Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 5,151,250 : : Positions : :1,964,693 1,431,225 357,660 1,357,598 586,454 772,160 160,643 816,654 25,959 174,595 604,631 : : : : Changes from: May 29, 2012 : : -42,871 -74,584 13,779 -33,532 -15,474 -82,208 -26,241 -51,162 774 24,144 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 27.8 6.9 26.4 11.4 15.0 3.1 15.9 0.5 3.4 11.7 : : : : Number of Traders in Each Category Total Traders: 223 : : 111 105 9 24 28 16 16 29 15 21 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 301,187 : : Positions : : 206,991 213,355 43,638 46,891 27,606 614 4,142 5,352 0 362 1,326 : : : : Changes from: May 29, 2012 : : -9,520 -10,771 -2,088 -2,429 -1,654 -1,716 -351 20 -1,358 -180 -491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 70.8 14.5 15.6 9.2 0.2 1.4 1.8 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 33 6 4 9 . 6 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 165,446 : : Positions : : 109,810 83,792 29,427 45,632 20,426 0 10,533 2,603 292 0 620 : : : : Changes from: May 29, 2012 : : -6,182 -7,960 1,024 -323 -3,568 -2,503 508 -1,112 60 -239 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 50.6 17.8 27.6 12.3 0.0 6.4 1.6 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 9 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 253,629 : : Positions : : 179,249 100,327 38,288 94,114 27,379 2,084 14,679 1,455 29 0 462 : : : : Changes from: May 29, 2012 : : -10,682 -10,283 -3,760 -2,662 -2,814 616 -1,224 -387 29 -241 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 39.6 15.1 37.1 10.8 0.8 5.8 0.6 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 21 4 8 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 810,750 : : Positions : : 621,186 313,195 7,640 294,288 146,131 326 17,931 31,340 0 1,596 2,025 : : : : Changes from: May 29, 2012 : : -26,047 -3,165 -80 -23,151 12,358 -238 -5,682 2,963 -1,973 1,467 956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 38.6 0.9 36.3 18.0 0.0 2.2 3.9 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 29 5 15 19 . 6 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 223,115 : : Positions : : 144,794 192,738 37,740 8,294 18,180 15,195 0 1,118 0 0 0 : : : : Changes from: May 29, 2012 : : -12,260 -11,155 1,775 -870 161 -2,366 0 39 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 86.4 16.9 3.7 8.1 6.8 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 339,206 : : Positions : : 247,548 210,011 26,953 66,609 9,272 7,045 2,892 41,574 0 0 0 : : : : Changes from: May 29, 2012 : : -23,412 -14,064 674 -3,499 -1,619 3,344 -2,109 -3,887 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 61.9 7.9 19.6 2.7 2.1 0.9 12.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 25 4 11 7 4 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 156,524 : : Positions : : 110,436 76,481 7,079 55,335 14,365 16,812 248 5,039 0 984 0 : : : : Changes from: May 29, 2012 : : -15,046 -13,495 1,800 -676 -3,806 -4,028 -1,348 -1,529 0 -660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 48.9 4.5 35.4 9.2 10.7 0.2 3.2 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 21 5 8 10 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,239,440 : : Positions : : 105,592 115,908 201,485 113,282 117,437 195,706 257,911 317,173 56,823 92,971 167,609 : : : : Changes from: May 29, 2012 : : -6,208 -6,190 -3,304 -4,103 2,913 4,347 8,890 -12,038 7,010 -1,236 7,389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 9.4 16.3 9.1 9.5 15.8 20.8 25.6 4.6 7.5 13.5 : : : : Number of Traders in Each Category Total Traders: 328 : : 42 41 22 11 26 57 85 87 56 43 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 39,601 : : Positions : : 27,841 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0 : : : : Changes from: May 29, 2012 : : -3,588 -1,770 -256 -2,002 -104 2 -300 -302 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 21.0 14.4 39.9 3.5 1.6 19.7 1.5 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 June 5, 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 2,180,407 : : Positions : : 233,414 213,911 40,336 67,394 947,873 76,842 101,818 394,394 43,968 13,107 439,226 : : : : Changes from: May 29, 2012 : : 9,591 8,342 -2,546 5,391 15,106 2,789 3,198 4,729 2,430 -1,896 8,722 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 9.8 1.8 3.1 43.5 3.5 4.7 18.1 2.0 0.6 20.1 : : : : Number of Traders in Each Category Total Traders: 152 : : 37 37 8 17 24 25 28 43 20 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 64,871 : : Positions : : 6,378 4,499 20,162 2,379 9,109 5,226 425 650 5,747 30,831 14,250 : : : : Changes from: May 29, 2012 : : 997 -424 -8,200 -14,472 961 -840 -4,960 -225 -618 5,880 -8,777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 6.9 31.1 3.7 14.0 8.1 0.7 1.0 8.9 47.5 22.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 8 5 . 9 . . . 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 93,565 : : Positions : : 2,210 7,120 3,779 4,662 12,789 34,030 28,307 37,138 1,762 1,734 1,464 : : : : Changes from: May 29, 2012 : : 121 570 131 -305 -73 548 889 644 310 -2 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 7.6 4.0 5.0 13.7 36.4 30.3 39.7 1.9 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 11 4 5 7 4 11 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 67,855 : : Positions : : 37,745 29,146 13,760 18,711 7,476 0 1,430 2,725 0 0 0 : : : : Changes from: May 29, 2012 : : -3,777 -2,549 130 -1,146 -517 0 -180 -326 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 43.0 20.3 27.6 11.0 0.0 2.1 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 2,686,356 : : Positions : : 597,090 526,117 318,624 771,701 480,338 303,182 64,363 566,939 157,564 20,843 228,510 : : : : Changes from: May 29, 2012 : : -53,066 6,498 -28,409 8,771 -23,668 -21,981 -66,137 2,558 24,164 -4,756 -25,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 19.6 11.9 28.7 17.9 11.3 2.4 21.1 5.9 0.8 8.5 : : : : Number of Traders in Each Category Total Traders: 150 : : 67 58 7 18 23 20 9 24 12 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,287,643 : : Positions : : 116,885 198,315 245,443 260,555 356,125 109,636 93,994 211,326 99,606 19,108 145,767 : : : : Changes from: May 29, 2012 : : 1,658 3,889 19,118 -3,346 6,615 -9,938 2,709 2,775 -3,200 3,459 -2,085 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 15.4 19.1 20.2 27.7 8.5 7.3 16.4 7.7 1.5 11.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 22 19 18 6 18 14 11 20 7 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 26,657 : : Positions : : 22,628 20,041 345 4,781 1,123 2,160 0 0 0 122 35 : : : : Changes from: May 29, 2012 : : -357 -304 10 -247 -34 0 0 0 -243 77 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.2 1.3 17.9 4.2 8.1 0.0 0.0 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 24 . 8 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 7,396 : : Positions : : 5,041 2,419 239 4,352 234 1,145 0 0 30 26 0 : : : : Changes from: May 29, 2012 : : -1,410 -1,002 -77 -424 -29 -135 0 0 30 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 32.7 3.2 58.8 3.2 15.5 0.0 0.0 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 8,720 : : Positions : : 6,303 3,066 554 1,989 1,342 0 1,500 0 90 89 81 : : : : Changes from: May 29, 2012 : : 262 -787 -418 550 169 0 0 0 -15 89 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 35.2 6.4 22.8 15.4 0.0 17.2 0.0 1.0 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 7 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 9,467 : : Positions : : 4,634 4,515 3,089 4,111 207 0 0 0 1,010 0 0 : : : : Changes from: May 29, 2012 : : -438 -355 -331 -489 -3 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 47.7 32.6 43.4 2.2 0.0 0.0 0.0 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 8, 2012