Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 5,331,752 : : Positions : :2,007,564 1,505,809 343,881 1,391,130 601,928 854,368 186,884 867,816 25,185 150,451 604,812 : : : : Changes from: May 22, 2012 : : 25,975 43,120 10,248 20,085 16,857 94,285 27,659 -57,718 -39,439 3,391 59,646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 28.2 6.4 26.1 11.3 16.0 3.5 16.3 0.5 2.8 11.3 : : : : Number of Traders in Each Category Total Traders: 225 : : 112 107 10 23 28 19 16 32 14 20 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 319,862 : : Positions : : 216,511 224,126 45,726 49,320 29,260 2,330 4,493 5,332 1,358 542 1,817 : : : : Changes from: May 22, 2012 : : -5,798 265 3,184 633 -1,909 495 -2,648 433 242 -296 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 70.1 14.3 15.4 9.1 0.7 1.4 1.7 0.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 31 6 4 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 178,879 : : Positions : : 115,992 91,752 28,403 45,955 23,994 2,503 10,025 3,715 232 239 831 : : : : Changes from: May 22, 2012 : : -1,251 -172 -930 -655 981 1,874 126 0 -182 62 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 51.3 15.9 25.7 13.4 1.4 5.6 2.1 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . 10 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 272,989 : : Positions : : 189,931 110,610 42,048 96,776 30,193 1,468 15,903 1,842 0 241 493 : : : : Changes from: May 22, 2012 : : -396 -2,783 623 1,790 11 -1,050 -449 214 -239 241 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 40.5 15.4 35.5 11.1 0.5 5.8 0.7 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 20 4 8 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 824,113 : : Positions : : 647,233 316,360 7,720 317,439 133,773 564 23,613 28,377 1,973 129 1,069 : : : : Changes from: May 22, 2012 : : 23,360 22,436 94 7,138 3,288 564 -4,262 7,125 1,138 -586 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 38.4 0.9 38.5 16.2 0.1 2.9 3.4 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 29 4 15 19 . 6 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 235,199 : : Positions : : 157,054 203,893 35,965 9,164 18,019 17,561 0 1,079 0 0 0 : : : : Changes from: May 22, 2012 : : 3,183 5,003 -637 -1,280 848 235 0 -244 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 86.7 15.3 3.9 7.7 7.5 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 364,595 : : Positions : : 270,960 224,075 26,279 70,108 10,891 3,701 5,001 45,461 0 0 0 : : : : Changes from: May 22, 2012 : : -1,195 -1,642 0 7,188 -50 1,983 -5,002 2,042 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 61.5 7.2 19.2 3.0 1.0 1.4 12.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 27 4 11 8 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 179,398 : : Positions : : 125,482 89,976 5,279 56,011 18,171 20,840 1,596 6,568 0 1,644 0 : : : : Changes from: May 22, 2012 : : -4,770 -1,513 -60 -6,131 -808 -3,014 124 2,066 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 50.2 2.9 31.2 10.1 11.6 0.9 3.7 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 19 22 4 8 9 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 1,237,203 : : Positions : : 111,800 122,098 204,789 117,385 114,524 191,359 249,021 329,211 49,813 94,207 160,220 : : : : Changes from: May 22, 2012 : : -2,846 963 -9,043 -2,297 -8,295 -8,220 -10,453 5,268 2,339 -6,878 -1,922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 9.9 16.6 9.5 9.3 15.5 20.1 26.6 4.0 7.6 13.0 : : : : Number of Traders in Each Category Total Traders: 322 : : 41 41 21 13 29 58 84 83 53 38 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 44,329 : : Positions : : 31,429 10,098 5,965 17,822 1,491 625 8,107 878 0 0 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 40 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 22.8 13.5 40.2 3.4 1.4 18.3 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 2,140,447 : : Positions : : 223,823 205,569 42,882 62,003 932,767 74,054 98,619 389,665 41,538 15,003 430,504 : : : : Changes from: May 22, 2012 : : -31,848 -28,305 -8,296 -39,686 -40,743 -47,719 -7,552 -80,567 6,978 -5,756 -62,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 9.6 2.0 2.9 43.6 3.5 4.6 18.2 1.9 0.7 20.1 : : : : Number of Traders in Each Category Total Traders: 148 : : 37 37 9 15 23 24 29 44 16 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 86,254 : : Positions : : 5,381 4,923 28,361 16,851 8,148 6,066 5,385 875 6,365 24,951 23,027 : : : : Changes from: May 22, 2012 : : 226 1,151 1,291 -70 131 400 135 -100 -216 5,810 -5,783 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 5.7 32.9 19.5 9.4 7.0 6.2 1.0 7.4 28.9 26.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 9 6 . 9 . . . 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 91,872 : : Positions : : 2,088 6,550 3,648 4,968 12,862 33,482 27,418 36,493 1,452 1,736 1,501 : : : : Changes from: May 22, 2012 : : 53 320 -411 389 211 162 -609 4,343 232 -45 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 7.1 4.0 5.4 14.0 36.4 29.8 39.7 1.6 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 11 4 5 7 5 10 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 73,065 : : Positions : : 41,522 31,695 13,630 19,857 7,993 0 1,610 3,051 0 0 0 : : : : Changes from: May 22, 2012 : : -2 166 0 0 0 0 -168 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 43.4 18.7 27.2 10.9 0.0 2.2 4.2 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 May 29, 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 2,815,658 : : Positions : : 650,156 519,619 347,033 762,930 504,006 325,163 130,500 564,381 133,400 25,599 254,472 : : : : Changes from: May 22, 2012 : : 583 6,883 969 -3,982 3,294 317 -5,196 -4,522 -6,668 -27,061 14,577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 18.5 12.3 27.1 17.9 11.5 4.6 20.0 4.7 0.9 9.0 : : : : Number of Traders in Each Category Total Traders: 160 : : 73 60 9 17 23 18 12 25 15 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 1,274,822 : : Positions : : 115,227 194,426 226,325 263,901 349,510 119,574 91,285 208,551 102,806 15,649 147,852 : : : : Changes from: May 22, 2012 : : -12,206 -36,990 -120,109 -34,295 -9,041 -33,581 -169,405 16,983 -66,001 8,481 -4,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 15.3 17.8 20.7 27.4 9.4 7.2 16.4 8.1 1.2 11.6 : : : : Number of Traders in Each Category Total Traders: 83 : : 20 17 17 7 19 12 12 19 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 27,276 : : Positions : : 22,985 20,345 335 5,028 1,157 2,160 0 0 243 45 77 : : : : Changes from: May 22, 2012 : : 956 1,722 0 -819 327 0 0 0 -123 0 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 74.6 1.2 18.4 4.2 7.9 0.0 0.0 0.9 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 8,822 : : Positions : : 6,451 3,421 316 4,776 263 1,280 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 465 420 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 38.8 3.6 54.1 3.0 14.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 8,756 : : Positions : : 6,041 3,853 972 1,439 1,173 0 1,500 0 105 0 65 : : : : Changes from: May 22, 2012 : : 444 344 -15 -4 136 0 0 0 -29 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 44.0 11.1 16.4 13.4 0.0 17.1 0.0 1.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . 5 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 29, 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 10,355 : : Positions : : 5,072 4,870 3,420 4,600 210 0 0 0 1,060 0 0 : : : : Changes from: May 22, 2012 : : -10 117 0 -127 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 47.0 33.0 44.4 2.0 0.0 0.0 0.0 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 5, 2012