Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 5,292,674 : : Positions : :1,986,818 1,390,719 322,825 1,169,601 686,297 644,159 169,502 1,057,817 16,835 239,712 562,952 : : : : Changes from: April 17, 2012 : : 60,953 60,626 -15,891 7,970 45,221 6,089 -40,246 -25,737 -946 20,968 -1,262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 26.3 6.1 22.1 13.0 12.2 3.2 20.0 0.3 4.5 10.6 : : : : Number of Traders in Each Category Total Traders: 229 : : 114 106 13 20 28 16 16 32 13 26 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 330,116 : : Positions : : 202,642 216,624 49,531 36,653 37,677 5,072 23,007 5,194 12,426 1,230 3,683 : : : : Changes from: April 17, 2012 : : -7,703 400 -854 193 282 -3,916 -2,573 -2,607 10,066 -858 2,265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 65.6 15.0 11.1 11.4 1.5 7.0 1.6 3.8 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 31 7 4 10 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 181,491 : : Positions : : 121,072 105,923 24,460 35,653 27,302 0 5,425 0 1,713 569 4,494 : : : : Changes from: April 17, 2012 : : -555 -3,489 3,734 3,809 -383 0 596 -4,236 -1,708 329 3,836 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 58.4 13.5 19.6 15.0 0.0 3.0 0.0 0.9 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . 9 11 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 284,290 : : Positions : : 198,742 118,201 50,822 111,101 23,467 4,680 11,271 681 168 6,403 1,760 : : : : Changes from: April 17, 2012 : : -669 416 -129 -7,267 1,713 -1,536 -939 -2,272 168 6,403 1,760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 41.6 17.9 39.1 8.3 1.6 4.0 0.2 0.1 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 24 4 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 722,411 : : Positions : : 568,159 243,217 10,867 298,265 122,450 0 36,698 12,004 0 1,473 2,871 : : : : Changes from: April 17, 2012 : : 2,558 609 2,087 18,570 -10,716 0 -11,280 57 0 -3,171 1,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 33.7 1.5 41.3 17.0 0.0 5.1 1.7 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 29 5 15 19 0 5 . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 239,537 : : Positions : : 163,105 209,337 34,824 9,747 14,363 15,529 0 921 3,469 0 129 : : : : Changes from: April 17, 2012 : : 2,546 6,307 1,343 -186 1,625 -1,303 0 99 3,469 -1,352 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 87.4 14.5 4.1 6.0 6.5 0.0 0.4 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 387,851 : : Positions : : 294,993 260,648 26,302 51,572 15,645 1,830 10,886 38,184 2,161 0 695 : : : : Changes from: April 17, 2012 : : 4,336 6,209 -2,553 2,147 2,182 -3,496 -8,336 8,014 2,161 0 695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 67.2 6.8 13.3 4.0 0.5 2.8 9.8 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 27 5 9 9 . 5 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 218,868 : : Positions : : 168,497 98,198 6,080 66,959 18,823 16,503 17,960 2,191 0 4,147 3,821 : : : : Changes from: April 17, 2012 : : 1,242 -3,465 -93 -1,165 760 -4,674 -2,030 -2,423 0 2,675 3,821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 44.9 2.8 30.6 8.6 7.5 8.2 1.0 0.0 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 21 5 7 8 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 1,334,113 : : Positions : : 119,109 115,956 209,501 115,711 148,397 206,051 314,046 331,261 76,754 87,082 167,002 : : : : Changes from: April 17, 2012 : : -3,715 -7,048 -5,567 -357 9,195 -12,985 -9,040 -11,849 213 -10,349 4,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.7 15.7 8.7 11.1 15.4 23.5 24.8 5.8 6.5 12.5 : : : : Number of Traders in Each Category Total Traders: 374 : : 44 42 20 15 28 63 105 91 64 50 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 52,716 : : Positions : : 38,509 11,927 6,032 19,889 1,796 623 11,650 36 0 637 552 : : : : Changes from: April 17, 2012 : : 0 0 0 0 0 0 -637 -844 0 637 552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 22.6 11.4 37.7 3.4 1.2 22.1 0.1 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 2,611,232 : : Positions : : 279,607 237,615 31,942 112,346 1,035,550 129,186 99,487 575,097 34,326 23,850 520,170 : : : : Changes from: April 17, 2012 : : 6,107 3,255 -733 458 7,040 7,352 -1,278 7,202 -5,126 5,543 9,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 9.1 1.2 4.3 39.7 4.9 3.8 22.0 1.3 0.9 19.9 : : : : Number of Traders in Each Category Total Traders: 142 : : 39 38 8 15 23 25 22 37 15 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 108,927 : : Positions : : 3,614 5,585 14,423 6,726 37,325 5,676 7,207 800 14,581 19,414 30,295 : : : : Changes from: April 17, 2012 : : 743 1,131 1,121 98 -996 -1,000 0 150 -534 -301 -669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 5.1 13.2 6.2 34.3 5.2 6.6 0.7 13.4 17.8 27.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 8 . 5 7 . . . 8 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 102,694 : : Positions : : 1,669 6,892 3,769 6,890 14,228 41,244 32,155 38,770 1,412 1,906 1,409 : : : : Changes from: April 17, 2012 : : -128 -611 321 198 -1,326 -1,128 -708 -394 -98 -317 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.6 6.7 3.7 6.7 13.9 40.2 31.3 37.8 1.4 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 8 12 4 5 6 4 11 13 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 75,313 : : Positions : : 43,989 32,951 13,503 21,210 8,466 0 1,082 962 0 427 718 : : : : Changes from: April 17, 2012 : : 525 958 0 0 0 0 -860 -497 0 427 718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 43.8 17.9 28.2 11.2 0.0 1.4 1.3 0.0 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 4 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 2,848,236 : : Positions : : 611,471 505,472 377,361 747,138 512,972 335,047 178,049 573,056 171,467 72,205 235,075 : : : : Changes from: April 17, 2012 : : 33,332 31,859 -3,093 -33,401 46,126 -24,756 8,225 29,915 8,743 961 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 17.7 13.2 26.2 18.0 11.8 6.3 20.1 6.0 2.5 8.3 : : : : Number of Traders in Each Category Total Traders: 159 : : 73 61 8 18 23 16 12 25 14 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 1,501,980 : : Positions : : 134,626 226,548 327,508 224,150 375,774 156,150 253,480 209,922 132,798 49,048 160,937 : : : : Changes from: April 17, 2012 : : 3,841 2,419 -9,693 -13,093 14,332 10,490 6,658 17,231 -4,324 2,545 8,970 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 15.1 21.8 14.9 25.0 10.4 16.9 14.0 8.8 3.3 10.7 : : : : Number of Traders in Each Category Total Traders: 87 : : 17 18 15 8 19 18 8 20 8 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 22,913 : : Positions : : 19,679 14,478 200 6,896 734 1,680 0 0 363 0 0 : : : : Changes from: April 17, 2012 : : 108 313 75 -55 0 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 63.2 0.9 30.1 3.2 7.3 0.0 0.0 1.6 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 24, 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 17, 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 24, 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 7,296 : : Positions : : 4,640 3,508 1,549 1,237 573 0 1,380 0 130 110 0 : : : : Changes from: April 17, 2012 : : 13 273 95 -35 -5 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 48.1 21.2 17.0 7.9 0.0 18.9 0.0 1.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 24, 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 9,815 : : Positions : : 4,389 3,993 3,424 4,889 273 0 0 0 815 0 5 : : : : Changes from: April 17, 2012 : : 169 91 180 210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 40.7 34.9 49.8 2.8 0.0 0.0 0.0 8.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 6 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 27, 2012