Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 4,563,030 : : Positions : :1,829,178 1,019,376 276,805 1,098,548 606,723 308,905 204,102 1,047,820 21,363 121,039 398,927 : : : : Changes from: November 1, 2011 : : 21,363 19,600 17,325 -3,345 22,986 14,171 -8,613 29,535 -10,580 33,614 -15,690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 22.3 6.1 24.1 13.3 6.8 4.5 23.0 0.5 2.7 8.7 : : : : Number of Traders in Each Category Total Traders: 212 : : 99 92 13 25 34 25 12 35 12 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 325,399 : : Positions : : 181,992 243,023 61,178 14,449 46,134 10,636 3,301 12,822 684 461 766 : : : : Changes from: November 1, 2011 : : -709 -15,093 5,557 4,514 -5,551 -6,994 3,260 -2,834 -601 461 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 74.7 18.8 4.4 14.2 3.3 1.0 3.9 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 28 6 5 9 6 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 178,124 : : Positions : : 131,299 126,386 9,342 22,377 24,837 6,163 0 2,462 435 0 248 : : : : Changes from: November 1, 2011 : : -24,485 -22,767 3,142 -406 -621 -2,726 -265 -114 291 0 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 71.0 5.2 12.6 13.9 3.5 0.0 1.4 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 31 5 6 10 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 351,872 : : Positions : : 262,457 136,752 63,496 158,424 14,442 1,970 29,676 6,408 0 1,598 587 : : : : Changes from: November 1, 2011 : : -26,368 -2,016 5,223 -8,380 -1,862 1,903 -7,246 -799 0 -1,796 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 38.9 18.0 45.0 4.1 0.6 8.4 1.8 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 22 7 7 12 . 6 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 416,205 : : Positions : : 277,319 317,751 79,362 41,154 20,387 6,764 8,748 24,462 0 0 0 : : : : Changes from: November 1, 2011 : : -6,154 -18,787 4,567 1,969 -5,243 -7,097 8,392 -8,148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 76.3 19.1 9.9 4.9 1.6 2.1 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 26 8 8 10 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 162,530 : : Positions : : 82,846 120,690 37,156 7,645 22,745 11,124 503 4,236 0 0 0 : : : : Changes from: November 1, 2011 : : -3,981 1,171 -14 -9,014 3,986 -3,399 -1,652 -390 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 74.3 22.9 4.7 14.0 6.8 0.3 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 20 6 6 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,004,902 : : Positions : : 112,251 144,116 221,743 39,595 95,131 118,781 253,727 268,129 29,298 54,978 85,472 : : : : Changes from: November 1, 2011 : : 3,378 367 5,047 -113 3,747 -893 15,069 -5,277 4,885 -12,306 -3,796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 14.3 22.1 3.9 9.5 11.8 25.2 26.7 2.9 5.5 8.5 : : : : Number of Traders in Each Category Total Traders: 317 : : 58 52 24 12 30 44 98 82 31 32 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,742,567 : : Positions : : 204,991 165,612 52,296 68,027 797,987 32,776 73,777 280,972 32,381 14,262 334,061 : : : : Changes from: November 1, 2011 : : 2,771 5,760 3,924 1,445 2,772 1,331 4,544 11,638 2,939 -477 7,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 9.5 3.0 3.9 45.8 1.9 4.2 16.1 1.9 0.8 19.2 : : : : Number of Traders in Each Category Total Traders: 135 : : 38 37 14 15 26 18 19 27 19 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 58,303 : : Positions : : 2,072 4,695 2,553 2,322 7,186 23,691 23,482 20,047 1,584 0 297 : : : : Changes from: November 1, 2011 : : 160 202 763 211 128 -689 -11 203 289 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.6 8.1 4.4 4.0 12.3 40.6 40.3 34.4 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 10 . . 5 6 10 11 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 13,346 20,191 5,604 618 8,656 2,138 0 0 0 : : : : Changes from: November 1, 2011 : : 0 0 400 0 0 0 400 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 30.2 22.5 34.1 9.5 1.0 14.6 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 9 5 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 57,854 : : Positions : : 31,500 19,161 7,156 19,658 7,130 4,151 3,564 581 0 0 0 : : : : Changes from: November 1, 2011 : : -248 304 124 0 0 428 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 33.1 12.4 34.0 12.3 7.2 6.2 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 4 5 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 94,679 : : Positions : : 53,790 40,799 13,904 35,654 11,097 3,061 0 2,910 0 0 0 : : : : Changes from: November 1, 2011 : : 647 63 0 0 0 -584 0 61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 43.1 14.7 37.7 11.7 3.2 0.0 3.1 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 8, 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 2,410,430 : : Positions : : 678,067 426,190 130,562 699,941 453,432 269,333 80,173 503,326 149,290 69,947 133,917 : : : : Changes from: November 1, 2011 : : 4,412 13,901 4,010 128 11,319 -5,554 -2,983 9,373 -36,506 -8,302 -24,245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 17.7 5.4 29.0 18.8 11.2 3.3 20.9 6.2 2.9 5.6 : : : : Number of Traders in Each Category Total Traders: 163 : : 72 63 12 16 27 21 11 28 12 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,088,551 : : Positions : : 137,819 175,411 214,846 239,396 346,575 132,471 39,332 129,591 30,908 61,490 92,463 : : : : Changes from: November 1, 2011 : : 11,282 8,279 -3,040 -6,109 15,157 7,388 3,802 5,324 1,949 10,883 693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 16.1 19.7 22.0 31.8 12.2 3.6 11.9 2.8 5.6 8.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 17 20 14 9 20 13 8 19 7 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 21,719 : : Positions : : 19,771 12,360 704 8,273 781 25 0 20 185 56 67 : : : : Changes from: November 1, 2011 : : -2,906 -1,863 -61 -1,077 234 20 0 -20 5 -10 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 56.9 3.2 38.1 3.6 0.1 0.0 0.1 0.9 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 . 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 9,865 : : Positions : : 8,645 3,589 409 5,539 342 87 0 25 150 0 0 : : : : Changes from: November 1, 2011 : : 364 154 0 300 0 87 0 25 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 36.4 4.1 56.1 3.5 0.9 0.0 0.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 6,714 : : Positions : : 4,385 4,520 1,753 1,551 483 0 0 0 0 70 0 : : : : Changes from: November 1, 2011 : : 312 245 4 25 -1 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 67.3 26.1 23.1 7.2 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 4 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 10,607 : : Positions : : 7,114 4,820 1,995 4,570 165 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : 89 179 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 45.4 18.8 43.1 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 14, 2011