Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 4,334,771 : : Positions : :1,793,042 980,198 286,092 1,091,491 605,848 283,371 187,784 986,238 21,848 133,985 323,608 : : : : Changes from: September 20, 2011 : : 35,450 -5,907 5,393 24,658 -48,561 -3,246 3,038 17,187 449 16,234 3,532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 22.6 6.6 25.2 14.0 6.5 4.3 22.8 0.5 3.1 7.5 : : : : Number of Traders in Each Category Total Traders: 222 : : 103 97 15 24 35 25 14 36 11 21 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 338,833 : : Positions : : 195,359 240,309 46,353 15,290 54,847 10,858 7,817 14,819 281 371 1,635 : : : : Changes from: September 20, 2011 : : -4,969 2,101 -3,827 -2,982 3,803 3,013 -2,445 -182 -312 371 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 70.9 13.7 4.5 16.2 3.2 2.3 4.4 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 34 7 4 10 6 . 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 210,908 : : Positions : : 163,954 158,102 13,965 26,437 19,967 6,174 0 2,936 0 173 850 : : : : Changes from: September 20, 2011 : : 569 3,562 884 -2,620 1,066 202 0 -4 -83 173 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 75.0 6.6 12.5 9.5 2.9 0.0 1.4 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 26 5 7 10 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 338,999 : : Positions : : 254,286 113,212 51,800 160,245 18,010 3,155 29,347 7,040 0 1,356 124 : : : : Changes from: September 20, 2011 : : 13,224 2,945 -1,250 4,893 1,281 1,178 3,430 -1,240 0 -74 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 33.4 15.3 47.3 5.3 0.9 8.7 2.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 26 5 11 14 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 641,454 : : Positions : : 488,147 247,430 22,933 275,938 89,667 12,063 2,666 22,557 1,182 0 248 : : : : Changes from: September 20, 2011 : : 21,820 8,859 -1,094 13,413 11,112 2,084 135 -1,129 -148 -119 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 38.6 3.6 43.0 14.0 1.9 0.4 3.5 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 29 6 15 20 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 226,841 : : Positions : : 149,936 181,506 44,377 10,996 6,631 11,008 18,444 3,477 1,064 0 0 : : : : Changes from: September 20, 2011 : : 3,922 10,458 88 -96 765 3,773 -2,908 -805 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 80.0 19.6 4.8 2.9 4.9 8.1 1.5 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 5 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 326,455 : : Positions : : 198,017 198,129 50,896 59,319 16,342 13,473 5,359 38,405 0 0 0 : : : : Changes from: September 20, 2011 : : 5,818 11,448 6,256 -8,982 956 -1,662 4,625 -4,249 -372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 60.7 15.6 18.2 5.0 4.1 1.6 11.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 7 9 11 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 167,507 : : Positions : : 120,655 87,691 10,704 25,482 24,171 310 14,256 9,820 0 0 0 : : : : Changes from: September 20, 2011 : : 4,122 11,783 -3,347 -25,830 7,662 -10,382 5,637 5,647 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 52.4 6.4 15.2 14.4 0.2 8.5 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 22 5 9 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 913,905 : : Positions : : 108,250 145,854 234,484 43,883 71,300 110,515 244,959 221,816 29,791 75,932 65,757 : : : : Changes from: September 20, 2011 : : -7,919 -5,233 -4,753 655 -5,782 -6,927 -10,119 -7,913 -498 -8,411 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 16.0 25.7 4.8 7.8 12.1 26.8 24.3 3.3 8.3 7.2 : : : : Number of Traders in Each Category Total Traders: 310 : : 54 46 25 9 26 50 97 77 25 32 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 35,748 : : Positions : : 13,361 15,225 9,036 11,577 4,781 0 768 0 0 0 0 : : : : Changes from: September 20, 2011 : : 84 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 42.6 25.3 32.4 13.4 0.0 2.1 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 27, 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 33,092 : : Positions : : 20,575 19,380 2,280 2,989 2,641 2,059 174 1,716 0 0 0 : : : : Changes from: September 20, 2011 : : 80 80 0 0 0 0 0 270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 58.6 6.9 9.0 8.0 6.2 0.5 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 20, 2011 : : 0 0 0 0 0 0 0 0 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 27, 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 64,851 : : Positions : : 36,165 22,208 7,814 21,002 8,361 4,109 4,127 642 0 0 0 : : : : Changes from: September 20, 2011 : : 22 192 2,034 0 0 -22 84 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 34.2 12.0 32.4 12.9 6.3 6.4 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 106,780 : : Positions : : 58,609 45,579 16,145 40,069 13,349 5,087 0 3,399 0 0 0 : : : : Changes from: September 20, 2011 : : 1,004 2,876 1,098 0 0 596 0 -441 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 42.7 15.1 37.5 12.5 4.8 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 13 4 8 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 2,523,409 : : Positions : : 715,599 422,525 107,387 744,998 520,413 360,978 106,469 437,021 164,726 78,226 184,229 : : : : Changes from: September 20, 2011 : : 30,118 17,002 -5,308 -33,289 39,386 4,566 35,601 -9,574 918 8,295 -8,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 16.7 4.3 29.5 20.6 14.3 4.2 17.3 6.5 3.1 7.3 : : : : Number of Traders in Each Category Total Traders: 177 : : 80 68 13 17 27 24 13 28 16 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1,085,864 : : Positions : : 141,358 170,939 233,942 222,075 340,457 120,048 116,533 87,580 54,234 42,160 102,535 : : : : Changes from: September 20, 2011 : : -7,368 6,069 11,131 -26,084 28,762 2,575 26,324 -1,071 7,738 9,545 -757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 15.7 21.5 20.5 31.4 11.1 10.7 8.1 5.0 3.9 9.4 : : : : Number of Traders in Each Category Total Traders: 103 : : 26 22 13 11 20 13 12 18 11 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 23,553 : : Positions : : 21,720 12,795 419 9,146 706 0 10 30 230 66 137 : : : : Changes from: September 20, 2011 : : 401 817 75 -275 -100 0 0 0 80 15 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 54.3 1.8 38.8 3.0 0.0 0.0 0.1 1.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 27 . 9 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 11,665 : : Positions : : 10,191 4,729 570 6,165 378 0 45 120 311 0 25 : : : : Changes from: September 20, 2011 : : 49 70 0 45 15 0 0 0 66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 40.5 4.9 52.9 3.2 0.0 0.4 1.0 2.7 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 27, 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 8,304 : : Positions : : 5,102 5,212 2,274 1,885 559 0 0 30 0 95 0 : : : : Changes from: September 20, 2011 : : -85 -5 15 -80 65 -5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 62.8 27.4 22.7 6.7 0.0 0.0 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 5 5 7 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 11,475 : : Positions : : 8,566 4,761 1,403 5,285 271 0 0 0 20 0 30 : : : : Changes from: September 20, 2011 : : 90 20 0 135 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 41.5 12.2 46.1 2.4 0.0 0.0 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011