Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 4,324,460 : : Positions : :1,757,592 986,105 280,699 1,066,833 654,409 286,617 184,746 969,051 21,399 117,751 320,076 : : : : Changes from: September 13, 2011 : : 32,835 16,051 -1,686 -46,396 23,615 -27,228 -23,369 -8,361 -11,565 43,966 -9,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 22.8 6.5 24.7 15.1 6.6 4.3 22.4 0.5 2.7 7.4 : : : : Number of Traders in Each Category Total Traders: 225 : : 104 97 12 26 34 26 13 37 12 22 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 338,587 : : Positions : : 200,328 238,208 50,180 18,272 51,044 7,845 10,262 15,001 593 0 2,210 : : : : Changes from: September 13, 2011 : : 3,340 3,615 -92 4,011 1,970 1,886 -1,861 -391 95 -39 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 70.4 14.8 5.4 15.1 2.3 3.0 4.4 0.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 31 7 5 10 6 4 9 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 209,044 : : Positions : : 163,385 154,540 13,081 29,057 18,901 5,972 0 2,940 83 0 861 : : : : Changes from: September 13, 2011 : : 10,113 9,247 1,459 -1,214 3,812 -2,843 0 1,498 83 -34 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 73.9 6.3 13.9 9.0 2.9 0.0 1.4 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 5 7 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 325,719 : : Positions : : 241,062 110,267 53,050 155,352 16,729 1,977 25,917 8,280 0 1,430 31 : : : : Changes from: September 13, 2011 : : 4,975 1,653 2,896 1,976 -1,087 -2,608 2,127 2,963 0 -5 -366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 33.9 16.3 47.7 5.1 0.6 8.0 2.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 26 5 10 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 607,376 : : Positions : : 466,327 238,571 24,027 262,525 78,555 9,979 2,531 23,686 1,330 119 557 : : : : Changes from: September 13, 2011 : : 9,131 5,212 -1,075 8,481 646 3,471 -2,611 1,926 426 -73 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 39.3 4.0 43.2 12.9 1.6 0.4 3.9 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 31 6 16 22 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 219,393 : : Positions : : 146,014 171,048 44,289 11,092 5,866 7,235 21,352 4,282 1,064 0 0 : : : : Changes from: September 13, 2011 : : -921 3,188 568 62 823 1,062 245 -1,408 1,064 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 78.0 20.2 5.1 2.7 3.3 9.7 2.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 5 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 318,345 : : Positions : : 192,199 186,681 44,640 68,301 15,386 15,135 734 42,654 372 0 0 : : : : Changes from: September 13, 2011 : : 19,240 18,180 1,610 3,812 302 963 -327 -1,346 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 58.6 14.0 21.5 4.8 4.8 0.2 13.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 31 7 11 11 5 . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 163,713 : : Positions : : 116,533 75,908 14,051 51,312 16,509 10,692 8,619 4,173 0 0 0 : : : : Changes from: September 13, 2011 : : 5,803 2,188 50 2,659 -1,152 -1,532 -742 1,283 0 -63 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 46.4 8.6 31.3 10.1 6.5 5.3 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . 12 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 953,117 : : Positions : : 116,169 151,087 239,237 43,228 77,082 117,442 255,078 229,729 30,289 84,343 65,501 : : : : Changes from: September 13, 2011 : : 2,913 -2,247 4,147 -2,228 -8,075 -9,371 16,337 3,123 14,002 -3,716 -5,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 15.9 25.1 4.5 8.1 12.3 26.8 24.1 3.2 8.8 6.9 : : : : Number of Traders in Each Category Total Traders: 313 : : 51 44 24 12 29 50 92 77 33 36 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 13, 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 20, 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 32,742 : : Positions : : 20,495 19,300 2,280 2,989 2,641 2,059 174 1,446 0 0 0 : : : : Changes from: September 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 58.9 7.0 9.1 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 20, 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 68,980 : : Positions : : 39,593 23,953 14,971 21,263 7,025 1,216 9,099 3,260 0 0 0 : : : : Changes from: September 13, 2011 : : 0 -62 0 0 0 1,216 1,216 1,201 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 34.7 21.7 30.8 10.2 1.8 13.2 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 14 4 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 13, 2011 : : 0 0 0 0 0 0 0 0 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 20, 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 104,345 : : Positions : : 57,605 42,703 15,047 40,069 13,349 4,491 0 3,840 0 0 0 : : : : Changes from: September 13, 2011 : : 104 8 0 304 0 208 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 40.9 14.4 38.4 12.8 4.3 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 20, 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 2,473,972 : : Positions : : 685,481 405,523 112,695 778,287 481,027 356,412 70,868 446,595 163,808 69,931 192,672 : : : : Changes from: September 13, 2011 : : 29,578 791 24,500 28,834 -9,239 9,112 32,371 258 -971 1,814 21,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 16.4 4.6 31.5 19.4 14.4 2.9 18.1 6.6 2.8 7.8 : : : : Number of Traders in Each Category Total Traders: 166 : : 67 60 12 18 27 25 12 28 15 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 1,044,895 : : Positions : : 148,726 164,870 222,811 248,159 311,695 117,473 90,209 88,651 46,496 32,615 103,292 : : : : Changes from: September 13, 2011 : : 13,291 -2,242 -298 -6,348 24,323 17,875 7,378 -459 -25,302 7,916 16,421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 15.8 21.3 23.7 29.8 11.2 8.6 8.5 4.4 3.1 9.9 : : : : Number of Traders in Each Category Total Traders: 101 : : 24 22 13 11 19 11 13 18 10 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 23,106 : : Positions : : 21,319 11,978 344 9,421 806 0 10 30 150 51 142 : : : : Changes from: September 13, 2011 : : 365 66 0 324 25 0 0 0 25 51 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 51.8 1.5 40.8 3.5 0.0 0.0 0.1 0.6 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 26 . 9 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 11,535 : : Positions : : 10,142 4,659 570 6,120 363 0 45 120 245 0 25 : : : : Changes from: September 13, 2011 : : 362 122 0 225 0 0 32 57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 40.4 4.9 53.1 3.1 0.0 0.4 1.0 2.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 8,284 : : Positions : : 5,187 5,217 2,259 1,965 494 5 0 30 0 95 0 : : : : Changes from: September 13, 2011 : : 135 26 30 83 34 5 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.0 27.3 23.7 6.0 0.1 0.0 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 5 5 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 11,320 : : Positions : : 8,476 4,741 1,403 5,150 271 0 0 0 20 0 30 : : : : Changes from: September 13, 2011 : : -86 -21 247 122 -37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 41.9 12.4 45.5 2.4 0.0 0.0 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011