Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 4,504,757 : : Positions : :1,636,390 1,146,985 423,179 1,234,248 544,196 482,202 212,654 615,308 131,244 85,824 655,127 : : : : Changes from: August 28, 2012 : : -81,617 -28,101 -31,179 -82,599 1,841 -11,316 23,431 -45,100 35,167 -2,491 -55,964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 25.5 9.4 27.4 12.1 10.7 4.7 13.7 2.9 1.9 14.5 : : : : Number of Traders in Each Category Total Traders: 218 : : 112 106 8 23 26 21 9 25 16 21 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 297,998 : : Positions : : 194,186 208,000 47,724 35,466 31,037 4,256 16,275 3,206 2,962 88 1,415 : : : : Changes from: August 28, 2012 : : -210 5,436 2,347 -1,502 444 1,449 -153 94 660 -183 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 69.8 16.0 11.9 10.4 1.4 5.5 1.1 1.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 30 6 . 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 159,408 : : Positions : : 101,423 79,223 19,692 37,748 28,836 1,268 4,147 3,578 0 985 496 : : : : Changes from: August 28, 2012 : : 4,459 -3,103 -9,291 -1,341 6,578 362 334 835 0 25 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 49.7 12.4 23.7 18.1 0.8 2.6 2.2 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 7 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 269,472 : : Positions : : 190,996 127,333 29,601 83,118 38,497 1,952 10,877 2,710 0 0 0 : : : : Changes from: August 28, 2012 : : 127 -2,222 -1,867 -851 642 302 2,176 496 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 47.3 11.0 30.8 14.3 0.7 4.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 23 5 8 12 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 766,288 : : Positions : : 569,803 283,446 40,257 327,622 127,430 3,074 4,231 18,035 2,499 0 2,275 : : : : Changes from: August 28, 2012 : : 12,063 11,104 1,495 2,501 8,608 -643 108 -109 -16 -155 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 37.0 5.3 42.8 16.6 0.4 0.6 2.4 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 28 8 12 19 . 4 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 218,864 : : Positions : : 158,018 190,848 35,735 8,514 14,283 2,286 0 1,324 1,013 0 0 : : : : Changes from: August 28, 2012 : : -2,435 1,365 3,989 -62 -1,421 -431 0 309 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.2 16.3 3.9 6.5 1.0 0.0 0.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 296,701 : : Positions : : 223,260 203,583 24,145 64,147 9,105 18,947 1,547 14,428 0 0 0 : : : : Changes from: August 28, 2012 : : 3,048 1,859 34 -646 616 -1,954 0 1,215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 68.6 8.1 21.6 3.1 6.4 0.5 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 30 4 12 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 148,061 : : Positions : : 108,143 68,440 7,060 54,478 9,567 11,571 0 8,444 0 600 0 : : : : Changes from: August 28, 2012 : : 768 2,170 -304 -1,260 -248 872 0 -4 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 46.2 4.8 36.8 6.5 7.8 0.0 5.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 24 5 8 10 6 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 1,135,582 : : Positions : : 107,766 130,549 201,985 115,695 93,013 213,256 233,262 234,121 38,056 109,362 168,753 : : : : Changes from: August 28, 2012 : : 760 3,193 -2,919 -21,590 5,262 6,750 8,783 22,334 -13,648 -5,532 1,326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 11.5 17.8 10.2 8.2 18.8 20.5 20.6 3.4 9.6 14.9 : : : : Number of Traders in Each Category Total Traders: 316 : : 45 41 21 11 22 69 69 85 47 42 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,446 1,177 297 3,660 898 0 0 0 : : : : Changes from: August 28, 2012 : : 0 0 0 -240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 17.9 18.3 40.4 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 September 4, 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 1,795,272 : : Positions : : 200,754 189,209 30,649 63,653 829,313 37,937 51,539 274,102 44,537 10,991 374,131 : : : : Changes from: August 28, 2012 : : -3,321 -5,060 1,640 2,335 -12,841 -7,275 -18,082 1,094 -10,873 1,129 -6,365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 10.5 1.7 3.5 46.2 2.1 2.9 15.3 2.5 0.6 20.8 : : : : Number of Traders in Each Category Total Traders: 149 : : 41 41 9 15 23 18 31 35 20 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 93,807 : : Positions : : 14,788 10,040 23,096 1,004 15,683 5,504 450 3,757 10,305 43,405 17,111 : : : : Changes from: August 28, 2012 : : -5,296 -1,404 -3,650 -618 -1,343 298 -100 -1,085 -163 -6,793 1,576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 10.7 24.6 1.1 16.7 5.9 0.5 4.0 11.0 46.3 18.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 11 6 . 9 . . . 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 67,654 : : Positions : : 6,071 5,896 2,565 1,472 7,913 15,884 17,932 28,676 2,025 958 4,205 : : : : Changes from: August 28, 2012 : : 1,091 169 504 -1,602 -264 -1,112 1,743 -3,410 -81 -46 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 8.7 3.8 2.2 11.7 23.5 26.5 42.4 3.0 1.4 6.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 13 4 5 6 5 10 11 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 52,755 : : Positions : : 27,463 22,693 12,897 13,948 6,269 0 355 2,036 0 0 0 : : : : Changes from: August 28, 2012 : : -4,050 -2,522 646 -630 -796 0 -2 -146 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 43.0 24.4 26.4 11.9 0.0 0.7 3.9 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 September 4, 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 2,567,405 : : Positions : : 594,310 539,098 240,175 721,775 481,451 288,718 53,952 427,384 220,166 36,414 286,875 : : : : Changes from: August 28, 2012 : : -48,289 -26,789 -26,939 -21,605 -5,978 23,220 -23,116 -29,256 -17,204 2,031 -9,193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 21.0 9.4 28.1 18.8 11.2 2.1 16.6 8.6 1.4 11.2 : : : : Number of Traders in Each Category Total Traders: 148 : : 69 60 6 18 22 20 8 24 17 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 1,155,943 : : Positions : : 129,377 162,266 198,560 183,533 392,624 82,227 54,174 115,135 36,501 48,090 197,695 : : : : Changes from: August 28, 2012 : : -14,081 -12,228 12,977 -82,046 -32,521 -37,221 18,318 -26,789 -55,585 -18,515 -4,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 14.0 17.2 15.9 34.0 7.1 4.7 10.0 3.2 4.2 17.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 20 16 7 18 12 11 15 10 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 32,654 : : Positions : : 27,759 26,475 1,291 4,512 1,245 1,856 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : 1,301 878 146 393 -86 -176 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 81.1 4.0 13.8 3.8 5.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 26 . 6 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 5,125 : : Positions : : 3,991 1,692 151 3,077 120 660 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -892 -117 -37 -725 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 33.0 2.9 60.0 2.3 12.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 9,080 : : Positions : : 6,406 5,211 1,027 1,115 1,033 0 1,200 0 293 75 46 : : : : Changes from: August 28, 2012 : : -518 25 123 -297 -108 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 57.4 11.3 12.3 11.4 0.0 13.2 0.0 3.2 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 10,281 : : Positions : : 4,945 4,932 4,061 4,673 234 0 0 0 755 0 0 : : : : Changes from: August 28, 2012 : : -376 -169 -182 -426 39 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 48.0 39.5 45.5 2.3 0.0 0.0 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 4 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 5,204 : : Positions : : 4,489 2,701 150 2,253 101 0 0 0 132 25 0 : : : : Changes from: August 28, 2012 : : -462 -333 56 -145 -29 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 51.9 2.9 43.3 1.9 0.0 0.0 0.0 2.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 4, 2012