Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 4,969,699 : : Positions : :1,709,993 1,400,189 541,306 1,286,947 619,003 346,880 73,654 949,221 227,396 68,874 546,473 : : : : Changes from: October 2, 2012 : : 73,207 75,653 12,850 26,033 21,561 12,753 -14,161 -7,357 -8,863 443 22,076 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 28.2 10.9 25.9 12.5 7.0 1.5 19.1 4.6 1.4 11.0 : : : : Number of Traders in Each Category Total Traders: 223 : : 109 106 8 24 27 25 11 31 25 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 267,586 : : Positions : : 171,864 177,438 36,640 34,586 39,482 3,202 8,287 2,869 0 1,210 542 : : : : Changes from: October 2, 2012 : : -12,360 -22,131 -7,154 4,630 -952 -2,180 -6,258 -2,056 -831 426 -564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.3 13.7 12.9 14.8 1.2 3.1 1.1 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 27 4 4 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 150,880 : : Positions : : 92,897 78,020 18,775 33,495 30,262 2,344 3,510 2,907 1,017 0 354 : : : : Changes from: October 2, 2012 : : -10,869 -2,409 6,536 -686 -7,053 -1,300 -1,162 -577 78 -17 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 51.7 12.4 22.2 20.1 1.6 2.3 1.9 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 242,913 : : Positions : : 168,647 113,618 23,917 75,146 38,534 2,432 5,567 3,871 911 600 0 : : : : Changes from: October 2, 2012 : : -20,292 -3,834 6,683 -3,798 -8,576 750 -6,054 1,074 155 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 46.8 9.8 30.9 15.9 1.0 2.3 1.6 0.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 6 8 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 680,964 : : Positions : : 510,005 218,140 32,983 325,574 119,683 1,645 2,282 13,054 33 0 861 : : : : Changes from: October 2, 2012 : : 2,694 -5,679 -858 8,877 -4,707 0 -2,522 225 33 -109 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 32.0 4.8 47.8 17.6 0.2 0.3 1.9 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 25 8 11 18 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 198,572 : : Positions : : 133,779 173,023 40,783 8,061 13,397 817 0 1,056 0 0 0 : : : : Changes from: October 2, 2012 : : -15,887 -14,166 318 -1,527 -1,566 -1,590 0 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 87.1 20.5 4.1 6.7 0.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 25 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 264,870 : : Positions : : 200,502 187,360 34,009 64,871 4,443 14,676 94 5,616 0 0 0 : : : : Changes from: October 2, 2012 : : -17,458 -25,559 -8,720 -2,659 -1,182 -2,117 -4 -3,976 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 70.7 12.8 24.5 1.7 5.5 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 27 6 10 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 109,926 : : Positions : : 87,295 47,905 4,800 46,321 6,477 5,860 0 2,371 0 0 0 : : : : Changes from: October 2, 2012 : : -15,378 -9,859 -442 -4,859 -565 157 -1,674 -5,527 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 43.6 4.4 42.1 5.9 5.3 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . 8 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 1,233,595 : : Positions : : 134,017 172,786 198,415 150,909 83,027 237,007 193,854 297,673 34,542 133,550 162,394 : : : : Changes from: October 2, 2012 : : 9,010 9,079 -3,968 2,924 8,055 11,944 4,398 8,438 -1,158 7,787 4,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.0 16.1 12.2 6.7 19.2 15.7 24.1 2.8 10.8 13.2 : : : : Number of Traders in Each Category Total Traders: 368 : : 50 46 22 13 27 99 55 86 47 56 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 1,638,978 : : Positions : : 187,965 176,070 24,321 104,034 739,970 50,600 35,183 265,541 51,926 3,052 312,652 : : : : Changes from: October 2, 2012 : : 2,572 4,539 -1,118 3,819 2,872 -2,917 -4,128 9,255 6,614 1,328 6,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 10.7 1.5 6.3 45.1 3.1 2.1 16.2 3.2 0.2 19.1 : : : : Number of Traders in Each Category Total Traders: 149 : : 37 37 7 17 24 25 22 35 29 7 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 107,319 : : Positions : : 15,054 12,782 19,387 3,519 20,586 9,671 300 1,650 17,179 46,362 20,117 : : : : Changes from: October 2, 2012 : : 1,738 2,470 -236 500 1,851 10 0 200 82 -1,369 2,998 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 11.9 18.1 3.3 19.2 9.0 0.3 1.5 16.0 43.2 18.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 11 4 4 9 4 . 5 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 35,555 : : Positions : : 1,833 2,162 642 1,551 6,118 11,395 11,371 11,580 2,540 1,322 1,193 : : : : Changes from: October 2, 2012 : : 741 300 -25 279 25 74 1,198 436 1,282 133 497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 6.1 1.8 4.4 17.2 32.0 32.0 32.6 7.1 3.7 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 10 . 4 . 4 9 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 2,517,569 : : Positions : : 594,149 553,684 255,914 759,593 442,387 248,254 56,107 482,613 268,681 8,735 195,707 : : : : Changes from: October 2, 2012 : : 11,869 17,414 -3,931 16,440 5,593 572 3,678 -1,336 26,890 -1,709 -9,867 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 22.0 10.2 30.2 17.6 9.9 2.2 19.2 10.7 0.3 7.8 : : : : Number of Traders in Each Category Total Traders: 153 : : 69 62 4 19 23 17 11 25 17 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 1,021,282 : : Positions : : 104,154 152,212 273,255 124,490 317,663 50,381 80,597 126,989 18,880 92,298 121,803 : : : : Changes from: October 2, 2012 : : 2,479 -2 1,846 -5,439 3,041 -5,369 -3,854 4,338 1,455 9,231 11,749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 14.9 26.8 12.2 31.1 4.9 7.9 12.4 1.8 9.0 11.9 : : : : Number of Traders in Each Category Total Traders: 92 : : 20 20 15 6 17 13 11 15 11 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 31,010 : : Positions : : 25,575 25,426 1,078 3,608 1,601 1,800 0 0 375 0 0 : : : : Changes from: October 2, 2012 : : -2,142 -1,742 -173 -508 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 82.0 3.5 11.6 5.2 5.8 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 9,375 : : Positions : : 6,471 6,455 1,306 696 1,094 0 600 0 151 75 42 : : : : Changes from: October 2, 2012 : : -1 -41 -54 6 29 0 0 0 -5 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 68.9 13.9 7.4 11.7 0.0 6.4 0.0 1.6 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 4 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 11,409 : : Positions : : 5,840 5,969 4,216 5,153 183 0 0 0 930 0 0 : : : : Changes from: October 2, 2012 : : 109 70 -29 10 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 52.3 37.0 45.2 1.6 0.0 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 9, 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 5,037 : : Positions : : 4,081 2,536 184 2,174 112 0 0 0 138 25 0 : : : : Changes from: October 2, 2012 : : 61 75 0 104 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 50.3 3.7 43.2 2.2 0.0 0.0 0.0 2.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 6 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 12, 2012