Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 5,003,239 : : Positions : :1,983,610 1,375,832 335,142 1,340,125 610,727 718,219 155,710 752,750 26,100 190,310 547,362 : : : : Changes from: June 12, 2012 : : -25,111 -32,690 -18,809 12,734 4,032 -5,783 -20,789 -4,348 2,485 -13,207 -40,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 27.5 6.7 26.8 12.2 14.4 3.1 15.0 0.5 3.8 10.9 : : : : Number of Traders in Each Category Total Traders: 224 : : 112 106 9 25 28 17 15 29 16 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 314,463 : : Positions : : 210,611 223,590 45,158 42,494 35,260 2,114 5,133 4,376 1,077 475 1,260 : : : : Changes from: June 12, 2012 : : -1,359 -1,650 1,442 -1,798 4,383 -1,705 2,173 -403 94 85 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 71.1 14.4 13.5 11.2 0.7 1.6 1.4 0.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 33 6 4 9 . 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 163,090 : : Positions : : 108,849 84,104 25,774 42,846 21,401 0 8,074 3,364 0 0 0 : : : : Changes from: June 12, 2012 : : -5,201 -655 -421 -3,411 288 0 -1,238 439 -268 0 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 51.6 15.8 26.3 13.1 0.0 5.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . 10 8 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 272,240 : : Positions : : 192,457 120,958 39,431 90,552 29,314 5,357 15,272 1,060 0 0 0 : : : : Changes from: June 12, 2012 : : 15,220 18,170 35 -2,241 3,112 298 -308 -153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 44.4 14.5 33.3 10.8 2.0 5.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 22 4 8 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 751,077 : : Positions : : 565,874 276,924 26,543 304,531 127,856 1,290 9,502 25,596 26 1,832 718 : : : : Changes from: June 12, 2012 : : -35,465 -21,030 10,003 3,064 -6,222 977 -5,101 894 -67 -54 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 36.9 3.5 40.5 17.0 0.2 1.3 3.4 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 31 7 13 19 . 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 222,033 : : Positions : : 142,952 188,963 36,675 8,228 20,380 14,143 0 1,250 0 0 0 : : : : Changes from: June 12, 2012 : : 443 29 -756 -62 1,798 182 0 166 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 85.1 16.5 3.7 9.2 6.4 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 335,129 : : Positions : : 247,562 208,124 23,790 71,758 8,844 12,429 2,961 34,996 300 0 0 : : : : Changes from: June 12, 2012 : : 1,902 1,180 -3,531 6,969 -213 9,239 -387 -6,292 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 62.1 7.1 21.4 2.6 3.7 0.9 10.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 4 11 8 . 5 6 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 153,071 : : Positions : : 108,347 76,958 7,907 49,020 14,525 13,451 0 5,772 0 984 0 : : : : Changes from: June 12, 2012 : : -952 -1,310 644 -3,972 -188 -4,979 -248 815 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 50.3 5.2 32.0 9.5 8.8 0.0 3.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 8 10 5 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 1,224,395 : : Positions : : 123,676 135,465 201,508 96,515 137,955 193,745 271,446 277,098 56,177 93,918 159,556 : : : : Changes from: June 12, 2012 : : 13,577 14,791 -1,880 -5,212 20,137 -6,566 2,534 -4,404 -3,454 -4,355 -4,580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 11.1 16.5 7.9 11.3 15.8 22.2 22.6 4.6 7.7 13.0 : : : : Number of Traders in Each Category Total Traders: 323 : : 42 42 21 12 28 54 81 86 57 43 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 12, 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 19, 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 2,250,908 : : Positions : : 245,875 224,737 46,673 69,632 964,422 73,108 104,703 412,074 44,608 12,873 459,569 : : : : Changes from: June 12, 2012 : : -4,049 -919 2,595 -1,332 -3,977 -3,874 -3,468 1,644 -1,037 -632 4,942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 10.0 2.1 3.1 42.8 3.2 4.7 18.3 2.0 0.6 20.4 : : : : Number of Traders in Each Category Total Traders: 158 : : 39 38 8 17 24 24 30 43 19 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 77,539 : : Positions : : 10,470 7,196 9,782 3,286 17,611 5,526 675 700 11,048 26,352 18,625 : : : : Changes from: June 12, 2012 : : 1,062 377 -1,618 31 2,164 50 250 50 3,662 2,448 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 9.3 12.6 4.2 22.7 7.1 0.9 0.9 14.2 34.0 24.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 7 5 4 9 . . . 9 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 92,508 : : Positions : : 2,599 6,827 3,855 4,629 12,320 33,537 28,710 36,462 1,762 1,631 1,592 : : : : Changes from: June 12, 2012 : : -316 -1,013 -51 -211 -2,621 -3,111 -2,169 -3,535 -355 -440 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 7.4 4.2 5.0 13.3 36.3 31.0 39.4 1.9 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 11 4 5 6 4 13 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 68,021 : : Positions : : 37,804 29,183 13,760 18,711 7,476 0 1,452 2,832 0 0 0 : : : : Changes from: June 12, 2012 : : 356 231 0 0 0 0 125 -24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 42.9 20.2 27.5 11.0 0.0 2.1 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 19, 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 2,761,927 : : Positions : : 661,395 548,292 287,750 798,957 491,127 293,322 40,566 590,717 154,174 16,623 247,725 : : : : Changes from: June 12, 2012 : : 30,190 13,282 -21,140 3,629 11,160 -8,873 -5,504 6,261 5,892 -5,241 6,727 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 19.9 10.4 28.9 17.8 10.6 1.5 21.4 5.6 0.6 9.0 : : : : Number of Traders in Each Category Total Traders: 154 : : 69 59 7 18 23 19 9 26 14 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 1,391,678 : : Positions : : 126,186 202,082 260,775 241,456 390,710 134,117 137,475 219,852 95,366 36,440 161,675 : : : : Changes from: June 12, 2012 : : 6,156 5,069 -1,341 -29,872 29,481 27,464 27,921 -1,998 -9,959 19,935 2,088 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 14.5 18.7 17.3 28.1 9.6 9.9 15.8 6.9 2.6 11.6 : : : : Number of Traders in Each Category Total Traders: 91 : : 22 20 18 6 18 13 12 19 8 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 28,021 : : Positions : : 23,843 20,974 300 5,162 1,203 2,160 0 0 0 122 35 : : : : Changes from: June 12, 2012 : : 620 440 -45 175 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 74.9 1.1 18.4 4.3 7.7 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 24 . 8 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 7,791 : : Positions : : 5,686 2,464 317 4,657 284 1,067 0 0 30 26 0 : : : : Changes from: June 12, 2012 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 31.6 4.1 59.8 3.6 13.7 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 19, 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 9,516 : : Positions : : 6,857 3,776 554 1,687 1,579 0 1,500 0 90 149 86 : : : : Changes from: June 12, 2012 : : 360 475 0 -130 100 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 39.7 5.8 17.7 16.6 0.0 15.8 0.0 0.9 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 7 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 19, 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 10,151 : : Positions : : 5,123 4,622 3,761 4,662 192 0 0 0 1,010 0 0 : : : : Changes from: June 12, 2012 : : 457 60 552 341 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 45.5 37.1 45.9 1.9 0.0 0.0 0.0 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 22, 2012