Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 4,406,706 : : Positions : :1,750,319 1,012,803 256,626 1,019,620 648,200 260,938 114,046 1,073,247 13,662 141,011 362,630 : : : : Changes from: October 4, 2011 : : 51,078 38,377 10,697 -20,023 56,490 -27,926 -23,768 88,027 -6,028 31,154 33,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 23.0 5.8 23.1 14.7 5.9 2.6 24.4 0.3 3.2 8.2 : : : : Number of Traders in Each Category Total Traders: 210 : : 98 90 15 21 33 23 13 34 10 22 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 330,420 : : Positions : : 180,313 228,890 59,384 27,295 42,592 13,486 5,277 18,727 0 1,124 1,359 : : : : Changes from: October 4, 2011 : : -15,963 -11,370 8,711 7,803 -10,438 81 -2,231 1,173 0 200 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 69.3 18.0 8.3 12.9 4.1 1.6 5.7 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 5 5 8 6 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 205,813 : : Positions : : 161,193 147,829 5,152 26,985 25,796 7,641 513 1,921 77 0 803 : : : : Changes from: October 4, 2011 : : -3,578 -10,586 -7,377 -426 3,069 -786 513 112 77 -257 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 71.8 2.5 13.1 12.5 3.7 0.2 0.9 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 . 8 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 338,632 : : Positions : : 255,850 120,369 52,940 152,409 17,496 300 33,394 8,518 0 702 89 : : : : Changes from: October 4, 2011 : : -11,048 3,685 1,901 -10,441 -701 -2,370 -2,074 355 0 -811 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 35.5 15.6 45.0 5.2 0.1 9.9 2.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 22 5 10 13 . 5 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 662,413 : : Positions : : 527,836 264,112 24,299 289,508 82,436 1,826 1,939 22,207 678 54 608 : : : : Changes from: October 4, 2011 : : 40,214 24,010 -9,848 2,620 7,131 -4,265 -541 2,649 -386 -646 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 39.9 3.7 43.7 12.4 0.3 0.3 3.4 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 27 5 17 20 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 227,021 : : Positions : : 152,371 179,448 45,359 10,376 6,071 10,842 22,690 2,978 1,064 0 0 : : : : Changes from: October 4, 2011 : : -2,377 -4,731 554 1,390 -950 -995 1,640 450 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 79.0 20.0 4.6 2.7 4.8 10.0 1.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 26 5 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 370,303 : : Positions : : 226,585 273,804 65,416 42,141 16,728 16,770 135 32,172 0 0 0 : : : : Changes from: October 4, 2011 : : 19,716 54,820 12,682 -16,813 -262 3,988 -601 -8,732 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 73.9 17.7 11.4 4.5 4.5 0.0 8.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 29 8 9 13 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 137,834 : : Positions : : 77,232 79,402 14,509 16,087 26,788 10,528 3,868 4,886 0 0 0 : : : : Changes from: October 4, 2011 : : -52,102 -15,894 4,836 -12,719 834 10,218 -5,699 -5,521 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 57.6 10.5 11.7 19.4 7.6 2.8 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 21 5 8 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 1,009,885 : : Positions : : 120,436 150,907 211,791 42,091 100,028 123,518 242,852 252,269 27,434 73,250 98,860 : : : : Changes from: October 4, 2011 : : -2,099 -3,755 -3,982 -5,496 4,430 5,955 8,300 18,824 -2,076 -1,229 12,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.9 21.0 4.2 9.9 12.2 24.0 25.0 2.7 7.3 9.8 : : : : Number of Traders in Each Category Total Traders: 323 : : 52 47 28 11 33 48 93 78 29 43 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,724,482 : : Positions : : 208,099 163,328 48,782 57,486 799,500 25,079 69,800 273,953 35,673 26,335 327,538 : : : : Changes from: October 4, 2011 : : 9,089 6,075 -1,931 -5,493 27,162 -4,337 4,242 23,169 2,912 821 20,849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 9.5 2.8 3.3 46.4 1.5 4.0 15.9 2.1 1.5 19.0 : : : : Number of Traders in Each Category Total Traders: 133 : : 40 38 12 15 25 16 18 27 20 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 50,388 : : Positions : : 2,101 4,410 1,963 879 7,767 17,335 18,352 18,664 1,421 0 152 : : : : Changes from: October 4, 2011 : : 341 759 108 -200 705 10,237 10,262 1,796 -80 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.2 8.8 3.9 1.7 15.4 34.4 36.4 37.0 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 10 . . 4 6 8 9 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 63,573 : : Positions : : 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0 : : : : Changes from: October 4, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 9 4 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 60,965 : : Positions : : 34,279 20,380 7,505 20,462 7,431 3,879 4,044 601 0 0 0 : : : : Changes from: October 4, 2011 : : -0 -0 0 0 -0 -44 0 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 99,739 : : Positions : : 54,820 42,217 15,072 38,069 11,807 4,390 0 2,859 0 0 0 : : : : Changes from: October 4, 2011 : : 147 -91 0 0 0 -239 0 121 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 42.3 15.1 38.2 11.8 4.4 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 10 4 8 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 2,407,594 : : Positions : : 661,547 395,326 127,127 722,590 455,792 283,798 83,823 473,457 174,563 53,582 197,236 : : : : Changes from: October 4, 2011 : : 16,991 9,856 -1,197 5,576 -22,027 -32,637 7,374 26,541 21,392 -16,651 10,326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 16.4 5.3 30.0 18.9 11.8 3.5 19.7 7.3 2.2 8.2 : : : : Number of Traders in Each Category Total Traders: 163 : : 67 62 13 15 27 20 12 29 18 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 1,019,243 : : Positions : : 116,091 172,441 208,055 254,690 311,552 141,982 28,815 115,879 43,098 53,755 77,615 : : : : Changes from: October 4, 2011 : : 3,447 7,943 6,197 -10,243 14,364 11,978 280 -2,806 -2,350 21,173 -1,839 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 16.9 20.4 25.0 30.6 13.9 2.8 11.4 4.2 5.3 7.6 : : : : Number of Traders in Each Category Total Traders: 89 : : 18 20 14 9 19 13 7 17 10 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 24,297 : : Positions : : 22,527 13,980 629 9,009 478 5 0 40 190 66 137 : : : : Changes from: October 4, 2011 : : -222 -141 -15 -127 -202 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 57.5 2.6 37.1 2.0 0.0 0.0 0.2 0.8 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 26 . 9 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,504 : : Positions : : 9,197 4,051 510 5,672 393 0 35 120 135 0 10 : : : : Changes from: October 4, 2011 : : 39 9 0 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 38.6 4.9 54.0 3.7 0.0 0.3 1.1 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 7,335 : : Positions : : 4,433 4,553 2,000 1,738 485 0 0 0 0 80 0 : : : : Changes from: October 4, 2011 : : -35 90 25 -5 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 62.1 27.3 23.7 6.6 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 5 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,978 : : Positions : : 8,129 4,757 1,341 4,885 220 0 0 0 0 0 0 : : : : Changes from: October 4, 2011 : : 232 265 -4 26 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 43.3 12.2 44.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 14, 2011