Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 4,834,722 : : Positions : :1,636,786 1,324,536 528,456 1,260,914 597,442 334,127 87,815 956,578 236,259 68,431 524,397 : : : : Changes from: September 25, 2012 : : -680 108,673 79,878 73,660 -3,020 12,208 -89,318 222,307 -10,542 -11,727 -58,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 27.4 10.9 26.1 12.4 6.9 1.8 19.8 4.9 1.4 10.8 : : : : Number of Traders in Each Category Total Traders: 221 : : 108 105 8 23 26 25 11 32 23 15 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 293,681 : : Positions : : 184,224 199,569 43,794 29,956 40,434 5,382 14,545 4,925 831 784 1,106 : : : : Changes from: September 25, 2012 : : 3,717 -300 -3,012 107 2,520 1,065 2,650 -622 529 -462 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 68.0 14.9 10.2 13.8 1.8 5.0 1.7 0.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 31 5 4 9 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 163,977 : : Positions : : 103,766 80,429 12,239 34,181 37,315 3,644 4,672 3,484 939 17 620 : : : : Changes from: September 25, 2012 : : 7,034 3,450 -1,734 753 2,837 91 900 242 -218 17 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 49.0 7.5 20.8 22.8 2.2 2.8 2.1 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 4 6 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 262,503 : : Positions : : 188,939 117,452 17,234 78,944 47,110 1,682 11,621 2,797 756 0 0 : : : : Changes from: September 25, 2012 : : 2,553 -115 -1,077 3,824 1,596 900 472 -840 506 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 44.7 6.6 30.1 17.9 0.6 4.4 1.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 25 8 8 13 . 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 685,223 : : Positions : : 507,311 223,819 33,841 316,697 124,390 1,645 4,804 12,829 0 109 682 : : : : Changes from: September 25, 2012 : : -30,832 -12,787 8,533 -9,917 -7,314 -124 1,738 -4,132 0 54 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 32.7 4.9 46.2 18.2 0.2 0.7 1.9 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 25 8 11 18 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 216,250 : : Positions : : 149,666 187,189 40,465 9,588 14,963 2,407 0 1,029 0 0 0 : : : : Changes from: September 25, 2012 : : 1,726 2,761 736 1,875 120 1,811 -74 -280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 86.6 18.7 4.4 6.9 1.1 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 29 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 298,789 : : Positions : : 217,960 212,919 42,729 67,530 5,625 16,793 98 9,592 0 0 0 : : : : Changes from: September 25, 2012 : : 13,200 16,151 1,611 2,334 -335 2,555 -699 726 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 71.3 14.3 22.6 1.9 5.6 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 32 6 10 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 132,043 : : Positions : : 102,673 57,764 5,242 51,180 7,042 5,703 1,674 7,898 0 0 0 : : : : Changes from: September 25, 2012 : : 4,675 1,248 -248 2,018 -744 -1,100 899 152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 43.7 4.0 38.8 5.3 4.3 1.3 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 21 . 8 8 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 1,191,771 : : Positions : : 125,007 163,708 202,383 147,985 74,972 225,063 189,456 289,236 35,700 125,763 158,360 : : : : Changes from: September 25, 2012 : : -362 13,151 6,088 37,716 1,639 22,118 -23,368 46,737 -736 2,640 15,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 13.7 17.0 12.4 6.3 18.9 15.9 24.3 3.0 10.6 13.3 : : : : Number of Traders in Each Category Total Traders: 351 : : 48 43 22 12 26 91 53 84 46 58 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 1,615,055 : : Positions : : 185,393 171,532 25,439 100,214 737,098 53,518 39,311 256,287 45,312 1,724 306,264 : : : : Changes from: September 25, 2012 : : 5,052 6,014 1,780 9,868 -233 8,341 17,527 42,664 10,260 -6,178 -8,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 10.6 1.6 6.2 45.6 3.3 2.4 15.9 2.8 0.1 19.0 : : : : Number of Traders in Each Category Total Traders: 144 : : 36 34 6 18 24 24 21 34 27 8 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 100,644 : : Positions : : 13,316 10,313 19,624 3,019 18,734 9,661 300 1,450 17,096 47,731 17,119 : : : : Changes from: September 25, 2012 : : -6,166 -178 3,168 -975 -2,983 3,843 -300 -4,043 3,447 6,858 -8,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 10.2 19.5 3.0 18.6 9.6 0.3 1.4 17.0 47.4 17.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 11 4 4 9 4 . 4 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 32,522 : : Positions : : 1,092 1,862 666 1,272 6,093 11,321 10,172 11,144 1,259 1,189 695 : : : : Changes from: September 25, 2012 : : 107 627 363 -478 982 3,425 1,658 1,159 -1,145 919 -1,343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.4 5.7 2.0 3.9 18.7 34.8 31.3 34.3 3.9 3.7 2.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 10 . 4 . 4 7 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 2,490,757 : : Positions : : 582,280 536,270 259,845 743,153 436,794 247,682 52,429 483,949 241,791 10,444 205,574 : : : : Changes from: September 25, 2012 : : -55,096 -31,681 -10,615 13,886 -20,566 -4,677 -26,269 69,987 -9,778 -34,595 -70,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 21.5 10.4 29.8 17.5 9.9 2.1 19.4 9.7 0.4 8.3 : : : : Number of Traders in Each Category Total Traders: 148 : : 67 61 4 18 22 18 10 24 16 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 1,001,791 : : Positions : : 101,675 152,214 271,409 129,929 314,622 55,750 84,451 122,651 17,425 83,067 110,054 : : : : Changes from: September 25, 2012 : : -36,173 -9,695 56,362 -75,664 -89,277 -56,458 -1,975 13,524 -32,637 20,898 -94,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 15.2 27.1 13.0 31.4 5.6 8.4 12.2 1.7 8.3 11.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 20 20 15 6 17 14 10 14 11 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 33,215 : : Positions : : 27,717 27,168 1,251 4,116 1,581 1,800 0 0 375 0 0 : : : : Changes from: September 25, 2012 : : 584 449 -195 -3 132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 81.8 3.8 12.4 4.8 5.4 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 28 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 9,395 : : Positions : : 6,472 6,496 1,360 690 1,065 0 600 0 156 75 46 : : : : Changes from: September 25, 2012 : : -443 -360 -86 -148 -79 0 0 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 69.1 14.5 7.3 11.3 0.0 6.4 0.0 1.7 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 5 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 11,295 : : Positions : : 5,731 5,899 4,245 5,143 179 0 0 0 930 0 0 : : : : Changes from: September 25, 2012 : : -298 -262 -226 -212 -65 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 52.2 37.6 45.5 1.6 0.0 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 4,865 : : Positions : : 4,020 2,461 184 2,070 112 0 0 0 138 25 0 : : : : Changes from: September 25, 2012 : : -519 -327 -26 -218 14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 50.6 3.8 42.5 2.3 0.0 0.0 0.0 2.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 5, 2012