Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 4,694,139 : : Positions : :1,718,007 1,175,086 454,358 1,316,847 542,355 493,518 189,223 660,408 96,077 88,315 711,091 : : : : Changes from: August 21, 2012 : : 8,445 11,797 9,284 -28,880 8,289 45,454 22,236 -29,257 -46,951 13,094 -5,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 25.0 9.7 28.1 11.6 10.5 4.0 14.1 2.0 1.9 15.1 : : : : Number of Traders in Each Category Total Traders: 225 : : 112 109 8 23 26 24 10 30 19 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 293,354 : : Positions : : 194,396 202,564 45,377 36,968 30,593 2,807 16,428 3,112 2,302 271 1,053 : : : : Changes from: August 21, 2012 : : -1,796 -3,193 684 1,385 -1,122 1,866 1,921 -670 75 270 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 69.1 15.5 12.6 10.4 1.0 5.6 1.1 0.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 5 4 8 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 155,641 : : Positions : : 96,964 82,326 28,983 39,089 22,258 906 3,813 2,743 0 960 0 : : : : Changes from: August 21, 2012 : : -300 -792 -1,807 362 223 -151 -2,682 14 0 748 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 52.9 18.6 25.1 14.3 0.6 2.4 1.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . 7 9 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 269,987 : : Positions : : 190,869 129,555 31,468 83,969 37,855 1,650 8,701 2,214 0 0 0 : : : : Changes from: August 21, 2012 : : 2,912 6,486 1,856 -3,431 3,540 -360 1,321 -1,109 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 48.0 11.7 31.1 14.0 0.6 3.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 24 5 8 12 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 744,141 : : Positions : : 557,740 272,342 38,762 325,121 118,822 3,717 4,123 18,144 2,515 155 2,281 : : : : Changes from: August 21, 2012 : : 3,897 -1,289 -5,875 839 5,457 1,495 -311 258 -579 -20 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 36.6 5.2 43.7 16.0 0.5 0.6 2.4 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 28 8 12 19 4 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 218,700 : : Positions : : 160,453 189,483 31,746 8,576 15,704 2,717 0 1,015 796 0 0 : : : : Changes from: August 21, 2012 : : 2,789 2,908 -1,121 385 -310 913 0 -593 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 86.6 14.5 3.9 7.2 1.2 0.0 0.5 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 293,777 : : Positions : : 220,212 201,724 24,111 64,793 8,489 20,901 1,547 13,213 0 0 0 : : : : Changes from: August 21, 2012 : : 4,943 7,938 5,080 5,422 970 -1,482 -41 -182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 68.7 8.2 22.1 2.9 7.1 0.5 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 29 4 12 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 147,283 : : Positions : : 107,375 66,270 7,364 55,738 9,815 10,699 0 8,448 0 480 0 : : : : Changes from: August 21, 2012 : : 4,531 1,646 -513 -320 1,315 -2,698 0 2,251 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 45.0 5.0 37.8 6.7 7.3 0.0 5.7 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 24 5 8 10 6 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 1,113,719 : : Positions : : 107,006 127,356 204,904 137,285 87,751 206,505 224,479 211,787 51,703 114,893 167,427 : : : : Changes from: August 21, 2012 : : 966 -9,447 517 -1,464 139 5,079 37,896 -12,531 10,450 -9,979 -15,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 11.4 18.4 12.3 7.9 18.5 20.2 19.0 4.6 10.3 15.0 : : : : Number of Traders in Each Category Total Traders: 315 : : 44 40 21 9 22 60 74 86 55 39 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 28,336 : : Positions : : 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0 : : : : Changes from: August 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 1,833,025 : : Positions : : 204,075 194,269 29,009 61,318 842,154 45,212 69,621 273,008 55,410 9,862 380,496 : : : : Changes from: August 21, 2012 : : -11,739 -10,949 -20,049 -7,697 -29,949 389 -3,889 -48,184 258 -8,779 -51,375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 10.6 1.6 3.3 45.9 2.5 3.8 14.9 3.0 0.5 20.8 : : : : Number of Traders in Each Category Total Traders: 150 : : 40 40 9 15 23 18 31 37 23 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 103,908 : : Positions : : 20,084 11,444 26,746 1,622 17,025 5,206 550 4,842 10,468 50,198 15,535 : : : : Changes from: August 21, 2012 : : 1,984 911 -0 -31 495 450 -550 50 -251 2,344 -1,525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 11.0 25.7 1.6 16.4 5.0 0.5 4.7 10.1 48.3 15.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 10 4 5 9 . . . 5 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 71,129 : : Positions : : 4,980 5,727 2,061 3,074 8,177 16,996 16,188 32,086 2,106 1,004 4,349 : : : : Changes from: August 21, 2012 : : 20 114 -374 181 -687 553 -114 -1,434 -213 -159 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 8.1 2.9 4.3 11.5 23.9 22.8 45.1 3.0 1.4 6.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 12 . 6 6 6 9 11 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 57,647 : : Positions : : 31,513 25,215 12,251 14,578 7,065 0 357 2,182 0 0 0 : : : : Changes from: August 21, 2012 : : 720 744 0 0 0 0 -36 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 43.7 21.3 25.3 12.3 0.0 0.6 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 2,682,375 : : Positions : : 642,599 565,887 267,114 743,380 487,429 265,498 77,068 456,640 237,370 34,383 296,068 : : : : Changes from: August 21, 2012 : : 10,598 -4,525 -5,734 11,031 581 15,235 26,070 -32,680 9,259 -1,040 4,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 21.1 10.0 27.7 18.2 9.9 2.9 17.0 8.8 1.3 11.0 : : : : Number of Traders in Each Category Total Traders: 157 : : 74 62 7 18 22 17 12 24 18 6 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 1,313,708 : : Positions : : 143,458 174,494 185,583 265,579 425,145 119,448 35,856 141,924 92,086 66,605 201,820 : : : : Changes from: August 21, 2012 : : 674 79 -8,974 18,814 8,207 18,264 -7,759 2,763 1,282 1,116 -4,650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 13.3 14.1 20.2 32.4 9.1 2.7 10.8 7.0 5.1 15.4 : : : : Number of Traders in Each Category Total Traders: 91 : : 20 20 16 7 18 16 8 16 10 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,469 : : Positions : : 26,458 25,597 1,145 4,119 1,331 2,032 0 0 0 0 0 : : : : Changes from: August 21, 2012 : : 465 1,090 346 -457 171 -184 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 81.3 3.6 13.1 4.2 6.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 26 . 6 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 6,061 : : Positions : : 4,883 1,809 188 3,802 160 660 0 0 0 0 0 : : : : Changes from: August 21, 2012 : : 90 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 29.8 3.1 62.7 2.6 10.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 9,553 : : Positions : : 6,924 5,186 904 1,412 1,141 0 1,200 0 283 75 56 : : : : Changes from: August 21, 2012 : : 105 628 168 -5 27 0 -300 0 15 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 54.3 9.5 14.8 11.9 0.0 12.6 0.0 3.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 10,879 : : Positions : : 5,321 5,101 4,243 5,099 195 0 0 0 820 0 0 : : : : Changes from: August 21, 2012 : : 90 250 238 98 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 46.9 39.0 46.9 1.8 0.0 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 4 6 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 5,686 : : Positions : : 4,951 3,034 94 2,398 130 0 0 0 132 0 0 : : : : Changes from: August 21, 2012 : : 195 -410 0 583 -84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 53.4 1.7 42.2 2.3 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 31, 2012