Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 4,775,357 : : Positions : :1,703,035 1,186,733 443,504 1,374,011 520,305 445,098 148,033 740,682 180,756 69,700 724,530 : : : : Changes from: August 7, 2012 : : -10,119 -53,872 3,865 -56,138 3,998 -32,515 55,055 -52,707 -21,993 -5,091 74,042 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 24.9 9.3 28.8 10.9 9.3 3.1 15.5 3.8 1.5 15.2 : : : : Number of Traders in Each Category Total Traders: 220 : : 113 107 8 23 27 22 8 26 23 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 291,666 : : Positions : : 197,982 205,970 42,628 36,662 30,239 3,008 13,053 1,852 1,418 4 1,355 : : : : Changes from: August 7, 2012 : : 739 2,160 1,366 -2,125 -1,802 -565 2,552 -906 -478 -565 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 70.6 14.6 12.6 10.4 1.0 4.5 0.6 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 32 6 . 8 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 149,740 : : Positions : : 93,911 78,367 28,765 38,680 20,479 0 5,788 2,538 0 430 245 : : : : Changes from: August 7, 2012 : : 777 -2,616 -3,632 -379 1,703 0 315 -77 0 407 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 52.3 19.2 25.8 13.7 0.0 3.9 1.7 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . 7 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 254,891 : : Positions : : 181,227 116,759 29,070 85,040 35,004 3,402 6,715 1,576 0 64 274 : : : : Changes from: August 7, 2012 : : 3,795 3,498 392 91 5,026 240 210 47 0 -158 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 45.8 11.4 33.4 13.7 1.3 2.6 0.6 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 22 5 8 11 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 738,121 : : Positions : : 548,152 272,568 47,016 321,859 115,979 2,415 4,983 17,098 3,221 0 2,475 : : : : Changes from: August 7, 2012 : : 8,277 7,301 502 3,001 835 992 -979 435 -149 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 36.9 6.4 43.6 15.7 0.3 0.7 2.3 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 28 8 12 19 . . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 214,665 : : Positions : : 156,264 184,388 32,454 8,081 16,330 2,324 393 1,804 0 0 0 : : : : Changes from: August 7, 2012 : : 10,449 8,101 574 240 -454 -1,747 393 587 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 85.9 15.1 3.8 7.6 1.1 0.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 26 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 279,452 : : Positions : : 207,365 184,703 18,821 59,680 7,125 22,525 1,110 17,978 0 0 0 : : : : Changes from: August 7, 2012 : : 4,815 -1,374 180 1,752 -324 -4,059 150 1,997 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 66.1 6.7 21.4 2.5 8.1 0.4 6.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 29 4 11 9 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 140,894 : : Positions : : 100,842 66,242 7,877 54,452 8,166 16,022 0 4,596 0 0 0 : : : : Changes from: August 7, 2012 : : -939 3,359 150 -270 -147 4,662 0 -1,350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 47.0 5.6 38.6 5.8 11.4 0.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 24 5 7 8 6 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 1,116,059 : : Positions : : 99,651 136,029 206,042 140,231 93,921 204,280 175,240 210,212 33,284 130,826 188,718 : : : : Changes from: August 7, 2012 : : 11,004 14,662 -3,997 -142 12,854 -5,656 -5,690 -63,096 1,890 -4,838 13,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 12.2 18.5 12.6 8.4 18.3 15.7 18.8 3.0 11.7 16.9 : : : : Number of Traders in Each Category Total Traders: 328 : : 45 44 23 10 26 65 74 89 45 51 87 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 28,336 : : Positions : : 17,857 5,061 5,175 11,686 1,177 297 3,660 898 0 0 0 : : : : Changes from: August 7, 2012 : : 474 391 0 0 0 -342 -303 113 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 17.9 18.3 41.2 4.2 1.0 12.9 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 1,995,296 : : Positions : : 215,966 205,555 49,833 69,200 873,405 48,864 82,673 315,031 58,017 17,053 430,115 : : : : Changes from: August 7, 2012 : : 6,022 3,436 1,318 -1,563 14,469 -2,528 -2,005 11,461 -5,345 -463 16,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.3 2.5 3.5 43.8 2.4 4.1 15.8 2.9 0.9 21.6 : : : : Number of Traders in Each Category Total Traders: 155 : : 41 39 6 18 23 22 29 38 22 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 100,934 : : Positions : : 15,179 9,313 25,138 1,656 18,055 4,756 1,000 4,792 10,822 44,821 18,348 : : : : Changes from: August 7, 2012 : : 5,830 1,368 -151 539 -828 -407 550 4,242 -294 3,144 4,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 9.2 24.9 1.6 17.9 4.7 1.0 4.7 10.7 44.4 18.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 10 9 4 5 9 . . . 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 77,393 : : Positions : : 5,050 6,261 2,830 3,688 9,536 18,304 16,730 34,476 2,367 1,641 4,443 : : : : Changes from: August 7, 2012 : : -68 -75 -180 1,431 -307 -7,622 -7,851 1,555 418 -901 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 8.1 3.7 4.8 12.3 23.7 21.6 44.5 3.1 2.1 5.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . 6 6 5 10 11 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 56,797 : : Positions : : 30,527 24,369 12,251 14,578 7,065 0 329 2,062 0 0 0 : : : : Changes from: August 7, 2012 : : 337 7 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 42.9 21.6 25.7 12.4 0.0 0.6 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 2,678,204 : : Positions : : 635,553 566,131 271,263 736,635 490,476 250,279 66,703 487,946 226,422 18,645 287,631 : : : : Changes from: August 7, 2012 : : 16,792 15,916 4,791 -15,329 8,392 -17,180 42,160 541 28,338 -13,274 -6,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 21.1 10.1 27.5 18.3 9.3 2.5 18.2 8.5 0.7 10.7 : : : : Number of Traders in Each Category Total Traders: 150 : : 72 61 6 18 22 18 8 22 18 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 1,278,023 : : Positions : : 139,812 170,060 196,583 230,330 424,665 99,862 38,558 135,856 73,407 65,567 205,283 : : : : Changes from: August 7, 2012 : : 2,651 8,112 -50,100 6,411 77,144 31,182 -36,863 -38,791 84 409 11,761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 13.3 15.4 18.0 33.2 7.8 3.0 10.6 5.7 5.1 16.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 20 21 16 7 18 13 8 15 12 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 27,968 : : Positions : : 23,439 22,069 695 4,401 1,106 2,216 0 0 0 0 0 : : : : Changes from: August 7, 2012 : : 550 507 0 35 -68 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 78.9 2.5 15.7 4.0 7.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 25 . 7 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 6,136 : : Positions : : 4,838 1,839 188 3,802 160 660 0 0 0 0 0 : : : : Changes from: August 7, 2012 : : 10 0 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 30.0 3.1 62.0 2.6 10.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,987 : : Positions : : 6,523 4,174 700 1,429 1,125 0 1,500 0 258 75 66 : : : : Changes from: August 7, 2012 : : 54 197 44 -39 26 0 0 0 75 0 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 46.4 7.8 15.9 12.5 0.0 16.7 0.0 2.9 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 10,465 : : Positions : : 5,291 4,806 3,975 5,030 64 0 0 0 820 0 0 : : : : Changes from: August 7, 2012 : : -145 -105 0 1 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 45.9 38.0 48.1 0.6 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 5,592 : : Positions : : 4,767 3,455 94 1,795 214 0 0 0 132 0 0 : : : : Changes from: August 7, 2012 : : -61 1 0 97 50 0 0 0 102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 61.8 1.7 32.1 3.8 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 6 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 17, 2012