Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 5,210,778 : : Positions : :1,931,883 1,320,460 378,826 1,229,948 642,071 597,864 183,539 1,069,441 15,382 184,333 565,033 : : : : Changes from: March 13, 2012 : : 15,948 -14,284 -15,232 60,883 -42,167 27,497 -13,076 -5,527 -929 -8,220 50,814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 25.3 7.3 23.6 12.3 11.5 3.5 20.5 0.3 3.5 10.8 : : : : Number of Traders in Each Category Total Traders: 227 : : 109 103 13 20 29 20 16 33 6 30 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 368,422 : : Positions : : 236,143 224,960 51,345 47,047 49,882 7,022 27,601 7,356 240 2,528 951 : : : : Changes from: March 13, 2012 : : 571 -11,076 -7,458 -92 358 775 5,158 956 -330 917 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.1 13.9 12.8 13.5 1.9 7.5 2.0 0.1 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 27 6 4 8 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 177,005 : : Positions : : 112,420 115,812 29,672 29,888 22,526 436 0 6,322 1,543 0 449 : : : : Changes from: March 13, 2012 : : 2,051 2,948 -1,272 -117 671 -89 0 595 625 -668 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 65.4 16.8 16.9 12.7 0.2 0.0 3.6 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 25 . 9 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 325,059 : : Positions : : 236,063 141,335 52,468 142,312 16,139 10,046 8,811 2,936 1,010 0 996 : : : : Changes from: March 13, 2012 : : -424 5,298 3,367 -1,939 1,006 -672 111 -2,162 -1,102 -305 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 43.5 16.1 43.8 5.0 3.1 2.7 0.9 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 23 . 8 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 747,495 : : Positions : : 584,492 280,845 11,267 270,468 132,932 389 40,298 14,346 0 3,958 1,096 : : : : Changes from: March 13, 2012 : : 11,364 13,769 -4,567 -998 8,817 -82 -2,764 6,286 0 -811 526 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 37.6 1.5 36.2 17.8 0.1 5.4 1.9 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 28 5 14 19 . 5 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 229,949 : : Positions : : 154,262 209,576 49,401 5,202 3,541 13,464 400 3,329 0 1,704 0 : : : : Changes from: March 13, 2012 : : -16,580 -4,060 1,413 -701 991 613 -9,329 1,966 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 91.1 21.5 2.3 1.5 5.9 0.2 1.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 400,042 : : Positions : : 298,308 280,402 37,725 48,820 13,713 6,594 13,823 34,467 0 0 0 : : : : Changes from: March 13, 2012 : : -2,917 -1,362 -1,014 57 675 101 -2,556 2,574 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 70.1 9.4 12.2 3.4 1.6 3.5 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 26 5 9 7 . 5 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 244,756 : : Positions : : 192,565 113,414 9,574 69,326 19,838 13,227 27,804 7,211 0 1,986 0 : : : : Changes from: March 13, 2012 : : -4,864 -2,103 428 -1,524 0 -535 -678 -499 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 46.3 3.9 28.3 8.1 5.4 11.4 2.9 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 21 7 6 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 1,280,440 : : Positions : : 125,915 143,173 233,936 106,603 115,775 213,026 310,207 299,743 59,865 100,193 148,287 : : : : Changes from: March 13, 2012 : : 4,396 1,259 -4,667 1,331 4,505 7,536 3,007 -13,374 -1,221 -1,838 11,940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 11.2 18.3 8.3 9.0 16.6 24.2 23.4 4.7 7.8 11.6 : : : : Number of Traders in Each Category Total Traders: 363 : : 43 42 25 10 32 74 86 85 69 43 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 13, 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 20, 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 2,506,781 : : Positions : : 264,196 214,184 51,290 109,442 1,019,471 93,553 124,785 514,900 55,630 14,180 502,930 : : : : Changes from: March 13, 2012 : : 1,603 4,431 557 4,683 9,337 8,844 2,573 1,154 4,119 3,387 5,345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 8.5 2.0 4.4 40.7 3.7 5.0 20.5 2.2 0.6 20.1 : : : : Number of Traders in Each Category Total Traders: 144 : : 40 37 10 14 23 24 25 39 17 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 113,744 : : Positions : : 1,344 3,769 2,868 4,105 50,733 11,167 2,656 1,050 9,360 14,843 34,412 : : : : Changes from: March 13, 2012 : : 0 -61 -99 53 -7 0 0 0 -594 -630 5,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 3.3 2.5 3.6 44.6 9.8 2.3 0.9 8.2 13.0 30.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 5 . 4 6 4 . 5 6 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 122,686 : : Positions : : 1,582 6,686 2,669 15,008 13,841 48,624 30,441 53,152 1,124 1,718 1,341 : : : : Changes from: March 13, 2012 : : 145 638 123 653 935 1,946 657 3,116 43 248 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 5.4 2.2 12.2 11.3 39.6 24.8 43.3 0.9 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 4 9 . 5 5 5 12 12 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 79,246 : : Positions : : 46,730 34,034 12,997 22,380 9,359 0 1,737 1,827 0 0 0 : : : : Changes from: March 13, 2012 : : -399 -32 0 0 0 0 -367 402 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 42.9 16.4 28.2 11.8 0.0 2.2 2.3 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 20, 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 2,778,807 : : Positions : : 600,210 471,191 401,380 724,340 499,073 335,858 225,162 516,980 153,850 83,173 238,273 : : : : Changes from: March 13, 2012 : : -1,121 3,288 5,655 -32,192 17,909 1,231 35,345 -17,330 5,280 4,015 1,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 17.0 14.4 26.1 18.0 12.1 8.1 18.6 5.5 3.0 8.6 : : : : Number of Traders in Each Category Total Traders: 155 : : 66 61 7 19 24 18 14 25 12 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 1,515,551 : : Positions : : 115,255 225,761 377,560 282,322 367,219 154,717 220,160 182,579 131,817 53,616 181,690 : : : : Changes from: March 13, 2012 : : -614 3,289 58,484 17,094 2,488 -19,094 -7,756 12,925 -10,246 16,115 13,634 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 14.9 24.9 18.6 24.2 10.2 14.5 12.0 8.7 3.5 12.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 19 19 15 8 18 15 8 19 8 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 21,579 : : Positions : : 19,306 12,923 255 6,712 857 660 0 0 170 249 35 : : : : Changes from: March 13, 2012 : : 1,056 1,153 60 -72 313 60 0 0 -10 85 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 59.9 1.2 31.1 4.0 3.1 0.0 0.0 0.8 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 9,527 : : Positions : : 7,174 3,625 195 5,134 265 1,160 0 0 100 0 0 : : : : Changes from: March 13, 2012 : : -585 30 30 165 0 660 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 38.0 2.0 53.9 2.8 12.2 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 6,509 : : Positions : : 4,328 3,251 1,370 1,578 481 0 540 0 0 85 15 : : : : Changes from: March 13, 2012 : : 200 105 0 -25 20 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 49.9 21.0 24.2 7.4 0.0 8.3 0.0 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 5 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 9,098 : : Positions : : 4,218 3,233 2,965 4,864 329 0 0 0 710 0 25 : : : : Changes from: March 13, 2012 : : 167 472 240 0 45 0 0 0 145 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 35.5 32.6 53.5 3.6 0.0 0.0 0.0 7.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 23, 2012