Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 5,363,922 : : Positions : :1,838,260 1,419,995 536,552 1,499,063 612,562 413,816 53,357 1,037,551 247,850 63,004 659,389 : : : : Changes from: October 16, 2012 : : 62,595 26,022 22,432 87,783 -33,612 -8,932 9,403 45,697 51,251 2,384 19,909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 26.5 10.0 27.9 11.4 7.7 1.0 19.3 4.6 1.2 12.3 : : : : Number of Traders in Each Category Total Traders: 227 : : 112 107 8 23 26 25 12 34 21 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 271,166 : : Positions : : 166,568 182,911 41,103 40,121 37,700 4,940 2,737 1,535 2,475 787 630 : : : : Changes from: October 16, 2012 : : 390 6,657 6,119 3,409 -766 2,134 630 -934 1,870 336 -473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 67.5 15.2 14.8 13.9 1.8 1.0 0.6 0.9 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 4 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 155,247 : : Positions : : 97,084 80,162 20,560 35,935 28,908 1,722 3,599 3,901 716 0 323 : : : : Changes from: October 16, 2012 : : 341 -399 797 987 -962 -240 269 181 -61 0 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 51.6 13.2 23.1 18.6 1.1 2.3 2.5 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 244,347 : : Positions : : 174,108 120,739 21,834 71,008 36,404 2,853 6,834 3,250 977 2,191 0 : : : : Changes from: October 16, 2012 : : 7,908 5,790 -3,953 -3,334 -1,150 59 1,373 -703 -579 1,441 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 49.4 8.9 29.1 14.9 1.2 2.8 1.3 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 4 9 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 706,245 : : Positions : : 541,871 222,879 14,967 334,855 126,670 0 3,551 14,125 0 148 496 : : : : Changes from: October 16, 2012 : : 11,342 3,651 -3,451 4,252 -909 -829 -169 -233 0 -1 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 31.6 2.1 47.4 17.9 0.0 0.5 2.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 26 7 12 17 0 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 204,038 : : Positions : : 134,634 179,278 43,481 6,974 10,547 4,443 0 1,672 0 0 0 : : : : Changes from: October 16, 2012 : : -794 -425 720 213 -2,034 -257 0 980 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 87.9 21.3 3.4 5.2 2.2 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 26 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 276,702 : : Positions : : 218,045 191,451 32,860 68,702 4,776 6,490 59 8,029 0 0 0 : : : : Changes from: October 16, 2012 : : 12,441 7,075 -429 2,235 214 -2,935 59 923 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 69.2 11.9 24.8 1.7 2.3 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 6 10 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 122,521 : : Positions : : 93,550 49,018 4,435 52,845 11,686 5,715 0 3,724 0 0 0 : : : : Changes from: October 16, 2012 : : 3,794 -1,286 0 2,171 480 -4,155 0 1,257 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 40.0 3.6 43.1 9.5 4.7 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 . 10 8 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 1,256,653 : : Positions : : 146,210 179,850 193,570 146,875 98,560 262,712 223,578 249,871 30,944 130,786 186,004 : : : : Changes from: October 16, 2012 : : 2,285 -191 -3,434 684 3,342 11,928 8,588 -4,561 568 2,020 14,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 14.3 15.4 11.7 7.8 20.9 17.8 19.9 2.5 10.4 14.8 : : : : Number of Traders in Each Category Total Traders: 361 : : 53 51 21 12 26 104 49 85 46 54 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 1,692,027 : : Positions : : 199,033 185,441 25,348 112,966 745,785 51,609 34,601 282,056 56,425 1,518 326,974 : : : : Changes from: October 16, 2012 : : 10,287 7,514 3,007 6,901 6,439 173 3,478 13,990 4,049 -1,298 8,638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 11.0 1.5 6.7 44.1 3.1 2.0 16.7 3.3 0.1 19.3 : : : : Number of Traders in Each Category Total Traders: 155 : : 41 38 7 18 25 24 23 35 29 8 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 133,635 : : Positions : : 20,514 14,536 17,937 8,504 24,823 9,621 1,050 7,900 20,926 46,609 27,608 : : : : Changes from: October 16, 2012 : : 4,445 -1,022 -1,006 1,585 24 -50 700 -550 1,080 2,962 1,193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 10.9 13.4 6.4 18.6 7.2 0.8 5.9 15.7 34.9 20.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 12 . 9 11 4 . 4 6 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 46,814 : : Positions : : 2,595 4,332 1,015 2,115 8,089 15,962 14,939 11,439 4,841 2,829 2,588 : : : : Changes from: October 16, 2012 : : -544 775 -50 113 622 1,299 2,575 -1,637 2,716 -131 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 9.3 2.2 4.5 17.3 34.1 31.9 24.4 10.3 6.0 5.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 7 10 . 4 4 . 11 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 2,640,776 : : Positions : : 620,008 578,082 255,292 774,589 462,487 238,973 60,760 532,918 298,822 10,074 202,110 : : : : Changes from: October 16, 2012 : : 15,581 12,942 -382 3,093 2,482 -6,776 3,902 22,228 13,499 2,274 9,450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 21.9 9.7 29.3 17.5 9.0 2.3 20.2 11.3 0.4 7.7 : : : : Number of Traders in Each Category Total Traders: 158 : : 69 63 4 19 23 17 12 26 19 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 1,107,330 : : Positions : : 120,275 163,206 291,332 111,124 325,374 121,672 109,864 111,045 21,617 173,663 109,651 : : : : Changes from: October 16, 2012 : : 988 9,269 11,790 -966 2,287 62,302 19,979 -11,452 -9,037 38,561 -4,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.7 26.3 10.0 29.4 11.0 9.9 10.0 2.0 15.7 9.9 : : : : Number of Traders in Each Category Total Traders: 96 : : 22 22 16 6 18 12 12 16 10 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 30,938 : : Positions : : 25,366 25,149 1,058 3,656 1,758 1,800 0 0 375 0 0 : : : : Changes from: October 16, 2012 : : -91 -119 20 48 222 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 81.3 3.4 11.8 5.7 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 23, 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 9,979 : : Positions : : 6,590 7,054 1,640 520 1,210 0 600 0 120 109 73 : : : : Changes from: October 16, 2012 : : 150 425 135 -165 115 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 70.7 16.4 5.2 12.1 0.0 6.0 0.0 1.2 1.1 0.7 : : : : 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 23, 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 11,994 : : Positions : : 6,489 6,145 3,986 5,415 195 0 0 0 945 0 60 : : : : Changes from: October 16, 2012 : : 619 345 -120 124 -34 0 0 0 90 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 51.2 33.2 45.1 1.6 0.0 0.0 0.0 7.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 23, 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 5,027 : : Positions : : 4,081 2,551 184 2,149 112 0 0 0 138 25 0 : : : : Changes from: October 16, 2012 : : 0 15 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 50.7 3.7 42.7 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 26, 2012