Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 5,222,245 : : Positions : :1,925,865 1,330,093 338,716 1,161,631 641,076 638,070 209,748 1,083,554 17,781 218,744 564,214 : : : : Changes from: April 10, 2012 : : 48,149 329 -405 7,339 -174 13,108 37,129 24,993 2,014 17,899 -6,972 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 25.5 6.5 22.2 12.3 12.2 4.0 20.7 0.3 4.2 10.8 : : : : Number of Traders in Each Category Total Traders: 226 : : 112 102 13 20 28 16 19 33 12 24 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 332,997 : : Positions : : 210,345 216,224 50,385 36,460 37,395 8,988 25,580 7,801 2,360 2,088 1,418 : : : : Changes from: April 10, 2012 : : 4,700 8,072 -4,623 -4,335 -6,040 -1,502 -5,394 1,110 1,774 1,085 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 64.9 15.1 10.9 11.2 2.7 7.7 2.3 0.7 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 26 6 5 10 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 180,790 : : Positions : : 121,627 109,412 20,726 31,844 27,685 0 4,829 4,236 3,421 240 658 : : : : Changes from: April 10, 2012 : : 4,145 1,071 1,370 3,399 675 0 2,414 372 1,299 30 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 60.5 11.5 17.6 15.3 0.0 2.7 2.3 1.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 27 . 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 285,858 : : Positions : : 199,411 117,785 50,951 118,368 21,754 6,216 12,210 2,953 0 0 0 : : : : Changes from: April 10, 2012 : : -3,099 9,936 1,535 -13,904 5,503 -2,758 -240 -33 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 41.2 17.8 41.4 7.6 2.2 4.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 21 4 8 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 722,783 : : Positions : : 565,601 242,608 8,780 279,695 133,166 0 47,978 11,947 0 4,644 903 : : : : Changes from: April 10, 2012 : : 2,870 1,797 -1,875 -7,946 1,014 -648 5,136 -7,915 -59 1,549 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 33.6 1.2 38.7 18.4 0.0 6.6 1.7 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 38 31 5 15 19 0 7 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 231,781 : : Positions : : 160,559 203,030 33,481 9,933 12,738 16,832 0 822 0 1,352 0 : : : : Changes from: April 10, 2012 : : 3,709 3,524 -33 4,959 -29 1,763 0 99 0 1,352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 87.6 14.4 4.3 5.5 7.3 0.0 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 377,339 : : Positions : : 290,657 254,439 28,855 49,425 13,463 5,326 19,222 30,170 0 0 0 : : : : Changes from: April 10, 2012 : : 15,900 7,970 -5,358 -31 275 411 3,705 -3,683 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 67.4 7.6 13.1 3.6 1.4 5.1 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 24 6 8 8 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 220,173 : : Positions : : 167,255 101,663 6,173 68,124 18,063 21,177 19,990 4,614 0 1,472 0 : : : : Changes from: April 10, 2012 : : -1,491 -2,278 0 5,301 -3,703 1,814 -3,682 -196 0 -184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 46.2 2.8 30.9 8.2 9.6 9.1 2.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 20 5 7 8 4 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 1,357,519 : : Positions : : 122,823 123,004 215,068 116,068 139,202 219,036 323,086 343,110 76,541 97,431 162,766 : : : : Changes from: April 10, 2012 : : -7,509 -12,034 -8,306 3,281 36,787 3,292 7,091 21,322 7,054 767 9,523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 9.1 15.8 8.6 10.3 16.1 23.8 25.3 5.6 7.2 12.0 : : : : Number of Traders in Each Category Total Traders: 391 : : 43 41 22 14 29 64 109 91 77 49 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 10, 2012 : : 0 0 0 0 0 0 0 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: 21 : : 7 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 2,579,809 : : Positions : : 273,500 234,360 32,674 111,888 1,028,511 121,834 100,765 567,896 39,452 18,308 510,587 : : : : Changes from: April 10, 2012 : : 12,527 17,065 -1,404 1,312 27,913 9,243 -3,769 43,404 -1,263 4,017 19,548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 9.1 1.3 4.3 39.9 4.7 3.9 22.0 1.5 0.7 19.8 : : : : Number of Traders in Each Category Total Traders: 138 : : 37 36 8 15 23 23 21 36 15 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 109,970 : : Positions : : 2,872 4,454 13,302 6,628 38,321 6,676 7,207 650 15,115 19,715 30,964 : : : : Changes from: April 10, 2012 : : 0 229 1,452 67 -1,076 0 3,250 0 346 -1,928 1,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.6 4.0 12.1 6.0 34.8 6.1 6.6 0.6 13.7 17.9 28.2 : : : : 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 17, 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 105,433 : : Positions : : 1,797 7,503 3,448 6,692 15,554 42,372 32,863 39,164 1,509 2,224 1,391 : : : : Changes from: April 10, 2012 : : 353 -547 727 -215 630 -279 2,137 3,415 183 -29 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 7.1 3.3 6.3 14.8 40.2 31.2 37.1 1.4 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 8 11 4 5 6 5 12 14 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 74,567 : : Positions : : 43,464 31,993 13,503 21,210 8,466 0 1,942 1,459 0 0 0 : : : : Changes from: April 10, 2012 : : 175 79 0 0 0 0 96 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 42.9 18.1 28.4 11.4 0.0 2.6 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 17, 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 2,760,388 : : Positions : : 578,139 473,613 380,454 780,539 466,846 359,803 169,824 543,141 162,724 71,244 235,017 : : : : Changes from: April 10, 2012 : : 21,651 13,264 1,778 25,649 6,086 4,104 5,434 16,447 15,839 -1,177 2,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 17.2 13.8 28.3 16.9 13.0 6.2 19.7 5.9 2.6 8.5 : : : : Number of Traders in Each Category Total Traders: 152 : : 68 58 7 18 23 15 13 24 13 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 1,462,838 : : Positions : : 130,785 224,129 337,201 237,243 361,442 145,660 246,822 192,691 137,122 46,503 151,967 : : : : Changes from: April 10, 2012 : : 8,920 12,096 6,341 -68 -1,573 10,362 7,754 4,535 2,517 8,713 -1,674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 15.3 23.1 16.2 24.7 10.0 16.9 13.2 9.4 3.2 10.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 17 17 15 8 19 15 10 20 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 22,643 : : Positions : : 19,571 14,165 125 6,951 734 1,680 0 0 301 0 0 : : : : Changes from: April 10, 2012 : : 99 71 0 21 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 62.6 0.6 30.7 3.2 7.4 0.0 0.0 1.3 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 17, 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 10, 2012 : : 0 0 0 0 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 17, 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 7,058 : : Positions : : 4,627 3,235 1,454 1,272 578 0 1,380 0 0 110 0 : : : : Changes from: April 10, 2012 : : -15 20 60 -20 0 0 0 0 0 45 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 45.8 20.6 18.0 8.2 0.0 19.6 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 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 9,514 : : Positions : : 4,220 3,902 3,244 4,679 273 0 0 0 815 0 5 : : : : Changes from: April 10, 2012 : : 240 515 198 -62 0 0 0 0 -15 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 41.0 34.1 49.2 2.9 0.0 0.0 0.0 8.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 20, 2012