Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 4,812,619 : : Positions : :1,821,987 1,388,594 341,534 1,363,118 596,568 656,224 106,824 756,192 139,520 104,720 480,599 : : : : Changes from: June 26, 2012 : : -118,130 -12,191 35,068 -20,825 -22,303 -69,108 -16,591 10,852 94,671 -12,382 -67,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 28.9 7.1 28.3 12.4 13.6 2.2 15.7 2.9 2.2 10.0 : : : : Number of Traders in Each Category Total Traders: 220 : : 115 106 8 24 27 19 10 27 18 18 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 322,514 : : Positions : : 222,062 216,872 38,861 47,296 38,023 2,199 7,706 3,822 1,395 818 2,882 : : : : Changes from: June 26, 2012 : : 7,273 537 -2,605 4,965 -154 1,381 -958 -606 334 -22 532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 67.2 12.0 14.7 11.8 0.7 2.4 1.2 0.4 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 31 6 . 8 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 162,904 : : Positions : : 108,438 84,083 23,789 41,969 21,697 436 6,769 3,212 0 0 248 : : : : Changes from: June 26, 2012 : : -659 659 1,736 411 236 -39 180 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 51.6 14.6 25.8 13.3 0.3 4.2 2.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . 10 9 . . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 280,697 : : Positions : : 195,772 122,492 38,653 89,641 34,339 4,241 21,575 1,344 0 157 274 : : : : Changes from: June 26, 2012 : : 6,333 -4,415 -1,223 6,923 -8,529 0 3,927 80 0 -61 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 43.6 13.8 31.9 12.2 1.5 7.7 0.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 23 4 9 10 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 768,282 : : Positions : : 592,470 275,813 23,657 328,994 118,536 1,477 9,908 27,784 930 1,153 856 : : : : Changes from: June 26, 2012 : : 14,812 8,348 -14,040 1,351 3,988 1,212 -7,582 7,052 713 -613 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 35.9 3.1 42.8 15.4 0.2 1.3 3.6 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 29 7 13 19 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 227,882 : : Positions : : 154,960 191,247 29,423 7,155 23,907 10,395 0 2,277 0 0 0 : : : : Changes from: June 26, 2012 : : 5,894 1,563 -2,008 -31 665 -2,977 0 978 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 83.9 12.9 3.1 10.5 4.6 0.0 1.0 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 July 3, 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 338,212 : : Positions : : 255,517 209,238 19,498 70,028 8,428 11,991 2,561 34,948 270 0 0 : : : : Changes from: June 26, 2012 : : 2,364 982 186 -1,511 -350 -162 -237 536 96 0 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 61.9 5.8 20.7 2.5 3.5 0.8 10.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 30 4 11 8 4 . 6 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 159,368 : : Positions : : 117,507 78,265 9,984 55,307 11,525 12,022 1,857 5,262 0 1,418 0 : : : : Changes from: June 26, 2012 : : 1,865 151 -310 1,271 -181 480 1,286 -1,625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 49.1 6.3 34.7 7.2 7.5 1.2 3.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 20 6 8 11 4 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,155,432 : : Positions : : 107,401 125,105 206,149 121,184 125,098 204,992 217,187 253,781 38,435 118,824 146,509 : : : : Changes from: June 26, 2012 : : -9,542 -5,483 8,612 25,761 -23,132 9,316 -31,167 -3,820 -2,631 18,828 -1,899 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 10.8 17.8 10.5 10.8 17.7 18.8 22.0 3.3 10.3 12.7 : : : : Number of Traders in Each Category Total Traders: 325 : : 42 41 21 13 25 67 71 83 44 53 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 33,478 : : Positions : : 22,273 6,499 5,442 13,753 1,282 629 6,007 514 0 0 0 : : : : Changes from: June 26, 2012 : : -5,544 -1,829 -267 -2,067 -105 2 -1,800 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 19.4 16.3 41.1 3.8 1.9 17.9 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 July 3, 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 2,085,710 : : Positions : : 225,543 213,926 53,074 68,041 907,986 71,565 101,694 366,512 44,337 12,798 412,410 : : : : Changes from: June 26, 2012 : : 1,054 2,326 3,155 2,983 -1,318 235 2,188 276 -1,671 -4,411 2,722 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.3 2.5 3.3 43.5 3.4 4.9 17.6 2.1 0.6 19.8 : : : : Number of Traders in Each Category Total Traders: 155 : : 38 41 8 17 25 23 30 42 19 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 75,924 : : Positions : : 10,861 7,389 23,889 1,360 11,221 4,976 450 550 7,296 38,561 13,844 : : : : Changes from: June 26, 2012 : : -2,038 -1,123 15,130 -2,248 -6,166 -550 -225 -150 -2,875 12,986 -6,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 9.7 31.5 1.8 14.8 6.6 0.6 0.7 9.6 50.8 18.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 4 4 9 . . . 8 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 90,873 : : Positions : : 2,701 6,843 4,042 4,118 11,522 32,411 28,652 36,426 1,682 1,254 1,700 : : : : Changes from: June 26, 2012 : : -63 268 -268 150 -397 743 263 -414 186 -122 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 7.5 4.4 4.5 12.7 35.7 31.5 40.1 1.9 1.4 1.9 : : : : 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 July 3, 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 63,102 : : Positions : : 34,135 26,907 13,863 17,502 6,979 0 1,436 2,476 0 0 0 : : : : Changes from: June 26, 2012 : : -4,011 -2,680 103 -1,209 -497 0 -16 -356 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 42.6 22.0 27.7 11.1 0.0 2.3 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 2,676,744 : : Positions : : 621,622 556,616 282,207 783,046 468,057 291,133 39,715 578,045 182,130 5,488 220,503 : : : : Changes from: June 26, 2012 : : -73,131 -20,838 -4,850 -30,110 -22,049 -2,307 6,018 -15,698 26,354 -5,903 -37,669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 20.8 10.5 29.3 17.5 10.9 1.5 21.6 6.8 0.2 8.2 : : : : Number of Traders in Each Category Total Traders: 148 : : 68 59 7 18 23 19 9 27 15 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,297,321 : : Positions : : 127,247 169,382 241,486 266,454 359,066 110,893 107,717 216,932 81,905 19,461 155,979 : : : : Changes from: June 26, 2012 : : -10,007 -40,271 -11,158 27,894 -58,706 -32,836 -37,238 -7,517 -12,431 -16,442 -10,330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 13.1 18.6 20.5 27.7 8.5 8.3 16.7 6.3 1.5 12.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 19 16 9 20 12 13 15 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 28,853 : : Positions : : 24,205 22,065 519 4,711 1,395 2,216 0 0 0 122 35 : : : : Changes from: June 26, 2012 : : 496 669 219 49 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 76.5 1.8 16.3 4.8 7.7 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 24 . 7 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 7,050 : : Positions : : 5,197 1,856 265 4,569 170 1,067 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -654 -623 -52 -193 -114 0 0 0 -30 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 26.3 3.8 64.8 2.4 15.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 8,898 : : Positions : : 6,508 3,919 836 1,858 980 0 1,500 0 233 27 86 : : : : Changes from: June 26, 2012 : : -576 -394 185 204 -453 0 0 0 143 -57 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 44.0 9.4 20.9 11.0 0.0 16.9 0.0 2.6 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 9,623 : : Positions : : 4,942 4,363 3,561 4,645 60 0 0 0 945 0 0 : : : : Changes from: June 26, 2012 : : -562 -562 -260 -226 -3 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 45.3 37.0 48.3 0.6 0.0 0.0 0.0 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 3, 2012