Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 4,688,481 : : Positions : :1,929,249 1,025,995 276,986 1,093,105 629,662 311,645 223,016 1,063,860 13,200 189,142 448,091 : : : : Changes from: November 15, 2011 : : 36,342 -16,066 -7,487 12,946 31,539 -15,818 -9,718 19,991 2,103 29,052 4,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 21.9 5.9 23.3 13.4 6.6 4.8 22.7 0.3 4.0 9.6 : : : : Number of Traders in Each Category Total Traders: 225 : : 108 100 15 22 34 25 15 37 12 18 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 334,263 : : Positions : : 172,236 260,251 83,404 12,190 41,942 15,472 2,298 10,439 309 24 801 : : : : Changes from: November 15, 2011 : : -3,471 3,245 6,749 2,372 743 6,124 1,177 -3,547 -983 -679 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 77.9 25.0 3.6 12.5 4.6 0.7 3.1 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 27 8 4 9 5 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 188,627 : : Positions : : 134,483 128,620 18,120 29,581 22,957 5,512 0 3,332 248 518 665 : : : : Changes from: November 15, 2011 : : 1,227 -2,022 4,856 6,957 -1,413 1,289 0 487 -312 518 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 68.2 9.6 15.7 12.2 2.9 0.0 1.8 0.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 29 4 7 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 334,160 : : Positions : : 246,999 127,772 63,475 150,274 13,435 3,079 33,231 3,646 0 1,199 155 : : : : Changes from: November 15, 2011 : : 8,078 6,440 -1,953 -2,031 -340 -143 1,854 -1,149 -832 -593 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 38.2 19.0 45.0 4.0 0.9 9.9 1.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 21 7 7 12 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 793,707 : : Positions : : 651,754 329,704 22,748 326,977 93,826 1,067 19,739 17,302 0 0 0 : : : : Changes from: November 15, 2011 : : 39,683 40,392 -766 -5,997 12,238 155 2,887 437 -1,436 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 41.5 2.9 41.2 11.8 0.1 2.5 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 29 7 15 19 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 227,342 : : Positions : : 148,103 187,940 45,974 10,500 8,504 8,859 6,409 8,187 1,154 282 821 : : : : Changes from: November 15, 2011 : : -351 -1,781 -1,142 217 637 -2,602 -3,182 1,532 -465 282 821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 82.7 20.2 4.6 3.7 3.9 2.8 3.6 0.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 30 4 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 419,596 : : Positions : : 281,489 322,072 70,616 43,983 22,650 8,946 0 25,547 0 0 0 : : : : Changes from: November 15, 2011 : : -790 -2,283 -10,281 487 2,842 -1,150 -9,599 5,690 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 76.8 16.8 10.5 5.4 2.1 0.0 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 26 8 9 10 5 0 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 180,123 : : Positions : : 107,341 119,154 30,760 18,570 24,027 8,513 5,232 6,553 0 0 0 : : : : Changes from: November 15, 2011 : : 12,242 -3,864 -7,001 2,032 5,557 -2,343 4,729 1,544 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 66.2 17.1 10.3 13.3 4.7 2.9 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 22 5 8 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 991,038 : : Positions : : 104,937 138,155 228,073 40,231 86,158 135,604 279,032 238,692 42,042 69,635 90,470 : : : : Changes from: November 15, 2011 : : -7,684 -3,075 1,278 -1,223 529 8,111 1,691 -16,032 2,020 850 7,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 13.9 23.0 4.1 8.7 13.7 28.2 24.1 4.2 7.0 9.1 : : : : Number of Traders in Each Category Total Traders: 320 : : 52 42 26 12 32 51 91 74 36 33 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 60,226 : : Positions : : 35,651 17,049 13,346 20,191 5,604 0 10,383 2,370 0 0 0 : : : : Changes from: November 15, 2011 : : 870 1,859 0 0 0 0 428 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 28.3 22.2 33.5 9.3 0.0 17.2 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 5 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 57,794 : : Positions : : 31,500 19,053 7,156 19,658 7,130 3,995 3,564 629 0 0 0 : : : : Changes from: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 33.0 12.4 34.0 12.3 6.9 6.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 4 5 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 93,375 : : Positions : : 52,676 38,923 13,904 35,174 11,097 2,838 499 2,862 0 0 0 : : : : Changes from: November 15, 2011 : : 226 480 0 -480 0 -63 499 -77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 41.7 14.9 37.7 11.9 3.0 0.5 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 11 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 2,598,339 : : Positions : : 694,148 450,196 154,774 700,702 510,994 273,722 101,081 553,934 192,975 76,240 183,226 : : : : Changes from: November 15, 2011 : : 6,948 6,699 7,482 -708 -1,407 4,491 9,725 17,448 3,536 7,327 11,647 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 17.3 6.0 27.0 19.7 10.5 3.9 21.3 7.4 2.9 7.1 : : : : Number of Traders in Each Category Total Traders: 172 : : 75 64 11 18 28 22 13 29 14 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,146,694 : : Positions : : 126,451 201,200 195,618 232,521 372,502 174,440 42,016 135,137 27,807 48,194 110,259 : : : : Changes from: November 15, 2011 : : -19,356 12,229 -12,703 -3,818 12,429 32,878 -1,747 6,529 -2,786 -9,448 17,700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 17.5 17.1 20.3 32.5 15.2 3.7 11.8 2.4 4.2 9.6 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 20 14 9 20 15 7 19 10 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 22,437 : : Positions : : 20,331 12,888 704 8,349 862 45 0 45 235 56 67 : : : : Changes from: November 15, 2011 : : 404 384 0 16 81 20 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 57.4 3.1 37.2 3.8 0.2 0.0 0.2 1.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 29 . 10 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,446 : : Positions : : 9,244 4,063 454 5,518 342 0 0 0 150 0 0 : : : : Changes from: November 15, 2011 : : 171 181 0 -126 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 38.9 4.3 52.8 3.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 7,243 : : Positions : : 4,474 5,038 1,922 1,326 584 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 0 328 78 -180 60 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.6 26.5 18.3 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 6 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,612 : : Positions : : 6,238 4,709 2,324 4,314 385 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : -108 -80 -52 156 33 0 0 0 0 -20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 44.4 21.9 40.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . 5 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011