Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 4,794,808 : : Positions : :1,686,333 1,256,061 396,173 1,429,150 520,801 507,782 93,775 772,042 265,264 81,005 630,245 : : : : Changes from: July 24, 2012 : : -227,425 -120,385 16,771 -85,418 -16,711 -43,490 -1,442 -27,335 33,693 -14,962 -22,178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 26.2 8.3 29.8 10.9 10.6 2.0 16.1 5.5 1.7 13.1 : : : : Number of Traders in Each Category Total Traders: 221 : : 110 106 9 23 28 24 8 27 25 14 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 322,386 : : Positions : : 217,314 223,963 40,246 38,684 38,319 4,336 11,707 4,451 2,994 685 1,415 : : : : Changes from: July 24, 2012 : : 1,803 6,034 -1,322 -210 -1,498 2,899 666 426 2,316 271 -1,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 69.5 12.5 12.0 11.9 1.3 3.6 1.4 0.9 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 32 5 4 8 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 166,198 : : Positions : : 104,509 90,407 33,577 42,496 20,250 0 6,659 3,251 561 0 395 : : : : Changes from: July 24, 2012 : : 1,959 -18 -1,400 935 1,071 0 926 -252 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 54.4 20.2 25.6 12.2 0.0 4.0 2.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 . 9 10 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 270,371 : : Positions : : 198,001 126,028 30,885 87,144 32,152 1,872 13,756 1,238 0 155 214 : : : : Changes from: July 24, 2012 : : 5,208 5,069 -439 1,736 -1,494 120 -1,095 -514 0 120 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 46.6 11.4 32.2 11.9 0.7 5.1 0.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 22 . 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 748,424 : : Positions : : 564,446 261,774 41,641 339,359 116,942 72 5,523 17,322 2,910 0 2,458 : : : : Changes from: July 24, 2012 : : -4,303 -13,905 4,171 12,475 -6,490 -607 115 -1,770 9 -38 541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 35.0 5.6 45.3 15.6 0.0 0.7 2.3 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 29 5 14 19 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 214,723 : : Positions : : 148,509 182,291 30,362 7,172 19,981 6,865 0 1,097 0 0 0 : : : : Changes from: July 24, 2012 : : 1,967 1,016 930 420 -930 -447 0 -614 -676 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 84.9 14.1 3.3 9.3 3.2 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 4 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 306,950 : : Positions : : 232,784 207,736 19,232 63,315 7,771 22,529 1,080 18,614 0 0 0 : : : : Changes from: July 24, 2012 : : -2,878 1,362 -62 1,148 92 5,608 -150 -6,495 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 67.7 6.3 20.6 2.5 7.3 0.4 6.1 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 31, 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 148,745 : : Positions : : 112,121 71,044 9,184 57,635 10,081 9,630 0 5,675 0 0 0 : : : : Changes from: July 24, 2012 : : 1,301 1,659 31 667 123 289 -371 50 0 -519 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 47.8 6.2 38.7 6.8 6.5 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 24 5 9 10 6 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 1,164,522 : : Positions : : 91,074 121,799 208,483 138,025 85,485 211,072 168,764 286,670 33,872 152,404 169,093 : : : : Changes from: July 24, 2012 : : -9,619 -9,934 6,487 8,274 -8,499 58 -3,671 17,850 -2,803 4,909 -13,219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 10.5 17.9 11.9 7.3 18.1 14.5 24.6 2.9 13.1 14.5 : : : : Number of Traders in Each Category Total Traders: 324 : : 46 45 23 10 23 75 62 80 42 54 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 34,024 : : Positions : : 22,459 6,499 5,442 13,753 1,282 639 5,763 864 0 0 0 : : : : Changes from: July 24, 2012 : : 186 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 19.1 16.0 40.4 3.8 1.9 16.9 2.5 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 31, 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 1,960,095 : : Positions : : 208,038 201,346 49,817 71,419 860,961 54,667 79,695 309,270 55,391 17,595 417,656 : : : : Changes from: July 24, 2012 : : -22,674 -19,713 -2,864 3,094 -48,377 -387 -16,771 -27,066 -7,858 -354 -38,249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 10.3 2.5 3.6 43.9 2.8 4.1 15.8 2.8 0.9 21.3 : : : : Number of Traders in Each Category Total Traders: 151 : : 37 40 6 19 24 20 29 35 20 14 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 83,158 : : Positions : : 8,891 8,394 25,701 1,133 15,755 4,413 450 550 11,296 40,732 13,356 : : : : Changes from: July 24, 2012 : : -2,700 136 3,397 -253 773 -563 -100 -487 -600 -668 -627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 10.1 30.9 1.4 18.9 5.3 0.5 0.7 13.6 49.0 16.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 9 5 . 9 . . . 7 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 84,982 : : Positions : : 5,970 7,264 3,702 1,465 9,825 27,750 26,798 31,211 1,631 3,148 4,591 : : : : Changes from: July 24, 2012 : : 1,650 160 -512 275 362 -1,401 -525 2,190 257 -71 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 8.5 4.4 1.7 11.6 32.7 31.5 36.7 1.9 3.7 5.4 : : : : 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 31, 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 63,565 : : Positions : : 34,758 27,713 13,863 17,502 6,979 0 162 2,221 0 0 0 : : : : Changes from: July 24, 2012 : : 10 10 0 0 0 0 0 0 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 31, 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 2,621,537 : : Positions : : 603,444 537,249 272,176 752,606 472,865 259,504 20,497 490,393 198,933 29,342 296,166 : : : : Changes from: July 24, 2012 : : -54,304 -28,391 -9,181 -41,245 -5,158 -10,830 -22,010 -3,288 -1,402 17,242 -27,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 20.5 10.4 28.7 18.0 9.9 0.8 18.7 7.6 1.1 11.3 : : : : Number of Traders in Each Category Total Traders: 147 : : 69 60 7 18 23 19 8 21 17 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 1,234,849 : : Positions : : 128,735 158,712 236,910 229,098 352,030 70,849 67,953 171,117 80,788 63,016 190,910 : : : : Changes from: July 24, 2012 : : -8,409 -27,616 626 -13,192 -18,101 -35,041 24,586 -32,491 95 -25,718 -21,429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 12.9 19.2 18.6 28.5 5.7 5.5 13.9 6.5 5.1 15.5 : : : : Number of Traders in Each Category Total Traders: 87 : : 19 20 17 7 19 13 8 15 11 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 28,460 : : Positions : : 23,846 22,132 531 4,598 1,293 2,216 0 0 35 0 0 : : : : Changes from: July 24, 2012 : : 561 519 0 25 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 77.8 1.9 16.2 4.5 7.8 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 25 . 7 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 31, 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 6,928 : : Positions : : 5,506 2,097 275 4,282 175 660 0 0 0 0 0 : : : : Changes from: July 24, 2012 : : 34 34 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 30.3 4.0 61.8 2.5 9.5 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 31, 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 9,639 : : Positions : : 6,968 4,688 913 1,602 1,139 0 1,500 0 267 75 77 : : : : Changes from: July 24, 2012 : : 131 162 12 -36 64 0 0 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 48.6 9.5 16.6 11.8 0.0 15.6 0.0 2.8 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 31, 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 10,349 : : Positions : : 5,627 4,733 3,486 4,985 66 0 0 0 945 0 0 : : : : Changes from: July 24, 2012 : : -5 -15 0 10 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 45.7 33.7 48.2 0.6 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 August 3, 2012