Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 5,216,584 : : Positions : :1,981,589 1,462,689 333,633 1,371,045 585,071 760,083 159,225 925,534 64,624 147,060 545,166 : : : : Changes from: May 15, 2012 : : 80,605 33,260 11,082 79,147 -59,323 60,702 43,183 -56,138 -3,500 -4,480 49,381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 28.0 6.4 26.3 11.2 14.6 3.1 17.7 1.2 2.8 10.5 : : : : Number of Traders in Each Category Total Traders: 229 : : 110 107 11 22 28 23 13 31 22 16 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 323,391 : : Positions : : 222,309 223,861 42,542 48,687 31,169 1,835 7,141 4,899 1,116 838 2,030 : : : : Changes from: May 15, 2012 : : 5,898 4,929 -3,156 2,758 823 -155 -7,012 -1,536 -2,610 -331 -1,596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 69.2 13.2 15.1 9.6 0.6 2.2 1.5 0.3 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 30 6 4 9 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 178,211 : : Positions : : 117,243 91,924 29,333 46,610 23,013 629 9,899 3,715 414 177 802 : : : : Changes from: May 15, 2012 : : -876 -211 1,477 -251 105 629 1,882 3,715 -1,218 -1,086 -2,916 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 51.6 16.5 26.2 12.9 0.4 5.6 2.1 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . 10 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 272,636 : : Positions : : 190,327 113,393 41,425 94,986 30,182 2,518 16,352 1,628 239 0 465 : : : : Changes from: May 15, 2012 : : -320 1,621 -518 -756 1,285 -1,162 5,029 1,317 31 -6,397 -718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 41.6 15.2 34.8 11.1 0.9 6.0 0.6 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 22 4 8 10 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 788,720 : : Positions : : 623,873 293,924 7,626 310,301 130,485 0 27,875 21,252 835 715 1,096 : : : : Changes from: May 15, 2012 : : 17,736 18,288 -1,780 2,936 5,450 0 -5,299 3,654 -1,189 155 -871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 37.3 1.0 39.3 16.5 0.0 3.5 2.7 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 29 4 15 19 0 7 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 232,058 : : Positions : : 153,871 198,890 36,602 10,444 17,171 17,326 0 1,323 0 0 0 : : : : Changes from: May 15, 2012 : : 2,407 3,291 1,464 924 399 4,943 0 997 -2,747 0 -1,012 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 85.7 15.8 4.5 7.4 7.5 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 361,815 : : Positions : : 272,155 225,717 26,279 62,920 10,941 1,718 10,003 43,419 0 0 0 : : : : Changes from: May 15, 2012 : : -978 -3,682 -1,469 5,043 -608 728 -5,708 4,078 -2,315 0 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 62.4 7.3 17.4 3.0 0.5 2.8 12.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 4 11 9 . 6 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 185,420 : : Positions : : 130,252 91,489 5,339 62,142 18,979 23,854 1,472 4,502 0 1,404 0 : : : : Changes from: May 15, 2012 : : -8,780 -1,954 -60 1,200 483 3,268 -9,530 2,292 -4,532 120 -1,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 49.3 2.9 33.5 10.2 12.9 0.8 2.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 22 4 8 9 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 1,210,292 : : Positions : : 111,534 119,943 216,354 118,632 118,518 197,269 256,988 314,006 43,500 99,462 138,337 : : : : Changes from: May 15, 2012 : : -7,655 -5,673 5,374 -2,221 -3,028 -8,328 -11,040 -8,484 -6,003 2,966 18,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 9.9 17.9 9.8 9.8 16.3 21.2 25.9 3.6 8.2 11.4 : : : : Number of Traders in Each Category Total Traders: 322 : : 43 39 24 11 28 61 75 79 47 45 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 44,337 : : Positions : : 31,429 10,098 5,965 17,822 1,491 625 8,067 886 0 0 0 : : : : Changes from: May 15, 2012 : : -1,800 0 0 0 0 0 -1,413 852 0 -387 -552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 22.8 13.5 40.2 3.4 1.4 18.2 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 81,998 : : Positions : : 4,730 2,592 27,483 16,644 7,538 5,666 5,250 975 4,797 19,141 28,148 : : : : Changes from: May 15, 2012 : : 350 300 -940 -2,000 1,255 0 -156 0 95 910 -691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 3.2 33.5 20.3 9.2 6.9 6.4 1.2 5.9 23.3 34.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 6 5 . 5 . . . 7 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 71,529 : : Positions : : 40,126 30,131 13,630 19,857 7,993 0 1,778 2,911 0 0 0 : : : : Changes from: May 15, 2012 : : -8 542 -24 -144 24 0 374 2,054 0 -804 -1,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 42.1 19.1 27.8 11.2 0.0 2.5 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 2,801,708 : : Positions : : 649,573 512,736 346,064 766,912 500,712 324,846 135,696 568,903 140,068 52,660 239,895 : : : : Changes from: May 15, 2012 : : 29,700 33,205 9,367 -25,182 4,332 -13,085 10,970 9,191 -25,302 -18,190 21,014 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 18.3 12.4 27.4 17.9 11.6 4.8 20.3 5.0 1.9 8.6 : : : : Number of Traders in Each Category Total Traders: 156 : : 71 60 8 17 23 16 12 25 15 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 1,504,715 : : Positions : : 127,433 231,416 346,434 298,196 358,551 153,155 260,690 191,568 168,807 7,168 152,036 : : : : Changes from: May 15, 2012 : : 722 8,582 3,696 21,785 -14,220 -9,156 -13,131 30,741 14,407 -7,356 6,796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 15.4 23.0 19.8 23.8 10.2 17.3 12.7 11.2 0.5 10.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 20 18 15 8 17 14 12 21 12 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 25,974 : : Positions : : 22,029 18,623 335 5,847 830 2,160 0 0 366 45 0 : : : : Changes from: May 15, 2012 : : 947 967 0 -13 158 180 0 0 -173 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.7 1.3 22.5 3.2 8.3 0.0 0.0 1.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 8,357 : : Positions : : 5,986 3,001 316 4,701 263 1,280 0 0 0 0 0 : : : : Changes from: May 15, 2012 : : 25 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 35.9 3.8 56.3 3.1 15.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 8,235 : : Positions : : 5,597 3,509 987 1,443 1,037 0 1,500 0 134 0 0 : : : : Changes from: May 15, 2012 : : 496 325 -100 130 32 0 0 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 42.6 12.0 17.5 12.6 0.0 18.2 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . 5 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012 : 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 10,356 : : Positions : : 5,082 4,753 3,420 4,727 210 0 0 0 1,060 0 0 : : : : Changes from: May 15, 2012 : : 240 265 0 -38 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 45.9 33.0 45.6 2.0 0.0 0.0 0.0 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 25, 2012