Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 4,325,283 : : Positions : :1,724,757 970,054 282,385 1,113,229 630,794 313,845 208,115 977,412 32,964 73,785 329,123 : : : : Changes from: September 6, 2011 : : 33,945 54,151 -9,050 -660 1,740 3,821 15,273 -112,458 11,817 -26,243 5,782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 22.4 6.5 25.7 14.6 7.3 4.8 22.6 0.8 1.7 7.6 : : : : Number of Traders in Each Category Total Traders: 226 : : 105 99 12 25 33 28 12 37 17 20 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 332,339 : : Positions : : 196,988 234,593 50,272 14,261 49,074 5,959 12,123 15,392 498 39 2,084 : : : : Changes from: September 6, 2011 : : -1,571 -1,258 212 -2,213 2,545 -1,065 1,111 -2,167 -325 39 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 70.6 15.1 4.3 14.8 1.8 3.6 4.6 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 29 7 5 10 4 6 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 199,168 : : Positions : : 153,272 145,293 11,622 30,271 15,089 8,815 0 1,442 0 34 1,010 : : : : Changes from: September 6, 2011 : : 10,611 15,129 2,208 -4,376 2,951 -2,646 0 8 -59 34 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 72.9 5.8 15.2 7.6 4.4 0.0 0.7 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 24 4 8 10 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 316,815 : : Positions : : 236,087 108,614 50,154 153,376 17,816 4,585 23,790 5,317 0 1,435 397 : : : : Changes from: September 6, 2011 : : 1,477 4,861 -2,174 -6,156 3,425 -1,776 -1,602 2,875 0 -395 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 34.3 15.8 48.4 5.6 1.4 7.5 1.7 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 28 4 11 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 592,995 : : Positions : : 457,196 233,359 25,102 254,044 77,909 6,508 5,142 21,760 904 192 579 : : : : Changes from: September 6, 2011 : : 10,459 9,896 2,452 4,941 -1,344 224 -1,269 -3,005 -376 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 39.4 4.2 42.8 13.1 1.1 0.9 3.7 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 29 8 14 21 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 216,367 : : Positions : : 146,935 167,860 43,721 11,030 5,043 6,173 21,107 5,690 0 0 0 : : : : Changes from: September 6, 2011 : : 5,202 1,682 1,029 -493 133 2,429 8,722 -1,916 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 77.6 20.2 5.1 2.3 2.9 9.8 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 300,313 : : Positions : : 172,959 168,501 43,030 64,489 15,084 14,172 1,061 44,000 620 0 0 : : : : Changes from: September 6, 2011 : : 2,247 30,740 1,312 -1,789 458 9,551 -14,750 10,636 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 56.1 14.3 21.5 5.0 4.7 0.4 14.7 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 30 7 10 10 5 . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 159,539 : : Positions : : 110,730 73,720 14,001 48,653 17,661 12,224 9,361 2,890 0 63 247 : : : : Changes from: September 6, 2011 : : -591 1,918 -961 -252 1,739 4,740 1,492 -2,685 0 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 46.2 8.8 30.5 11.1 7.7 5.9 1.8 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 12 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 952,674 : : Positions : : 113,256 153,334 235,090 45,456 85,157 126,813 238,741 226,606 16,287 88,059 70,880 : : : : Changes from: September 6, 2011 : : 30,472 27,995 -2,331 2,393 -12,492 -807 -12,871 -34,195 -10,584 2,163 2,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 16.1 24.7 4.8 8.9 13.3 25.1 23.8 1.7 9.2 7.4 : : : : Number of Traders in Each Category Total Traders: 326 : : 52 45 27 10 31 64 77 80 31 43 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 35,664 : : Positions : : 13,277 15,225 9,036 11,577 4,781 0 768 0 0 0 0 : : : : Changes from: September 6, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 42.7 25.3 32.5 13.4 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 5 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 32,528 : : Positions : : 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0 : : : : Changes from: September 6, 2011 : : 576 0 0 0 0 352 0 -112 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 59.3 7.0 9.2 8.1 6.3 0.5 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 66,563 : : Positions : : 39,593 24,015 14,971 21,263 7,025 0 7,883 2,059 0 0 0 : : : : Changes from: September 6, 2011 : : 312 0 0 8,848 0 0 -186 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 36.1 22.5 31.9 10.6 0.0 11.8 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 14 4 5 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 64,565 : : Positions : : 36,143 22,016 5,780 21,002 8,361 4,131 4,043 632 0 0 0 : : : : Changes from: September 6, 2011 : : -1,738 -1,584 -1,684 -600 576 -48 -34 -106 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 34.1 9.0 32.5 12.9 6.4 6.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 103,989 : : Positions : : 57,501 42,695 15,047 39,765 13,349 4,283 0 3,796 0 0 0 : : : : Changes from: September 6, 2011 : : 88 0 0 7,676 0 -88 0 76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 41.1 14.5 38.2 12.8 4.1 0.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 12 4 8 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 2,396,440 : : Positions : : 655,903 404,732 88,195 749,453 490,266 347,300 38,497 446,337 164,779 68,117 171,066 : : : : Changes from: September 6, 2011 : : 3,295 17,311 -1,910 -472 15,367 16,727 3,756 -15,271 2,185 -771 9,559 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 16.9 3.7 31.3 20.5 14.5 1.6 18.6 6.9 2.8 7.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 66 58 12 18 27 24 12 28 16 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 997,737 : : Positions : : 135,435 167,112 223,109 254,507 287,372 99,598 82,831 89,110 71,798 24,699 86,871 : : : : Changes from: September 6, 2011 : : 8,790 2,860 -653 -6,875 16,667 10,064 4,430 -140 -10,485 7,681 7,355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 16.7 22.4 25.5 28.8 10.0 8.3 8.9 7.2 2.5 8.7 : : : : Number of Traders in Each Category Total Traders: 99 : : 23 21 12 12 19 11 12 17 10 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 22,671 : : Positions : : 20,954 11,912 344 9,097 781 0 10 30 125 0 90 : : : : Changes from: September 6, 2011 : : 379 464 150 80 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 52.5 1.5 40.1 3.4 0.0 0.0 0.1 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 25 . 9 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 11,230 : : Positions : : 9,780 4,537 570 5,895 363 0 13 63 245 0 25 : : : : Changes from: September 6, 2011 : : 177 127 0 45 0 0 5 -63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 40.4 5.1 52.5 3.2 0.0 0.1 0.6 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 8,177 : : Positions : : 5,052 5,191 2,229 1,882 460 0 0 0 0 95 0 : : : : Changes from: September 6, 2011 : : -111 -98 128 103 -25 -45 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 63.5 27.3 23.0 5.6 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 5 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 13, 2011 : 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 11,231 : : Positions : : 8,562 4,762 1,156 5,028 308 0 0 0 20 0 30 : : : : Changes from: September 6, 2011 : : -185 35 40 -220 25 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 42.4 10.3 44.8 2.7 0.0 0.0 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 7 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2011