Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 5,083,437 : : Positions : :1,913,758 1,376,446 379,402 1,514,568 537,512 551,272 95,217 799,377 231,571 95,967 652,423 : : : : Changes from: July 17, 2012 : : 79,060 19,971 31,105 146,234 -89,973 14,123 -11,132 69,285 25,153 -5,985 65,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 27.1 7.5 29.8 10.6 10.8 1.9 15.7 4.6 1.9 12.8 : : : : Number of Traders in Each Category Total Traders: 219 : : 113 108 8 24 28 24 8 28 21 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 317,906 : : Positions : : 215,511 217,929 41,568 38,894 39,817 1,437 11,041 4,025 678 414 2,723 : : : : Changes from: July 17, 2012 : : -5,920 1,049 -456 -6,456 2,527 753 -1,013 1,804 -96 -287 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 68.6 13.1 12.2 12.5 0.5 3.5 1.3 0.2 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 32 5 4 8 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 163,400 : : Positions : : 102,550 90,425 34,977 41,561 19,179 0 5,733 3,503 344 0 395 : : : : Changes from: July 17, 2012 : : 2,951 1,874 -2,173 -463 0 0 -502 547 -331 -248 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 55.3 21.4 25.4 11.7 0.0 3.5 2.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 . 8 10 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 266,603 : : Positions : : 192,793 120,959 31,324 85,408 33,646 1,752 14,851 1,752 0 35 334 : : : : Changes from: July 17, 2012 : : 9,285 1,374 -3,043 4,936 -1,635 -310 1,307 779 0 -243 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 45.4 11.7 32.0 12.6 0.7 5.6 0.7 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 20 . 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 756,307 : : Positions : : 568,749 275,679 37,470 326,884 123,432 679 5,408 19,092 2,901 38 1,917 : : : : Changes from: July 17, 2012 : : -596 -3,020 13,287 21,313 -2,440 368 -3,750 -8,597 1,144 -424 -306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 36.5 5.0 43.2 16.3 0.1 0.7 2.5 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 39 30 5 14 19 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 213,736 : : Positions : : 146,542 181,275 29,432 6,752 20,911 7,312 0 1,711 676 0 0 : : : : Changes from: July 17, 2012 : : 1,968 912 -318 -31 -1,181 -926 0 -365 676 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 84.8 13.8 3.2 9.8 3.4 0.0 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 4 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 310,029 : : Positions : : 235,662 206,374 19,294 62,167 7,679 16,921 1,230 25,109 0 0 0 : : : : Changes from: July 17, 2012 : : -3,162 980 93 -2,229 -376 505 -1,013 -2,062 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 66.6 6.2 20.1 2.5 5.5 0.4 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 30 4 11 8 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 146,949 : : Positions : : 110,820 69,385 9,153 56,968 9,958 9,341 371 5,625 0 519 0 : : : : Changes from: July 17, 2012 : : -150 822 62 -526 92 -843 112 694 0 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 47.2 6.2 38.8 6.8 6.4 0.3 3.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 23 5 9 10 5 . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 1,171,258 : : Positions : : 100,692 131,733 201,996 129,750 93,984 211,014 172,435 268,820 36,675 147,495 182,312 : : : : Changes from: July 17, 2012 : : -9,163 -3,784 7,735 9,361 -24,542 8,342 -5,495 9,701 481 8,653 17,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 11.2 17.2 11.1 8.0 18.0 14.7 23.0 3.1 12.6 15.6 : : : : Number of Traders in Each Category Total Traders: 331 : : 45 44 22 11 25 72 66 79 51 55 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 33,838 : : Positions : : 22,273 6,499 5,442 13,753 1,282 639 5,763 864 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 19.2 16.1 40.6 3.8 1.9 17.0 2.6 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 24, 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 2,107,854 : : Positions : : 230,712 221,059 52,680 68,325 909,338 55,054 96,467 336,336 63,250 17,949 455,905 : : : : Changes from: July 17, 2012 : : 5,579 7,372 240 854 -2,182 6,897 -305 4,357 1,123 4,119 3,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 10.5 2.5 3.2 43.1 2.6 4.6 16.0 3.0 0.9 21.6 : : : : Number of Traders in Each Category Total Traders: 151 : : 39 40 7 18 25 17 32 36 19 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 84,347 : : Positions : : 11,591 8,258 22,304 1,387 14,981 4,976 550 1,037 11,895 41,401 13,983 : : : : Changes from: July 17, 2012 : : 972 556 -2,583 36 2,458 0 0 487 113 -1,749 -395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 9.8 26.4 1.6 17.8 5.9 0.7 1.2 14.1 49.1 16.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 9 4 4 9 . . . 8 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 82,511 : : Positions : : 4,320 7,104 4,214 1,190 9,463 29,151 27,324 29,021 1,373 3,219 4,631 : : : : Changes from: July 17, 2012 : : 653 779 810 -3,538 -1,106 -129 1,763 -5,646 -666 1,360 -573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 8.6 5.1 1.4 11.5 35.3 33.1 35.2 1.7 3.9 5.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 4 5 6 5 10 11 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 63,555 : : Positions : : 34,748 27,703 13,863 17,502 6,979 0 162 2,221 0 0 0 : : : : Changes from: July 17, 2012 : : 594 701 0 0 0 0 -271 -130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 43.6 21.8 27.5 11.0 0.0 0.3 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 2,732,249 : : Positions : : 657,748 565,640 281,357 793,851 478,023 270,334 42,507 493,681 200,335 12,100 323,553 : : : : Changes from: July 17, 2012 : : 17,878 888 -1,590 9,744 16,357 7,891 907 4,312 -1,988 8,669 12,835 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 20.7 10.3 29.1 17.5 9.9 1.6 18.1 7.3 0.4 11.8 : : : : Number of Traders in Each Category Total Traders: 155 : : 73 62 7 19 24 18 10 24 19 5 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 1,348,380 : : Positions : : 137,144 186,328 236,284 242,290 370,131 105,890 43,367 203,608 80,693 88,734 212,339 : : : : Changes from: July 17, 2012 : : 3,964 12,393 1,901 -21,326 2,683 -8,440 -2,766 15,399 2,463 10,647 17,641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 13.8 17.5 18.0 27.5 7.9 3.2 15.1 6.0 6.6 15.7 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 21 18 7 21 18 7 16 11 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 27,916 : : Positions : : 23,285 21,613 531 4,573 1,313 2,216 0 0 35 0 0 : : : : Changes from: July 17, 2012 : : 17 67 -15 0 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 77.4 1.9 16.4 4.7 7.9 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 24, 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 6,894 : : Positions : : 5,472 2,063 275 4,282 175 660 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 110 30 0 17 5 -53 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 29.9 4.0 62.1 2.5 9.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 9,424 : : Positions : : 6,837 4,526 901 1,638 1,075 0 1,500 0 259 75 77 : : : : Changes from: July 17, 2012 : : 272 362 0 -70 17 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 48.0 9.6 17.4 11.4 0.0 15.9 0.0 2.7 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 10,356 : : Positions : : 5,632 4,748 3,486 4,975 68 0 0 0 945 0 0 : : : : Changes from: July 17, 2012 : : 241 286 0 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 45.8 33.7 48.0 0.7 0.0 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 27, 2012