NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,776,178: 1,916,385 1,075,570 287,629 1,172,140 570,349 422,620 264,426 1,008,255 24,016 137,831 444,354: 102,570 103,253
Old : 4,776,178: 1,916,385 1,075,570 287,629 1,172,140 570,349 422,620 264,426 1,008,255 24,016 137,831 444,354: 102,570 103,253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 38,338: 62,741 37,071 -9,283 713 -9,128 33,300 28,044 -75,295 -11,456 9,897 -31,494: 78,953 78,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 22.5 6.0 24.5 11.9 8.8 5.5 21.1 0.5 2.9 9.3: 2.1 2.2
Old : 100.0: 40.1 22.5 6.0 24.5 11.9 8.8 5.5 21.1 0.5 2.9 9.3: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 223: 107 98 14 21 32 24 13 35 12 18 27:
Old : 223: 107 98 14 21 32 24 13 35 12 18 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 24.1
Old : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 324,030: 164,206 234,196 79,762 4,803 46,852 12,413 24,070 6,467 465 0 1,386: 12,479 6,256
Old : 324,030: 164,206 234,196 79,762 4,803 46,852 12,413 24,070 6,467 465 0 1,386: 12,479 6,256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 14,734: 6,618 7,492 5,022 -2,439 3,372 -2,844 4,569 1,216 465 -103 411: 474 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 72.3 24.6 1.5 14.5 3.8 7.4 2.0 0.1 0.0 0.4: 3.9 1.9
Old : 100.0: 50.7 72.3 24.6 1.5 14.5 3.8 7.4 2.0 0.1 0.0 0.4: 3.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 28 8 . 9 5 . 4 . 0 .:
Old : 53: 28 28 8 . 9 5 . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
Old : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 164,610: 114,963 103,692 19,972 36,072 17,865 271 0 4,836 80 0 644: 5,979 1,501
Old : 164,610: 114,963 103,692 19,972 36,072 17,865 271 0 4,836 80 0 644: 5,979 1,501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,922: 2,454 -769 495 3,391 -85 -126 0 5 80 0 644: -1,545 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 63.0 12.1 21.9 10.9 0.2 0.0 2.9 0.0 0.0 0.4: 3.6 0.9
Old : 100.0: 69.8 63.0 12.1 21.9 10.9 0.2 0.0 2.9 0.0 0.0 0.4: 3.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 26 30 4 7 9 . 0 . . 0 .:
Old : 45: 26 30 4 7 9 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
Old : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 319,599: 230,667 119,955 63,929 151,361 12,288 5,336 28,445 1,997 0 232 124: 5,258 5,197
Old : 319,599: 230,667 119,955 63,929 151,361 12,288 5,336 28,445 1,997 0 232 124: 5,258 5,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -3,033: -472 2,362 -2,078 -6,320 -539 -853 2,120 -584 0 232 124: 1,369 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 37.5 20.0 47.4 3.8 1.7 8.9 0.6 0.0 0.1 0.0: 1.6 1.6
Old : 100.0: 72.2 37.5 20.0 47.4 3.8 1.7 8.9 0.6 0.0 0.1 0.0: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 22 4 10 11 . . . 0 . .:
Old : 46: 22 22 4 10 11 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
Old : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 796,297: 618,207 354,901 30,147 266,889 122,586 651 25,946 21,389 0 838 789: 2,528 2,959
Old : 796,297: 618,207 354,901 30,147 266,889 122,586 651 25,946 21,389 0 838 789: 2,528 2,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,350: -1,349 5,664 -1,122 -12,796 1,174 68 2,588 -273 0 427 -62: 214 1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 44.6 3.8 33.5 15.4 0.1 3.3 2.7 0.0 0.1 0.1: 0.3 0.4
Old : 100.0: 77.6 44.6 3.8 33.5 15.4 0.1 3.3 2.7 0.0 0.1 0.1: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 34 27 8 14 20 . 4 4 0 . .:
Old : 67: 34 27 8 14 20 . 4 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.7 56.8 59.1 27.6 28.5 40.9 38.0
Old : 36.8 42.7 56.8 59.1 27.6 28.5 40.9 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 231,825: 152,997 190,648 50,851 7,006 4,433 9,458 19,683 4,677 0 0 0: 9,409 5,378
Old : 231,825: 152,997 190,648 50,851 7,006 4,433 9,458 19,683 4,677 0 0 0: 9,409 5,378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 5,838: 3,705 5,021 110 -31 -154 428 0 103 0 0 0: 1,646 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 82.2 21.9 3.0 1.9 4.1 8.5 2.0 0.0 0.0 0.0: 4.1 2.3
Old : 100.0: 66.0 82.2 21.9 3.0 1.9 4.1 8.5 2.0 0.0 0.0 0.0: 4.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 30 29 5 . 5 . . . 0 0 0:
Old : 46: 30 29 5 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
Old : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 396,521: 282,355 301,574 57,284 51,648 18,492 9,898 21 18,283 0 0 0: 10,209 6,503
Old : 396,521: 282,355 301,574 57,284 51,648 18,492 9,898 21 18,283 0 0 0: 10,209 6,503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 3,467: 10,516 1,610 -6,404 1,853 2,468 62 21 -2,428 0 0 0: -747 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 76.1 14.4 13.0 4.7 2.5 0.0 4.6 0.0 0.0 0.0: 2.6 1.6
Old : 100.0: 71.2 76.1 14.4 13.0 4.7 2.5 0.0 4.6 0.0 0.0 0.0: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 31 28 7 7 8 5 . 6 0 0 0:
Old : 58: 31 28 7 7 8 5 . 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
Old : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 170,274: 126,375 81,995 7,975 44,529 18,429 6,556 8,004 8,083 0 0 0: 2,856 9,234
Old : 170,274: 126,375 81,995 7,975 44,529 18,429 6,556 8,004 8,083 0 0 0: 2,856 9,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -12,120: 17,165 -39,368 -16,590 32,674 -10,969 -5,743 278 4,106 0 0 0: -89 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 48.2 4.7 26.2 10.8 3.9 4.7 4.7 0.0 0.0 0.0: 1.7 5.4
Old : 100.0: 74.2 48.2 4.7 26.2 10.8 3.9 4.7 4.7 0.0 0.0 0.0: 1.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 19 4 7 7 . . . 0 0 0:
Old : 39: 17 19 4 7 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Old : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 994,703: 108,168 150,017 217,142 39,286 90,894 145,703 262,616 224,748 31,369 71,837 110,662: 66,017 44,643
Old : 994,703: 108,168 150,017 217,142 39,286 90,894 145,703 262,616 224,748 31,369 71,837 110,662: 66,017 44,643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 6,488: -7,947 -4,801 -2,917 -1,017 7,516 2,894 105 4,267 747 545 2,297: -369 -2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.1 21.8 3.9 9.1 14.6 26.4 22.6 3.2 7.2 11.1: 6.6 4.5
Old : 100.0: 10.9 15.1 21.8 3.9 9.1 14.6 26.4 22.6 3.2 7.2 11.1: 6.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 304: 49 41 27 11 32 53 79 72 41 33 49:
Old : 304: 49 41 27 11 32 53 79 72 41 33 49:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.4 29.9 31.9 12.6 15.7 18.9 20.6
Old : 16.3 20.4 29.9 31.9 12.6 15.7 18.9 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 24,710: 565 610 1,827 1,312 3,582 6,567 906 2,575 4,522 10,997 4,030: 1,042 698
Old : 24,710: 565 610 1,827 1,312 3,582 6,567 906 2,575 4,522 10,997 4,030: 1,042 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,096: 0 0 1,000 0 0 0 0 0 0 814 96: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 7.4 5.3 14.5 26.6 3.7 10.4 18.3 44.5 16.3: 4.2 2.8
Old : 100.0: 2.3 2.5 7.4 5.3 14.5 26.6 3.7 10.4 18.3 44.5 16.3: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: . . . . . . . . 5 5 7:
Old : 22: . . . . . . . . 5 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 61.0 78.1 81.8 42.6 48.1 50.8 54.2
Old : 61.1 61.0 78.1 81.8 42.6 48.1 50.8 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 55,176: 33,268 15,309 12,295 15,785 4,427 0 9,614 1,852 0 0 0: 3,334 8,189
Old : 55,176: 33,268 15,309 12,295 15,785 4,427 0 9,614 1,852 0 0 0: 3,334 8,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 27.7 22.3 28.6 8.0 0.0 17.4 3.4 0.0 0.0 0.0: 6.0 14.8
Old : 100.0: 60.3 27.7 22.3 28.6 8.0 0.0 17.4 3.4 0.0 0.0 0.0: 6.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 8 4 . 4 0 . . 0 0 0:
Old : 21: 8 8 4 . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9
Old : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 87,837: 50,841 36,813 13,540 28,696 9,118 1,987 86 3,120 0 0 0: 9,231 10,004
Old : 87,837: 50,841 36,813 13,540 28,696 9,118 1,987 86 3,120 0 0 0: 9,231 10,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 484: 275 372 0 0 0 -65 86 57 0 0 0: 217 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 41.9 15.4 32.7 10.4 2.3 0.1 3.6 0.0 0.0 0.0: 10.5 11.4
Old : 100.0: 57.9 41.9 15.4 32.7 10.4 2.3 0.1 3.6 0.0 0.0 0.0: 10.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . 5 . . . . 0 0 0:
Old : 25: 12 11 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 41.3 66.0 65.3 32.4 37.2 51.8 57.6
Old : 43.7 41.3 66.0 65.3 32.4 37.2 51.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,626,020: 681,501 423,975 165,560 679,270 548,423 262,547 150,763 536,043 200,286 67,103 198,780: 32,880 21,663
Old : 2,626,020: 681,501 423,975 165,560 679,270 548,423 262,547 150,763 536,043 200,286 67,103 198,780: 32,880 21,663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 58,107: 17,291 11,318 11,615 7,222 10,693 -76 13,422 3,494 7,324 3,246 9,753: -1,987 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.1 6.3 25.9 20.9 10.0 5.7 20.4 7.6 2.6 7.6: 1.3 0.8
Old : 100.0: 26.0 16.1 6.3 25.9 20.9 10.0 5.7 20.4 7.6 2.6 7.6: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 160: 72 62 10 17 26 14 19 30 14 10 19:
Old : 160: 72 62 10 17 26 14 19 30 14 10 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 26.4 37.8 43.5 12.0 16.7 19.4 25.8
Old : 22.9 26.4 37.8 43.5 12.0 16.7 19.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,183,047: 130,171 204,262 215,856 317,372 320,648 201,475 41,785 126,319 65,903 51,566 117,625: 5,050 3,470
Old : 1,183,047: 130,171 204,262 215,856 317,372 320,648 201,475 41,785 126,319 65,903 51,566 117,625: 5,050 3,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 32,659: 5,983 8,826 -7,472 7,058 3,397 19,854 -5,286 6,960 -3,064 5,008 6,304: 697 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.3 18.2 26.8 27.1 17.0 3.5 10.7 5.6 4.4 9.9: 0.4 0.3
Old : 100.0: 11.0 17.3 18.2 26.8 27.1 17.0 3.5 10.7 5.6 4.4 9.9: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 19 21 14 10 18 13 10 19 9 8 16:
Old : 89: 19 21 14 10 18 13 10 19 9 8 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 38.1 55.5 59.1 19.7 25.8 28.7 37.9
Old : 35.9 38.1 55.5 59.1 19.7 25.8 28.7 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,713: 17,686 10,769 529 7,661 983 45 0 0 235 36 42: 193 222
Old : 19,713: 17,686 10,769 529 7,661 983 45 0 0 235 36 42: 193 222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 324: 284 313 -25 9 35 0 0 0 40 0 -10: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 54.6 2.7 38.9 5.0 0.2 0.0 0.0 1.2 0.2 0.2: 1.0 1.1
Old : 100.0: 89.7 54.6 2.7 38.9 5.0 0.2 0.0 0.0 1.2 0.2 0.2: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 27 4 8 6 . 0 0 . . .:
Old : 52: 31 27 4 8 6 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 41.2 57.7 63.2 25.6 37.9 39.2 52.5
Old : 35.5 41.2 57.7 63.2 25.6 37.9 39.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,343: 8,167 3,533 463 4,983 283 0 0 0 145 90 0: 285 454
Old : 9,343: 8,167 3,533 463 4,983 283 0 0 0 145 90 0: 285 454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -19: 10 -20 0 30 0 0 0 0 0 0 0: -29 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 37.8 5.0 53.3 3.0 0.0 0.0 0.0 1.6 1.0 0.0: 3.1 4.9
Old : 100.0: 87.4 37.8 5.0 53.3 3.0 0.0 0.0 0.0 1.6 1.0 0.0: 3.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . 4 . 0 0 0 . . 0:
Old : 25: 16 14 . 4 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 64.0 77.9 80.5 50.4 63.3 64.6 69.4
Old : 61.0 64.0 77.9 80.5 50.4 63.3 64.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 6,907: 4,181 4,640 1,915 1,356 636 0 0 0 0 65 25: 150 185
Old : 6,907: 4,181 4,640 1,915 1,356 636 0 0 0 0 65 25: 150 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 75: 110 113 15 20 -20 0 0 0 0 20 0: -30 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 67.2 27.7 19.6 9.2 0.0 0.0 0.0 0.0 0.9 0.4: 2.2 2.7
Old : 100.0: 60.5 67.2 27.7 19.6 9.2 0.0 0.0 0.0 0.0 0.9 0.4: 2.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 14 6 5 8 0 0 0 0 . .:
Old : 31: 13 14 6 5 8 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 53.3 76.2 77.8 52.4 45.5 65.0 60.8
Old : 56.1 53.3 76.2 77.8 52.4 45.5 65.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 20, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,969: 5,456 4,335 2,837 4,229 333 0 0 0 40 0 0: 1,303 1,072
Old : 9,969: 5,456 4,335 2,837 4,229 333 0 0 0 40 0 0: 1,303 1,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -25: -80 110 0 -75 0 0 0 0 40 0 0: 15 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 43.5 28.5 42.4 3.3 0.0 0.0 0.0 0.4 0.0 0.0: 13.1 10.8
Old : 100.0: 54.7 43.5 28.5 42.4 3.3 0.0 0.0 0.0 0.4 0.0 0.0: 13.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 5 4 4 0 0 0 . 0 0:
Old : 31: 19 15 5 4 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 49.9 70.6 73.4 51.6 49.1 64.9 68.6
Old : 53.4 49.9 70.6 73.4 51.6 49.1 64.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011