236,706 23,456 324,356 128,846 1,521 3,761 17,106 3,277 0 2,128 : : : : Changes from: September 11, 2012 : : 10,026 -15,697 -16,618 17,673 8,087 1,147 -508 514 951 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 33.1 3.3 45.3 18.0 0.2 0.5 2.4 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 25 10 11 19 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 210,662 : : Positions : : 147,958 185,497 42,382 7,713 12,407 38 0 1,198 953 0 0 : : : : Changes from: September 11, 2012 : : 2,846 10,366 5,068 101 -1,005 -363 0 363 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 88.1 20.1 3.7 5.9 0.0 0.0 0.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 281,581 : : Positions : : 207,412 195,616 30,203 64,091 5,785 20,905 792 11,874 0 0 0 : : : : Changes from: September 11, 2012 : : 3,324 7,691 3,170 2,410 -713 1,665 -266 -152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 69.5 10.7 22.8 2.1 7.4 0.3 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 30 6 10 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 131,527 : : Positions : : 99,928 59,691 5,614 52,519 7,569 10,986 0 4,381 0 0 0 : : : : Changes from: September 11, 2012 : : 1,638 2,642 0 278 -218 416 0 204 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 45.4 4.3 39.9 5.8 8.4 0.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 4 7 7 5 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 1,161,409 : : Positions : : 129,180 153,024 193,427 112,960 81,434 205,358 218,001 267,088 40,470 121,103 163,647 : : : : Changes from: September 11, 2012 : : 1,400 6,526 -4,633 5,460 -16,724 -10,001 -20,189 20,127 2,514 2,611 -6,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 13.2 16.7 9.7 7.0 17.7 18.8 23.0 3.5 10.4 14.1 : : : : Number of Traders in Each Category Total Traders: 337 : : 47 43 20 10 24 77 74 92 53 42 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 22,328 : : Positions : : 12,813 3,725 4,919 9,684 1,073 241 1,860 818 0 0 0 : : : : Changes from: September 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 16.7 22.0 43.4 4.8 1.1 8.3 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 8 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 1,809,328 : : Positions : : 204,944 192,423 30,862 68,462 825,202 44,720 53,413 278,382 41,711 9,845 379,395 : : : : Changes from: September 11, 2012 : : -455 -648 -511 4,284 -6,243 6,542 6,028 -2,627 1,684 -2,438 1,042 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 10.6 1.7 3.8 45.6 2.5 3.0 15.4 2.3 0.5 21.0 : : : : Number of Traders in Each Category Total Traders: 152 : : 41 41 8 16 23 22 29 37 24 9 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 106,942 : : Positions : : 18,711 10,502 15,969 3,972 21,116 5,728 600 4,833 13,979 40,437 23,684 : : : : Changes from: September 11, 2012 : : 2,814 102 -2,400 2,654 3,885 -476 0 476 3,242 132 3,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 9.8 14.9 3.7 19.7 5.4 0.6 4.5 13.1 37.8 22.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 6 4 11 . . . 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 63,159 : : Positions : : 4,767 3,917 1,558 2,570 6,897 13,150 15,832 29,019 3,685 690 3,676 : : : : Changes from: September 11, 2012 : : -3,251 -2,811 -4,406 1,796 -772 -2,177 -5,899 1,011 1,814 -799 -878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 6.2 2.5 4.1 10.9 20.8 25.1 45.9 5.8 1.1 5.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 12 . 6 6 5 10 11 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 53,348 : : Positions : : 27,860 23,110 12,897 13,948 6,269 0 159 2,372 0 0 0 : : : : Changes from: September 11, 2012 : : 602 702 0 0 0 0 -244 336 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 43.3 24.2 26.1 11.8 0.0 0.3 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 2,569,212 : : Positions : : 625,168 546,259 244,909 732,626 468,167 274,554 80,041 405,467 249,404 43,321 274,855 : : : : Changes from: September 11, 2012 : : 15,801 12,278 6,996 7,694 -13,880 -9,924 21,208 -24,816 27,034 424 -5,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 21.3 9.5 28.5 18.2 10.7 3.1 15.8 9.7 1.7 10.7 : : : : Number of Traders in Each Category Total Traders: 154 : : 71 62 7 18 23 20 8 24 16 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 1,185,951 : : Positions : : 128,732 163,375 215,873 182,922 394,033 67,728 59,415 125,340 40,201 47,069 210,945 : : : : Changes from: September 11, 2012 : : 5,878 474 5,533 -1,424 1,224 1,809 11,179 -1,136 -9,154 -6,319 11,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 13.8 18.2 15.4 33.2 5.7 5.0 10.6 3.4 4.0 17.8 : : : : Number of Traders in Each Category Total Traders: 96 : : 22 22 16 7 18 12 14 18 13 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 31,796 : : Positions : : 26,497 25,978 1,346 4,194 1,337 1,800 0 0 375 0 0 : : : : Changes from: September 11, 2012 : : 429 851 45 -2 36 0 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 81.7 4.2 13.2 4.2 5.7 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 24 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 5,065 : : Positions : : 3,976 1,722 46 2,987 120 660 0 0 0 0 0 : : : : Changes from: September 11, 2012 : : 0 0 -105 -90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 34.0 0.9 59.0 2.4 13.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 9,869 : : Positions : : 6,950 6,188 1,321 936 1,039 0 1,080 0 208 75 46 : : : : Changes from: September 11, 2012 : : 264 338 77 -112 28 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 62.7 13.4 9.5 10.5 0.0 10.9 0.0 2.1 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 11,646 : : Positions : : 6,053 6,055 4,036 5,230 234 0 0 0 995 0 0 : : : : Changes from: September 11, 2012 : : 1,108 1,179 0 525 0 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 52.0 34.7 44.9 2.0 0.0 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 4 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 5,214 : : Positions : : 4,439 2,708 210 2,253 101 0 0 0 132 25 0 : : : : Changes from: September 11, 2012 : : 0 57 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 51.9 4.0 43.2 1.9 0.0 0.0 0.0 2.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 21, 2012