Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 4,540,418 : : Positions : :1,642,083 1,182,148 427,800 1,202,077 567,549 458,523 225,153 633,538 171,713 83,643 619,284 : : : : Changes from: September 4, 2012 : : 5,693 35,163 4,621 -32,171 23,353 -23,679 12,499 18,230 40,469 -2,181 -35,843 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 26.0 9.4 26.5 12.5 10.1 5.0 14.0 3.8 1.8 13.6 : : : : Number of Traders in Each Category Total Traders: 214 : : 110 105 8 23 26 20 11 26 14 21 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 281,211 : : Positions : : 172,406 194,018 49,922 31,239 35,002 3,322 12,815 3,546 2,015 20 1,362 : : : : Changes from: September 4, 2012 : : -21,780 -13,982 2,198 -4,227 3,965 -934 -3,460 340 -947 -68 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 69.0 17.8 11.1 12.4 1.2 4.6 1.3 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 28 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 150,655 : : Positions : : 90,561 73,783 21,847 34,601 29,181 2,368 3,643 3,003 65 0 369 : : : : Changes from: September 4, 2012 : : -10,862 -5,440 2,155 -3,147 345 1,100 -504 -575 65 -985 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 49.0 14.5 23.0 19.4 1.6 2.4 2.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 248,847 : : Positions : : 177,491 113,188 20,751 75,645 40,806 0 8,171 2,851 0 0 0 : : : : Changes from: September 4, 2012 : : -13,505 -14,145 -8,850 -7,473 2,309 -1,952 -2,706 141 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 45.5 8.3 30.4 16.4 0.0 3.3 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 5 8 12 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 715,837 : : Positions : : 525,179 252,403 40,074 306,683 120,759 374 4,269 16,592 2,326 0 2,159 : : : : Changes from: September 4, 2012 : : -44,624 -31,043 -183 -20,939 -6,671 -2,700 38 -1,443 -173 0 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 35.3 5.6 42.8 16.9 0.1 0.6 2.3 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 25 9 11 19 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 204,112 : : Positions : : 145,112 175,131 37,314 7,612 13,412 401 0 835 953 0 0 : : : : Changes from: September 4, 2012 : : -12,906 -15,717 1,579 -902 -871 -1,885 0 -489 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.8 18.3 3.7 6.6 0.2 0.0 0.4 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 275,221 : : Positions : : 204,088 187,925 27,033 61,681 6,498 19,240 1,058 12,026 0 0 0 : : : : Changes from: September 4, 2012 : : -19,172 -15,658 2,888 -2,466 -2,607 293 -489 -2,402 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 68.3 9.8 22.4 2.4 7.0 0.4 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 29 6 10 10 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 129,887 : : Positions : : 98,290 57,049 5,614 52,241 7,787 10,570 0 4,177 0 0 0 : : : : Changes from: September 4, 2012 : : -9,853 -11,391 -1,446 -2,237 -1,780 -1,001 0 -4,267 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 43.9 4.3 40.2 6.0 8.1 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 4 7 7 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 1,174,226 : : Positions : : 127,780 146,498 198,060 107,499 98,158 215,359 238,190 246,962 37,956 118,492 170,633 : : : : Changes from: September 4, 2012 : : 20,015 15,949 -3,925 -8,195 5,146 2,103 4,929 12,840 -100 9,130 1,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 12.5 16.9 9.2 8.4 18.3 20.3 21.0 3.2 10.1 14.5 : : : : Number of Traders in Each Category Total Traders: 334 : : 48 46 19 11 24 79 69 88 46 48 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 4, 2012 : : -5,044 -1,336 -256 -1,762 -104 -56 -1,800 -80 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 11, 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 1,809,893 : : Positions : : 205,399 193,072 31,374 64,178 831,444 38,178 47,385 281,009 40,027 12,282 378,353 : : : : Changes from: September 4, 2012 : : 4,645 3,863 724 525 2,131 241 -4,153 6,907 -4,511 1,291 4,222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 10.7 1.7 3.5 45.9 2.1 2.6 15.5 2.2 0.7 20.9 : : : : Number of Traders in Each Category Total Traders: 152 : : 41 41 8 16 23 20 30 36 22 11 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 96,120 : : Positions : : 15,897 10,400 18,370 1,318 17,231 6,204 600 4,357 10,736 40,305 20,606 : : : : Changes from: September 4, 2012 : : 1,109 360 -4,726 314 1,549 700 150 600 432 -3,100 3,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 10.8 19.1 1.4 17.9 6.5 0.6 4.5 11.2 41.9 21.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 12 5 4 10 . . . 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 71,672 : : Positions : : 8,018 6,729 5,964 774 7,669 15,327 21,732 28,009 1,872 1,489 4,554 : : : : Changes from: September 4, 2012 : : 1,947 833 3,399 -698 -243 -557 3,800 -667 -153 532 349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 9.4 8.3 1.1 10.7 21.4 30.3 39.1 2.6 2.1 6.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 12 5 4 6 4 11 11 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 52,546 : : Positions : : 27,258 22,408 12,897 13,948 6,269 0 403 2,036 0 0 0 : : : : Changes from: September 4, 2012 : : -205 -285 0 0 0 0 48 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 42.6 24.5 26.5 11.9 0.0 0.8 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 2,573,138 : : Positions : : 609,367 533,981 237,913 724,932 482,047 284,478 58,833 430,283 222,370 42,897 280,659 : : : : Changes from: September 4, 2012 : : 15,057 -5,117 -2,262 3,157 596 -4,240 4,881 2,899 2,204 6,483 -6,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 20.8 9.2 28.2 18.7 11.1 2.3 16.7 8.6 1.7 10.9 : : : : Number of Traders in Each Category Total Traders: 150 : : 69 61 6 18 22 20 8 24 16 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 1,170,828 : : Positions : : 122,854 162,901 210,340 184,346 392,809 65,919 48,236 126,476 49,355 53,388 199,867 : : : : Changes from: September 4, 2012 : : -6,523 635 11,780 813 185 -16,308 -5,938 11,341 12,854 5,298 2,172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 13.9 18.0 15.7 33.5 5.6 4.1 10.8 4.2 4.6 17.1 : : : : Number of Traders in Each Category Total Traders: 94 : : 22 22 16 7 18 12 12 15 11 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 30,909 : : Positions : : 26,068 25,127 1,301 4,196 1,301 1,800 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : -1,691 -1,348 10 -316 56 -56 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 81.3 4.2 13.6 4.2 5.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 25 . 7 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 5,155 : : Positions : : 3,976 1,722 151 3,077 120 660 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : -15 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 33.4 2.9 59.7 2.3 12.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 9,510 : : Positions : : 6,686 5,850 1,244 1,048 1,011 0 1,080 0 293 75 46 : : : : Changes from: September 4, 2012 : : 280 639 217 -67 -22 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 61.5 13.1 11.0 10.6 0.0 11.4 0.0 3.1 0.8 0.5 : : : : 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 September 11, 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 10,272 : : Positions : : 4,945 4,876 4,036 4,705 234 0 0 0 755 0 0 : : : : Changes from: September 4, 2012 : : 0 -56 -25 32 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 47.5 39.3 45.8 2.3 0.0 0.0 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 4 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 5,154 : : Positions : : 4,439 2,651 150 2,253 101 0 0 0 132 25 0 : : : : Changes from: September 4, 2012 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 51.4 2.9 43.7 2.0 0.0 0.0 0.0 2.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 14, 2012