Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,205,223 : : Positions : :1,775,665 1,393,973 514,120 1,411,280 646,174 422,748 43,954 991,854 196,599 60,620 639,480 : : : : Changes from: October 9, 2012 : : 65,672 -6,216 -27,186 124,333 27,171 75,868 -29,700 42,633 -30,797 -8,254 93,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 26.8 9.9 27.1 12.4 8.1 0.8 19.1 3.8 1.2 12.3 : : : : Number of Traders in Each Category Total Traders: 225 : : 112 107 8 24 27 25 10 32 25 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 260,640 : : Positions : : 166,178 176,254 34,984 36,712 38,466 2,806 2,107 2,469 605 451 1,103 : : : : Changes from: October 9, 2012 : : -5,686 -1,184 -1,656 2,126 -1,016 -396 -6,180 -400 605 -759 561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 67.6 13.4 14.1 14.8 1.1 0.8 0.9 0.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 28 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 155,509 : : Positions : : 96,743 80,561 19,763 34,948 29,870 1,962 3,330 3,720 777 0 474 : : : : Changes from: October 9, 2012 : : 3,846 2,541 988 1,453 -392 -382 -180 813 -240 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 51.8 12.7 22.5 19.2 1.3 2.1 2.4 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 242,291 : : Positions : : 166,200 114,949 25,787 74,342 37,554 2,794 5,461 3,953 1,556 750 59 : : : : Changes from: October 9, 2012 : : -2,447 1,331 1,870 -804 -980 362 -106 82 645 150 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 47.4 10.6 30.7 15.5 1.2 2.3 1.6 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 20 6 8 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 697,383 : : Positions : : 530,529 219,228 18,418 330,603 127,579 829 3,720 14,358 0 149 588 : : : : Changes from: October 9, 2012 : : 20,524 1,088 -14,565 5,029 7,896 -816 1,438 1,304 -33 149 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 31.4 2.6 47.4 18.3 0.1 0.5 2.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 26 8 11 17 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 205,147 : : Positions : : 135,428 179,703 42,761 6,761 12,581 4,700 0 692 0 0 0 : : : : Changes from: October 9, 2012 : : 1,649 6,680 1,978 -1,300 -816 3,883 0 -364 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 87.6 20.8 3.3 6.1 2.3 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 265,850 : : Positions : : 205,604 184,376 33,289 66,467 4,562 9,425 0 7,106 0 0 0 : : : : Changes from: October 9, 2012 : : 5,102 -2,984 -720 1,596 119 -5,251 -94 1,490 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 69.4 12.5 25.0 1.7 3.5 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 27 6 10 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 121,115 : : Positions : : 89,756 50,304 4,435 50,674 11,206 9,870 0 2,467 0 0 0 : : : : Changes from: October 9, 2012 : : 2,461 2,399 -365 4,353 4,729 4,010 0 96 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 41.5 3.7 41.8 9.3 8.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 17 . 9 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 1,235,042 : : Positions : : 143,926 180,041 197,004 146,191 95,218 250,784 214,990 254,432 30,376 128,766 171,581 : : : : Changes from: October 9, 2012 : : 9,909 7,255 -1,411 -4,718 12,191 13,777 21,137 -43,241 -4,166 -4,784 9,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 14.6 16.0 11.8 7.7 20.3 17.4 20.6 2.5 10.4 13.9 : : : : Number of Traders in Each Category Total Traders: 346 : : 48 46 22 10 26 95 54 83 47 50 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 1,646,285 : : Positions : : 188,746 177,927 22,340 106,065 739,346 51,436 31,122 268,066 52,376 2,816 318,336 : : : : Changes from: October 9, 2012 : : 781 1,857 -1,980 2,031 -624 836 -4,060 2,525 450 -236 5,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 10.8 1.4 6.4 44.9 3.1 1.9 16.3 3.2 0.2 19.3 : : : : Number of Traders in Each Category Total Traders: 151 : : 40 36 7 17 24 23 25 35 28 7 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 128,219 : : Positions : : 16,069 15,558 18,943 6,919 24,799 9,671 350 8,450 19,846 43,648 26,415 : : : : Changes from: October 9, 2012 : : 1,015 2,776 -444 3,400 4,213 0 50 6,800 2,667 -2,714 6,299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 12.1 14.8 5.4 19.3 7.5 0.3 6.6 15.5 34.0 20.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 12 . 7 11 4 . 6 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 44,493 : : Positions : : 3,139 3,557 1,064 2,002 7,467 14,664 12,365 13,076 2,125 2,960 2,688 : : : : Changes from: October 9, 2012 : : 1,307 1,396 423 451 1,349 3,268 994 1,497 -416 1,639 1,496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 8.0 2.4 4.5 16.8 33.0 27.8 29.4 4.8 6.7 6.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 10 . 4 4 4 9 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 2,585,143 : : Positions : : 604,427 565,140 255,674 771,496 460,005 245,749 56,858 510,690 285,323 7,800 192,660 : : : : Changes from: October 9, 2012 : : 10,278 11,456 -240 11,903 17,618 -2,505 751 28,077 16,642 -935 -3,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 21.9 9.9 29.8 17.8 9.5 2.2 19.8 11.0 0.3 7.5 : : : : Number of Traders in Each Category Total Traders: 153 : : 69 62 4 19 23 17 11 25 17 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 1,056,022 : : Positions : : 119,287 153,937 279,542 112,090 323,087 59,370 89,885 122,497 30,654 135,102 114,146 : : : : Changes from: October 9, 2012 : : 15,133 1,725 6,287 -12,400 5,424 8,989 9,288 -4,492 11,774 42,804 -7,657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 14.6 26.5 10.6 30.6 5.6 8.5 11.6 2.9 12.8 10.8 : : : : Number of Traders in Each Category Total Traders: 93 : : 20 20 16 6 18 11 12 16 12 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 30,882 : : Positions : : 25,457 25,268 1,038 3,608 1,536 1,800 0 0 375 0 0 : : : : Changes from: October 9, 2012 : : -118 -158 -40 0 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 81.8 3.4 11.7 5.0 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 16, 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 9,579 : : Positions : : 6,440 6,629 1,505 685 1,095 0 600 0 120 84 73 : : : : Changes from: October 9, 2012 : : -31 174 199 -11 1 0 0 0 -31 9 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 69.2 15.7 7.2 11.4 0.0 6.3 0.0 1.3 0.9 0.8 : : : : 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 16, 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 11,472 : : Positions : : 5,870 5,800 4,106 5,291 229 0 0 0 855 0 0 : : : : Changes from: October 9, 2012 : : 30 -169 -110 138 46 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 50.6 35.8 46.1 2.0 0.0 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 16, 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 9, 2012 : : 0 0 0 0 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 June 29, 2007