Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 5,205,865 : : Positions : :1,877,716 1,329,764 339,121 1,154,292 641,250 624,962 172,619 1,058,561 15,767 200,845 571,186 : : : : Changes from: April 3, 2012 : : 44,534 9,508 6,748 -2,366 4,825 -32,208 3,855 54,511 -5,051 7,388 33,293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 25.5 6.5 22.2 12.3 12.0 3.3 20.3 0.3 3.9 11.0 : : : : Number of Traders in Each Category Total Traders: 226 : : 112 103 13 20 29 19 17 32 8 25 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 351,864 : : Positions : : 205,645 208,152 55,008 40,795 43,435 10,490 30,974 6,691 586 1,003 1,723 : : : : Changes from: April 3, 2012 : : -19,799 -19,470 720 -76 -8,585 -5,053 -3,784 2,677 -59 38 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 59.2 15.6 11.6 12.3 3.0 8.8 1.9 0.2 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 28 6 5 10 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 176,337 : : Positions : : 117,482 108,341 19,356 28,445 27,010 0 2,415 3,864 2,122 210 698 : : : : Changes from: April 3, 2012 : : -6,029 -9,612 -2,422 -945 -96 0 1,920 -2,148 514 0 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 61.4 11.0 16.1 15.3 0.0 1.4 2.2 1.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 . 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 288,345 : : Positions : : 202,510 107,849 49,416 132,272 16,251 8,974 12,450 2,986 0 310 0 : : : : Changes from: April 3, 2012 : : -17,580 -10,661 -7,675 -11,324 639 -984 -2,934 633 -174 310 -339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 37.4 17.1 45.9 5.6 3.1 4.3 1.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 4 9 10 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 738,011 : : Positions : : 562,731 240,811 10,655 287,641 132,152 648 42,842 19,862 59 3,095 1,030 : : : : Changes from: April 3, 2012 : : -9,186 -5,493 94 -2,586 -230 -575 -1,320 4,242 59 407 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 32.6 1.4 39.0 17.9 0.1 5.8 2.7 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 29 4 16 19 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 226,948 : : Positions : : 156,850 199,506 33,514 4,974 12,767 15,069 0 723 0 0 0 : : : : Changes from: April 3, 2012 : : -9,895 -17,694 -11,951 -176 3,861 1,448 -806 -645 0 -1,914 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.9 14.8 2.2 5.6 6.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 21 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 371,585 : : Positions : : 274,757 246,469 34,213 49,456 13,188 4,915 15,517 33,853 0 0 0 : : : : Changes from: April 3, 2012 : : -21,543 -24,033 -4,197 -2,564 -164 -4,118 -3,535 1,357 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 66.3 9.2 13.3 3.5 1.3 4.2 9.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 24 6 8 8 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 226,219 : : Positions : : 168,746 103,941 6,173 62,823 21,766 19,363 23,672 4,810 0 1,656 0 : : : : Changes from: April 3, 2012 : : -19,069 -5,828 -3,303 -8,355 772 2,840 -3,642 -4,633 0 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 45.9 2.7 27.8 9.6 8.6 10.5 2.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 20 5 7 8 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 1,295,260 : : Positions : : 130,333 135,037 223,375 112,787 102,415 215,743 315,996 321,789 69,486 96,664 153,244 : : : : Changes from: April 3, 2012 : : -163 -2,214 -254 2,305 -8,019 -3,051 4,361 14,383 8,398 706 11,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 10.4 17.2 8.7 7.9 16.7 24.4 24.8 5.4 7.5 11.8 : : : : Number of Traders in Each Category Total Traders: 368 : : 42 41 27 10 33 62 103 91 68 45 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 53,008 : : Positions : : 38,509 11,927 6,032 19,889 1,796 623 12,287 880 0 0 0 : : : : Changes from: April 3, 2012 : : 248 -217 0 0 0 0 465 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 22.5 11.4 37.5 3.4 1.2 23.2 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 6 . 5 . . 4 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 2,469,919 : : Positions : : 260,973 217,295 34,078 110,576 1,000,598 112,591 104,534 524,492 40,714 14,291 491,039 : : : : Changes from: April 3, 2012 : : 10,929 11,783 -1,236 2,029 22,222 3,368 -5,007 33,809 790 4,709 12,653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 8.8 1.4 4.5 40.5 4.6 4.2 21.2 1.6 0.6 19.9 : : : : Number of Traders in Each Category Total Traders: 137 : : 37 35 8 15 23 23 21 34 16 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 107,842 : : Positions : : 2,872 4,224 11,850 6,561 39,397 6,676 3,957 650 14,769 21,643 29,563 : : : : Changes from: April 3, 2012 : : 1,538 1,030 -1 3,185 -482 -50 1,201 -300 1,409 -2,450 2,585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.7 3.9 11.0 6.1 36.5 6.2 3.7 0.6 13.7 20.1 27.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 6 . 4 7 . . . 6 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 100,452 : : Positions : : 1,444 8,050 2,721 6,908 14,924 42,651 30,726 35,750 1,327 2,252 1,439 : : : : Changes from: April 3, 2012 : : 141 716 -440 749 1,019 3,139 1,005 0 294 522 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.4 8.0 2.7 6.9 14.9 42.5 30.6 35.6 1.3 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 11 . 5 5 5 13 15 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 74,410 : : Positions : : 43,288 31,913 13,503 21,210 8,466 0 1,846 1,478 0 0 0 : : : : Changes from: April 3, 2012 : : 556 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 42.9 18.1 28.5 11.4 0.0 2.5 2.0 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 April 10, 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 2,694,505 : : Positions : : 556,488 460,349 378,676 754,890 460,760 355,699 164,390 526,694 146,885 72,421 232,155 : : : : Changes from: April 3, 2012 : : 11,380 11,666 7,182 37,593 -17,371 7,996 -22,017 27,122 3,144 4,592 -1,282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 17.1 14.1 28.0 17.1 13.2 6.1 19.5 5.5 2.7 8.6 : : : : Number of Traders in Each Category Total Traders: 153 : : 67 57 7 18 23 15 14 25 14 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 1,433,176 : : Positions : : 121,865 212,033 330,860 237,311 363,015 135,298 239,068 188,156 134,605 37,790 153,641 : : : : Changes from: April 3, 2012 : : 1,103 4,072 29,507 5,423 4,245 -15,114 -558 13,561 -5,307 1,207 1,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 14.8 23.1 16.6 25.3 9.4 16.7 13.1 9.4 2.6 10.7 : : : : Number of Traders in Each Category Total Traders: 83 : : 17 17 15 8 19 13 10 17 6 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 22,447 : : Positions : : 19,472 14,094 125 6,930 734 1,680 0 0 201 0 0 : : : : Changes from: April 3, 2012 : : -1,894 -1,329 -10 -193 -118 360 0 0 -5 -35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 62.8 0.6 30.9 3.3 7.5 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 8 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 8,915 : : Positions : : 6,663 3,225 343 4,967 192 1,160 0 0 40 0 0 : : : : Changes from: April 3, 2012 : : 315 175 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 36.2 3.8 55.7 2.2 13.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 7,028 : : Positions : : 4,642 3,215 1,394 1,292 578 0 1,380 0 0 65 15 : : : : Changes from: April 3, 2012 : : 415 358 60 -128 146 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 45.7 19.8 18.4 8.2 0.0 19.6 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 4 . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 9,041 : : Positions : : 3,980 3,387 3,046 4,741 273 0 0 0 830 0 0 : : : : Changes from: April 3, 2012 : : 138 138 34 19 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 37.5 33.7 52.4 3.0 0.0 0.0 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 13, 2012