Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 4,596,822 : : Positions : :1,819,713 1,013,931 278,974 1,130,414 590,148 381,869 243,259 1,037,319 39,298 129,705 427,374 : : : : Changes from: November 29, 2011 : : -17,367 20,545 3,308 13,669 -22,612 90,479 68,804 -80,104 22,142 -4,653 -6,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 22.1 6.1 24.6 12.8 8.3 5.3 22.6 0.9 2.8 9.3 : : : : Number of Traders in Each Category Total Traders: 223 : : 103 99 13 21 31 25 14 36 17 16 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 305,673 : : Positions : : 156,055 234,447 78,368 9,751 41,362 11,320 6,502 6,306 0 48 995 : : : : Changes from: November 29, 2011 : : -18,594 -29,800 -3,785 -2,127 -2,258 -4,741 5,897 -5,289 0 -67 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 76.7 25.6 3.2 13.5 3.7 2.1 2.1 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 27 8 . 8 5 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 168,296 : : Positions : : 120,352 113,368 17,660 30,685 17,535 2,582 0 3,297 18 0 245 : : : : Changes from: November 29, 2011 : : -14,656 -19,126 -2,320 826 -4,992 -1,846 0 467 10 0 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 67.4 10.5 18.2 10.4 1.5 0.0 2.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 26 4 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 313,316 : : Positions : : 228,514 115,335 61,327 151,618 11,972 3,453 23,859 4,597 0 0 0 : : : : Changes from: November 29, 2011 : : -19,179 -19,404 -2,809 2,086 -2,236 556 -4,873 327 0 -1,077 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 36.8 19.6 48.4 3.8 1.1 7.6 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 23 5 9 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 769,408 : : Positions : : 601,747 328,305 31,064 284,830 111,464 943 20,070 21,297 0 341 609 : : : : Changes from: November 29, 2011 : : -40,038 -120 8,635 -35,372 6,193 -62 4,003 -3,372 0 341 609 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 42.7 4.0 37.0 14.5 0.1 2.6 2.8 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 26 8 14 20 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 221,410 : : Positions : : 146,869 176,643 44,895 7,730 8,104 6,740 17,731 5,811 0 0 0 : : : : Changes from: November 29, 2011 : : -3,789 -11,174 -879 -3,002 -199 -3,080 8,010 -990 -457 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 79.8 20.3 3.5 3.7 3.0 8.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 27 4 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 388,867 : : Positions : : 278,061 298,905 64,123 49,322 12,965 5,948 4,129 18,437 0 0 0 : : : : Changes from: November 29, 2011 : : -1,915 -12,124 -4,633 5,126 -9,783 -1,284 1,839 -2,724 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 76.9 16.5 12.7 3.3 1.5 1.1 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 26 8 7 9 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 177,507 : : Positions : : 106,423 114,201 20,987 10,706 32,121 10,591 7,360 4,349 0 0 0 : : : : Changes from: November 29, 2011 : : -6,709 1,418 -4,575 -12,004 7,781 4,583 202 -2,886 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 64.3 11.8 6.0 18.1 6.0 4.1 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 21 5 5 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 943,649 : : Positions : : 100,231 135,965 224,182 39,823 79,136 140,847 264,884 217,547 26,983 69,434 90,149 : : : : Changes from: November 29, 2011 : : -3,058 -1,168 -1,577 2,243 -104 6,216 -6,033 -14,996 -6,305 1,920 4,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 14.4 23.8 4.2 8.4 14.9 28.1 23.1 2.9 7.4 9.6 : : : : Number of Traders in Each Category Total Traders: 311 : : 46 36 25 12 28 53 91 75 32 34 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 22,026 : : Positions : : 565 610 711 316 3,383 6,567 906 2,575 3,939 10,480 3,294 : : : : Changes from: November 29, 2011 : : 0 0 292 -208 683 -500 0 2,225 489 489 505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 2.8 3.2 1.4 15.4 29.8 4.1 11.7 17.9 47.6 15.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 4 . . . . . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 55,087 : : Positions : : 32,921 13,513 12,295 15,785 4,427 0 9,982 1,852 0 0 0 : : : : Changes from: November 29, 2011 : : -3,278 -4,652 -1,051 -4,406 -1,177 0 591 -1,076 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 24.5 22.3 28.7 8.0 0.0 18.1 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 87,434 : : Positions : : 49,684 36,571 13,540 28,696 9,118 2,224 16 2,998 0 0 0 : : : : Changes from: November 29, 2011 : : -3,044 -2,352 -364 -6,478 -1,979 -562 -483 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 41.8 15.5 32.8 10.4 2.5 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 2,494,503 : : Positions : : 642,624 413,766 138,502 663,248 503,994 265,425 125,147 549,362 201,381 59,376 158,431 : : : : Changes from: November 29, 2011 : : 5,803 1,818 -4,538 -1,073 -1,965 -4,290 32,492 -20,697 25,772 -11,309 -9,625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 16.6 5.6 26.6 20.2 10.6 5.0 22.0 8.1 2.4 6.4 : : : : Number of Traders in Each Category Total Traders: 156 : : 68 60 10 17 26 16 17 27 13 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,061,770 : : Positions : : 117,800 189,281 220,900 231,220 323,432 177,954 49,272 112,983 17,538 65,962 86,654 : : : : Changes from: November 29, 2011 : : -1,764 6,270 2,272 3,187 -4,318 6,603 -1,014 6,933 2,608 1,048 1,346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 17.8 20.8 21.8 30.5 16.8 4.6 10.6 1.7 6.2 8.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 19 21 15 8 19 12 9 17 10 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 19,200 : : Positions : : 17,500 10,239 554 7,933 736 55 0 25 175 36 52 : : : : Changes from: November 29, 2011 : : -2,701 -2,429 -150 -496 -76 10 0 -20 -75 -20 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 53.3 2.9 41.3 3.8 0.3 0.0 0.1 0.9 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 4 8 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 9,288 : : Positions : : 8,112 3,538 463 4,923 283 0 0 0 145 90 0 : : : : Changes from: November 29, 2011 : : -1,284 -677 -21 -559 -29 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 38.1 5.0 53.0 3.0 0.0 0.0 0.0 1.6 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 6,713 : : Positions : : 4,056 4,468 1,786 1,266 666 0 0 0 0 45 25 : : : : Changes from: November 29, 2011 : : -496 -754 -206 -54 72 0 0 0 -5 -15 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 66.6 26.6 18.9 9.9 0.0 0.0 0.0 0.0 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 13 6 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 9,643 : : Positions : : 5,200 3,979 2,822 4,199 333 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -853 -555 21 -311 -59 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 41.3 29.3 43.5 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 5 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011