Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 4,620,342 : : Positions : :1,892,907 1,042,061 284,473 1,080,159 598,123 327,463 232,734 1,043,869 11,097 160,090 443,553 : : : : Changes from: November 8, 2011 : : 63,729 22,685 7,668 -18,389 -8,600 18,558 28,632 -3,951 -10,266 39,051 44,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 22.6 6.2 23.4 12.9 7.1 5.0 22.6 0.2 3.5 9.6 : : : : Number of Traders in Each Category Total Traders: 214 : : 101 98 16 22 34 22 15 35 10 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 329,208 : : Positions : : 175,707 257,006 76,655 9,818 41,199 9,348 1,121 13,986 1,292 703 493 : : : : Changes from: November 8, 2011 : : -6,285 13,983 15,477 -4,631 -4,935 -1,288 -2,180 1,164 608 242 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 78.1 23.3 3.0 12.5 2.8 0.3 4.2 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 26 8 4 10 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 182,105 : : Positions : : 133,256 130,642 13,264 22,624 24,370 4,223 0 2,845 560 0 620 : : : : Changes from: November 8, 2011 : : 1,957 4,256 3,922 247 -467 -1,940 0 383 125 0 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 71.7 7.3 12.4 13.4 2.3 0.0 1.6 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 31 4 7 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 330,192 : : Positions : : 238,921 121,332 65,428 152,305 13,775 3,222 31,377 4,795 832 1,792 279 : : : : Changes from: November 8, 2011 : : -23,536 -15,420 1,932 -6,119 -667 1,252 1,701 -1,613 832 194 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 36.7 19.8 46.1 4.2 1.0 9.5 1.5 0.3 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 22 7 7 12 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 739,225 : : Positions : : 612,071 289,312 23,514 332,974 81,588 912 16,852 16,865 1,436 0 0 : : : : Changes from: November 8, 2011 : : 14,896 198 -3,180 9,924 -6,642 62 3,679 -3,377 484 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 39.1 3.2 45.0 11.0 0.1 2.3 2.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 28 7 15 19 . 4 5 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 228,347 : : Positions : : 148,454 189,721 47,116 10,283 7,867 11,461 9,591 6,655 1,619 0 0 : : : : Changes from: November 8, 2011 : : -9,570 -7,728 -641 -3,357 957 -1,947 -2,472 2,450 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 83.1 20.6 4.5 3.4 5.0 4.2 2.9 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 29 4 4 5 4 . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 420,542 : : Positions : : 282,279 324,355 80,897 43,496 19,808 10,096 9,599 19,857 0 0 0 : : : : Changes from: November 8, 2011 : : 4,960 6,604 1,535 2,342 -579 3,332 851 -4,605 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 77.1 19.2 10.3 4.7 2.4 2.3 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 26 8 9 11 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 170,917 : : Positions : : 95,099 123,018 37,761 16,538 18,470 10,856 503 5,009 0 0 0 : : : : Changes from: November 8, 2011 : : 12,253 2,328 605 8,893 -4,275 -268 0 773 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 72.0 22.1 9.7 10.8 6.4 0.3 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 5 8 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,038,447 : : Positions : : 120,773 145,310 222,049 42,088 92,279 129,764 275,983 260,408 41,445 76,411 98,568 : : : : Changes from: November 8, 2011 : : 8,522 1,194 306 2,493 -2,852 10,983 22,255 -7,721 12,147 21,433 13,095 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 14.0 21.4 4.1 8.9 12.5 26.6 25.1 4.0 7.4 9.5 : : : : Number of Traders in Each Category Total Traders: 333 : : 56 50 24 13 30 53 94 80 41 36 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,893,020 : : Positions : : 224,192 188,956 59,179 64,152 830,615 37,256 93,474 324,468 41,191 13,271 371,021 : : : : Changes from: November 8, 2011 : : 19,201 23,345 6,882 -3,875 32,628 4,480 19,697 43,496 8,810 -990 36,961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 10.0 3.1 3.4 43.9 2.0 4.9 17.1 2.2 0.7 19.6 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 37 12 17 26 17 19 29 21 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 21,216 : : Positions : : 565 648 420 1,745 2,620 5,500 3,919 350 5,116 5,263 4,317 : : : : Changes from: November 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.1 2.0 8.2 12.3 25.9 18.5 1.6 24.1 24.8 20.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . . 4 . . . . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 63,953 : : Positions : : 2,113 4,007 2,485 2,193 6,768 27,901 28,707 21,063 1,861 0 232 : : : : Changes from: November 8, 2011 : : 42 -689 -68 -129 -418 4,210 5,225 1,016 277 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 6.3 3.9 3.4 10.6 43.6 44.9 32.9 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 10 . . 5 5 11 13 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 59,650 : : Positions : : 34,781 15,190 13,346 20,191 5,604 0 9,955 2,370 0 0 0 : : : : Changes from: November 8, 2011 : : -362 -2,691 0 0 0 -618 1,299 232 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 25.5 22.4 33.8 9.4 0.0 16.7 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 8 5 5 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 57,794 : : Positions : : 31,500 19,053 7,156 19,658 7,130 3,995 3,564 629 0 0 0 : : : : Changes from: November 8, 2011 : : 0 -108 0 0 0 -156 0 48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 33.0 12.4 34.0 12.3 6.9 6.2 1.1 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 15, 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 95,008 : : Positions : : 54,250 39,963 13,904 35,654 11,097 2,692 71 3,148 0 0 0 : : : : Changes from: November 8, 2011 : : 460 -836 0 0 0 -369 71 238 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 42.1 14.6 37.5 11.7 2.8 0.1 3.3 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 November 15, 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 2,536,642 : : Positions : : 687,200 443,497 147,292 701,410 512,401 269,231 91,356 536,486 189,439 68,913 171,579 : : : : Changes from: November 8, 2011 : : 9,133 17,307 16,730 1,469 58,969 -102 11,183 33,160 40,149 -1,034 37,662 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 17.5 5.8 27.7 20.2 10.6 3.6 21.1 7.5 2.7 6.8 : : : : Number of Traders in Each Category Total Traders: 169 : : 74 65 12 16 27 20 13 28 14 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,111,237 : : Positions : : 145,807 188,971 208,321 236,339 360,073 141,562 43,763 128,608 30,593 57,642 92,559 : : : : Changes from: November 8, 2011 : : 7,988 13,560 -6,525 -3,057 13,498 9,091 4,431 -983 -315 -3,848 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 17.0 18.7 21.3 32.4 12.7 3.9 11.6 2.8 5.2 8.3 : : : : Number of Traders in Each Category Total Traders: 86 : : 17 20 14 9 20 13 9 19 9 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 21,925 : : Positions : : 19,927 12,504 704 8,333 781 25 0 20 235 56 67 : : : : Changes from: November 8, 2011 : : 156 144 0 60 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 57.0 3.2 38.0 3.6 0.1 0.0 0.1 1.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 29 . 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 10,302 : : Positions : : 9,073 3,882 454 5,644 342 0 0 0 150 0 0 : : : : Changes from: November 8, 2011 : : 428 293 45 105 0 -87 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 37.7 4.4 54.8 3.3 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 7,050 : : Positions : : 4,474 4,710 1,844 1,506 524 0 0 0 0 70 0 : : : : Changes from: November 8, 2011 : : 89 190 91 -45 41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 66.8 26.2 21.4 7.4 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 5 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 10,478 : : Positions : : 6,346 4,789 2,376 4,158 352 0 0 0 0 20 5 : : : : Changes from: November 8, 2011 : : -768 -31 381 -412 187 0 0 0 0 20 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 45.7 22.7 39.7 3.4 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . 5 . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2011