Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 5,131,594 : : Positions : :1,900,984 1,429,429 322,551 1,291,898 644,394 699,381 116,042 981,672 68,124 151,540 495,785 : : : : Changes from: May 8, 2012 : : 43,849 26,183 1,342 69,603 -14,734 30,855 -28,144 -34,280 5,489 8,156 -42,816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 27.9 6.3 25.2 12.6 13.6 2.3 19.1 1.3 3.0 9.7 : : : : Number of Traders in Each Category Total Traders: 224 : : 110 106 10 23 29 21 13 29 14 21 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 325,172 : : Positions : : 216,411 218,932 45,698 45,929 30,346 1,990 14,153 6,435 3,726 1,169 3,626 : : : : Changes from: May 8, 2012 : : 6,519 8,511 257 3,850 -5,363 148 -5,764 1,367 -92 147 -1,437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 67.3 14.1 14.1 9.3 0.6 4.4 2.0 1.1 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 30 7 . 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 176,611 : : Positions : : 118,119 92,135 27,856 46,861 22,908 0 8,017 0 1,632 1,263 3,718 : : : : Changes from: May 8, 2012 : : 1,857 -1,383 976 480 436 0 2,472 0 498 1,263 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 52.2 15.8 26.5 13.0 0.0 4.5 0.0 0.9 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 9 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 271,295 : : Positions : : 190,647 111,772 41,943 95,742 28,897 3,680 11,323 311 208 6,397 1,183 : : : : Changes from: May 8, 2012 : : 6,691 5,904 -3,420 -5,513 1,377 645 1,284 0 4 1,612 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 41.2 15.5 35.3 10.7 1.4 4.2 0.1 0.1 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 22 4 8 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 764,949 : : Positions : : 606,137 275,636 9,406 307,365 125,035 0 33,174 17,598 2,024 560 1,967 : : : : Changes from: May 8, 2012 : : 16,015 21,082 1,443 10,223 -10,349 0 -11,396 10,285 2,024 -1,333 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 36.0 1.2 40.2 16.3 0.0 4.3 2.3 0.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 31 5 15 19 0 6 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 228,135 : : Positions : : 151,464 195,599 35,138 9,520 16,772 12,383 0 326 2,747 0 1,012 : : : : Changes from: May 8, 2012 : : -513 687 851 -60 1,887 741 0 -992 182 0 795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 85.7 15.4 4.2 7.4 5.4 0.0 0.1 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 362,809 : : Positions : : 273,133 229,399 27,748 57,877 11,549 990 15,711 39,341 2,315 0 357 : : : : Changes from: May 8, 2012 : : -307 -7,923 -1,592 3,140 -431 142 2,171 2,933 -825 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 63.2 7.6 16.0 3.2 0.3 4.3 10.8 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 26 5 10 9 . 5 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 193,977 : : Positions : : 139,032 93,443 5,399 60,942 18,496 20,586 11,002 2,210 4,532 1,284 1,260 : : : : Changes from: May 8, 2012 : : -7,421 1,572 240 -737 -812 3,335 -3,828 128 1,094 60 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 48.2 2.8 31.4 9.5 10.6 5.7 1.1 2.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 22 4 8 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 1,265,953 : : Positions : : 122,113 126,653 208,785 121,793 125,391 207,608 269,372 331,241 53,792 100,573 138,956 : : : : Changes from: May 8, 2012 : : -4,134 -1,332 -2,698 4,962 -2,761 -1,579 -14,848 18,314 -1,304 6,982 -11,841 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 10.0 16.5 9.6 9.9 16.4 21.3 26.2 4.2 7.9 11.0 : : : : Number of Traders in Each Category Total Traders: 347 : : 44 43 22 12 29 65 92 89 49 53 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 8, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 2,380,436 : : Positions : : 251,614 222,707 49,466 106,690 973,552 128,338 112,262 452,888 33,165 19,744 486,369 : : : : Changes from: May 8, 2012 : : 2,965 6,296 5,298 2,269 9,055 1,791 -3,934 -4,190 -3,870 1,508 10,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 9.4 2.1 4.5 40.9 5.4 4.7 19.0 1.4 0.8 20.4 : : : : Number of Traders in Each Category Total Traders: 156 : : 39 38 9 15 23 24 29 44 18 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 85,685 : : Positions : : 4,806 3,868 28,009 18,907 6,780 5,666 5,406 975 6,889 18,231 29,506 : : : : Changes from: May 8, 2012 : : 649 483 199 53 469 0 -500 0 -1,265 -411 2,563 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 4.5 32.7 22.1 7.9 6.6 6.3 1.1 8.0 21.3 34.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 6 8 5 . 7 . . . 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 97,051 : : Positions : : 2,129 7,417 4,260 5,574 13,693 37,477 30,295 36,162 1,516 2,120 1,490 : : : : Changes from: May 8, 2012 : : -60 -238 254 145 -825 -1,857 -1,479 -3,283 -85 76 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 7.6 4.4 5.7 14.1 38.6 31.2 37.3 1.6 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 11 4 5 7 4 10 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 72,292 : : Positions : : 41,547 31,002 13,654 20,001 7,969 0 1,404 857 0 804 1,396 : : : : Changes from: May 8, 2012 : : 876 639 0 0 0 0 -120 0 0 -255 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 42.9 18.9 27.7 11.0 0.0 1.9 1.2 0.0 1.1 1.9 : : : : 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 May 15, 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 2,766,982 : : Positions : : 619,873 479,531 336,697 792,094 496,380 337,931 124,726 559,712 165,370 70,850 218,881 : : : : Changes from: May 8, 2012 : : 21,195 11,130 355 12,336 7,708 -1,096 -767 2,194 3,211 -671 9,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 17.3 12.2 28.6 17.9 12.2 4.5 20.2 6.0 2.6 7.9 : : : : Number of Traders in Each Category Total Traders: 154 : : 70 59 8 18 24 16 11 24 15 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 1,469,754 : : Positions : : 126,711 222,834 342,738 276,411 372,771 162,311 273,821 160,827 154,400 14,524 145,240 : : : : Changes from: May 8, 2012 : : 1,082 2,102 -4,485 11,948 2,929 -3,212 8,415 5,938 25,253 -3,989 -259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 15.2 23.3 18.8 25.4 11.0 18.6 10.9 10.5 1.0 9.9 : : : : Number of Traders in Each Category Total Traders: 91 : : 21 20 14 9 17 16 12 22 10 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 24,862 : : Positions : : 21,082 17,656 335 5,860 672 1,980 0 0 539 45 0 : : : : Changes from: May 8, 2012 : : 714 922 0 -149 99 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.0 1.3 23.6 2.7 8.0 0.0 0.0 2.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 8 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 8, 2012 : : 0 0 0 0 0 0 0 0 0 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 15, 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 7,753 : : Positions : : 5,101 3,184 1,087 1,313 1,005 0 1,500 0 130 0 0 : : : : Changes from: May 8, 2012 : : 163 257 -8 -102 78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 41.1 14.0 16.9 13.0 0.0 19.3 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 5 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 15, 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 10,121 : : Positions : : 4,842 4,488 3,420 4,765 210 0 0 0 1,060 0 0 : : : : Changes from: May 8, 2012 : : 48 127 324 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 44.3 33.8 47.1 2.1 0.0 0.0 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 21, 2012