Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 5,140,707 : : Positions : :1,743,726 1,364,422 564,721 1,455,647 579,366 386,872 55,538 1,003,944 239,771 58,944 606,367 : : : : Changes from: October 23, 2012 : : -94,534 -55,573 28,169 -43,416 -33,196 -26,944 2,181 -33,607 -8,079 -4,060 -53,022 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 26.5 11.0 28.3 11.3 7.5 1.1 19.5 4.7 1.1 11.8 : : : : Number of Traders in Each Category Total Traders: 221 : : 108 107 9 22 26 23 10 30 21 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 272,338 : : Positions : : 169,349 183,602 42,325 42,364 36,507 4,083 2,437 1,822 2,322 884 747 : : : : Changes from: October 23, 2012 : : 2,781 691 1,222 2,243 -1,193 -857 -300 287 -153 97 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 67.4 15.5 15.6 13.4 1.5 0.9 0.7 0.9 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 30 4 4 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 153,452 : : Positions : : 92,978 77,349 20,431 36,262 29,831 3,228 3,561 3,582 807 0 320 : : : : Changes from: October 23, 2012 : : -4,106 -2,813 -129 327 923 1,506 -38 -319 91 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 50.4 13.3 23.6 19.4 2.1 2.3 2.3 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 7 9 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 241,812 : : Positions : : 167,031 115,878 23,793 78,131 34,353 7,108 4,826 3,348 645 1,081 0 : : : : Changes from: October 23, 2012 : : -7,077 -4,861 1,959 7,123 -2,051 4,255 -2,008 98 -332 -1,110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 47.9 9.8 32.3 14.2 2.9 2.0 1.4 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 4 9 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 720,137 : : Positions : : 562,693 230,063 10,805 343,925 124,059 0 3,217 13,940 0 151 465 : : : : Changes from: October 23, 2012 : : 20,822 7,184 -4,162 9,070 -2,611 0 -334 -185 0 3 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 31.9 1.5 47.8 17.2 0.0 0.4 1.9 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 26 6 13 17 0 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 209,148 : : Positions : : 138,217 183,160 44,278 6,493 12,961 5,487 0 722 0 0 0 : : : : Changes from: October 23, 2012 : : 3,583 3,882 797 -481 2,414 1,044 0 -950 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 87.6 21.2 3.1 6.2 2.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 278,806 : : Positions : : 219,746 194,328 32,702 67,405 5,954 6,010 0 7,712 0 0 0 : : : : Changes from: October 23, 2012 : : 1,701 2,877 -158 -1,297 1,178 -480 -59 -317 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 69.7 11.7 24.2 2.1 2.2 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 28 6 10 8 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 122,050 : : Positions : : 93,414 48,944 4,375 50,840 11,836 5,532 0 3,572 0 0 0 : : : : Changes from: October 23, 2012 : : -136 -74 -60 -2,005 150 -183 0 -152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 40.1 3.6 41.7 9.7 4.5 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 10 8 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 1,222,771 : : Positions : : 138,073 175,194 195,848 150,241 95,239 257,045 220,231 248,571 28,048 117,268 176,800 : : : : Changes from: October 23, 2012 : : -8,138 -4,656 2,278 3,366 -3,321 -5,667 -3,347 -1,301 -2,896 -13,519 -9,205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 14.3 16.0 12.3 7.8 21.0 18.0 20.3 2.3 9.6 14.5 : : : : Number of Traders in Each Category Total Traders: 332 : : 50 45 24 11 28 85 56 84 45 42 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 1,490,402 : : Positions : : 177,996 160,023 26,603 109,740 696,425 59,452 22,597 211,203 38,619 12,323 273,926 : : : : Changes from: October 23, 2012 : : -21,037 -25,418 1,255 -3,225 -49,360 7,842 -12,004 -70,854 -17,805 10,805 -53,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 10.7 1.8 7.4 46.7 4.0 1.5 14.2 2.6 0.8 18.4 : : : : Number of Traders in Each Category Total Traders: 137 : : 39 37 5 19 23 26 16 32 20 8 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 116,234 : : Positions : : 17,105 13,024 23,868 2,696 18,520 8,561 6,900 800 22,150 49,857 21,969 : : : : Changes from: October 23, 2012 : : -3,409 -1,512 5,931 -5,808 -6,303 -1,060 5,850 -7,100 1,224 3,248 -5,639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 11.2 20.5 2.3 15.9 7.4 5.9 0.7 19.1 42.9 18.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 11 5 6 10 . 4 . 7 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 44,865 : : Positions : : 1,926 4,131 942 2,060 7,378 14,672 13,972 11,469 5,667 2,966 2,539 : : : : Changes from: October 23, 2012 : : -669 -201 -73 -55 -711 -1,291 -968 30 826 137 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.3 9.2 2.1 4.6 16.4 32.7 31.1 25.6 12.6 6.6 5.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 10 . 4 4 . 10 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 2,512,498 : : Positions : : 575,992 544,603 227,044 751,342 458,947 246,352 49,849 496,181 285,149 1,838 191,323 : : : : Changes from: October 23, 2012 : : -44,016 -33,479 -28,248 -23,247 -3,540 7,379 -10,911 -36,737 -13,673 -8,236 -10,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 21.7 9.0 29.9 18.3 9.8 2.0 19.7 11.3 0.1 7.6 : : : : Number of Traders in Each Category Total Traders: 149 : : 65 60 4 19 23 19 7 24 19 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 963,780 : : Positions : : 95,509 140,658 294,776 119,532 277,272 61,054 86,454 108,483 18,574 124,388 99,902 : : : : Changes from: October 23, 2012 : : -24,766 -22,548 3,444 8,408 -48,102 -60,618 -23,410 -2,562 -3,043 -49,275 -9,749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 14.6 30.6 12.4 28.8 6.3 9.0 11.3 1.9 12.9 10.4 : : : : Number of Traders in Each Category Total Traders: 85 : : 17 15 16 6 17 9 13 14 10 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 31,657 : : Positions : : 25,860 25,772 1,186 3,578 1,821 1,800 0 0 375 0 0 : : : : Changes from: October 23, 2012 : : 494 623 128 -78 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 81.4 3.7 11.3 5.8 5.7 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . 8 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 10,179 : : Positions : : 6,632 7,227 1,683 458 1,234 0 600 0 156 175 67 : : : : Changes from: October 23, 2012 : : 42 173 43 -62 24 0 0 0 36 66 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 71.0 16.5 4.5 12.1 0.0 5.9 0.0 1.5 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 6 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 30, 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 11,922 : : Positions : : 6,402 6,175 3,946 5,303 205 0 0 0 945 0 60 : : : : Changes from: October 23, 2012 : : -87 30 -40 -112 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 51.8 33.1 44.5 1.7 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 30, 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 5,206 : : Positions : : 4,161 2,671 297 2,210 108 0 0 0 138 25 0 : : : : Changes from: October 23, 2012 : : 80 120 113 61 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 51.3 5.7 42.5 2.1 0.0 0.0 0.0 2.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 2, 2012