Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 4,589,794 : : Positions : :1,637,466 1,215,863 448,578 1,187,254 600,462 321,919 177,133 734,271 246,801 80,158 582,949 : : : : Changes from: September 18, 2012 : : -39,340 25,305 -8,590 -30,673 7,695 -37,884 -4,067 47,230 81,251 1,278 -38,375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 26.5 9.8 25.9 13.1 7.0 3.9 16.0 5.4 1.7 12.7 : : : : Number of Traders in Each Category Total Traders: 219 : : 113 109 8 23 27 23 13 31 20 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 289,999 : : Positions : : 180,507 199,869 46,806 29,849 37,914 4,317 11,895 5,547 302 1,246 1,378 : : : : Changes from: September 18, 2012 : : 2,610 3,891 -1,748 -4,132 3,524 1,094 -986 1,477 -2,195 1,037 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 68.9 16.1 10.3 13.1 1.5 4.1 1.9 0.1 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 30 6 . 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 155,797 : : Positions : : 96,732 76,979 13,973 33,428 34,478 3,553 3,772 3,242 1,157 0 369 : : : : Changes from: September 18, 2012 : : 1,501 -2,146 -5,331 33 909 793 466 -200 1,092 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 49.4 9.0 21.5 22.1 2.3 2.4 2.1 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 4 6 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 258,139 : : Positions : : 186,386 117,567 18,311 75,120 45,514 782 11,149 3,637 250 0 240 : : : : Changes from: September 18, 2012 : : 3,074 3,196 -1,257 -2,049 5,422 782 1,395 1,674 250 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 45.5 7.1 29.1 17.6 0.3 4.3 1.4 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 25 7 8 14 . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 718,346 : : Positions : : 538,143 236,606 25,308 326,614 131,704 1,769 3,066 16,961 0 55 896 : : : : Changes from: September 18, 2012 : : 2,938 -100 1,852 2,258 2,858 248 -695 -145 -3,277 55 -1,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 32.9 3.5 45.5 18.3 0.2 0.4 2.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 26 10 11 19 . . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 211,999 : : Positions : : 147,940 184,428 39,729 7,713 14,843 596 74 1,309 0 0 0 : : : : Changes from: September 18, 2012 : : -18 -1,069 -2,653 0 2,436 558 74 111 -953 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 87.0 18.7 3.6 7.0 0.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 29 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 280,801 : : Positions : : 204,760 196,768 41,118 65,196 5,960 14,238 797 8,866 0 0 0 : : : : Changes from: September 18, 2012 : : -2,652 1,152 10,915 1,105 175 -6,667 5 -3,008 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 70.1 14.6 23.2 2.1 5.1 0.3 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 30 6 10 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 128,564 : : Positions : : 97,998 56,516 5,490 49,162 7,786 6,803 775 7,746 0 0 0 : : : : Changes from: September 18, 2012 : : -1,930 -3,175 -124 -3,357 217 -4,183 775 3,365 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 44.0 4.3 38.2 6.1 5.3 0.6 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 21 4 8 8 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 1,067,076 : : Positions : : 121,867 149,573 197,092 109,266 71,190 200,723 211,043 238,098 32,233 115,456 133,843 : : : : Changes from: September 18, 2012 : : -3,492 -2,225 3,358 -2,782 -7,346 -3,073 -4,719 -22,730 -3,235 2,261 -15,818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 14.0 18.5 10.2 6.7 18.8 19.8 22.3 3.0 10.8 12.5 : : : : Number of Traders in Each Category Total Traders: 301 : : 46 39 20 10 22 73 61 80 43 34 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 22,328 : : Positions : : 12,813 3,849 4,919 9,684 1,073 365 1,860 694 0 0 0 : : : : Changes from: September 18, 2012 : : 0 124 0 0 0 124 0 -124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 17.2 22.0 43.4 4.8 1.6 8.3 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 8 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 109,903 : : Positions : : 19,293 10,257 16,649 3,844 21,524 5,818 600 5,493 13,140 41,111 25,125 : : : : Changes from: September 18, 2012 : : 766 75 500 0 609 90 0 660 -288 386 2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 9.3 15.1 3.5 19.6 5.3 0.5 5.0 12.0 37.4 22.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 8 . 10 4 . . 5 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 25,817 : : Positions : : 3,993 1,630 0 2,319 3,828 2,202 1,472 1,402 6,415 6,562 3,771 : : : : Changes from: September 18, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 6.3 0.0 9.0 14.8 8.5 5.7 5.4 24.8 25.4 14.6 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 0 . . 4 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 53,480 : : Positions : : 27,948 23,182 12,897 13,948 6,269 0 231 2,316 0 0 0 : : : : Changes from: September 18, 2012 : : 388 372 0 0 0 0 72 -56 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 43.3 24.1 26.1 11.7 0.0 0.4 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 2,587,107 : : Positions : : 637,376 567,951 270,460 729,267 457,360 252,359 78,698 413,962 251,569 45,039 275,961 : : : : Changes from: September 18, 2012 : : 12,208 21,692 25,551 -3,359 -10,807 -22,195 -1,343 8,495 2,165 1,718 1,106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 22.0 10.5 28.2 17.7 9.8 3.0 16.0 9.7 1.7 10.7 : : : : Number of Traders in Each Category Total Traders: 161 : : 75 66 7 18 23 18 11 23 15 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 1,235,944 : : Positions : : 137,848 161,909 215,047 205,593 403,899 112,208 86,426 109,127 50,062 62,169 204,494 : : : : Changes from: September 18, 2012 : : 9,116 -1,466 -826 22,671 9,866 44,480 27,011 -16,213 9,861 15,100 -6,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 13.1 17.4 16.6 32.7 9.1 7.0 8.8 4.1 5.0 16.5 : : : : Number of Traders in Each Category Total Traders: 101 : : 22 21 15 8 18 15 12 18 16 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 32,651 : : Positions : : 27,133 26,719 1,446 4,119 1,449 1,800 0 0 375 0 0 : : : : Changes from: September 18, 2012 : : 636 741 100 -75 112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 81.8 4.4 12.6 4.4 5.5 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 28 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 5,185 : : Positions : : 4,051 1,842 46 2,987 120 660 0 0 0 0 0 : : : : Changes from: September 18, 2012 : : 75 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 35.5 0.9 57.6 2.3 12.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 10,064 : : Positions : : 6,915 6,856 1,446 838 1,144 0 600 0 208 75 46 : : : : Changes from: September 18, 2012 : : -35 668 125 -98 105 0 -480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 68.1 14.4 8.3 11.4 0.0 6.0 0.0 2.1 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 11,827 : : Positions : : 6,029 6,161 4,471 5,355 244 0 0 0 995 0 0 : : : : Changes from: September 18, 2012 : : -24 106 435 125 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 52.1 37.8 45.3 2.1 0.0 0.0 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 5,332 : : Positions : : 4,539 2,788 210 2,288 98 0 0 0 138 25 0 : : : : Changes from: September 18, 2012 : : 100 80 0 35 -3 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 52.3 3.9 42.9 1.8 0.0 0.0 0.0 2.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 28, 2012