Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 5,086,248 : : Positions : :2,008,721 1,408,522 353,951 1,327,391 606,695 724,002 176,499 757,098 23,615 203,517 587,511 : : : : Changes from: June 5, 2012 : : 44,028 -22,703 -3,709 -30,207 20,241 -48,158 15,856 -59,556 -2,344 28,922 -17,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 27.7 7.0 26.1 11.9 14.2 3.5 14.9 0.5 4.0 11.6 : : : : Number of Traders in Each Category Total Traders: 226 : : 113 108 9 25 28 16 16 30 12 24 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 312,383 : : Positions : : 211,970 225,240 43,716 44,292 30,877 3,819 2,960 4,779 983 390 1,418 : : : : Changes from: June 5, 2012 : : 4,979 11,885 78 -2,599 3,271 3,205 -1,182 -573 983 28 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 72.1 14.0 14.2 9.9 1.2 0.9 1.5 0.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 33 6 4 9 . 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 167,376 : : Positions : : 114,050 84,759 26,195 46,257 21,113 0 9,312 2,925 268 0 403 : : : : Changes from: June 5, 2012 : : 4,240 967 -3,232 625 687 0 -1,221 322 -24 0 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 50.6 15.7 27.6 12.6 0.0 5.6 1.7 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 10 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 254,645 : : Positions : : 177,237 102,788 39,396 92,793 26,202 5,059 15,580 1,213 0 0 0 : : : : Changes from: June 5, 2012 : : -2,012 2,461 1,108 -1,321 -1,177 2,975 901 -242 -29 0 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 40.4 15.5 36.4 10.3 2.0 6.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 22 4 8 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 780,799 : : Positions : : 601,339 297,954 16,540 301,467 134,078 313 14,603 24,702 93 1,886 1,202 : : : : Changes from: June 5, 2012 : : -19,847 -15,241 8,900 7,179 -12,053 -13 -3,328 -6,638 93 290 -823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 38.2 2.1 38.6 17.2 0.0 1.9 3.2 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 31 6 14 19 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 220,139 : : Positions : : 142,509 188,934 37,431 8,290 18,582 13,961 0 1,084 0 0 0 : : : : Changes from: June 5, 2012 : : -2,285 -3,804 -309 -4 402 -1,234 0 -34 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 85.8 17.0 3.8 8.4 6.3 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 334,026 : : Positions : : 245,660 206,944 27,321 64,789 9,057 3,190 3,348 41,288 240 0 0 : : : : Changes from: June 5, 2012 : : -1,888 -3,067 368 -1,820 -215 -3,855 456 -286 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 62.0 8.2 19.4 2.7 1.0 1.0 12.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 26 4 11 7 4 4 6 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 157,733 : : Positions : : 109,299 78,268 7,263 52,992 14,713 18,430 248 4,957 0 984 0 : : : : Changes from: June 5, 2012 : : -1,137 1,787 184 -2,343 348 1,618 0 -82 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 49.6 4.6 33.6 9.3 11.7 0.2 3.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 21 5 8 9 5 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 1,212,155 : : Positions : : 110,099 120,675 203,388 101,727 117,818 200,312 268,912 281,502 59,630 98,272 164,136 : : : : Changes from: June 5, 2012 : : 4,507 4,767 1,903 -11,555 381 4,605 11,001 -35,671 2,807 5,302 -3,473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 10.0 16.8 8.4 9.7 16.5 22.2 23.2 4.9 8.1 13.5 : : : : Number of Traders in Each Category Total Traders: 333 : : 43 42 23 10 29 56 85 86 62 40 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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: June 5, 2012 : : 0 0 0 0 0 0 0 0 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 12, 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 2,254,599 : : Positions : : 249,925 225,655 44,078 70,964 968,399 76,981 108,171 410,430 45,645 13,505 454,627 : : : : Changes from: June 5, 2012 : : 16,511 11,744 3,742 3,571 20,526 139 6,354 16,036 1,677 398 15,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 10.0 2.0 3.1 43.0 3.4 4.8 18.2 2.0 0.6 20.2 : : : : Number of Traders in Each Category Total Traders: 155 : : 38 39 8 17 24 27 26 42 21 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 71,995 : : Positions : : 9,408 6,818 11,399 3,255 15,446 5,476 425 650 7,387 23,904 18,789 : : : : Changes from: June 5, 2012 : : 3,030 2,320 -8,762 876 6,337 250 0 0 1,640 -6,927 4,539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 9.5 15.8 4.5 21.5 7.6 0.6 0.9 10.3 33.2 26.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 7 5 4 9 . . . 8 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 102,480 : : Positions : : 2,914 7,840 3,905 4,840 14,940 36,648 30,879 39,997 2,117 2,071 1,534 : : : : Changes from: June 5, 2012 : : 705 720 126 178 2,151 2,618 2,572 2,859 354 337 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 7.7 3.8 4.7 14.6 35.8 30.1 39.0 2.1 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 11 . 6 6 4 13 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 67,689 : : Positions : : 37,448 28,952 13,760 18,711 7,476 0 1,327 2,856 0 0 0 : : : : Changes from: June 5, 2012 : : -297 -194 0 0 0 0 -103 131 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 42.8 20.3 27.6 11.0 0.0 2.0 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 June 12, 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 2,731,488 : : Positions : : 631,205 535,010 308,890 795,328 479,967 302,195 46,070 584,456 148,282 21,864 240,998 : : : : Changes from: June 5, 2012 : : 34,115 8,893 -9,734 23,627 -371 -987 -18,293 17,517 -9,282 1,021 12,488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 19.6 11.3 29.1 17.6 11.1 1.7 21.4 5.4 0.8 8.8 : : : : Number of Traders in Each Category Total Traders: 149 : : 68 58 7 18 23 19 9 25 12 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 1,339,608 : : Positions : : 120,030 197,013 262,116 271,328 361,229 106,653 109,554 221,850 105,325 16,505 159,587 : : : : Changes from: June 5, 2012 : : 3,145 -1,302 16,673 10,773 5,104 -2,983 15,560 10,524 5,719 -2,603 13,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 14.7 19.6 20.3 27.0 8.0 8.2 16.6 7.9 1.2 11.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 22 20 18 6 18 14 11 19 8 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 27,356 : : Positions : : 23,223 20,534 345 4,987 1,153 2,160 0 0 0 122 35 : : : : Changes from: June 5, 2012 : : 595 493 0 206 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.1 1.3 18.2 4.2 7.9 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 24 . 8 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 7,731 : : Positions : : 5,626 2,464 317 4,597 284 1,067 0 0 30 26 0 : : : : Changes from: June 5, 2012 : : 585 45 78 245 50 -78 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 31.9 4.1 59.5 3.7 13.8 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 5 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 9,056 : : Positions : : 6,497 3,301 554 1,817 1,479 0 1,500 0 90 144 86 : : : : Changes from: June 5, 2012 : : 194 235 0 -172 137 0 0 0 0 55 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 36.5 6.1 20.1 16.3 0.0 16.6 0.0 1.0 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 7 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 9,739 : : Positions : : 4,666 4,562 3,209 4,321 192 0 0 0 1,010 0 0 : : : : Changes from: June 5, 2012 : : 32 47 120 210 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 46.8 32.9 44.4 2.0 0.0 0.0 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 15, 2012