Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 4,962,657 : : Positions : :1,917,861 1,180,718 267,577 1,099,236 649,962 377,575 199,146 1,238,014 57,608 133,972 425,347 : : : : Changes from: January 10, 2012 : : 36,604 107,099 14,494 -35,299 61,429 -12,389 -40,137 155,336 8,556 8,675 -20,564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 23.8 5.4 22.2 13.1 7.6 4.0 24.9 1.2 2.7 8.6 : : : : Number of Traders in Each Category Total Traders: 228 : : 110 100 13 22 32 19 20 34 13 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 350,684 : : Positions : : 179,082 219,764 92,744 13,794 45,595 3,854 52,306 12,192 0 83 1,342 : : : : Changes from: January 10, 2012 : : 12,589 12,902 10,606 1,247 -2,905 -4,062 7,019 5,657 0 14 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 62.7 26.4 3.9 13.0 1.1 14.9 3.5 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 9 . 10 . 4 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 155,911 : : Positions : : 104,593 99,031 22,177 31,500 16,601 1,431 0 3,839 0 291 461 : : : : Changes from: January 10, 2012 : : 4,028 746 -1,579 -515 550 -974 0 120 0 291 461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 63.5 14.2 20.2 10.6 0.9 0.0 2.5 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 4 8 11 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 314,668 : : Positions : : 227,169 119,992 59,959 152,906 11,644 8,769 23,848 1,249 0 0 0 : : : : Changes from: January 10, 2012 : : 8,096 -2,858 -435 9,605 -1,156 428 2,781 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 38.1 19.1 48.6 3.7 2.8 7.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 24 4 10 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 785,890 : : Positions : : 620,675 333,835 24,644 276,732 118,859 1,074 34,757 17,419 0 18 797 : : : : Changes from: January 10, 2012 : : 10,117 -2,730 608 17,680 -11,438 -866 -4,762 1,985 0 -340 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 42.5 3.1 35.2 15.1 0.1 4.4 2.2 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 26 7 15 20 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 232,629 : : Positions : : 148,982 197,603 56,780 6,600 6,529 8,106 13,185 4,343 0 0 0 : : : : Changes from: January 10, 2012 : : 5,683 5,303 -121 214 1,561 -1,836 -1,233 1,180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 84.9 24.4 2.8 2.8 3.5 5.7 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 30 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 346,139 : : Positions : : 252,925 240,456 43,316 53,027 16,479 5,540 9,082 19,147 0 0 0 : : : : Changes from: January 10, 2012 : : -1,724 -20,473 -4,013 3,323 4,876 -5,173 1,577 7,027 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 69.5 12.5 15.3 4.8 1.6 2.6 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 7 7 8 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 213,508 : : Positions : : 172,060 91,336 6,146 79,525 15,780 10,088 12,763 5,836 0 0 0 : : : : Changes from: January 10, 2012 : : -6,521 -1,122 0 4,279 -2,109 7,169 -1,117 -2,652 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 42.8 2.9 37.2 7.4 4.7 6.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 19 4 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,184,319 : : Positions : : 101,205 140,238 232,693 66,754 95,582 189,770 276,374 306,277 31,385 103,271 141,691 : : : : Changes from: January 10, 2012 : : 7,077 9,860 10,366 13,855 -5,561 3,313 -13,794 21,050 201 17,208 8,874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 11.8 19.6 5.6 8.1 16.0 23.3 25.9 2.7 8.7 12.0 : : : : Number of Traders in Each Category Total Traders: 345 : : 48 43 22 14 30 60 87 85 49 48 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 2,320,621 : : Positions : : 268,221 213,903 92,476 86,752 914,887 56,199 139,584 474,094 42,368 15,198 466,461 : : : : Changes from: January 10, 2012 : : 35,975 31,060 10,938 17,236 82,285 9,581 12,405 94,440 10,533 5,583 57,897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 9.2 4.0 3.7 39.4 2.4 6.0 20.4 1.8 0.7 20.1 : : : : Number of Traders in Each Category Total Traders: 140 : : 36 34 11 17 26 22 21 31 21 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 43,154 : : Positions : : 1,001 2,914 0 3,836 10,075 9,042 656 650 7,746 10,745 12,068 : : : : Changes from: January 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 6.8 0.0 8.9 23.3 21.0 1.5 1.5 17.9 24.9 28.0 : : : : Number of Traders in Each Category Total Traders: 22 : : . 5 0 5 5 . . . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 106,509 : : Positions : : 2,849 6,560 2,607 9,763 8,047 49,586 42,100 37,784 3,526 876 829 : : : : Changes from: January 10, 2012 : : 486 1,317 259 2,124 476 6,914 4,053 4,039 329 524 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 6.2 2.4 9.2 7.6 46.6 39.5 35.5 3.3 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 10 . 4 4 5 15 15 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 52,427 : : Positions : : 30,416 15,795 12,658 14,805 3,568 0 7,848 2,396 0 0 0 : : : : Changes from: January 10, 2012 : : 0 920 0 0 0 0 -920 856 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 30.1 24.1 28.2 6.8 0.0 15.0 4.6 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 17, 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 85,835 : : Positions : : 51,301 36,895 13,077 26,305 9,118 1,164 606 2,874 0 0 0 : : : : Changes from: January 10, 2012 : : 849 36 0 0 0 -133 153 74 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 43.0 15.2 30.6 10.6 1.4 0.7 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 17, 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 2,646,864 : : Positions : : 598,750 422,546 280,072 695,598 512,936 299,163 184,237 543,003 189,464 75,349 189,030 : : : : Changes from: January 10, 2012 : : 3,434 7,728 46,332 51,625 23,850 -593 -8,275 36,358 3,329 83 2,772 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 16.0 10.6 26.3 19.4 11.3 7.0 20.5 7.2 2.8 7.1 : : : : Number of Traders in Each Category Total Traders: 157 : : 68 58 7 19 25 20 15 29 14 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,225,960 : : Positions : : 113,400 195,057 296,205 365,765 298,045 199,172 82,359 117,366 81,396 49,836 115,086 : : : : Changes from: January 10, 2012 : : 1,467 5,138 56,118 38,614 47 43,654 42,384 -7,190 -1,018 14,734 2,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 15.9 24.2 29.8 24.3 16.2 6.7 9.6 6.6 4.1 9.4 : : : : Number of Traders in Each Category Total Traders: 85 : : 18 20 15 10 17 10 11 17 6 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,288 : : Positions : : 16,749 10,484 354 6,677 544 0 0 0 220 0 0 : : : : Changes from: January 10, 2012 : : 685 978 0 -291 3 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 57.3 1.9 36.5 3.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . 7 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 6,147 : : Positions : : 3,565 3,946 1,665 899 738 0 0 0 0 95 0 : : : : Changes from: January 10, 2012 : : -143 -28 75 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 64.2 27.1 14.6 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 6 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 9,647 : : Positions : : 5,649 3,415 2,565 4,865 165 0 0 0 45 0 0 : : : : Changes from: January 10, 2012 : : 622 0 -15 624 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 35.4 26.6 50.4 1.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 20, 2012