Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 4,599,408 : : Positions : :1,837,080 993,386 275,666 1,116,745 612,760 291,390 174,455 1,117,423 17,156 134,358 433,398 : : : : Changes from: November 22, 2011 : : -92,169 -32,609 -1,320 23,640 -16,902 -20,255 -48,561 53,563 3,956 -54,784 -14,693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 21.6 6.0 24.3 13.3 6.3 3.8 24.3 0.4 2.9 9.4 : : : : Number of Traders in Each Category Total Traders: 215 : : 98 92 13 20 30 28 10 36 13 19 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 338,939 : : Positions : : 174,649 264,247 82,153 11,878 43,620 16,061 605 11,595 0 115 713 : : : : Changes from: November 22, 2011 : : 2,413 3,996 -1,251 -312 1,678 589 -1,693 1,156 -309 91 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 78.0 24.2 3.5 12.9 4.7 0.2 3.4 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 28 8 4 9 5 . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 191,038 : : Positions : : 135,008 132,494 19,980 29,859 22,527 4,428 0 2,830 8 0 589 : : : : Changes from: November 22, 2011 : : 525 3,874 1,860 278 -430 -1,084 0 -502 -240 -518 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 69.4 10.5 15.6 11.8 2.3 0.0 1.5 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 29 4 7 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 337,248 : : Positions : : 247,693 134,739 64,136 149,532 14,208 2,897 28,732 4,270 0 1,077 155 : : : : Changes from: November 22, 2011 : : 694 6,967 661 -742 773 -182 -4,499 624 0 -122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 40.0 19.0 44.3 4.2 0.9 8.5 1.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 22 5 9 12 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 798,012 : : Positions : : 641,785 328,425 22,429 320,202 105,271 1,005 16,067 24,669 0 0 0 : : : : Changes from: November 22, 2011 : : -9,969 -1,279 -319 -6,775 11,445 -62 -3,672 7,367 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 41.2 2.8 40.1 13.2 0.1 2.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 36 27 7 15 19 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 228,259 : : Positions : : 150,658 187,817 45,774 10,732 8,303 9,820 9,721 6,801 457 0 0 : : : : Changes from: November 22, 2011 : : 2,555 -123 -200 232 -201 961 3,312 -1,386 -697 -282 -821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 82.3 20.1 4.7 3.6 4.3 4.3 3.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 32 5 4 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 406,892 : : Positions : : 279,976 311,029 68,756 44,196 22,748 7,232 2,290 21,161 0 0 0 : : : : Changes from: November 22, 2011 : : -1,513 -11,043 -1,860 213 98 -1,714 2,290 -4,386 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 76.4 16.9 10.9 5.6 1.8 0.6 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 27 8 9 10 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 179,330 : : Positions : : 113,132 112,783 25,562 22,710 24,340 6,008 7,158 7,235 0 0 0 : : : : Changes from: November 22, 2011 : : 5,791 -6,371 -5,198 4,140 313 -2,505 1,926 682 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 62.9 14.3 12.7 13.6 3.4 4.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 24 4 10 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 981,582 : : Positions : : 108,408 142,326 225,033 37,536 80,992 135,081 269,586 236,699 34,968 71,355 96,057 : : : : Changes from: November 22, 2011 : : -3,470 -1,868 1,666 -3,391 -11,996 -911 -4,954 -11,011 -8,638 -3,055 -13,197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 14.5 22.9 3.8 8.3 13.8 27.5 24.1 3.6 7.3 9.8 : : : : Number of Traders in Each Category Total Traders: 322 : : 52 44 26 13 34 58 87 79 35 37 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 1,772,345 : : Positions : : 208,003 165,435 47,750 65,189 790,581 37,918 97,284 290,579 46,718 10,478 346,080 : : : : Changes from: November 22, 2011 : : -21,678 -23,297 -10,595 2,901 -52,586 1,254 994 -55,309 10,040 -2,145 -49,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 9.3 2.7 3.7 44.6 2.1 5.5 16.4 2.6 0.6 19.5 : : : : Number of Traders in Each Category Total Traders: 132 : : 36 35 13 14 24 22 17 27 21 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,354 : : Positions : : 565 815 419 1,738 2,716 7,067 906 350 5,389 10,059 3,612 : : : : Changes from: November 22, 2011 : : 0 -148 -226 -1 22 517 -3,001 -176 -1,174 3,482 -1,202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.5 3.6 1.9 7.8 12.1 31.6 4.1 1.6 24.1 45.0 16.2 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . . 4 . . . 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 67,165 : : Positions : : 2,173 4,221 1,141 2,614 8,104 30,483 30,357 20,585 2,343 0 449 : : : : Changes from: November 22, 2011 : : 93 -389 -687 80 806 3 67 -821 119 0 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 6.3 1.7 3.9 12.1 45.4 45.2 30.6 3.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 10 . 4 5 6 10 10 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 60,784 : : Positions : : 36,199 18,165 13,346 20,191 5,604 0 9,391 2,928 0 0 0 : : : : Changes from: November 22, 2011 : : 548 1,116 0 0 0 0 -992 558 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 29.9 22.0 33.2 9.2 0.0 15.4 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 5 5 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22, 2011 : : 0 0 0 0 0 0 0 0 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 29, 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 95,005 : : Positions : : 54,403 40,318 13,904 35,174 11,097 2,786 779 2,898 0 0 0 : : : : Changes from: November 22, 2011 : : 125 38 0 0 0 -52 36 36 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 42.4 14.6 37.0 11.7 2.9 0.8 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 2,503,774 : : Positions : : 636,821 411,948 143,040 664,321 505,959 269,715 92,655 570,059 175,609 70,685 168,056 : : : : Changes from: November 22, 2011 : : -57,327 -38,248 -11,734 -36,381 -5,035 -4,007 -8,426 16,125 -17,366 -5,555 -15,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 16.5 5.7 26.5 20.2 10.8 3.7 22.8 7.0 2.8 6.7 : : : : Number of Traders in Each Category Total Traders: 157 : : 69 60 10 17 26 20 14 28 12 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 1,048,969 : : Positions : : 119,564 183,011 218,628 228,033 327,750 171,351 50,286 106,050 14,930 64,914 85,308 : : : : Changes from: November 22, 2011 : : -6,887 -18,189 23,010 -4,488 -44,752 -3,089 8,270 -29,087 -12,877 16,720 -24,951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 17.4 20.8 21.7 31.2 16.3 4.8 10.1 1.4 6.2 8.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 17 20 15 8 19 11 10 16 8 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,227 : : Positions : : 20,201 12,668 704 8,429 812 45 0 45 250 56 67 : : : : Changes from: November 22, 2011 : : -130 -220 0 80 -50 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 57.0 3.2 37.9 3.7 0.2 0.0 0.2 1.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 29 . 10 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 10,598 : : Positions : : 9,396 4,215 484 5,482 312 0 0 0 150 90 0 : : : : Changes from: November 22, 2011 : : 152 152 30 -36 -30 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 39.8 4.6 51.7 2.9 0.0 0.0 0.0 1.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 7,446 : : Positions : : 4,552 5,222 1,992 1,320 594 0 0 0 5 60 30 : : : : Changes from: November 22, 2011 : : 78 184 70 -6 10 0 0 0 5 60 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 70.1 26.8 17.7 8.0 0.0 0.0 0.0 0.1 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 6 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 10,628 : : Positions : : 6,053 4,534 2,801 4,510 392 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : -185 -175 477 196 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 42.7 26.4 42.4 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 4 5 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2011