Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 5,179,871 : : Positions : :1,842,150 1,265,521 308,494 1,147,458 796,811 655,768 323,460 992,886 37,484 102,815 541,434 : : : : Changes from: February 21, 2012 : : -133,837 -29,913 -4,326 -2,051 -2,893 38,759 -13,215 -70,712 -9,070 -62,879 7,342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 24.4 6.0 22.2 15.4 12.7 6.2 19.2 0.7 2.0 10.5 : : : : Number of Traders in Each Category Total Traders: 226 : : 109 99 12 22 30 22 15 32 13 22 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 397,810 : : Positions : : 235,436 262,424 69,042 42,719 54,747 7,739 19,175 10,572 3,090 295 2,248 : : : : Changes from: February 21, 2012 : : 17,425 27,115 -350 3,131 9,894 1,923 -11,078 1,642 1,405 -416 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 66.0 17.4 10.7 13.8 1.9 4.8 2.7 0.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 26 7 6 11 4 5 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 173,558 : : Positions : : 108,020 112,913 32,707 29,765 21,759 1,328 0 4,838 280 637 734 : : : : Changes from: February 21, 2012 : : 1,351 4,289 2,624 -1,316 1,156 -129 0 -107 -93 637 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 65.1 18.8 17.1 12.5 0.8 0.0 2.8 0.2 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 . 10 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 351,795 : : Positions : : 254,232 148,999 50,747 154,298 22,076 11,677 13,714 4,689 5,350 59 727 : : : : Changes from: February 21, 2012 : : 17,915 18,950 -1,397 3,614 1,890 642 -490 643 1,498 -179 212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 42.4 14.4 43.9 6.3 3.3 3.9 1.3 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 25 4 10 11 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 748,603 : : Positions : : 586,680 290,843 12,457 267,382 134,720 381 29,815 12,177 0 11,547 1,932 : : : : Changes from: February 21, 2012 : : 6,646 7,661 -1,387 -6,749 3,880 297 4,088 -679 -643 1,778 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 38.9 1.7 35.7 18.0 0.1 4.0 1.6 0.0 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 38 29 5 17 21 . 5 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 246,902 : : Positions : : 174,496 209,861 50,035 6,240 6,270 9,242 15,453 2,559 0 0 0 : : : : Changes from: February 21, 2012 : : 9,285 10,122 -344 -2,427 54 948 -2,148 744 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 85.0 20.3 2.5 2.5 3.7 6.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 30 6 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 409,624 : : Positions : : 300,453 299,584 45,712 55,527 15,472 11,409 6,461 28,844 0 0 0 : : : : Changes from: February 21, 2012 : : -4,541 6,140 2,544 241 2,283 1,618 -5,813 430 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 73.1 11.2 13.6 3.8 2.8 1.6 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 32 7 9 11 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 264,622 : : Positions : : 210,015 118,230 7,372 79,098 19,968 13,884 28,177 9,107 0 1,864 62 : : : : Changes from: February 21, 2012 : : -16,218 -3,634 2,036 1,552 -13 13,463 2,116 -623 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 44.7 2.8 29.9 7.5 5.2 10.6 3.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 20 5 6 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,231,611 : : Positions : : 134,434 156,865 236,576 106,143 117,842 206,386 287,194 290,291 41,606 95,080 129,934 : : : : Changes from: February 21, 2012 : : 1,032 -96 3,254 -4,355 -4,342 -9,491 1,141 -30,270 -4,536 -6,110 -17,483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 12.7 19.2 8.6 9.6 16.8 23.3 23.6 3.4 7.7 10.5 : : : : Number of Traders in Each Category Total Traders: 347 : : 40 42 28 10 30 65 91 83 47 48 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 62,040 : : Positions : : 44,988 13,778 7,326 23,609 1,900 427 14,879 1,076 0 0 0 : : : : Changes from: February 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 22.2 11.8 38.1 3.1 0.7 24.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 2,256,744 : : Positions : : 244,824 191,236 48,288 90,018 945,129 75,048 114,043 448,805 39,375 11,121 447,509 : : : : Changes from: February 21, 2012 : : -22,605 -15,933 -46,522 3,054 -3,386 19,436 -40,939 -55,693 -3,790 1,079 -41,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 8.5 2.1 4.0 41.9 3.3 5.1 19.9 1.7 0.5 19.8 : : : : Number of Traders in Each Category Total Traders: 132 : : 38 33 10 14 23 19 25 35 16 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 103,098 : : Positions : : 1,150 3,417 2,969 3,246 49,417 11,626 2,656 800 9,681 16,682 24,720 : : : : Changes from: February 21, 2012 : : -445 338 2,669 -2,325 -4,077 3,384 2,000 -6,500 -2,810 2,787 -1,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 3.3 2.9 3.1 47.9 11.3 2.6 0.8 9.4 16.2 24.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 5 . 4 6 4 . 5 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 95,840 : : Positions : : 1,262 5,434 2,349 11,619 10,556 39,278 25,876 39,828 844 837 1,118 : : : : Changes from: February 21, 2012 : : -1,808 -1,189 -54 -4,367 374 -17,507 -17,806 -1,105 -3,131 30 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 5.7 2.5 12.1 11.0 41.0 27.0 41.6 0.9 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 4 8 . 5 5 4 14 13 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 50,515 : : Positions : : 27,784 16,413 13,055 13,889 2,707 0 6,932 1,950 0 0 0 : : : : Changes from: February 21, 2012 : : 62 124 0 0 0 0 -122 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 32.5 25.8 27.5 5.4 0.0 13.7 3.9 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 28, 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 83,883 : : Positions : : 49,240 35,536 13,057 24,457 9,762 337 1,747 2,687 0 0 0 : : : : Changes from: February 21, 2012 : : 527 837 0 0 0 337 135 149 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 42.4 15.6 29.2 11.6 0.4 2.1 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 2,761,983 : : Positions : : 552,464 451,059 410,368 748,224 506,255 302,505 216,217 532,072 201,588 65,949 221,034 : : : : Changes from: February 21, 2012 : : -72,645 -26,357 -5,651 -1,999 -41,076 -23,049 -42,440 -41,860 -7,844 -39,974 15,364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 16.3 14.9 27.1 18.3 11.0 7.8 19.3 7.3 2.4 8.0 : : : : Number of Traders in Each Category Total Traders: 156 : : 66 59 8 19 25 17 15 25 15 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,231,179 : : Positions : : 112,785 212,648 284,658 251,546 334,890 162,681 111,912 134,477 59,058 45,820 137,682 : : : : Changes from: February 21, 2012 : : -9,435 -22,831 -5,345 -166,404 -10,411 -145,551 69,773 -68,572 12,579 -27,966 -9,510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 17.3 23.1 20.4 27.2 13.2 9.1 10.9 4.8 3.7 11.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 18 19 15 9 18 13 9 18 6 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 19,897 : : Positions : : 18,731 11,749 203 7,261 395 0 0 0 240 0 0 : : : : Changes from: February 21, 2012 : : 1,007 695 30 364 93 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 59.0 1.0 36.5 2.0 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 28, 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 9,150 : : Positions : : 7,337 3,024 177 5,271 273 500 0 0 270 30 0 : : : : Changes from: February 21, 2012 : : 39 -105 -45 265 0 195 0 0 0 27 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 33.0 1.9 57.6 3.0 5.5 0.0 0.0 3.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 6,378 : : Positions : : 3,832 3,483 1,543 1,559 599 0 0 0 0 155 20 : : : : Changes from: February 21, 2012 : : -53 266 167 -97 76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 54.6 24.2 24.4 9.4 0.0 0.0 0.0 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 5 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 9,209 : : Positions : : 4,683 3,217 2,993 5,294 175 0 0 0 460 40 0 : : : : Changes from: February 21, 2012 : : 39 103 0 310 30 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 34.9 32.5 57.5 1.9 0.0 0.0 0.0 5.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 6 . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2012