Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 5,179,674 : : Positions : :1,915,935 1,334,744 394,058 1,169,065 684,238 570,367 196,615 1,074,968 16,311 192,553 514,219 : : : : Changes from: March 6, 2012 : : 28,555 63,565 58,187 -9,482 -46,946 -14,131 -64,203 8,094 -16,010 67,469 -5,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 25.8 7.6 22.6 13.2 11.0 3.8 20.8 0.3 3.7 9.9 : : : : Number of Traders in Each Category Total Traders: 227 : : 109 104 13 20 29 18 18 33 6 29 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 372,552 : : Positions : : 235,572 236,036 58,803 47,139 49,524 6,247 22,443 6,400 570 1,611 1,135 : : : : Changes from: March 6, 2012 : : -1,485 -9,919 -361 -2,870 1,332 -6,589 1,301 -142 -2,340 -385 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 63.4 15.8 12.7 13.3 1.7 6.0 1.7 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 26 6 4 8 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 174,556 : : Positions : : 110,369 112,864 30,944 30,005 21,855 525 0 5,727 918 668 850 : : : : Changes from: March 6, 2012 : : 6,644 167 -3,194 1,221 1,237 -661 0 177 -215 154 271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 64.7 17.7 17.2 12.5 0.3 0.0 3.3 0.5 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 . 10 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 324,141 : : Positions : : 236,487 136,037 49,101 144,251 15,133 10,718 8,700 5,098 2,112 305 1,029 : : : : Changes from: March 6, 2012 : : -5,858 -9,596 1,033 -819 -6,657 -898 -1,199 431 -4,308 305 669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 42.0 15.1 44.5 4.7 3.3 2.7 1.6 0.7 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 21 . 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 724,106 : : Positions : : 573,128 267,076 15,834 271,466 124,115 471 43,062 8,060 0 4,769 570 : : : : Changes from: March 6, 2012 : : 1,485 -13,635 -764 20,788 -3,244 -239 1,234 -324 0 -8,129 -1,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 36.9 2.2 37.5 17.1 0.1 5.9 1.1 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 30 6 14 18 . 5 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 241,330 : : Positions : : 170,842 213,636 47,988 5,903 2,550 12,851 9,729 1,363 0 1,584 0 : : : : Changes from: March 6, 2012 : : 5,196 5,915 -746 -1,710 -858 882 -1,840 219 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 88.5 19.9 2.4 1.1 5.3 4.0 0.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 400,654 : : Positions : : 301,225 281,764 38,739 48,763 13,038 6,493 16,379 31,893 0 0 0 : : : : Changes from: March 6, 2012 : : 10,449 -4,074 -1,065 2,551 -164 -475 6,044 947 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 70.3 9.7 12.2 3.3 1.6 4.1 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 26 5 9 7 . 5 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 250,113 : : Positions : : 197,429 115,517 9,146 70,850 19,838 13,762 28,482 7,710 0 1,926 0 : : : : Changes from: March 6, 2012 : : 20 1,710 3,044 -946 -130 -1,596 311 -808 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 46.2 3.7 28.3 7.9 5.5 11.4 3.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 7 6 8 . 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 1,273,747 : : Positions : : 121,520 141,914 238,603 105,271 111,269 205,490 307,200 313,117 61,086 102,031 136,348 : : : : Changes from: March 6, 2012 : : -11,016 -12,898 4,113 -5,036 -1,614 -7,267 8,082 12,654 7,062 4,547 10,337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 11.1 18.7 8.3 8.7 16.1 24.1 24.6 4.8 8.0 10.7 : : : : Number of Traders in Each Category Total Traders: 367 : : 45 44 26 9 31 67 91 85 74 43 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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: March 6, 2012 : : 0 0 0 0 0 0 0 0 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 13, 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 2,476,020 : : Positions : : 262,593 209,754 50,733 104,759 1,010,134 84,710 122,212 513,746 51,511 10,793 497,585 : : : : Changes from: March 6, 2012 : : 9,600 10,096 765 10,918 28,771 7,611 1,177 29,085 2,540 -710 24,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 8.5 2.0 4.2 40.8 3.4 4.9 20.7 2.1 0.4 20.1 : : : : Number of Traders in Each Category Total Traders: 142 : : 40 36 10 14 23 23 25 37 20 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 109,137 : : Positions : : 1,344 3,830 2,967 4,052 50,740 11,167 2,656 1,050 9,954 15,473 29,151 : : : : Changes from: March 6, 2012 : : 150 38 0 490 1,669 -459 0 250 168 -665 3,021 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 3.5 2.7 3.7 46.5 10.2 2.4 1.0 9.1 14.2 26.7 : : : : 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 13, 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 116,348 : : Positions : : 1,437 6,049 2,545 14,355 12,905 46,678 29,784 50,036 1,082 1,470 1,297 : : : : Changes from: March 6, 2012 : : 111 800 -396 2,478 1,873 9,259 5,698 6,325 182 209 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 5.2 2.2 12.3 11.1 40.1 25.6 43.0 0.9 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 4 9 . 5 5 5 12 12 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 79,244 : : Positions : : 47,130 34,067 12,997 22,380 9,359 0 2,104 1,425 0 0 0 : : : : Changes from: March 6, 2012 : : 1,032 725 0 0 0 0 -429 286 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 43.0 16.4 28.2 11.8 0.0 2.7 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 2,768,177 : : Positions : : 601,331 467,903 395,725 756,532 481,164 334,627 189,817 534,310 148,570 79,158 237,193 : : : : Changes from: March 6, 2012 : : 30,196 12,096 -9,447 32,772 -6,645 -14,510 -46,822 33,147 -18,542 -10,689 -8,789 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 16.9 14.3 27.3 17.4 12.1 6.9 19.3 5.4 2.9 8.6 : : : : Number of Traders in Each Category Total Traders: 155 : : 66 60 7 19 24 17 16 25 13 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 1,457,984 : : Positions : : 115,869 222,472 319,076 265,228 364,731 173,811 227,916 169,654 142,063 37,501 168,056 : : : : Changes from: March 6, 2012 : : 2,597 2,087 34,878 20,560 3,001 1,987 86,583 15,907 59,906 -9,788 13,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 15.3 21.9 18.2 25.0 11.9 15.6 11.6 9.7 2.6 11.5 : : : : Number of Traders in Each Category Total Traders: 88 : : 19 19 15 8 18 16 7 18 8 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 20,060 : : Positions : : 18,250 11,770 195 6,784 544 600 0 0 180 164 0 : : : : Changes from: March 6, 2012 : : 718 531 30 -92 159 0 0 0 -57 164 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 58.7 1.0 33.8 2.7 3.0 0.0 0.0 0.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 21 . 8 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 9,332 : : Positions : : 7,759 3,595 165 4,969 265 500 0 0 100 0 0 : : : : Changes from: March 6, 2012 : : 100 35 0 -30 30 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 38.5 1.8 53.2 2.8 5.4 0.0 0.0 1.1 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 13, 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 6,289 : : Positions : : 4,128 3,146 1,370 1,603 461 0 420 0 0 85 15 : : : : Changes from: March 6, 2012 : : 296 -337 -173 44 -138 0 420 0 0 -70 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 50.0 21.8 25.5 7.3 0.0 6.7 0.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 5 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 13, 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 8,466 : : Positions : : 4,051 2,761 2,725 4,864 284 0 0 0 565 15 10 : : : : Changes from: March 6, 2012 : : 101 330 -21 -135 30 0 0 0 120 -15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 32.6 32.2 57.5 3.4 0.0 0.0 0.0 6.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 6 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 16, 2012