Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 4,702,064 : : Positions : :1,709,562 1,163,289 445,074 1,345,727 534,066 448,064 166,987 689,665 143,028 75,221 716,278 : : : : Changes from: August 14, 2012 : : 6,527 -23,444 1,570 -28,284 13,761 2,966 18,954 -51,017 -37,728 5,521 -8,252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 24.7 9.5 28.6 11.4 9.5 3.6 14.7 3.0 1.6 15.2 : : : : Number of Traders in Each Category Total Traders: 218 : : 112 108 9 22 27 23 8 28 19 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 295,151 : : Positions : : 196,192 205,757 44,693 35,583 31,715 941 14,507 3,782 2,227 1 1,444 : : : : Changes from: August 14, 2012 : : -1,790 -213 2,065 -1,079 1,476 -2,067 1,454 1,930 809 -3 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 69.7 15.1 12.1 10.7 0.3 4.9 1.3 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 30 5 4 8 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 157,052 : : Positions : : 97,264 83,118 30,790 38,727 22,035 1,057 6,495 2,729 0 212 186 : : : : Changes from: August 14, 2012 : : 3,353 4,751 2,025 47 1,556 1,057 707 191 0 -218 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 52.9 19.6 24.7 14.0 0.7 4.1 1.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 7 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 262,934 : : Positions : : 187,957 123,069 29,612 87,400 34,315 2,010 7,380 3,323 0 0 0 : : : : Changes from: August 14, 2012 : : 6,730 6,310 542 2,360 -689 -1,392 665 1,747 0 -64 -274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 46.8 11.3 33.2 13.1 0.8 2.8 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 21 5 8 12 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 739,292 : : Positions : : 553,843 273,631 44,637 324,282 113,365 2,222 4,434 17,886 3,094 175 2,391 : : : : Changes from: August 14, 2012 : : 5,691 1,063 -2,379 2,423 -2,614 -193 -549 788 -127 175 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 37.0 6.0 43.9 15.3 0.3 0.6 2.4 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 27 8 12 19 . 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 216,057 : : Positions : : 157,664 186,575 32,867 8,191 16,014 1,804 0 1,608 916 0 0 : : : : Changes from: August 14, 2012 : : 1,400 2,187 413 110 -316 -520 -393 -196 916 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 86.4 15.2 3.8 7.4 0.8 0.0 0.7 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 26 5 . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 284,639 : : Positions : : 215,269 193,786 19,031 59,371 7,519 22,383 1,588 13,395 0 0 0 : : : : Changes from: August 14, 2012 : : 7,904 9,083 210 -309 394 -142 478 -4,583 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 68.1 6.7 20.9 2.6 7.9 0.6 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 29 4 11 9 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 141,903 : : Positions : : 102,844 64,624 7,877 56,058 8,500 13,397 0 6,197 0 300 0 : : : : Changes from: August 14, 2012 : : 2,002 -1,618 0 1,606 334 -2,625 0 1,601 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 45.5 5.6 39.5 6.0 9.4 0.0 4.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 23 5 8 9 7 0 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 1,124,825 : : Positions : : 106,040 136,803 204,387 138,749 87,612 201,427 186,583 224,318 41,254 124,872 183,037 : : : : Changes from: August 14, 2012 : : 6,388 773 -1,656 -1,482 -6,309 -2,854 11,343 14,106 7,969 -5,954 -5,681 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 12.2 18.2 12.3 7.8 17.9 16.6 19.9 3.7 11.1 16.3 : : : : Number of Traders in Each Category Total Traders: 327 : : 46 44 22 10 24 61 76 84 55 44 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 14, 2012 : : 0 0 0 0 0 0 0 0 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 21, 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 1,993,960 : : Positions : : 215,814 205,218 49,058 69,015 872,104 44,823 73,510 321,191 55,153 18,641 431,871 : : : : Changes from: August 14, 2012 : : -152 -337 -775 -185 -1,301 -4,041 -9,163 6,160 -2,865 1,589 1,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.3 2.5 3.5 43.7 2.2 3.7 16.1 2.8 0.9 21.7 : : : : Number of Traders in Each Category Total Traders: 155 : : 41 39 7 17 23 20 31 36 22 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 102,163 : : Positions : : 18,100 10,534 26,746 1,653 16,530 4,756 1,100 4,792 10,719 47,854 17,060 : : : : Changes from: August 14, 2012 : : 2,921 1,220 1,607 -3 -1,524 0 100 0 -104 3,033 -1,288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.3 26.2 1.6 16.2 4.7 1.1 4.7 10.5 46.8 16.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 11 4 5 9 . . . 6 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 73,203 : : Positions : : 4,961 5,613 2,435 2,894 8,864 16,443 16,302 33,520 2,319 1,163 4,288 : : : : Changes from: August 14, 2012 : : -90 -648 -394 -794 -672 -1,861 -428 -955 -48 -479 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 7.7 3.3 4.0 12.1 22.5 22.3 45.8 3.2 1.6 5.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . 6 6 6 9 11 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 57,122 : : Positions : : 30,792 24,470 12,251 14,578 7,065 0 393 2,122 0 0 0 : : : : Changes from: August 14, 2012 : : 266 102 0 0 0 0 64 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 42.8 21.4 25.5 12.4 0.0 0.7 3.7 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 21, 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 2,679,935 : : Positions : : 632,001 570,412 272,848 732,349 486,848 250,263 50,998 489,320 228,111 35,423 292,019 : : : : Changes from: August 14, 2012 : : -3,552 4,281 1,585 -4,286 -3,628 -16 -15,705 1,374 1,689 16,778 4,388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 21.3 10.2 27.3 18.2 9.3 1.9 18.3 8.5 1.3 10.9 : : : : Number of Traders in Each Category Total Traders: 151 : : 72 61 6 18 22 18 9 23 17 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 1,294,661 : : Positions : : 142,784 174,415 194,557 246,765 416,938 101,184 43,615 139,161 90,804 65,489 206,470 : : : : Changes from: August 14, 2012 : : 2,972 4,355 -2,026 16,435 -7,727 1,322 5,057 3,305 17,397 -78 1,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 13.5 15.0 19.1 32.2 7.8 3.4 10.7 7.0 5.1 15.9 : : : : Number of Traders in Each Category Total Traders: 91 : : 20 21 17 6 18 13 10 14 13 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 30,635 : : Positions : : 25,993 24,507 799 4,576 1,160 2,216 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 2,554 2,438 104 175 54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 80.0 2.6 14.9 3.8 7.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 25 . 7 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 6,091 : : Positions : : 4,793 1,839 188 3,802 160 660 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : -45 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 30.2 3.1 62.4 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 21, 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 9,288 : : Positions : : 6,819 4,558 736 1,417 1,114 0 1,500 0 268 75 66 : : : : Changes from: August 14, 2012 : : 296 384 36 -12 -11 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 49.1 7.9 15.3 12.0 0.0 16.1 0.0 2.9 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 10,555 : : Positions : : 5,231 4,851 4,005 5,001 199 0 0 0 820 0 0 : : : : Changes from: August 14, 2012 : : -60 45 30 -29 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 46.0 37.9 47.4 1.9 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 4 6 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 5,586 : : Positions : : 4,756 3,444 94 1,815 214 0 0 0 132 0 0 : : : : Changes from: August 14, 2012 : : -11 -11 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 61.7 1.7 32.5 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 24, 2012