Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,737,840 : : Positions : :1,853,644 1,038,499 296,912 1,171,427 579,477 389,320 236,382 1,083,550 35,472 127,934 475,848 : : : : Changes from: December 6, 2011 : : 33,931 24,568 17,938 41,013 -10,671 7,451 -6,877 46,231 -3,826 -1,771 48,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 21.9 6.3 24.7 12.2 8.2 5.0 22.9 0.7 2.7 10.0 : : : : Number of Traders in Each Category Total Traders: 226 : : 107 99 14 20 30 28 11 37 11 21 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 309,296 : : Positions : : 157,588 226,704 74,740 7,242 43,480 15,257 19,501 5,251 0 103 975 : : : : Changes from: December 6, 2011 : : 1,533 -7,743 -3,628 -2,509 2,118 3,937 12,999 -1,055 0 55 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 73.3 24.2 2.3 14.1 4.9 6.3 1.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 28 9 . 8 6 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 162,688 : : Positions : : 112,509 104,461 19,477 32,681 17,950 397 0 4,831 0 0 0 : : : : Changes from: December 6, 2011 : : -7,843 -8,907 1,817 1,996 415 -2,185 0 1,534 -18 0 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 64.2 12.0 20.1 11.0 0.2 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 4 7 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 322,632 : : Positions : : 231,139 117,593 66,007 157,681 12,827 6,189 26,325 2,581 0 0 0 : : : : Changes from: December 6, 2011 : : 2,625 2,258 4,680 6,063 855 2,736 2,466 -2,016 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 36.4 20.5 48.9 4.0 1.9 8.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 5 9 12 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 797,647 : : Positions : : 619,556 349,237 31,269 279,685 121,412 583 23,358 21,662 0 411 851 : : : : Changes from: December 6, 2011 : : 17,809 20,932 205 -5,145 9,948 -360 3,288 365 0 70 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 43.8 3.9 35.1 15.2 0.1 2.9 2.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 26 8 14 20 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 225,987 : : Positions : : 149,292 185,627 50,741 7,037 4,587 9,030 19,683 4,574 0 0 0 : : : : Changes from: December 6, 2011 : : 2,423 8,984 5,846 -693 -3,517 2,290 1,952 -1,237 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 82.1 22.5 3.1 2.0 4.0 8.7 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 29 5 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 393,054 : : Positions : : 271,839 299,964 63,688 49,795 16,024 9,836 0 20,711 0 0 0 : : : : Changes from: December 6, 2011 : : -6,222 1,059 -435 473 3,059 3,888 -4,129 2,274 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 76.3 16.2 12.7 4.1 2.5 0.0 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 7 7 8 6 0 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 182,394 : : Positions : : 109,210 121,363 24,565 11,855 29,398 12,299 7,726 3,977 0 0 0 : : : : Changes from: December 6, 2011 : : 2,787 7,162 3,578 1,149 -2,723 1,708 366 -372 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 66.5 13.5 6.5 16.1 6.7 4.2 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 21 5 6 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 1,020,543 : : Positions : : 120,238 158,843 219,381 40,521 85,479 142,439 261,577 225,897 32,976 77,760 121,464 : : : : Changes from: December 6, 2011 : : 14,174 17,621 -4,223 549 4,638 1,286 -2,293 4,048 4,027 3,362 19,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 15.6 21.5 4.0 8.4 14.0 25.6 22.1 3.2 7.6 11.9 : : : : Number of Traders in Each Category Total Traders: 324 : : 51 44 25 12 31 49 86 79 46 42 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 1,939,240 : : Positions : : 227,421 180,235 77,068 67,692 823,990 37,805 107,616 338,112 25,850 9,906 404,646 : : : : Changes from: December 6, 2011 : : 10,982 11,078 26,094 2,004 14,549 -657 8,716 30,259 -15,278 -1,635 39,531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 9.3 4.0 3.5 42.5 1.9 5.5 17.4 1.3 0.5 20.9 : : : : Number of Traders in Each Category Total Traders: 133 : : 39 35 12 15 25 15 23 30 19 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 27,793 : : Positions : : 565 1,007 827 2,546 3,608 6,567 906 2,575 6,655 10,178 4,838 : : : : Changes from: December 6, 2011 : : 0 108 116 1,008 205 0 0 0 696 -342 687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 3.6 3.0 9.2 13.0 23.6 3.3 9.3 23.9 36.6 17.4 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . . 4 . . . 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 74,057 : : Positions : : 2,408 4,397 1,172 4,017 8,466 35,632 34,358 22,223 2,708 133 454 : : : : Changes from: December 6, 2011 : : 24 -73 -85 -381 -159 755 1,075 370 -18 133 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 5.9 1.6 5.4 11.4 48.1 46.4 30.0 3.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 7 . 5 5 7 11 12 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023B41 Open Interest is 25,903 : : Positions : : 967 1,091 3,924 7,505 9,433 5,576 191 3,581 0 783 2,272 : : : : Changes from: December 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.7 4.2 15.1 29.0 36.4 21.5 0.7 13.8 0.0 3.0 8.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 6 5 7 4 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 55,176 : : Positions : : 33,268 15,309 12,295 15,785 4,427 0 9,614 1,852 0 0 0 : : : : Changes from: December 6, 2011 : : 347 1,796 0 0 0 0 -368 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 27.7 22.3 28.6 8.0 0.0 17.4 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 89,102 : : Positions : : 52,315 37,977 13,540 28,696 9,118 1,894 55 3,221 0 0 0 : : : : Changes from: December 6, 2011 : : 776 -137 0 0 0 -330 -273 223 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 42.6 15.2 32.2 10.2 2.1 0.1 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 2,567,913 : : Positions : : 664,210 412,657 153,945 672,048 537,730 262,623 137,341 532,549 192,962 63,857 189,027 : : : : Changes from: December 6, 2011 : : 21,586 -1,109 15,443 8,800 33,736 -2,802 12,194 -16,813 -8,419 4,481 30,596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 16.1 6.0 26.2 20.9 10.2 5.3 20.7 7.5 2.5 7.4 : : : : Number of Traders in Each Category Total Traders: 158 : : 71 60 9 18 26 14 17 27 15 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,150,388 : : Positions : : 124,188 195,436 223,328 310,314 317,251 181,621 47,071 119,359 68,967 46,558 111,321 : : : : Changes from: December 6, 2011 : : 6,388 6,155 2,428 79,094 -6,181 3,667 -2,201 6,376 51,429 -19,404 24,667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 17.0 19.4 27.0 27.6 15.8 4.1 10.4 6.0 4.0 9.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 21 15 9 18 13 10 18 12 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 19,389 : : Positions : : 17,402 10,456 554 7,652 948 45 0 0 195 36 52 : : : : Changes from: December 6, 2011 : : -98 217 0 -281 212 -10 0 -25 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 53.9 2.9 39.5 4.9 0.2 0.0 0.0 1.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 27 4 8 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 9,362 : : Positions : : 8,157 3,553 463 4,953 283 0 0 0 145 90 0 : : : : Changes from: December 6, 2011 : : 45 15 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 38.0 4.9 52.9 3.0 0.0 0.0 0.0 1.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 6,832 : : Positions : : 4,071 4,527 1,900 1,336 656 0 0 0 0 45 25 : : : : Changes from: December 6, 2011 : : 15 59 114 70 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 66.3 27.8 19.6 9.6 0.0 0.0 0.0 0.0 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 13 6 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2011 : 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 9,994 : : Positions : : 5,536 4,225 2,837 4,304 333 0 0 0 0 0 0 : : : : Changes from: December 6, 2011 : : 336 246 15 105 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 42.3 28.4 43.1 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 5 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 16, 2011