Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 4,619,661 : : Positions : :1,893,134 1,096,050 267,475 1,090,485 622,637 255,427 166,444 1,057,739 24,769 97,828 456,337 : : : : Changes from: October 18, 2011 : : 43,346 23,362 -1,826 58,753 -39,659 6,489 4,193 -25,853 5,674 -30,448 26,107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 23.7 5.8 23.6 13.5 5.5 3.6 22.9 0.5 2.1 9.9 : : : : Number of Traders in Each Category Total Traders: 217 : : 99 94 13 24 33 26 13 36 14 20 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 339,141 : : Positions : : 176,505 251,965 61,688 22,466 42,616 24,391 320 14,639 609 198 1,475 : : : : Changes from: October 18, 2011 : : -156 3,728 -353 1,946 -1,451 2,972 -1,713 -2,701 609 -385 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 74.3 18.2 6.6 12.6 7.2 0.1 4.3 0.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 28 5 4 8 7 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 204,299 : : Positions : : 162,911 148,131 4,575 27,812 23,019 8,089 265 2,297 0 15 696 : : : : Changes from: October 18, 2011 : : 215 2,920 0 -1,149 226 1,911 0 -497 0 -32 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 72.5 2.2 13.6 11.3 4.0 0.1 1.1 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 . 9 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 358,215 : : Positions : : 274,990 126,490 57,540 159,555 16,156 0 39,498 7,127 0 1,880 0 : : : : Changes from: October 18, 2011 : : 8,812 7,908 2,467 -3,929 -354 -300 4,475 -134 0 -1,413 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 35.3 16.1 44.5 4.5 0.0 11.0 2.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 26 6 8 12 0 6 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 710,403 : : Positions : : 573,583 271,992 24,675 318,658 86,052 850 11,052 21,197 1,146 0 361 : : : : Changes from: October 18, 2011 : : 22,128 10,295 152 16,075 -2,643 0 -3,920 5,855 392 0 -422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 38.3 3.5 44.9 12.1 0.1 1.6 3.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 28 7 15 19 . 4 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 237,813 : : Positions : : 156,234 193,226 46,898 12,095 7,065 16,256 17,102 2,145 1,854 0 0 : : : : Changes from: October 18, 2011 : : 2,839 7,400 -132 1,502 656 2,328 -3,396 107 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 81.3 19.7 5.1 3.0 6.8 7.2 0.9 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 27 4 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 421,325 : : Positions : : 265,551 319,929 73,411 40,203 22,869 16,526 204 34,244 0 0 0 : : : : Changes from: October 18, 2011 : : 23,564 17,719 -167 -1,274 1,967 -5,398 68 2,678 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 75.9 17.4 9.5 5.4 3.9 0.0 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 27 9 8 13 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 154,232 : : Positions : : 74,961 105,525 33,344 11,814 23,694 12,740 2,155 5,383 0 0 0 : : : : Changes from: October 18, 2011 : : 8,605 19,832 13,047 1,829 -3,438 -1,720 -1,200 1,594 -390 0 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 68.4 21.6 7.7 15.4 8.3 1.4 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 5 8 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 1,021,824 : : Positions : : 114,175 146,683 215,392 41,538 97,448 123,517 237,823 272,178 20,287 68,311 110,427 : : : : Changes from: October 18, 2011 : : -7,883 -176 3,089 -1,800 -6,423 -1,599 -6,772 4,089 -7,720 -4,186 672 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 14.4 21.1 4.1 9.5 12.1 23.3 26.6 2.0 6.7 10.8 : : : : Number of Traders in Each Category Total Traders: 327 : : 58 50 27 12 33 49 94 85 31 41 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 1,807,836 : : Positions : : 218,930 172,247 45,662 64,670 821,990 29,160 71,199 298,835 43,216 27,826 344,537 : : : : Changes from: October 18, 2011 : : -2,519 -1,117 -2,572 5,614 -3,465 930 -10,130 5,003 -548 1,140 -2,284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 9.5 2.5 3.6 45.5 1.6 3.9 16.5 2.4 1.5 19.1 : : : : Number of Traders in Each Category Total Traders: 144 : : 40 39 14 14 26 20 19 32 20 13 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 23,946 : : Positions : : 524 327 3,092 3,621 2,390 2,600 1,872 3,384 2,092 2,400 7,143 : : : : Changes from: October 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 1.4 12.9 15.1 10.0 10.9 7.8 14.1 8.7 10.0 29.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . 4 4 . . . . . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 56,450 : : Positions : : 2,058 4,876 2,029 1,938 7,247 24,748 23,697 17,859 1,166 0 398 : : : : Changes from: October 18, 2011 : : 67 282 66 832 -712 4,377 2,941 376 -297 0 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.6 8.6 3.6 3.4 12.8 43.8 42.0 31.6 2.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 11 . . 5 6 10 12 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 64,031 : : Positions : : 37,061 19,231 13,576 20,576 6,684 1,098 9,424 2,718 0 0 0 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 -304 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 30.0 21.2 32.1 10.4 1.7 14.7 4.2 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 25, 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 60,750 : : Positions : : 33,812 20,280 7,532 20,654 7,524 3,739 3,564 681 0 0 0 : : : : Changes from: October 18, 2011 : : -418 0 -62 192 62 0 -480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 33.4 12.4 34.0 12.4 6.2 5.9 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 25, 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 99,833 : : Positions : : 55,069 42,160 15,072 38,069 11,807 4,084 0 3,010 0 0 0 : : : : Changes from: October 18, 2011 : : -185 -26 0 0 0 135 -23 -158 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 42.2 15.1 38.1 11.8 4.1 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 11 4 8 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 2,490,081 : : Positions : : 716,327 435,562 127,337 738,872 462,694 278,942 87,814 498,738 185,180 58,171 187,700 : : : : Changes from: October 18, 2011 : : 34,852 26,105 2,203 8,131 1,306 -6,614 2,643 5,646 4,894 3,177 -16,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 17.5 5.1 29.7 18.6 11.2 3.5 20.0 7.4 2.3 7.5 : : : : Number of Traders in Each Category Total Traders: 176 : : 77 68 13 15 27 22 12 29 18 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 1,107,239 : : Positions : : 121,781 192,409 205,808 231,264 350,880 157,046 28,541 139,781 33,178 59,114 93,913 : : : : Changes from: October 18, 2011 : : 4,775 12,792 3,442 -11,916 10,785 -6,096 2,506 15,934 393 -7,851 14,502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 17.4 18.6 20.9 31.7 14.2 2.6 12.6 3.0 5.3 8.5 : : : : Number of Traders in Each Category Total Traders: 92 : : 19 20 14 9 20 13 8 19 10 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,694 : : Positions : : 22,822 14,301 765 9,410 527 5 0 40 190 66 137 : : : : Changes from: October 18, 2011 : : 400 400 0 -5 47 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 57.9 3.1 38.1 2.1 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 25, 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 10,669 : : Positions : : 9,347 4,086 520 5,762 408 0 35 120 135 0 10 : : : : Changes from: October 18, 2011 : : 45 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 38.3 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 25, 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 7,550 : : Positions : : 4,397 4,724 2,200 1,758 519 0 0 0 0 80 0 : : : : Changes from: October 18, 2011 : : -49 146 180 -15 34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 62.6 29.1 23.3 6.9 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 5 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 11,729 : : Positions : : 8,001 5,313 2,306 5,053 197 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : -55 367 554 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 45.3 19.7 43.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2011