Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 4,956,523 : : Positions : :1,940,117 1,400,785 306,466 1,383,943 618,871 725,332 123,415 745,340 44,849 117,102 548,071 : : : : Changes from: June 19, 2012 : : -43,493 24,953 -28,676 43,818 8,144 7,113 -32,295 -7,410 18,749 -73,208 709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 28.3 6.2 27.9 12.5 14.6 2.5 15.0 0.9 2.4 11.1 : : : : Number of Traders in Each Category Total Traders: 224 : : 116 109 8 25 27 19 13 30 16 20 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 316,389 : : Positions : : 214,789 216,335 41,466 42,331 38,177 818 8,664 4,428 1,061 840 2,350 : : : : Changes from: June 19, 2012 : : 4,178 -7,255 -3,692 -163 2,917 -1,296 3,531 52 -16 365 1,090 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 68.4 13.1 13.4 12.1 0.3 2.7 1.4 0.3 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 34 6 . 8 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 160,310 : : Positions : : 109,097 83,424 22,053 41,558 21,461 475 6,589 3,232 0 0 248 : : : : Changes from: June 19, 2012 : : 248 -680 -3,721 -1,288 60 475 -1,485 -132 0 0 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 52.0 13.8 25.9 13.4 0.3 4.1 2.0 0.0 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 26, 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 282,798 : : Positions : : 189,439 126,907 39,876 82,718 42,868 4,241 17,648 1,264 0 218 244 : : : : Changes from: June 19, 2012 : : -3,018 5,949 445 -7,834 13,554 -1,116 2,376 204 0 218 244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 44.9 14.1 29.2 15.2 1.5 6.2 0.4 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 22 4 9 10 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 755,127 : : Positions : : 577,658 267,465 37,697 327,643 114,548 265 17,490 20,732 217 1,766 465 : : : : Changes from: June 19, 2012 : : 11,784 -9,459 11,154 23,112 -13,308 -1,025 7,988 -4,864 191 -66 -253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 35.4 5.0 43.4 15.2 0.0 2.3 2.7 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 31 6 14 19 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 224,589 : : Positions : : 149,066 189,684 31,431 7,186 23,242 13,372 0 1,299 0 0 0 : : : : Changes from: June 19, 2012 : : 6,114 721 -5,244 -1,042 2,862 -771 0 49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 84.5 14.0 3.2 10.3 6.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 23 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 335,438 : : Positions : : 253,153 208,256 19,312 71,539 8,778 12,153 2,798 34,412 174 0 186 : : : : Changes from: June 19, 2012 : : 5,591 132 -4,478 -219 -66 -276 -163 -584 -126 0 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 62.1 5.8 21.3 2.6 3.6 0.8 10.3 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 29 4 11 8 . 4 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 158,950 : : Positions : : 115,642 78,114 10,294 54,036 11,706 11,542 571 6,887 0 1,418 0 : : : : Changes from: June 19, 2012 : : 7,295 1,156 2,387 5,016 -2,819 -1,909 571 1,115 0 434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 49.1 6.5 34.0 7.4 7.3 0.4 4.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 21 6 8 11 4 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 1,179,526 : : Positions : : 116,943 130,588 197,537 95,422 148,230 195,676 248,354 257,601 41,066 99,997 148,408 : : : : Changes from: June 19, 2012 : : -6,733 -4,877 -3,972 -1,093 10,274 1,931 -23,092 -19,497 -15,111 6,079 -11,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 11.1 16.7 8.1 12.6 16.6 21.1 21.8 3.5 8.5 12.6 : : : : Number of Traders in Each Category Total Traders: 314 : : 43 42 20 13 27 62 74 83 41 51 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 : : 27,817 8,328 5,709 15,820 1,387 627 7,807 576 0 0 0 : : : : Changes from: June 19, 2012 : : -24 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 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 26, 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 2,081,064 : : Positions : : 224,489 211,600 49,919 65,059 909,304 71,330 99,506 366,237 46,008 17,209 409,688 : : : : Changes from: June 19, 2012 : : -21,386 -13,137 3,246 -4,573 -55,118 -1,778 -5,197 -45,837 1,400 4,336 -49,881 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.2 2.4 3.1 43.7 3.4 4.8 17.6 2.2 0.8 19.7 : : : : Number of Traders in Each Category Total Traders: 150 : : 38 38 8 17 24 25 27 38 17 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 79,110 : : Positions : : 12,898 8,512 8,760 3,608 17,386 5,526 675 700 10,171 25,576 19,975 : : : : Changes from: June 19, 2012 : : 2,429 1,316 -1,022 322 -224 0 0 0 -878 -776 1,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 10.8 11.1 4.6 22.0 7.0 0.9 0.9 12.9 32.3 25.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 10 5 4 9 . . 4 9 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 91,134 : : Positions : : 2,764 6,574 4,309 3,968 11,919 31,668 28,389 36,840 1,497 1,376 1,782 : : : : Changes from: June 19, 2012 : : 165 -253 455 -661 -400 -1,869 -321 378 -265 -255 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 7.2 4.7 4.4 13.1 34.7 31.2 40.4 1.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 11 4 5 6 4 12 12 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 68,424 : : Positions : : 38,145 29,586 13,760 18,711 7,476 0 1,452 2,832 0 0 0 : : : : Changes from: June 19, 2012 : : 342 404 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 43.2 20.1 27.3 10.9 0.0 2.1 4.1 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 26, 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 2,804,792 : : Positions : : 694,753 577,454 287,057 813,156 490,106 293,440 33,697 593,743 155,776 11,391 258,172 : : : : Changes from: June 19, 2012 : : 33,358 29,162 -693 14,199 -1,021 118 -6,869 3,026 1,602 -5,232 10,447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 20.6 10.2 29.0 17.5 10.5 1.2 21.2 5.6 0.4 9.2 : : : : Number of Traders in Each Category Total Traders: 159 : : 73 62 8 18 23 22 6 26 17 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 1,439,412 : : Positions : : 137,254 209,653 252,644 238,560 417,772 143,729 144,955 224,449 94,336 35,903 166,309 : : : : Changes from: June 19, 2012 : : 11,068 7,571 -8,131 -2,896 27,062 9,612 7,480 4,597 -1,030 -537 4,634 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 14.6 17.6 16.6 29.0 10.0 10.1 15.6 6.6 2.5 11.6 : : : : Number of Traders in Each Category Total Traders: 96 : : 23 21 18 6 18 14 12 18 10 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 28,110 : : Positions : : 23,709 21,396 300 4,662 1,370 2,216 0 0 0 122 35 : : : : Changes from: June 19, 2012 : : -134 422 0 -500 167 56 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 76.1 1.1 16.6 4.9 7.9 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 24 . 8 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 7,911 : : Positions : : 5,851 2,479 317 4,762 284 1,067 0 0 30 26 0 : : : : Changes from: June 19, 2012 : : 165 15 0 105 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 31.3 4.0 60.2 3.6 13.5 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . 5 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 9,686 : : Positions : : 7,084 4,313 651 1,654 1,433 0 1,500 0 90 84 101 : : : : Changes from: June 19, 2012 : : 227 537 97 -33 -146 0 0 0 0 -65 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 44.5 6.7 17.1 14.8 0.0 15.5 0.0 0.9 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 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 10,523 : : Positions : : 5,504 4,925 3,821 4,871 63 0 0 0 1,010 0 0 : : : : Changes from: June 19, 2012 : : 381 303 60 209 -129 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 46.8 36.3 46.3 0.6 0.0 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2012