Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 4,454,338 : : Positions : :1,807,815 999,776 259,480 1,101,893 583,737 294,734 212,715 1,018,285 31,943 87,425 414,617 : : : : Changes from: October 25, 2011 : : -85,319 -96,274 -7,995 11,408 -38,900 39,307 46,271 -39,454 7,174 -10,403 -41,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 22.4 5.8 24.7 13.1 6.6 4.8 22.9 0.7 2.0 9.3 : : : : Number of Traders in Each Category Total Traders: 213 : : 99 92 12 26 35 25 14 36 13 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 342,996 : : Positions : : 182,701 258,116 55,621 9,935 51,685 17,630 41 15,656 1,285 0 766 : : : : Changes from: October 25, 2011 : : 6,196 6,151 -6,067 -12,531 9,069 -6,761 -279 1,017 676 -198 -709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 75.3 16.2 2.9 15.1 5.1 0.0 4.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 28 5 4 8 7 . 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 203,282 : : Positions : : 155,784 149,153 6,200 22,783 25,458 8,889 265 2,576 144 0 618 : : : : Changes from: October 25, 2011 : : -7,127 1,022 1,625 -5,029 2,439 800 0 279 144 -15 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 73.4 3.0 11.2 12.5 4.4 0.1 1.3 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 5 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 373,985 : : Positions : : 288,825 138,768 58,273 166,804 16,304 67 36,922 7,207 0 3,394 370 : : : : Changes from: October 25, 2011 : : 13,835 12,278 733 7,249 148 67 -2,576 80 0 1,514 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 37.1 15.6 44.6 4.4 0.0 9.9 1.9 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 26 6 8 12 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 737,396 : : Positions : : 597,175 289,114 26,694 323,050 88,230 850 13,173 20,242 952 0 90 : : : : Changes from: October 25, 2011 : : 23,592 17,122 2,019 4,392 2,178 0 2,121 -955 -194 0 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 39.2 3.6 43.8 12.0 0.1 1.8 2.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 29 7 15 19 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 239,392 : : Positions : : 158,024 197,449 47,757 13,640 6,910 13,408 12,063 4,205 1,889 0 0 : : : : Changes from: October 25, 2011 : : 1,790 4,223 859 1,545 -155 -2,848 -5,039 2,060 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 82.5 19.9 5.7 2.9 5.6 5.0 1.8 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 29 4 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 437,483 : : Positions : : 283,473 336,538 74,795 39,185 25,630 13,861 356 32,610 0 0 0 : : : : Changes from: October 25, 2011 : : 17,922 16,609 1,384 -1,018 2,761 -2,665 152 -1,634 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 76.9 17.1 9.0 5.9 3.2 0.1 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 28 9 8 12 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 166,708 : : Positions : : 86,827 119,519 37,170 16,659 18,759 14,523 2,155 4,626 0 0 0 : : : : Changes from: October 25, 2011 : : 11,866 13,994 3,826 4,845 -4,935 1,783 0 -757 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 71.7 22.3 10.0 11.3 8.7 1.3 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 22 6 7 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 991,974 : : Positions : : 108,873 143,748 216,695 39,707 91,384 119,673 238,659 273,407 24,413 67,284 89,268 : : : : Changes from: October 25, 2011 : : -5,302 -2,935 1,304 -1,831 -6,064 -3,844 835 1,229 4,126 -1,027 -21,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 14.5 21.8 4.0 9.2 12.1 24.1 27.6 2.5 6.8 9.0 : : : : Number of Traders in Each Category Total Traders: 323 : : 58 52 23 16 32 42 100 84 32 35 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,708,135 : : Positions : : 202,220 159,852 48,373 66,583 795,215 31,445 69,233 269,334 29,442 14,739 326,482 : : : : Changes from: October 25, 2011 : : -16,710 -12,396 2,711 1,913 -26,775 2,285 -1,966 -29,501 -13,774 -13,087 -18,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 9.4 2.8 3.9 46.6 1.8 4.1 15.8 1.7 0.9 19.1 : : : : Number of Traders in Each Category Total Traders: 137 : : 40 37 12 16 26 16 20 28 21 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 57,464 : : Positions : : 1,912 4,493 1,790 2,111 7,058 24,380 23,493 19,844 1,295 0 298 : : : : Changes from: October 25, 2011 : : -146 -382 -239 173 -189 -368 -204 1,985 129 0 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 7.8 3.1 3.7 12.3 42.4 40.9 34.5 2.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 10 . . 5 6 10 11 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 59,223 : : Positions : : 35,143 17,881 12,946 20,191 5,604 618 8,256 2,538 0 0 0 : : : : Changes from: October 25, 2011 : : -1,918 -1,350 -630 -385 -1,080 -480 -1,168 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 30.2 21.9 34.1 9.5 1.0 13.9 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 November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 57,550 : : Positions : : 31,748 18,857 7,032 19,658 7,130 3,723 3,564 581 0 0 0 : : : : Changes from: October 25, 2011 : : -2,064 -1,423 -500 -996 -394 -16 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 32.8 12.2 34.2 12.4 6.5 6.2 1.0 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 November 1, 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 94,576 : : Positions : : 53,143 40,736 13,904 35,654 11,097 3,646 0 2,848 0 0 0 : : : : Changes from: October 25, 2011 : : -1,926 -1,424 -1,168 -2,415 -710 -438 0 -162 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 43.1 14.7 37.7 11.7 3.9 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 November 1, 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 2,388,800 : : Positions : : 673,655 412,289 126,552 699,813 442,113 274,887 83,156 493,953 185,796 78,249 158,162 : : : : Changes from: October 25, 2011 : : -42,672 -23,273 -785 -39,059 -20,581 -4,055 -4,658 -4,785 616 20,078 -29,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 17.3 5.3 29.3 18.5 11.5 3.5 20.7 7.8 3.3 6.6 : : : : Number of Traders in Each Category Total Traders: 166 : : 71 63 11 17 27 20 12 28 17 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,050,908 : : Positions : : 126,537 167,132 217,886 245,505 331,418 125,083 35,530 124,267 28,959 50,607 91,770 : : : : Changes from: October 25, 2011 : : 4,756 -25,277 12,078 14,241 -19,462 -31,963 6,989 -15,514 -4,219 -8,507 -2,143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 15.9 20.7 23.4 31.5 11.9 3.4 11.8 2.8 4.8 8.7 : : : : Number of Traders in Each Category Total Traders: 84 : : 17 20 13 10 20 12 8 18 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 24,589 : : Positions : : 22,677 14,223 765 9,350 547 5 0 40 180 66 167 : : : : Changes from: October 25, 2011 : : -145 -78 0 -60 20 0 0 0 -10 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 57.8 3.1 38.0 2.2 0.0 0.0 0.2 0.7 0.3 0.7 : : : : 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 November 1, 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 9,365 : : Positions : : 8,281 3,435 409 5,239 342 0 0 0 120 0 0 : : : : Changes from: October 25, 2011 : : -1,066 -651 -111 -523 -66 0 -35 -120 -15 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 36.7 4.4 55.9 3.7 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 6,630 : : Positions : : 4,073 4,275 1,749 1,526 484 40 0 0 0 70 0 : : : : Changes from: October 25, 2011 : : -324 -449 -451 -232 -35 40 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 64.5 26.4 23.0 7.3 0.6 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 4 5 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 10,534 : : Positions : : 7,025 4,641 1,995 4,620 165 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -976 -672 -311 -433 -32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 44.1 18.9 43.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011