Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 5,140,871 : : Positions : :1,857,135 1,403,246 321,209 1,222,295 659,128 668,526 144,186 1,015,952 62,635 143,384 538,601 : : : : Changes from: May 1, 2012 : : -8,646 14,427 13,550 26,947 -10,021 14,006 491 -3,545 26,883 6,711 -21,549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 27.3 6.2 23.8 12.8 13.0 2.8 19.8 1.2 2.8 10.5 : : : : Number of Traders in Each Category Total Traders: 225 : : 107 106 12 21 29 19 15 29 18 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 323,826 : : Positions : : 209,892 210,421 45,441 42,079 35,709 1,842 19,917 5,068 3,818 1,022 5,063 : : : : Changes from: May 1, 2012 : : -2,787 -13,833 -5,348 1,620 366 -3,169 1,218 13 -2,595 -1,398 834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 65.0 14.0 13.0 11.0 0.6 6.2 1.6 1.2 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 32 6 4 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 173,746 : : Positions : : 116,262 93,518 26,880 46,381 22,472 0 5,545 0 1,134 0 4,121 : : : : Changes from: May 1, 2012 : : -5,028 -13,226 523 10,080 -4,278 0 120 0 -447 -1,574 719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 53.8 15.5 26.7 12.9 0.0 3.2 0.0 0.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 10 10 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 266,082 : : Positions : : 183,956 105,868 45,363 101,255 27,520 3,035 10,039 311 204 4,785 1,284 : : : : Changes from: May 1, 2012 : : -11,970 -12,215 -4,679 -6,539 -195 -1,645 -1,694 -154 -218 -1,301 -258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 39.8 17.0 38.1 10.3 1.1 3.8 0.1 0.1 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 22 4 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 745,869 : : Positions : : 590,122 254,554 7,963 297,142 135,384 0 44,570 7,313 0 1,893 2,037 : : : : Changes from: May 1, 2012 : : 6,102 -3,435 -1,789 2,675 2,453 0 2,482 -2,069 -736 1,096 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 34.1 1.1 39.8 18.2 0.0 6.0 1.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 30 5 15 19 0 6 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 225,232 : : Positions : : 151,977 194,912 34,287 9,580 14,885 11,642 0 1,318 2,565 0 217 : : : : Changes from: May 1, 2012 : : -10,934 -14,336 -631 -841 430 -3,709 0 459 -338 0 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 86.5 15.2 4.3 6.6 5.2 0.0 0.6 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 363,024 : : Positions : : 273,440 237,322 29,340 54,737 11,980 848 13,540 36,408 3,140 0 462 : : : : Changes from: May 1, 2012 : : -22,402 -26,295 589 299 -3,454 -992 5,282 -824 925 -279 -458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 65.4 8.1 15.1 3.3 0.2 3.7 10.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 26 5 10 8 . 6 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 198,065 : : Positions : : 146,453 91,871 5,159 61,679 19,308 17,251 14,830 2,082 3,438 1,224 1,916 : : : : Changes from: May 1, 2012 : : -20,584 -9,360 -921 -2,260 -846 -575 -4,028 -309 3,438 -1,840 -2,345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 46.4 2.6 31.1 9.7 8.7 7.5 1.1 1.7 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 21 4 8 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 1,267,915 : : Positions : : 126,248 127,985 211,483 116,831 128,153 209,187 284,221 312,928 55,096 93,591 150,797 : : : : Changes from: May 1, 2012 : : -7,185 -2,579 -2,233 2,391 -6,205 1,699 -25,028 -861 -3,729 14,950 -13,028 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 10.1 16.7 9.2 10.1 16.5 22.4 24.7 4.3 7.4 11.9 : : : : Number of Traders in Each Category Total Traders: 342 : : 43 42 20 14 28 58 92 86 45 59 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 45,837 : : Positions : : 33,229 10,098 5,965 17,822 1,491 625 9,480 34 0 387 552 : : : : Changes from: May 1, 2012 : : -5,280 -1,829 -67 -1,819 -305 2 -2,170 -2 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 22.0 13.0 38.9 3.3 1.4 20.7 0.1 0.0 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 2,358,756 : : Positions : : 248,649 216,411 44,167 104,422 964,497 126,547 116,196 457,078 37,036 18,236 475,737 : : : : Changes from: May 1, 2012 : : 5,105 7,872 6,598 2,324 4,404 8,200 8,540 10,035 4,251 5,108 8,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 9.2 1.9 4.4 40.9 5.4 4.9 19.4 1.6 0.8 20.2 : : : : Number of Traders in Each Category Total Traders: 147 : : 37 36 7 17 23 23 25 39 18 17 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 82,963 : : Positions : : 4,156 3,385 27,809 18,853 6,310 5,666 5,906 975 8,154 18,642 26,943 : : : : Changes from: May 1, 2012 : : 249 171 -3,850 -284 98 -135 1,200 400 -693 -5,550 6,147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.0 4.1 33.5 22.7 7.6 6.8 7.1 1.2 9.8 22.5 32.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 5 7 5 . 7 . . . 8 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 102,811 : : Positions : : 2,189 7,655 4,005 5,429 14,518 39,334 31,774 39,444 1,601 2,044 1,503 : : : : Changes from: May 1, 2012 : : 209 830 326 -1,181 897 -47 887 1,435 235 229 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 7.4 3.9 5.3 14.1 38.3 30.9 38.4 1.6 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 11 4 5 6 5 9 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 71,897 : : Positions : : 40,671 30,363 13,654 20,001 7,969 0 1,524 857 0 1,059 1,265 : : : : Changes from: May 1, 2012 : : 21 -262 0 0 0 0 167 -20 0 116 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 42.2 19.0 27.8 11.1 0.0 2.1 1.2 0.0 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 4 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 2,726,874 : : Positions : : 598,678 468,401 336,342 779,758 488,672 339,027 125,493 557,518 162,159 71,521 209,514 : : : : Changes from: May 1, 2012 : : 15,811 -3,119 123 77,538 -898 -5,442 -42,506 3,261 10,419 -11,314 5,228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 17.2 12.3 28.6 17.9 12.4 4.6 20.4 5.9 2.6 7.7 : : : : Number of Traders in Each Category Total Traders: 147 : : 67 58 8 17 23 15 11 23 13 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 1,442,796 : : Positions : : 125,629 220,732 347,223 264,463 369,842 165,523 265,406 154,889 129,147 18,513 145,499 : : : : Changes from: May 1, 2012 : : 4,997 9,481 62,318 15,239 14,754 8,156 93,644 -14,572 40,310 -3,213 -5,823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 15.3 24.1 18.3 25.6 11.5 18.4 10.7 9.0 1.3 10.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 20 19 15 8 17 16 11 22 9 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 23,974 : : Positions : : 20,368 16,734 335 6,009 573 1,980 0 0 464 45 0 : : : : Changes from: May 1, 2012 : : -773 -450 70 39 -173 120 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 69.8 1.4 25.1 2.4 8.3 0.0 0.0 1.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 8,327 : : Positions : : 5,961 3,001 316 4,701 263 1,280 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 0 -15 0 108 0 120 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 36.0 3.8 56.5 3.2 15.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 7,520 : : Positions : : 4,938 2,927 1,095 1,415 927 0 1,500 0 130 0 0 : : : : Changes from: May 1, 2012 : : 484 149 -70 156 215 0 0 0 0 -130 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 38.9 14.6 18.8 12.3 0.0 19.9 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . 5 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 8, 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 9,874 : : Positions : : 4,794 4,361 3,096 4,705 210 0 0 0 1,060 0 0 : : : : Changes from: May 1, 2012 : : 429 261 0 252 -45 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 44.2 31.4 47.7 2.1 0.0 0.0 0.0 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 11, 2012