Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 5,173,321 : : Positions : :1,915,592 1,243,765 290,556 1,088,671 726,485 521,603 275,677 1,109,272 24,631 141,188 571,432 : : : : Changes from: January 31, 2012 : : 95,100 50,674 4,535 14,919 4,900 -11,532 36,149 -10,550 16,889 1,575 29,676 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 24.0 5.6 21.0 14.0 10.1 5.3 21.4 0.5 2.7 11.0 : : : : Number of Traders in Each Category Total Traders: 224 : : 112 102 14 23 33 18 16 30 9 24 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 367,296 : : Positions : : 206,693 216,299 75,814 29,120 45,804 11,507 58,423 8,977 2,114 204 2,230 : : : : Changes from: January 31, 2012 : : -5,012 -13,021 -2,988 3,265 -11,640 5,659 6,213 -3,262 326 204 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 58.9 20.6 7.9 12.5 3.1 15.9 2.4 0.6 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 27 8 4 11 . 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 158,004 : : Positions : : 105,376 104,730 24,316 28,522 17,556 855 0 4,310 0 28 522 : : : : Changes from: January 31, 2012 : : -7,366 -5,116 -792 -3,119 -1,066 -1,109 0 -589 -55 28 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 66.3 15.4 18.1 11.1 0.5 0.0 2.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 10 12 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 306,906 : : Positions : : 220,627 107,536 53,456 157,667 14,051 9,751 16,103 3,619 1,498 0 0 : : : : Changes from: January 31, 2012 : : -10,969 -15,227 -6,478 5,654 1,767 2,841 -3,614 -311 1,498 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 35.0 17.4 51.4 4.6 3.2 5.2 1.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 4 10 12 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 770,503 : : Positions : : 604,606 338,567 45,058 268,600 105,628 0 33,840 12,054 0 7,837 1,126 : : : : Changes from: January 31, 2012 : : -18,799 1,672 25,447 -1,001 -14,720 -533 2,947 -2,728 0 2,383 641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 43.9 5.8 34.9 13.7 0.0 4.4 1.6 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 35 26 6 16 21 0 7 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 233,646 : : Positions : : 156,834 193,444 53,126 9,337 5,849 8,701 17,615 2,967 0 0 0 : : : : Changes from: January 31, 2012 : : -2,831 -7,939 -2,134 412 -1,131 -3,717 -1,220 -223 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 82.8 22.7 4.0 2.5 3.7 7.5 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 27 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 396,486 : : Positions : : 294,180 288,205 47,375 55,320 13,276 11,449 13,645 20,897 0 0 0 : : : : Changes from: January 31, 2012 : : -2,335 -10,661 -2,023 3,224 809 3,622 8,252 -661 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 72.7 11.9 14.0 3.3 2.9 3.4 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 26 7 9 9 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 236,169 : : Positions : : 199,513 102,800 4,310 79,615 15,089 6,221 23,586 6,209 0 1,926 0 : : : : Changes from: January 31, 2012 : : 1,062 -1,414 -1,691 1,947 -1,695 1,135 26 -3,006 0 232 -232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 43.5 1.8 33.7 6.4 2.6 10.0 2.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 21 . 7 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,299,313 : : Positions : : 120,002 152,613 235,661 103,118 126,873 219,458 290,261 315,289 48,426 105,335 154,875 : : : : Changes from: January 31, 2012 : : 12,011 8,789 4,084 10,362 13,134 -4,519 -8,003 11,695 2,118 5,335 10,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 11.7 18.1 7.9 9.8 16.9 22.3 24.3 3.7 8.1 11.9 : : : : Number of Traders in Each Category Total Traders: 346 : : 45 45 25 11 31 64 87 86 52 46 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,399,605 : : Positions : : 267,352 209,204 92,384 84,511 947,983 53,568 156,552 498,039 50,195 11,449 482,403 : : : : Changes from: January 31, 2012 : : 8,127 3,307 -5,702 -57 25,685 1,032 3,449 28,292 3,147 1,218 15,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 8.7 3.8 3.5 39.5 2.2 6.5 20.8 2.1 0.5 20.1 : : : : Number of Traders in Each Category Total Traders: 148 : : 37 35 13 14 25 19 28 31 24 9 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 99,935 : : Positions : : 1,595 3,502 300 3,979 53,236 9,342 656 650 7,176 11,182 24,763 : : : : Changes from: January 31, 2012 : : 300 271 -400 50 3,246 0 0 0 568 258 3,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.6 3.5 0.3 4.0 53.3 9.3 0.7 0.7 7.2 11.2 24.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 5 . 5 6 . . . 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 132,225 : : Positions : : 3,415 6,679 3,233 13,155 8,336 57,133 50,167 50,728 4,223 1,434 1,020 : : : : Changes from: January 31, 2012 : : 31 234 176 2,089 794 831 1,309 7,625 16 373 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 5.1 2.4 9.9 6.3 43.2 37.9 38.4 3.2 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 8 11 . 4 4 4 14 14 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2012 : 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 49,009 : : Positions : : 27,612 15,087 13,055 13,889 2,707 0 6,870 2,072 0 0 0 : : : : Changes from: January 31, 2012 : : -2,742 -1,074 397 -916 -861 0 -936 -366 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 30.8 26.6 28.3 5.5 0.0 14.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 82,447 : : Positions : : 47,572 34,452 13,057 24,457 9,762 0 1,369 1,136 0 0 0 : : : : Changes from: January 31, 2012 : : -3,597 -2,077 -20 -1,848 644 -173 664 -2,134 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 41.8 15.8 29.7 11.8 0.0 1.7 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,848,241 : : Positions : : 591,131 467,713 407,622 729,740 495,392 344,216 237,074 570,458 197,673 120,248 204,672 : : : : Changes from: January 31, 2012 : : 14,332 6,874 35,289 12,351 -21,861 -12,116 10,389 20,336 10,468 18,809 -9,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 16.4 14.3 25.6 17.4 12.1 8.3 20.0 6.9 4.2 7.2 : : : : Number of Traders in Each Category Total Traders: 158 : : 68 63 9 17 25 17 15 30 14 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,345,386 : : Positions : : 120,617 224,864 286,997 405,604 331,232 252,535 41,701 160,766 65,666 55,897 123,303 : : : : Changes from: January 31, 2012 : : 3,655 29,478 -12,129 15,385 29,934 39,244 -27,616 26,868 -5,497 7,689 -4,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 16.7 21.3 30.1 24.6 18.8 3.1 11.9 4.9 4.2 9.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 20 15 10 18 13 8 18 8 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 17,487 : : Positions : : 16,504 9,805 113 6,882 323 0 0 0 85 0 0 : : : : Changes from: January 31, 2012 : : -1,035 -1,245 -154 93 -344 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 56.1 0.6 39.4 1.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 9 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,138 : : Positions : : 6,823 3,004 342 4,446 168 0 0 0 248 0 30 : : : : Changes from: January 31, 2012 : : -648 -174 33 -273 -102 0 0 0 98 -60 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 36.9 4.2 54.6 2.1 0.0 0.0 0.0 3.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,426 : : Positions : : 4,919 2,919 2,828 4,849 130 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -304 -630 -337 -48 -35 0 0 0 -30 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 34.6 33.6 57.5 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 10, 2012