Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 5,172,917 : : Positions : :1,887,380 1,271,179 335,871 1,178,547 731,184 584,498 260,818 1,066,874 32,321 125,084 519,296 : : : : Changes from: February 28, 2012 : : 45,230 5,658 27,377 31,089 -65,627 -71,270 -62,642 73,988 -5,163 22,269 -22,138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 24.6 6.5 22.8 14.1 11.3 5.0 20.6 0.6 2.4 10.0 : : : : Number of Traders in Each Category Total Traders: 224 : : 108 99 13 20 29 22 16 35 11 24 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 382,319 : : Positions : : 237,057 245,955 59,164 50,009 48,192 12,836 21,142 6,542 2,910 1,996 1,303 : : : : Changes from: February 28, 2012 : : 1,621 -16,469 -9,878 7,290 -6,555 5,097 1,967 -4,030 -180 1,701 -945 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 64.3 15.5 13.1 12.6 3.4 5.5 1.7 0.8 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 26 5 5 8 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 170,512 : : Positions : : 103,725 112,697 34,138 28,784 20,618 1,186 0 5,550 1,133 514 579 : : : : Changes from: February 28, 2012 : : -4,295 -216 1,431 -981 -1,141 -142 0 712 853 -123 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 66.1 20.0 16.9 12.1 0.7 0.0 3.3 0.7 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 . 9 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 337,077 : : Positions : : 242,345 145,633 48,068 145,070 21,790 11,616 9,899 4,667 6,420 0 360 : : : : Changes from: February 28, 2012 : : -11,887 -3,366 -2,679 -9,228 -286 -61 -3,815 -22 1,070 -59 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 43.2 14.3 43.0 6.5 3.4 2.9 1.4 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 21 . 10 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 728,912 : : Positions : : 571,643 280,711 16,598 250,678 127,359 710 41,828 8,384 0 12,898 1,990 : : : : Changes from: February 28, 2012 : : -15,037 -10,132 4,141 -16,704 -7,361 329 12,013 -3,793 0 1,351 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 38.5 2.3 34.4 17.5 0.1 5.7 1.2 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 28 5 14 18 . 5 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 236,610 : : Positions : : 165,646 207,721 48,734 7,613 3,408 11,969 11,569 1,144 0 1,464 0 : : : : Changes from: February 28, 2012 : : -8,850 -2,140 -1,301 1,373 -2,862 2,727 -3,884 -1,415 0 1,464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 87.8 20.6 3.2 1.4 5.1 4.9 0.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 391,146 : : Positions : : 290,776 285,838 39,804 46,212 13,202 6,968 10,335 30,946 0 0 0 : : : : Changes from: February 28, 2012 : : -9,677 -13,746 -5,908 -9,315 -2,270 -4,441 3,874 2,102 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 73.1 10.2 11.8 3.4 1.8 2.6 7.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 26 5 9 8 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 251,193 : : Positions : : 197,409 113,807 6,102 71,796 19,968 15,358 28,171 8,518 0 1,926 0 : : : : Changes from: February 28, 2012 : : -12,606 -4,423 -1,270 -7,302 0 1,474 -6 -589 0 62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 45.3 2.4 28.6 7.9 6.1 11.2 3.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 5 6 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 1,253,210 : : Positions : : 132,536 154,811 234,490 110,307 112,883 212,758 299,118 300,463 54,024 97,484 126,011 : : : : Changes from: February 28, 2012 : : -1,898 -2,054 -2,086 4,164 -4,959 6,372 11,924 10,172 12,418 2,404 -3,923 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 12.4 18.7 8.8 9.0 17.0 23.9 24.0 4.3 7.8 10.1 : : : : Number of Traders in Each Category Total Traders: 358 : : 43 43 25 11 29 65 90 80 63 48 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 59,108 : : Positions : : 43,529 13,738 6,288 21,891 1,900 621 14,218 882 0 0 0 : : : : Changes from: February 28, 2012 : : -1,459 -40 -1,038 -1,718 0 194 -661 -194 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 23.2 10.6 37.0 3.2 1.1 24.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 2,373,194 : : Positions : : 252,993 199,658 49,968 93,841 981,363 77,099 121,035 484,661 48,971 11,503 473,547 : : : : Changes from: February 28, 2012 : : 8,169 8,422 1,681 3,823 36,234 2,051 6,993 35,855 9,596 382 26,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 8.4 2.1 4.0 41.4 3.2 5.1 20.4 2.1 0.5 20.0 : : : : Number of Traders in Each Category Total Traders: 137 : : 38 34 10 14 23 20 26 34 19 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 104,332 : : Positions : : 1,194 3,792 2,967 3,562 49,071 11,626 2,656 800 9,786 16,138 26,130 : : : : Changes from: February 28, 2012 : : 44 374 -2 316 -346 0 0 0 105 -544 1,410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 3.6 2.8 3.4 47.0 11.1 2.5 0.8 9.4 15.5 25.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 5 . 4 6 4 . 5 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 98,987 : : Positions : : 1,326 5,249 2,941 11,877 11,032 37,419 24,085 43,711 900 1,261 1,211 : : : : Changes from: February 28, 2012 : : 64 -185 592 258 476 -1,859 -1,791 3,883 56 424 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 5.3 3.0 12.0 11.1 37.8 24.3 44.2 0.9 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 4 9 . 4 5 4 14 13 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 78,782 : : Positions : : 46,098 33,342 12,997 22,380 9,359 0 2,533 1,139 0 0 0 : : : : Changes from: February 28, 2012 : : -3,143 -2,194 -60 -2,077 -403 -337 786 -1,548 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 42.3 16.5 28.4 11.9 0.0 3.2 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 2,762,512 : : Positions : : 571,135 455,807 405,172 723,760 487,809 349,137 236,639 501,163 167,112 89,847 245,982 : : : : Changes from: February 28, 2012 : : 18,671 4,748 -5,196 -24,464 -18,446 46,632 20,422 -30,909 -34,476 23,898 24,948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 16.5 14.7 26.2 17.7 12.6 8.6 18.1 6.0 3.3 8.9 : : : : Number of Traders in Each Category Total Traders: 155 : : 66 59 7 19 24 17 15 24 12 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 1,325,843 : : Positions : : 113,272 220,385 284,198 244,668 361,730 171,824 141,333 153,747 82,157 47,289 154,342 : : : : Changes from: February 28, 2012 : : 487 7,737 -460 -6,878 26,840 9,143 29,421 19,270 23,099 1,469 16,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 16.6 21.4 18.5 27.3 13.0 10.7 11.6 6.2 3.6 11.6 : : : : Number of Traders in Each Category Total Traders: 89 : : 20 19 15 8 18 15 8 18 8 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 19,190 : : Positions : : 17,532 11,239 165 6,876 385 600 0 0 237 0 0 : : : : Changes from: February 28, 2012 : : -1,199 -510 -38 -385 -10 600 0 0 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 58.6 0.9 35.8 2.0 3.1 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 22 . 9 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,301 : : Positions : : 7,659 3,560 165 4,999 235 500 0 0 110 0 0 : : : : Changes from: February 28, 2012 : : 322 536 -12 -272 -38 0 0 0 -160 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 38.3 1.8 53.7 2.5 5.4 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 8,223 : : Positions : : 3,950 2,431 2,746 4,999 254 0 0 0 445 30 0 : : : : Changes from: February 28, 2012 : : -733 -786 -247 -295 79 0 0 0 -15 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 29.6 33.4 60.8 3.1 0.0 0.0 0.0 5.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 6 . 6 . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012