Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 4,606,410 : : Positions : :1,849,788 1,072,688 269,301 1,031,732 662,296 248,938 162,251 1,083,592 19,095 128,276 430,230 : : : : Changes from: October 11, 2011 : : 99,469 59,885 12,675 12,112 14,096 -12,000 48,205 10,345 5,433 -12,735 67,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 23.3 5.8 22.4 14.4 5.4 3.5 23.5 0.4 2.8 9.3 : : : : Number of Traders in Each Category Total Traders: 217 : : 98 92 15 22 33 25 13 35 10 23 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 339,939 : : Positions : : 176,661 248,237 62,041 20,520 44,067 21,419 2,033 17,340 0 583 1,356 : : : : Changes from: October 11, 2011 : : -3,652 19,347 2,657 -6,775 1,475 7,933 -3,244 -1,387 0 -541 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 73.0 18.3 6.0 13.0 6.3 0.6 5.1 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 28 5 4 8 7 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 203,850 : : Positions : : 162,696 145,211 4,575 28,961 22,793 6,178 265 2,794 0 47 756 : : : : Changes from: October 11, 2011 : : 1,503 -2,618 -577 1,976 -3,003 -1,463 -248 873 -77 47 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.2 2.2 14.2 11.2 3.0 0.1 1.4 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 25 . 9 9 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 349,324 : : Positions : : 266,178 118,582 55,073 163,484 16,510 300 35,023 7,261 0 3,293 122 : : : : Changes from: October 11, 2011 : : 10,328 -1,787 2,133 11,075 -986 0 1,629 -1,257 0 2,591 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 33.9 15.8 46.8 4.7 0.1 10.0 2.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 23 6 8 12 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 685,413 : : Positions : : 551,455 261,697 24,523 302,583 88,695 850 14,972 15,342 754 0 783 : : : : Changes from: October 11, 2011 : : 23,619 -2,415 224 13,075 6,259 -976 13,033 -6,865 76 -54 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 38.2 3.6 44.1 12.9 0.1 2.2 2.2 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 28 6 16 20 . 4 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 230,611 : : Positions : : 153,395 185,826 47,030 10,593 6,409 13,928 20,498 2,038 2,274 0 0 : : : : Changes from: October 11, 2011 : : 1,024 6,378 1,671 217 338 3,086 -2,192 -940 1,210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 80.6 20.4 4.6 2.8 6.0 8.9 0.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 28 5 4 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 399,629 : : Positions : : 241,987 302,210 73,578 41,477 20,902 21,924 136 31,566 0 0 0 : : : : Changes from: October 11, 2011 : : 15,402 28,406 8,162 -664 4,174 5,154 1 -606 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 75.6 18.4 10.4 5.2 5.5 0.0 7.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 29 9 8 13 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 135,833 : : Positions : : 66,356 85,693 20,297 9,985 27,132 14,460 3,355 3,789 390 0 213 : : : : Changes from: October 11, 2011 : : -10,876 6,291 5,788 -6,102 344 3,932 -513 -1,097 390 0 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 63.1 14.9 7.4 20.0 10.6 2.5 2.8 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 6 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,042,911 : : Positions : : 122,059 146,859 212,303 43,339 103,871 125,116 244,596 268,089 28,007 72,498 109,755 : : : : Changes from: October 11, 2011 : : 1,622 -4,048 513 1,247 3,844 1,598 1,744 15,820 572 -753 10,895 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 14.1 20.4 4.2 10.0 12.0 23.5 25.7 2.7 7.0 10.5 : : : : Number of Traders in Each Category Total Traders: 335 : : 56 48 26 14 34 50 96 81 31 44 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,813,365 : : Positions : : 221,448 173,365 48,234 59,056 825,455 28,231 81,329 293,832 43,764 26,686 346,821 : : : : Changes from: October 11, 2011 : : 13,350 10,037 -549 1,570 25,955 3,151 11,529 19,879 8,090 351 19,284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 9.6 2.7 3.3 45.5 1.6 4.5 16.2 2.4 1.5 19.1 : : : : Number of Traders in Each Category Total Traders: 142 : : 40 39 11 16 25 21 18 31 20 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 52,320 : : Positions : : 1,991 4,593 1,964 1,106 7,959 20,372 20,756 17,483 1,463 0 143 : : : : Changes from: October 11, 2011 : : -111 183 1 226 192 3,037 2,404 -1,181 42 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 8.8 3.8 2.1 15.2 38.9 39.7 33.4 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 11 . . 5 6 9 9 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 11, 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 18, 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 60,976 : : Positions : : 34,230 20,280 7,594 20,462 7,462 3,739 4,044 681 0 0 0 : : : : Changes from: October 11, 2011 : : -49 -100 89 0 31 -140 0 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 33.3 12.5 33.6 12.2 6.1 6.6 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 5 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 100,041 : : Positions : : 55,254 42,186 15,072 38,069 11,807 3,949 23 3,168 0 0 0 : : : : Changes from: October 11, 2011 : : 434 -30 0 0 0 -441 23 309 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 42.2 15.1 38.1 11.8 3.9 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 11 4 8 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 2,463,139 : : Positions : : 681,475 409,457 125,134 730,741 461,388 285,556 85,171 493,092 180,286 54,994 203,848 : : : : Changes from: October 11, 2011 : : 19,928 14,131 -1,993 8,151 5,596 1,758 1,348 19,635 5,723 1,412 6,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 16.6 5.1 29.7 18.7 11.6 3.5 20.0 7.3 2.2 8.3 : : : : Number of Traders in Each Category Total Traders: 171 : : 72 66 13 15 27 20 12 29 17 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,063,862 : : Positions : : 117,006 179,617 202,366 243,180 340,095 163,142 26,035 123,847 32,785 66,965 79,411 : : : : Changes from: October 11, 2011 : : 915 7,176 -5,689 -11,510 28,543 21,160 -2,780 7,968 -10,313 13,210 1,796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 16.9 19.0 22.9 32.0 15.3 2.4 11.6 3.1 6.3 7.5 : : : : Number of Traders in Each Category Total Traders: 91 : : 20 20 14 9 19 14 7 19 8 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 24,252 : : Positions : : 22,422 13,901 765 9,415 480 5 0 40 190 66 137 : : : : Changes from: October 11, 2011 : : -105 -79 136 406 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 57.3 3.2 38.8 2.0 0.0 0.0 0.2 0.8 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 28 . 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 10,672 : : Positions : : 9,302 4,056 520 5,762 408 0 35 120 135 0 10 : : : : Changes from: October 11, 2011 : : 105 5 10 90 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 38.0 4.9 54.0 3.8 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 18, 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 7,355 : : Positions : : 4,446 4,578 2,020 1,773 485 0 0 0 0 80 0 : : : : Changes from: October 11, 2011 : : 13 25 20 35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 62.2 27.5 24.1 6.6 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 5 5 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 11,372 : : Positions : : 8,056 4,946 1,752 5,053 197 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : -73 189 411 168 -23 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 43.5 15.4 44.4 1.7 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 21, 2011