Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 5,046,920 : : Positions : :1,820,492 1,193,091 286,021 1,073,752 721,585 533,135 239,528 1,119,822 7,742 139,613 541,756 : : : : Changes from: January 24, 2012 : : -147,916 -39,543 4,386 -18,149 33,490 71,468 32,609 -50,522 -4,393 -45,587 52,337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 23.6 5.7 21.3 14.3 10.6 4.7 22.2 0.2 2.8 10.7 : : : : Number of Traders in Each Category Total Traders: 224 : : 111 102 15 22 33 19 17 30 9 21 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 386,325 : : Positions : : 211,705 229,320 78,802 25,855 57,444 5,848 52,210 12,239 1,788 0 2,307 : : : : Changes from: January 24, 2012 : : 21,703 1,260 -16,294 8,253 11,211 1,297 -3,969 -55 1,547 0 638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 59.4 20.4 6.7 14.9 1.5 13.5 3.2 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 24 8 4 11 . 4 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 169,427 : : Positions : : 112,742 109,846 25,108 31,641 18,622 1,964 0 4,899 55 0 747 : : : : Changes from: January 24, 2012 : : 1,624 7,312 3,119 -1,389 1,141 1,639 0 7 55 -317 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 64.8 14.8 18.7 11.0 1.2 0.0 2.9 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . 9 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 319,934 : : Positions : : 231,596 122,763 59,934 152,013 12,284 6,910 19,717 3,930 0 0 0 : : : : Changes from: January 24, 2012 : : 3,582 -1,192 -212 -882 1,405 281 2,888 -159 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 38.4 18.7 47.5 3.8 2.2 6.2 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 4 9 12 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 781,979 : : Positions : : 623,405 336,895 19,611 269,601 120,348 533 30,893 14,782 0 5,454 485 : : : : Changes from: January 24, 2012 : : 10,700 5,739 -2,135 383 -126 -150 -3,012 -4,547 0 4,729 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 43.1 2.5 34.5 15.4 0.1 4.0 1.9 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 37 26 7 15 21 . 4 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 242,022 : : Positions : : 159,665 201,383 55,260 8,925 6,980 12,418 18,835 3,190 0 0 0 : : : : Changes from: January 24, 2012 : : 9,970 4,927 -644 1,498 186 1,642 4,751 -229 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 83.2 22.8 3.7 2.9 5.1 7.8 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 32 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 398,256 : : Positions : : 296,515 298,866 49,398 52,096 12,467 7,827 5,393 21,558 0 0 0 : : : : Changes from: January 24, 2012 : : 22,197 32,015 4,745 -639 -179 197 -908 2,907 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 75.0 12.4 13.1 3.1 2.0 1.4 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 27 7 7 9 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 240,427 : : Positions : : 198,451 104,214 6,001 77,668 16,784 5,086 23,560 9,215 0 1,694 232 : : : : Changes from: January 24, 2012 : : 10,523 4,408 -203 -5,945 1,182 -1,026 9,299 1,551 0 1,042 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 43.3 2.5 32.3 7.0 2.1 9.8 3.8 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 22 4 7 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,245,201 : : Positions : : 107,991 143,824 231,577 92,757 113,739 223,977 298,264 303,595 46,309 100,000 144,230 : : : : Changes from: January 24, 2012 : : -1,461 -2,251 -2,879 11,409 22,588 13,037 7,041 8,845 9,752 730 -4,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 11.6 18.6 7.4 9.1 18.0 24.0 24.4 3.7 8.0 11.6 : : : : Number of Traders in Each Category Total Traders: 348 : : 44 45 25 10 29 61 91 79 54 49 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 2,321,706 : : Positions : : 259,225 205,896 98,086 84,568 922,297 52,536 153,103 469,748 47,048 10,230 467,007 : : : : Changes from: January 24, 2012 : : -12,025 -16,132 3,396 1,283 -3,071 -314 16,311 -14,584 5,349 -4,661 -17,395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 8.9 4.2 3.6 39.7 2.3 6.6 20.2 2.0 0.4 20.1 : : : : Number of Traders in Each Category Total Traders: 145 : : 37 33 11 15 24 19 27 29 23 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 92,611 : : Positions : : 1,295 3,231 700 3,929 49,989 9,342 656 650 6,609 10,924 21,441 : : : : Changes from: January 24, 2012 : : 144 315 700 81 25,858 200 0 0 -1,410 -421 3,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.4 3.5 0.8 4.2 54.0 10.1 0.7 0.7 7.1 11.8 23.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 5 . 4 5 . . . 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 119,552 : : Positions : : 3,384 6,444 3,057 11,066 7,542 56,301 48,858 43,103 4,207 1,061 897 : : : : Changes from: January 24, 2012 : : -121 -356 71 33 -16 3,171 3,074 -1,715 -160 50 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 5.4 2.6 9.3 6.3 47.1 40.9 36.1 3.5 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 10 . 4 4 5 14 15 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 52,789 : : Positions : : 30,354 16,161 12,658 14,805 3,568 0 7,806 2,438 0 0 0 : : : : Changes from: January 24, 2012 : : 0 0 0 0 0 0 62 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 30.6 24.0 28.0 6.8 0.0 14.8 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 31, 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 85,964 : : Positions : : 51,169 36,529 13,077 26,305 9,118 173 705 3,270 0 0 0 : : : : Changes from: January 24, 2012 : : -459 -446 0 0 0 -60 -73 -3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 42.5 15.2 30.6 10.6 0.2 0.8 3.8 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 31, 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 2,809,751 : : Positions : : 576,799 460,839 372,333 717,389 517,253 356,332 226,685 550,122 187,205 101,439 214,040 : : : : Changes from: January 24, 2012 : : -46,897 -6,470 44,274 -2,453 -1,129 45,043 14,130 -3,225 -4,993 37,306 -14,373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 16.4 13.3 25.5 18.4 12.7 8.1 19.6 6.7 3.6 7.6 : : : : Number of Traders in Each Category Total Traders: 156 : : 66 61 9 17 25 19 14 29 15 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,268,111 : : Positions : : 116,962 195,386 299,126 390,219 301,298 213,291 69,317 133,898 71,163 48,208 127,754 : : : : Changes from: January 24, 2012 : : -13,098 -7,590 6,552 21,782 -7,168 48,263 -16,096 -30,801 -43,106 925 5,547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 15.4 23.6 30.8 23.8 16.8 5.5 10.6 5.6 3.8 10.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 19 20 14 11 17 13 9 19 6 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 18,981 : : Positions : : 17,539 11,050 267 6,789 667 0 0 0 240 0 0 : : : : Changes from: January 24, 2012 : : 327 430 30 -58 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 58.2 1.4 35.8 3.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 . 8 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 8,832 : : Positions : : 7,471 3,178 309 4,719 270 0 0 0 150 60 0 : : : : Changes from: January 24, 2012 : : -15 69 -20 150 20 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 36.0 3.5 53.4 3.1 0.0 0.0 0.0 1.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 6,350 : : Positions : : 3,598 4,189 1,910 914 697 0 0 0 0 95 0 : : : : Changes from: January 24, 2012 : : -7 28 45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 66.0 30.1 14.4 11.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 6 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 9,208 : : Positions : : 5,223 3,549 3,165 4,897 165 0 0 0 30 0 15 : : : : Changes from: January 24, 2012 : : -501 59 600 -45 0 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 38.5 34.4 53.2 1.8 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 5 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2012