Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 4,708,432 : : Positions : :1,881,257 1,073,619 253,083 1,134,535 588,533 389,964 239,283 1,082,678 49,052 125,297 445,911 : : : : Changes from: January 3, 2012 : : 70,973 52,208 18,198 -17,185 3,111 -38,705 18,211 92,455 9,656 6,141 2,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 22.8 5.4 24.1 12.5 8.3 5.1 23.0 1.0 2.7 9.5 : : : : Number of Traders in Each Category Total Traders: 226 : : 107 101 13 22 32 21 18 34 14 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 327,063 : : Positions : : 166,493 206,862 82,138 12,547 48,500 7,916 45,287 6,535 0 69 1,014 : : : : Changes from: January 3, 2012 : : 1,703 -20,662 -488 3,805 -3,364 -7,714 10,707 -3,086 -374 69 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 63.2 25.1 3.8 14.8 2.4 13.8 2.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 22 9 . 10 5 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 152,987 : : Positions : : 100,565 98,285 23,756 32,015 16,051 2,405 0 3,719 0 0 0 : : : : Changes from: January 3, 2012 : : -12,574 -6,523 2,204 -4,869 -1,670 422 0 -1,428 -177 0 -702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 64.2 15.5 20.9 10.5 1.6 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 4 8 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 307,542 : : Positions : : 219,073 122,850 60,394 143,301 12,800 8,341 21,067 1,649 0 0 0 : : : : Changes from: January 3, 2012 : : -13,846 1,926 -3,732 -9,761 -237 1,079 -7,310 -751 0 -352 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 39.9 19.6 46.6 4.2 2.7 6.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 21 4 9 10 . 4 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 785,036 : : Positions : : 610,558 336,565 24,036 259,052 130,297 1,940 39,519 15,434 0 358 610 : : : : Changes from: January 3, 2012 : : -34,479 -36,886 -5,605 -4,388 -7,571 1,196 1,472 -3,938 0 -85 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 42.9 3.1 33.0 16.6 0.2 5.0 2.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 25 7 15 20 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 226,554 : : Positions : : 143,299 192,300 56,901 6,386 4,968 9,942 14,418 3,163 0 0 0 : : : : Changes from: January 3, 2012 : : -8,688 -6,256 -5,299 -744 177 536 -3,669 -1,769 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 84.9 25.1 2.8 2.2 4.4 6.4 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 27 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 347,182 : : Positions : : 254,649 260,929 47,329 49,704 11,603 10,713 7,505 12,120 0 0 0 : : : : Changes from: January 3, 2012 : : -39,550 -36,269 -620 -2,436 -6,392 3,623 7,445 -5,592 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 75.2 13.6 14.3 3.3 3.1 2.2 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 27 7 7 8 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 217,059 : : Positions : : 178,581 92,458 6,146 75,246 17,889 2,919 13,880 8,488 0 0 0 : : : : Changes from: January 3, 2012 : : 47,811 19,285 -465 19,068 -99 -5,542 3,886 368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 42.6 2.8 34.7 8.2 1.3 6.4 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 19 4 7 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,128,230 : : Positions : : 94,129 130,379 222,326 52,899 101,143 186,457 290,168 285,226 31,184 86,063 132,817 : : : : Changes from: January 3, 2012 : : -1,588 -3,530 8,843 14,471 253 35,432 30,154 33,115 442 3,170 5,398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 11.6 19.7 4.7 9.0 16.5 25.7 25.3 2.8 7.6 11.8 : : : : Number of Traders in Each Category Total Traders: 332 : : 48 42 26 12 33 57 89 82 43 47 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : 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 2,017,493 : : Positions : : 232,246 182,843 81,537 69,516 832,602 46,618 127,180 379,655 31,834 9,615 408,564 : : : : Changes from: January 3, 2012 : : 10,789 10,891 1,490 2,074 24,524 4,012 6,349 24,185 3,544 438 15,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 9.1 4.0 3.4 41.3 2.3 6.3 18.8 1.6 0.5 20.3 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 35 12 16 26 17 25 28 20 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 93,672 : : Positions : : 2,363 5,243 2,348 7,640 7,571 42,672 38,047 33,746 3,197 352 667 : : : : Changes from: January 3, 2012 : : -21 517 566 1,587 -204 1,856 -877 5,670 343 200 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.5 5.6 2.5 8.2 8.1 45.6 40.6 36.0 3.4 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 6 8 . 4 5 7 13 14 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2012 : 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 51,513 : : Positions : : 30,416 14,875 12,658 14,805 3,568 0 8,768 1,540 0 0 0 : : : : Changes from: January 3, 2012 : : -240 -248 -124 0 124 0 -242 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 28.9 24.6 28.7 6.9 0.0 17.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 85,045 : : Positions : : 50,452 36,859 13,077 26,305 9,118 1,297 454 2,800 0 0 0 : : : : Changes from: January 3, 2012 : : 1,102 688 0 -116 0 232 -36 -68 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 43.3 15.4 30.9 10.7 1.5 0.5 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 2,531,427 : : Positions : : 595,316 414,818 233,740 643,973 489,086 299,756 192,512 506,645 186,135 75,266 186,258 : : : : Changes from: January 3, 2012 : : -6,755 16,748 80,959 102 -19,275 6,367 63,810 6,624 3,895 2,334 -1,508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 16.4 9.2 25.4 19.3 11.8 7.6 20.0 7.4 3.0 7.4 : : : : Number of Traders in Each Category Total Traders: 155 : : 65 56 7 19 25 20 15 29 14 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,130,018 : : Positions : : 111,933 189,919 240,087 327,151 297,998 155,518 39,975 124,556 82,414 35,102 112,737 : : : : Changes from: January 3, 2012 : : -2,306 6,458 10,419 3,801 10,082 -6,033 -632 7,092 697 -6,641 12,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 16.8 21.2 29.0 26.4 13.8 3.5 11.0 7.3 3.1 10.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 18 20 14 11 17 10 11 16 9 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 17,539 : : Positions : : 16,064 9,506 354 6,968 541 0 0 0 210 0 0 : : : : Changes from: January 3, 2012 : : -2,474 -1,987 -175 -808 -364 -45 0 0 -40 -36 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 54.2 2.0 39.7 3.1 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . 7 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 6,170 : : Positions : : 3,708 3,974 1,590 939 738 0 0 0 0 95 0 : : : : Changes from: January 3, 2012 : : 225 455 250 -20 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 64.4 25.8 15.2 12.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 5 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 9,156 : : Positions : : 5,027 3,415 2,580 4,241 300 0 0 0 45 0 0 : : : : Changes from: January 3, 2012 : : 270 210 0 90 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 37.3 28.2 46.3 3.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 4 4 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2012