NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 6, 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 : 4,596,822: 1,819,713 1,013,931 278,974 1,130,414 590,148 381,869 243,259 1,037,319 39,298 129,705 427,374: 22,127 24,672
Old : 4,596,822: 1,819,713 1,013,931 278,974 1,130,414 590,148 381,869 243,259 1,037,319 39,298 129,705 427,374: 22,127 24,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,586: -17,367 20,545 3,308 13,669 -22,612 90,479 68,804 -80,104 22,142 -4,653 -6,024: 7,592 7,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 22.1 6.1 24.6 12.8 8.3 5.3 22.6 0.9 2.8 9.3: 0.5 0.5
Old : 100.0: 39.6 22.1 6.1 24.6 12.8 8.3 5.3 22.6 0.9 2.8 9.3: 0.5 0.5
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 : 223: 103 99 13 21 31 25 14 36 17 16 28:
Old : 223: 103 99 13 21 31 25 14 36 17 16 28:
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 : 23.2 20.8 38.3 35.4 15.7 17.1 22.2 23.9
Old : 23.2 20.8 38.3 35.4 15.7 17.1 22.2 23.9
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 - Options and Futures Combined, December 6, 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 : 305,673: 156,055 234,447 78,368 9,751 41,362 11,320 6,502 6,306 0 48 995: 11,267 6,262
Old : 305,673: 156,055 234,447 78,368 9,751 41,362 11,320 6,502 6,306 0 48 995: 11,267 6,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -33,266: -18,594 -29,800 -3,785 -2,127 -2,258 -4,741 5,897 -5,289 0 -67 282: 1,119 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 76.7 25.6 3.2 13.5 3.7 2.1 2.1 0.0 0.0 0.3: 3.7 2.0
Old : 100.0: 51.1 76.7 25.6 3.2 13.5 3.7 2.1 2.1 0.0 0.0 0.3: 3.7 2.0
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: 27 27 8 . 8 5 . 5 0 . .:
Old : 53: 27 27 8 . 8 5 . 5 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 : 36.6 49.2 57.3 69.2 27.8 43.4 44.6 53.9
Old : 36.6 49.2 57.3 69.2 27.8 43.4 44.6 53.9
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 - Options and Futures Combined, December 6, 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 : 168,296: 120,352 113,368 17,660 30,685 17,535 2,582 0 3,297 18 0 245: 6,607 3,166
Old : 168,296: 120,352 113,368 17,660 30,685 17,535 2,582 0 3,297 18 0 245: 6,607 3,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -22,742: -14,656 -19,126 -2,320 826 -4,992 -1,846 0 467 10 0 -344: 939 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 67.4 10.5 18.2 10.4 1.5 0.0 2.0 0.0 0.0 0.1: 3.9 1.9
Old : 100.0: 71.5 67.4 10.5 18.2 10.4 1.5 0.0 2.0 0.0 0.0 0.1: 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 : 42: 20 26 4 7 9 . 0 . . 0 .:
Old : 42: 20 26 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 : 57.5 45.7 75.4 61.9 50.4 43.2 62.0 56.3
Old : 57.5 45.7 75.4 61.9 50.4 43.2 62.0 56.3
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 - Options and Futures Combined, December 6, 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 : 313,316: 228,514 115,335 61,327 151,618 11,972 3,453 23,859 4,597 0 0 0: 3,453 5,935
Old : 313,316: 228,514 115,335 61,327 151,618 11,972 3,453 23,859 4,597 0 0 0: 3,453 5,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -23,932: -19,179 -19,404 -2,809 2,086 -2,236 556 -4,873 327 0 -1,077 -155: -436 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 36.8 19.6 48.4 3.8 1.1 7.6 1.5 0.0 0.0 0.0: 1.1 1.9
Old : 100.0: 72.9 36.8 19.6 48.4 3.8 1.1 7.6 1.5 0.0 0.0 0.0: 1.1 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 : 46: 21 23 5 9 11 . . . 0 0 0:
Old : 46: 21 23 5 9 11 . . . 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 : 53.8 42.7 74.4 65.5 53.2 40.6 70.3 62.4
Old : 53.8 42.7 74.4 65.5 53.2 40.6 70.3 62.4
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 - Options and Futures Combined, December 6, 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 : 769,408: 601,747 328,305 31,064 284,830 111,464 943 20,070 21,297 0 341 609: 2,284 2,492
Old : 769,408: 601,747 328,305 31,064 284,830 111,464 943 20,070 21,297 0 341 609: 2,284 2,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -28,604: -40,038 -120 8,635 -35,372 6,193 -62 4,003 -3,372 0 341 609: -569 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 42.7 4.0 37.0 14.5 0.1 2.6 2.8 0.0 0.0 0.1: 0.3 0.3
Old : 100.0: 78.2 42.7 4.0 37.0 14.5 0.1 2.6 2.8 0.0 0.0 0.1: 0.3 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 : 67: 33 26 8 14 20 . 4 . 0 . .:
Old : 67: 33 26 8 14 20 . 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 : 39.5 40.1 57.8 57.0 26.1 28.7 38.3 39.4
Old : 39.5 40.1 57.8 57.0 26.1 28.7 38.3 39.4
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 - Options and Futures Combined, December 6, 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 : 221,410: 146,869 176,643 44,895 7,730 8,104 6,740 17,731 5,811 0 0 0: 8,991 5,391
Old : 221,410: 146,869 176,643 44,895 7,730 8,104 6,740 17,731 5,811 0 0 0: 8,991 5,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -6,849: -3,789 -11,174 -879 -3,002 -199 -3,080 8,010 -990 -457 0 0: 2,545 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 79.8 20.3 3.5 3.7 3.0 8.0 2.6 0.0 0.0 0.0: 4.1 2.4
Old : 100.0: 66.3 79.8 20.3 3.5 3.7 3.0 8.0 2.6 0.0 0.0 0.0: 4.1 2.4
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 : 45: 28 27 4 . 6 . . . 0 0 0:
Old : 45: 28 27 4 . 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 : 48.3 52.8 64.7 71.9 43.9 52.3 55.8 66.0
Old : 48.3 52.8 64.7 71.9 43.9 52.3 55.8 66.0
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 - Options and Futures Combined, December 6, 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 : 388,867: 278,061 298,905 64,123 49,322 12,965 5,948 4,129 18,437 0 0 0: 9,333 5,109
Old : 388,867: 278,061 298,905 64,123 49,322 12,965 5,948 4,129 18,437 0 0 0: 9,333 5,109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -18,025: -1,915 -12,124 -4,633 5,126 -9,783 -1,284 1,839 -2,724 0 0 0: 2,314 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 76.9 16.5 12.7 3.3 1.5 1.1 4.7 0.0 0.0 0.0: 2.4 1.3
Old : 100.0: 71.5 76.9 16.5 12.7 3.3 1.5 1.1 4.7 0.0 0.0 0.0: 2.4 1.3
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 : 59: 31 26 8 7 9 5 . 6 0 0 0:
Old : 59: 31 26 8 7 9 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 : 31.7 67.8 49.0 77.9 29.3 65.6 45.3 73.0
Old : 31.7 67.8 49.0 77.9 29.3 65.6 45.3 73.0
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 - Options and Futures Combined, December 6, 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 : 177,507: 106,423 114,201 20,987 10,706 32,121 10,591 7,360 4,349 0 0 0: 3,036 8,770
Old : 177,507: 106,423 114,201 20,987 10,706 32,121 10,591 7,360 4,349 0 0 0: 3,036 8,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,823: -6,709 1,418 -4,575 -12,004 7,781 4,583 202 -2,886 0 0 0: -17 3,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 64.3 11.8 6.0 18.1 6.0 4.1 2.5 0.0 0.0 0.0: 1.7 4.9
Old : 100.0: 60.0 64.3 11.8 6.0 18.1 6.0 4.1 2.5 0.0 0.0 0.0: 1.7 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 : 40: 18 21 5 5 8 . . . 0 0 0:
Old : 40: 18 21 5 5 8 . . . 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 : 39.9 49.2 63.6 64.3 28.3 36.0 45.9 46.2
Old : 39.9 49.2 63.6 64.3 28.3 36.0 45.9 46.2
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 - Options and Futures Combined, December 6, 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 : 972,861: 106,064 141,222 223,605 39,972 80,841 141,153 263,871 221,849 28,949 74,397 101,974: 68,426 48,735
Old : 972,861: 106,064 141,222 223,605 39,972 80,841 141,153 263,871 221,849 28,949 74,397 101,974: 68,426 48,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -8,721: -2,344 -1,104 -1,428 2,436 -151 6,072 -5,715 -14,851 -6,019 3,042 5,917: 4,083 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.5 23.0 4.1 8.3 14.5 27.1 22.8 3.0 7.6 10.5: 7.0 5.0
Old : 100.0: 10.9 14.5 23.0 4.1 8.3 14.5 27.1 22.8 3.0 7.6 10.5: 7.0 5.0
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 : 322: 46 40 26 11 30 55 93 80 39 37 60:
Old : 322: 46 40 26 11 30 55 93 80 39 37 60:
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 : 16.2 19.9 28.8 30.3 12.9 16.0 19.4 21.3
Old : 16.2 19.9 28.8 30.3 12.9 16.0 19.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 6, 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 : 1,833,591: 216,439 169,158 50,974 65,688 809,441 38,462 98,900 307,853 41,127 11,541 365,115: 4,179 5,896
Old : 1,833,591: 216,439 169,158 50,974 65,688 809,441 38,462 98,900 307,853 41,127 11,541 365,115: 4,179 5,896
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 61,246: 8,436 3,723 3,224 499 18,860 544 1,616 17,274 -5,591 1,063 19,035: -536 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.2 2.8 3.6 44.1 2.1 5.4 16.8 2.2 0.6 19.9: 0.2 0.3
Old : 100.0: 11.8 9.2 2.8 3.6 44.1 2.1 5.4 16.8 2.2 0.6 19.9: 0.2 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 : 131: 37 35 9 17 25 18 20 29 21 8 25:
Old : 131: 37 35 9 17 25 18 20 29 21 8 25:
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 : 33.6 33.9 53.9 55.4 3.6 5.0 6.2 7.1
Old : 33.6 33.9 53.9 55.4 3.6 5.0 6.2 7.1
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 - Options and Futures Combined, December 6, 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 : 26,022: 565 899 711 1,537 3,403 6,567 906 2,575 5,960 10,520 4,151: 2,090 2,030
Old : 26,022: 565 899 711 1,537 3,403 6,567 906 2,575 5,960 10,520 4,151: 2,090 2,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 3,668: 0 83 292 -201 687 -500 0 2,225 570 461 539: -146 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 2.7 5.9 13.1 25.2 3.5 9.9 22.9 40.4 16.0: 8.0 7.8
Old : 100.0: 2.2 3.5 2.7 5.9 13.1 25.2 3.5 9.9 22.9 40.4 16.0: 8.0 7.8
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 : 24: . . 4 . 4 . . . 5 5 8:
Old : 24: . . 4 . 4 . . . 5 5 8:
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 : 63.8 54.3 76.9 72.5 44.7 42.7 49.7 49.6
Old : 63.8 54.3 76.9 72.5 44.7 42.7 49.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, December 6, 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 : 73,844: 2,383 4,470 1,256 4,399 8,626 34,877 33,283 21,853 2,726 0 382: 1,741 832
Old : 73,844: 2,383 4,470 1,256 4,399 8,626 34,877 33,283 21,853 2,726 0 382: 1,741 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 6,679: 210 249 116 1,784 522 4,394 2,926 1,267 383 0 -67: -146 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.1 1.7 6.0 11.7 47.2 45.1 29.6 3.7 0.0 0.5: 2.4 1.1
Old : 100.0: 3.2 6.1 1.7 6.0 11.7 47.2 45.1 29.6 3.7 0.0 0.5: 2.4 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 : 37: 6 8 . 5 5 6 11 11 4 0 .:
Old : 37: 6 8 . 5 5 6 11 11 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 : 74.0 50.4 88.2 71.9 48.7 32.8 53.6 47.3
Old : 74.0 50.4 88.2 71.9 48.7 32.8 53.6 47.3
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 - Options and Futures Combined, December 6, 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 : 55,087: 32,921 13,513 12,295 15,785 4,427 0 9,982 1,852 0 0 0: 3,592 9,528
Old : 55,087: 32,921 13,513 12,295 15,785 4,427 0 9,982 1,852 0 0 0: 3,592 9,528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,697: -3,278 -4,652 -1,051 -4,406 -1,177 0 591 -1,076 0 0 0: 885 5,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 24.5 22.3 28.7 8.0 0.0 18.1 3.4 0.0 0.0 0.0: 6.5 17.3
Old : 100.0: 59.8 24.5 22.3 28.7 8.0 0.0 18.1 3.4 0.0 0.0 0.0: 6.5 17.3
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 : 20: 7 7 4 . 4 0 . . 0 0 0:
Old : 20: 7 7 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 : 52.4 55.5 80.0 72.1 50.7 47.9 69.1 59.3
Old : 52.4 55.5 80.0 72.1 50.7 47.9 69.1 59.3
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 - Options and Futures Combined, December 6, 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 : 89,288: 51,538 38,114 13,540 28,696 9,118 2,224 327 2,998 0 0 0: 9,870 10,035
Old : 89,288: 51,538 38,114 13,540 28,696 9,118 2,224 327 2,998 0 0 0: 9,870 10,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,716: -2,864 -2,204 -364 -6,478 -1,979 -562 -451 100 0 0 0: -47 5,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 42.7 15.2 32.1 10.2 2.5 0.4 3.4 0.0 0.0 0.0: 11.1 11.2
Old : 100.0: 57.7 42.7 15.2 32.1 10.2 2.5 0.4 3.4 0.0 0.0 0.0: 11.1 11.2
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 : 24: 12 10 . 5 . . . . 0 0 0:
Old : 24: 12 10 . 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 : 44.7 40.8 66.7 64.4 33.6 36.8 52.4 56.8
Old : 44.7 40.8 66.7 64.4 33.6 36.8 52.4 56.8
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 - Options and Futures Combined, December 6, 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 : 2,494,503: 642,624 413,766 138,502 663,248 503,994 265,425 125,147 549,362 201,381 59,376 158,431: 34,784 21,179
Old : 2,494,503: 642,624 413,766 138,502 663,248 503,994 265,425 125,147 549,362 201,381 59,376 158,431: 34,784 21,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -9,271: 5,803 1,818 -4,538 -1,073 -1,965 -4,290 32,492 -20,697 25,772 -11,309 -9,625: 269 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.6 5.6 26.6 20.2 10.6 5.0 22.0 8.1 2.4 6.4: 1.4 0.8
Old : 100.0: 25.8 16.6 5.6 26.6 20.2 10.6 5.0 22.0 8.1 2.4 6.4: 1.4 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 : 156: 68 60 10 17 26 16 17 27 13 11 19:
Old : 156: 68 60 10 17 26 16 17 27 13 11 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 27.3 36.4 44.8 12.6 17.0 19.7 26.2
Old : 22.9 27.3 36.4 44.8 12.6 17.0 19.7 26.2
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 - Options and Futures Combined, December 6, 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 : 1,061,770: 117,800 189,281 220,900 231,220 323,432 177,954 49,272 112,983 17,538 65,962 86,654: 4,509 2,966
Old : 1,061,770: 117,800 189,281 220,900 231,220 323,432 177,954 49,272 112,983 17,538 65,962 86,654: 4,509 2,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,801: -1,764 6,270 2,272 3,187 -4,318 6,603 -1,014 6,933 2,608 1,048 1,346: -879 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.8 20.8 21.8 30.5 16.8 4.6 10.6 1.7 6.2 8.2: 0.4 0.3
Old : 100.0: 11.1 17.8 20.8 21.8 30.5 16.8 4.6 10.6 1.7 6.2 8.2: 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 : 85: 19 21 15 8 19 12 9 17 10 6 16:
Old : 85: 19 21 15 8 19 12 9 17 10 6 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 : 37.3 34.5 55.1 57.4 20.9 22.6 29.5 34.5
Old : 37.3 34.5 55.1 57.4 20.9 22.6 29.5 34.5
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 - Options and Futures Combined, December 6, 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 : 19,200: 17,500 10,239 554 7,933 736 55 0 25 175 36 52: 103 179
Old : 19,200: 17,500 10,239 554 7,933 736 55 0 25 175 36 52: 103 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,027: -2,701 -2,429 -150 -496 -76 10 0 -20 -75 -20 -15: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 53.3 2.9 41.3 3.8 0.3 0.0 0.1 0.9 0.2 0.3: 0.5 0.9
Old : 100.0: 91.1 53.3 2.9 41.3 3.8 0.3 0.0 0.1 0.9 0.2 0.3: 0.5 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 : 54: 32 27 4 8 6 . 0 . . . .:
Old : 54: 32 27 4 8 6 . 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 : 38.7 43.5 59.5 66.2 32.4 40.3 44.2 56.0
Old : 38.7 43.5 59.5 66.2 32.4 40.3 44.2 56.0
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 - Options and Futures Combined, December 6, 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 : 9,288: 8,112 3,538 463 4,923 283 0 0 0 145 90 0: 285 454
Old : 9,288: 8,112 3,538 463 4,923 283 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: November 29, 2011 :
: -1,310: -1,284 -677 -21 -559 -29 0 0 0 -5 0 0: 29 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 38.1 5.0 53.0 3.0 0.0 0.0 0.0 1.6 1.0 0.0: 3.1 4.9
Old : 100.0: 87.3 38.1 5.0 53.0 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 64.4 77.8 81.6 49.8 63.7 64.4 69.2
Old : 61.0 64.4 77.8 81.6 49.8 63.7 64.4 69.2
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 - Options and Futures Combined, December 6, 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 : 6,713: 4,056 4,468 1,786 1,266 666 0 0 0 0 45 25: 180 243
Old : 6,713: 4,056 4,468 1,786 1,266 666 0 0 0 0 45 25: 180 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -733: -496 -754 -206 -54 72 0 0 0 -5 -15 -5: -93 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 66.6 26.6 18.9 9.9 0.0 0.0 0.0 0.0 0.7 0.4: 2.7 3.6
Old : 100.0: 60.4 66.6 26.6 18.9 9.9 0.0 0.0 0.0 0.0 0.7 0.4: 2.7 3.6
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 : 30: 12 13 6 5 8 0 0 0 0 . .:
Old : 30: 12 13 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 : 56.2 54.3 76.0 78.9 52.5 46.5 64.7 61.7
Old : 56.2 54.3 76.0 78.9 52.5 46.5 64.7 61.7
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 - Options and Futures Combined, December 6, 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 : 9,643: 5,200 3,979 2,822 4,199 333 0 0 0 0 0 0: 1,288 1,132
Old : 9,643: 5,200 3,979 2,822 4,199 333 0 0 0 0 0 0: 1,288 1,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -985: -853 -555 21 -311 -59 0 0 0 0 0 0: -94 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 41.3 29.3 43.5 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.4 11.7
Old : 100.0: 53.9 41.3 29.3 43.5 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 13.4 11.7
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 : 29: 18 14 5 4 4 0 0 0 0 0 0:
Old : 29: 18 14 5 4 4 0 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 : 53.6 51.2 71.3 74.6 51.4 50.3 64.7 68.6
Old : 53.6 51.2 71.3 74.6 51.4 50.3 64.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011