Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 4,889,111 : : Positions : :1,834,698 1,356,475 348,297 1,368,334 627,485 537,149 106,349 730,092 206,418 101,952 587,369 : : : : Changes from: July 10, 2012 : : -18,022 -33,279 3,068 3,821 -768 -104,114 -2,045 -70,883 81,407 -3,774 91,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 27.7 7.1 28.0 12.8 11.0 2.2 14.9 4.2 2.1 12.0 : : : : Number of Traders in Each Category Total Traders: 221 : : 115 108 8 24 28 20 11 29 20 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 320,589 : : Positions : : 221,431 216,880 42,024 45,350 37,290 684 12,054 2,221 774 701 2,781 : : : : Changes from: July 10, 2012 : : 9,355 6,783 1,950 1,923 1,622 54 1,527 -272 -1,754 -309 614 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 67.7 13.1 14.1 11.6 0.2 3.8 0.7 0.2 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 31 5 4 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 162,551 : : Positions : : 99,599 88,551 37,150 42,024 19,179 0 6,235 2,956 675 248 341 : : : : Changes from: July 10, 2012 : : -165 7,966 9,243 1,795 -633 0 -911 73 188 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 54.5 22.9 25.9 11.8 0.0 3.8 1.8 0.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 . 8 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 261,706 : : Positions : : 183,508 119,585 34,367 80,472 35,281 2,062 13,544 973 0 278 184 : : : : Changes from: July 10, 2012 : : 3,684 3,274 1,024 -1,937 1,139 -1,598 156 -229 0 121 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 45.7 13.1 30.7 13.5 0.8 5.2 0.4 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 21 . 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 753,706 : : Positions : : 569,345 278,699 24,183 305,571 125,872 311 9,158 27,689 1,757 462 2,223 : : : : Changes from: July 10, 2012 : : 4,477 2,453 2,837 3,981 3,835 80 60 -531 188 409 541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 37.0 3.2 40.5 16.7 0.0 1.2 3.7 0.2 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 31 7 13 19 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 214,309 : : Positions : : 144,574 180,363 29,750 6,783 22,092 8,238 0 2,076 0 0 0 : : : : Changes from: July 10, 2012 : : 2,205 -1,077 -1,812 -62 1,812 -1,373 0 -182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 84.2 13.9 3.2 10.3 3.8 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 315,564 : : Positions : : 238,824 205,394 19,201 64,396 8,055 16,416 2,243 27,171 0 0 0 : : : : Changes from: July 10, 2012 : : 2,136 8,674 43 -1,695 93 5,212 80 -6,442 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 65.1 6.1 20.4 2.6 5.2 0.7 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 30 4 11 9 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 147,156 : : Positions : : 110,970 68,563 9,091 57,494 9,866 10,184 259 4,931 0 643 0 : : : : Changes from: July 10, 2012 : : 4,042 1,338 525 2,236 -313 63 259 743 0 -186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 46.6 6.2 39.1 6.7 6.9 0.2 3.4 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 22 5 9 10 6 . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 1,157,249 : : Positions : : 109,855 135,517 194,261 120,389 118,526 202,672 177,930 259,118 36,194 138,842 164,947 : : : : Changes from: July 10, 2012 : : 1,181 3,534 -2,379 574 -2,679 5,109 -24,536 -9,666 -3,970 19,509 17,464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 11.7 16.8 10.4 10.2 17.5 15.4 22.4 3.1 12.0 14.3 : : : : Number of Traders in Each Category Total Traders: 332 : : 44 43 22 11 24 66 73 88 55 47 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 1,282 639 5,763 624 0 0 0 : : : : Changes from: July 10, 2012 : : 0 0 0 0 0 10 0 -10 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 17, 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 2,089,846 : : Positions : : 225,134 213,686 52,440 67,471 911,520 48,157 96,772 331,979 62,127 13,830 452,101 : : : : Changes from: July 10, 2012 : : -1,256 -184 -2,581 -1,317 1,150 -17,978 -5,855 -36,774 13,888 1,551 38,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.2 2.5 3.2 43.6 2.3 4.6 15.9 3.0 0.7 21.6 : : : : Number of Traders in Each Category Total Traders: 153 : : 40 41 8 17 25 18 31 36 20 14 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 82,817 : : Positions : : 10,619 7,702 24,887 1,350 12,524 4,976 550 550 11,782 43,150 14,378 : : : : Changes from: July 10, 2012 : : 47 294 -0 8 82 0 0 0 149 -446 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 9.3 30.1 1.6 15.1 6.0 0.7 0.7 14.2 52.1 17.4 : : : : 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 17, 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 89,249 : : Positions : : 3,667 6,325 3,404 4,729 10,569 29,280 25,561 34,666 2,039 1,860 5,204 : : : : Changes from: July 10, 2012 : : -36 -960 -402 -304 -824 -2,454 -2,032 -4,014 131 537 3,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 7.1 3.8 5.3 11.8 32.8 28.6 38.8 2.3 2.1 5.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 11 4 5 6 5 10 11 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 62,759 : : Positions : : 34,154 27,002 13,863 17,502 6,979 0 433 2,351 0 0 0 : : : : Changes from: July 10, 2012 : : -60 12 0 0 0 0 -755 -133 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 43.0 22.1 27.9 11.1 0.0 0.7 3.7 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 17, 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 2,678,613 : : Positions : : 639,870 564,752 282,947 784,107 461,666 262,443 41,600 489,369 202,323 3,431 310,718 : : : : Changes from: July 10, 2012 : : 15,307 7,929 2,740 3,786 -4,453 -26,169 983 -78,310 21,969 -592 91,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 21.1 10.6 29.3 17.2 9.8 1.6 18.3 7.6 0.1 11.6 : : : : Number of Traders in Each Category Total Traders: 150 : : 70 60 7 19 24 19 9 24 19 . 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 1,314,034 : : Positions : : 133,180 173,935 234,383 263,616 367,448 114,330 46,133 188,209 78,230 78,087 194,698 : : : : Changes from: July 10, 2012 : : 5,311 3,691 -6,145 -7,124 9,129 3,166 -56,739 -32,783 -5,625 57,120 37,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 13.2 17.8 20.1 28.0 8.7 3.5 14.3 6.0 5.9 14.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 19 17 8 21 13 10 15 10 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 27,841 : : Positions : : 23,268 21,546 546 4,573 1,305 2,216 0 0 35 0 0 : : : : Changes from: July 10, 2012 : : 147 -302 30 384 -69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 77.4 2.0 16.4 4.7 8.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 23 . 7 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 6,897 : : Positions : : 5,362 2,033 275 4,265 170 713 0 25 0 0 0 : : : : Changes from: July 10, 2012 : : 15 0 10 -304 0 -354 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 29.5 4.0 61.8 2.5 10.3 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 9,125 : : Positions : : 6,565 4,164 901 1,708 1,058 0 1,500 0 239 75 77 : : : : Changes from: July 10, 2012 : : -27 71 40 -80 33 0 0 0 6 58 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 45.6 9.9 18.7 11.6 0.0 16.4 0.0 2.6 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 10,030 : : Positions : : 5,391 4,462 3,486 4,930 68 0 0 0 945 0 0 : : : : Changes from: July 10, 2012 : : 269 149 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 44.5 34.8 49.2 0.7 0.0 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 20, 2012