Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 5,361,287 : : Positions : :1,975,987 1,295,434 312,820 1,149,509 799,704 617,009 336,675 1,063,598 46,554 165,694 534,092 : : : : Changes from: February 14, 2012 : : -165 6,224 -6,844 33,172 31,468 73,995 31,748 -81,919 17,895 12,541 -58,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 24.2 5.8 21.4 14.9 11.5 6.3 19.8 0.9 3.1 10.0 : : : : Number of Traders in Each Category Total Traders: 226 : : 112 102 14 23 34 21 13 32 13 22 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 367,700 : : Positions : : 218,011 235,309 69,392 39,588 44,853 5,816 30,253 8,930 1,685 711 2,229 : : : : Changes from: February 14, 2012 : : 6,608 10,540 1,406 1,697 -2,778 -298 -5,192 -801 -407 711 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 64.0 18.9 10.8 12.2 1.6 8.2 2.4 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 25 7 5 10 . 6 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 167,837 : : Positions : : 106,669 108,624 30,083 31,081 20,603 1,457 0 4,945 373 0 671 : : : : Changes from: February 14, 2012 : : 1,285 655 1,597 2,177 180 705 0 -298 248 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 64.7 17.9 18.5 12.3 0.9 0.0 2.9 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 10 12 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 330,603 : : Positions : : 236,317 130,049 52,144 150,684 20,186 11,035 14,204 4,046 3,852 238 515 : : : : Changes from: February 14, 2012 : : 10,292 10,394 862 917 1,107 642 -1,616 115 0 238 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 39.3 15.8 45.6 6.1 3.3 4.3 1.2 1.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 24 4 9 11 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 742,130 : : Positions : : 580,034 283,182 13,844 274,131 130,840 84 25,727 12,856 643 9,769 1,981 : : : : Changes from: February 14, 2012 : : 14,048 9,970 -384 1,665 8,466 84 2,122 -3,710 643 -466 422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 38.2 1.9 36.9 17.6 0.0 3.5 1.7 0.1 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 28 6 16 21 . 7 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 236,639 : : Positions : : 165,211 199,739 50,379 8,667 6,216 8,294 17,601 1,815 0 0 0 : : : : Changes from: February 14, 2012 : : 2,477 2,785 924 515 92 -230 110 -393 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 84.4 21.3 3.7 2.6 3.5 7.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 28 6 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 408,317 : : Positions : : 304,994 293,444 43,168 55,286 13,189 9,791 12,274 28,414 0 0 0 : : : : Changes from: February 14, 2012 : : 11,977 9,409 -3,693 0 -277 787 -1,092 4,622 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 71.9 10.6 13.5 3.2 2.4 3.0 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 27 7 9 10 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 264,358 : : Positions : : 226,233 121,864 5,336 77,546 19,981 421 26,061 9,730 0 1,864 62 : : : : Changes from: February 14, 2012 : : 18,232 9,790 928 1,482 224 -5,279 716 3,823 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 46.1 2.0 29.3 7.6 0.2 9.9 3.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 23 4 7 8 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 1,293,984 : : Positions : : 133,401 156,962 233,322 110,498 122,184 215,877 286,053 320,561 46,142 101,190 147,417 : : : : Changes from: February 14, 2012 : : -3,668 -6,416 -1,066 3,366 6,195 -6,671 1,799 3,860 6,579 -3,065 -14,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 12.1 18.0 8.5 9.4 16.7 22.1 24.8 3.6 7.8 11.4 : : : : Number of Traders in Each Category Total Traders: 352 : : 45 43 24 13 31 68 86 84 52 49 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 2,411,227 : : Positions : : 267,429 207,169 94,810 86,965 948,515 55,613 154,982 504,498 43,165 10,042 489,312 : : : : Changes from: February 14, 2012 : : -1,245 -193 2,857 502 400 1,837 -53 -786 -2,947 99 447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 8.6 3.9 3.6 39.3 2.3 6.4 20.9 1.8 0.4 20.3 : : : : Number of Traders in Each Category Total Traders: 146 : : 39 35 12 14 24 16 31 34 21 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 112,582 : : Positions : : 1,595 3,080 300 5,571 53,494 8,242 656 7,300 12,491 13,895 26,287 : : : : Changes from: February 14, 2012 : : 0 -202 0 -418 117 500 0 3,550 2,397 3,500 1,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.4 2.7 0.3 4.9 47.5 7.3 0.6 6.5 11.1 12.3 23.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 5 . 5 7 4 . 5 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 120,728 : : Positions : : 3,070 6,623 2,403 15,986 10,182 56,784 43,682 40,933 3,975 807 1,080 : : : : Changes from: February 14, 2012 : : -354 -360 -12 1,104 147 1,007 -852 -13,554 -212 -200 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.5 5.5 2.0 13.2 8.4 47.0 36.2 33.9 3.3 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 11 . 5 5 4 14 14 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 50,391 : : Positions : : 27,722 16,289 13,055 13,889 2,707 0 7,054 1,888 0 0 0 : : : : Changes from: February 14, 2012 : : 110 1,202 0 0 0 0 184 -184 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 32.3 25.9 27.6 5.4 0.0 14.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 82,870 : : Positions : : 48,713 34,700 13,057 24,457 9,762 0 1,612 2,538 0 0 0 : : : : Changes from: February 14, 2012 : : 199 -31 0 0 0 -31 199 -17 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 41.9 15.8 29.5 11.8 0.0 1.9 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 2,940,899 : : Positions : : 625,109 477,416 416,019 750,223 547,331 325,554 258,657 573,932 209,432 105,923 205,670 : : : : Changes from: February 14, 2012 : : 14,900 2,571 -5,916 -9,727 38,743 -23,355 -34,628 48,074 -18,219 10,367 7,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 16.2 14.1 25.5 18.6 11.1 8.8 19.5 7.1 3.6 7.0 : : : : Number of Traders in Each Category Total Traders: 165 : : 71 65 8 19 26 22 13 28 13 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 1,466,658 : : Positions : : 122,220 235,479 290,003 417,950 345,301 308,232 42,139 203,049 46,479 73,786 147,192 : : : : Changes from: February 14, 2012 : : 4,752 5,747 4,600 4,928 8,141 7,262 13,322 5,280 18,550 10,770 -15,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 16.1 19.8 28.5 23.5 21.0 2.9 13.8 3.2 5.0 10.0 : : : : Number of Traders in Each Category Total Traders: 93 : : 20 21 15 10 18 16 8 17 8 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 18,745 : : Positions : : 17,724 11,054 173 6,897 302 0 0 0 220 0 0 : : : : Changes from: February 14, 2012 : : 268 392 60 -60 -14 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 59.0 0.9 36.8 1.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . 9 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 8,990 : : Positions : : 7,298 3,129 222 5,006 273 305 0 0 270 3 27 : : : : Changes from: February 14, 2012 : : -126 -21 0 305 0 305 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 34.8 2.5 55.7 3.0 3.4 0.0 0.0 3.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 6,128 : : Positions : : 3,885 3,217 1,376 1,656 523 0 0 0 0 155 20 : : : : Changes from: February 14, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 52.5 22.5 27.0 8.5 0.0 0.0 0.0 0.0 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 4 4 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 8,916 : : Positions : : 4,644 3,114 2,993 4,984 145 0 0 0 450 40 0 : : : : Changes from: February 14, 2012 : : 5 245 -60 120 15 0 0 0 450 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 34.9 33.6 55.9 1.6 0.0 0.0 0.0 5.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 5 . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2012