Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 4,909,560 : : Positions : :1,852,720 1,389,754 345,229 1,364,513 628,253 641,263 108,394 800,975 125,011 105,726 495,507 : : : : Changes from: July 3, 2012 : : 30,733 1,160 3,695 1,395 31,685 -14,961 1,570 44,783 -14,509 1,006 14,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 28.3 7.0 27.8 12.8 13.1 2.2 16.3 2.5 2.2 10.1 : : : : Number of Traders in Each Category Total Traders: 219 : : 113 106 8 24 27 19 13 30 17 17 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 308,293 : : Positions : : 212,076 210,097 40,074 43,427 35,668 630 10,527 2,493 2,528 1,010 2,167 : : : : Changes from: July 3, 2012 : : -9,986 -6,775 1,213 -3,869 -2,355 -1,569 2,821 -1,329 1,133 192 -715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 68.1 13.0 14.1 11.6 0.2 3.4 0.8 0.8 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 6 . 8 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 153,857 : : Positions : : 99,764 80,585 27,907 40,229 19,812 0 7,146 2,883 487 248 186 : : : : Changes from: July 3, 2012 : : -8,674 -3,498 4,118 -1,740 -1,885 -436 377 -329 487 248 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 52.4 18.1 26.1 12.9 0.0 4.6 1.9 0.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . 9 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 257,201 : : Positions : : 179,824 116,311 33,343 82,409 34,142 3,660 13,388 1,202 0 157 274 : : : : Changes from: July 3, 2012 : : -15,948 -6,181 -5,310 -7,232 -197 -581 -8,187 -142 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 45.2 13.0 32.0 13.3 1.4 5.2 0.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 . 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 742,805 : : Positions : : 564,868 276,246 21,346 301,590 122,037 231 9,098 28,220 1,569 53 1,682 : : : : Changes from: July 3, 2012 : : -27,602 433 -2,311 -27,404 3,501 -1,246 -810 436 639 -1,100 826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 37.2 2.9 40.6 16.4 0.0 1.2 3.8 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 39 31 6 13 19 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 213,790 : : Positions : : 142,369 181,440 31,562 6,845 20,280 9,611 0 2,258 0 0 0 : : : : Changes from: July 3, 2012 : : -12,591 -9,807 2,139 -310 -3,627 -784 0 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 84.9 14.8 3.2 9.5 4.5 0.0 1.1 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 July 10, 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 314,975 : : Positions : : 236,688 196,720 19,158 66,091 7,962 11,204 2,163 33,613 0 0 0 : : : : Changes from: July 3, 2012 : : -18,829 -12,518 -340 -3,937 -466 -787 -398 -1,335 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 62.5 6.1 21.0 2.5 3.6 0.7 10.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 28 4 11 7 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 142,927 : : Positions : : 106,928 67,225 8,566 55,258 10,179 10,121 0 4,188 0 829 0 : : : : Changes from: July 3, 2012 : : -10,579 -11,040 -1,418 -49 -1,346 -1,901 -1,857 -1,074 0 -589 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 47.0 6.0 38.7 7.1 7.1 0.0 2.9 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 20 4 9 10 6 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 1,154,550 : : Positions : : 108,674 131,983 196,640 119,815 121,205 197,563 202,465 268,784 40,164 119,333 147,483 : : : : Changes from: July 3, 2012 : : 1,273 6,878 -9,509 -1,368 -3,893 -7,430 -14,721 15,003 1,729 509 974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 11.4 17.0 10.4 10.5 17.1 17.5 23.3 3.5 10.3 12.8 : : : : Number of Traders in Each Category Total Traders: 329 : : 45 45 23 10 26 62 76 84 51 49 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 33,598 : : Positions : : 22,273 6,499 5,442 13,753 1,282 629 5,763 634 0 0 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 -244 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 19.3 16.2 40.9 3.8 1.9 17.2 1.9 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 10, 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 2,093,046 : : Positions : : 226,390 213,870 55,020 68,788 910,370 66,135 102,627 368,754 48,238 12,279 413,650 : : : : Changes from: July 3, 2012 : : 846 -56 1,946 747 2,385 -5,430 933 2,241 3,902 -519 1,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.2 2.6 3.3 43.5 3.2 4.9 17.6 2.3 0.6 19.8 : : : : Number of Traders in Each Category Total Traders: 157 : : 39 42 7 18 25 18 35 39 22 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 82,528 : : Positions : : 10,572 7,408 24,887 1,342 12,442 4,976 550 550 11,633 43,595 14,177 : : : : Changes from: July 3, 2012 : : -288 19 998 -18 1,221 0 100 0 4,337 5,034 332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 9.0 30.2 1.6 15.1 6.0 0.7 0.7 14.1 52.8 17.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 8 4 4 9 . . . 7 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 93,291 : : Positions : : 3,703 7,285 3,806 5,032 11,393 31,734 27,593 38,680 1,908 1,323 1,636 : : : : Changes from: July 3, 2012 : : 1,002 442 -236 914 -129 -677 -1,059 2,255 226 69 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.0 7.8 4.1 5.4 12.2 34.0 29.6 41.5 2.0 1.4 1.8 : : : : 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 10, 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 62,821 : : Positions : : 34,214 26,990 13,863 17,502 6,979 0 1,188 2,484 0 0 0 : : : : Changes from: July 3, 2012 : : 79 83 0 0 0 0 -248 8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 43.0 22.1 27.9 11.1 0.0 1.9 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 2,658,763 : : Positions : : 624,563 556,823 280,207 780,321 466,119 288,612 40,617 567,679 180,354 4,023 219,058 : : : : Changes from: July 3, 2012 : : 2,941 207 -2,000 -2,725 -1,938 -2,521 902 -10,366 -1,776 -1,465 -1,445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 20.9 10.5 29.3 17.5 10.9 1.5 21.4 6.8 0.2 8.2 : : : : Number of Traders in Each Category Total Traders: 150 : : 69 59 7 19 24 20 9 25 17 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 1,303,746 : : Positions : : 127,869 170,244 240,528 270,740 358,319 111,164 102,872 220,992 83,855 20,967 157,570 : : : : Changes from: July 3, 2012 : : 622 862 -958 4,286 -747 271 -4,845 4,060 1,950 1,506 1,591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 13.1 18.4 20.8 27.5 8.5 7.9 17.0 6.4 1.6 12.1 : : : : Number of Traders in Each Category Total Traders: 91 : : 20 19 17 8 21 14 11 16 9 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 27,831 : : Positions : : 23,121 21,848 516 4,189 1,374 2,216 0 0 35 0 0 : : : : Changes from: July 3, 2012 : : -1,084 -217 -3 -522 -21 0 0 0 35 -122 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 78.5 1.9 15.1 4.9 8.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 23 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 7,176 : : Positions : : 5,347 2,033 265 4,569 170 1,067 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 150 177 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 28.3 3.7 63.7 2.4 14.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 9,049 : : Positions : : 6,592 4,093 861 1,788 1,025 0 1,500 0 233 17 83 : : : : Changes from: July 3, 2012 : : 84 174 25 -70 45 0 0 0 0 -10 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 45.2 9.5 19.8 11.3 0.0 16.6 0.0 2.6 0.2 0.9 : : : : 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 10, 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 9,746 : : Positions : : 5,122 4,313 3,486 4,810 68 0 0 0 945 0 0 : : : : Changes from: July 3, 2012 : : 180 -50 -75 165 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 44.3 35.8 49.4 0.7 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 13, 2012