Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,776,178 : : Positions : :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 : : : : Changes from: December 13, 2011 : : 62,741 37,071 -9,283 713 -9,128 33,300 28,044 -75,295 -11,456 9,897 -31,494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 22.5 6.0 24.5 11.9 8.8 5.5 21.1 0.5 2.9 9.3 : : : : Number of Traders in Each Category Total Traders: 223 : : 107 98 14 21 32 24 13 35 12 18 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 324,030 : : Positions : : 164,206 234,196 79,762 4,803 46,852 12,413 24,070 6,467 465 0 1,386 : : : : Changes from: December 13, 2011 : : 6,618 7,492 5,022 -2,439 3,372 -2,844 4,569 1,216 465 -103 411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 72.3 24.6 1.5 14.5 3.8 7.4 2.0 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 8 . 9 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 164,610 : : Positions : : 114,963 103,692 19,972 36,072 17,865 271 0 4,836 80 0 644 : : : : Changes from: December 13, 2011 : : 2,454 -769 495 3,391 -85 -126 0 5 80 0 644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 63.0 12.1 21.9 10.9 0.2 0.0 2.9 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 30 4 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 319,599 : : Positions : : 230,667 119,955 63,929 151,361 12,288 5,336 28,445 1,997 0 232 124 : : : : Changes from: December 13, 2011 : : -472 2,362 -2,078 -6,320 -539 -853 2,120 -584 0 232 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 37.5 20.0 47.4 3.8 1.7 8.9 0.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 22 4 10 11 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 796,297 : : Positions : : 618,207 354,901 30,147 266,889 122,586 651 25,946 21,389 0 838 789 : : : : Changes from: December 13, 2011 : : -1,349 5,664 -1,122 -12,796 1,174 68 2,588 -273 0 427 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 44.6 3.8 33.5 15.4 0.1 3.3 2.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 27 8 14 20 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 231,825 : : Positions : : 152,997 190,648 50,851 7,006 4,433 9,458 19,683 4,677 0 0 0 : : : : Changes from: December 13, 2011 : : 3,705 5,021 110 -31 -154 428 0 103 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 82.2 21.9 3.0 1.9 4.1 8.5 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 29 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 396,521 : : Positions : : 282,355 301,574 57,284 51,648 18,492 9,898 21 18,283 0 0 0 : : : : Changes from: December 13, 2011 : : 10,516 1,610 -6,404 1,853 2,468 62 21 -2,428 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 76.1 14.4 13.0 4.7 2.5 0.0 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 28 7 7 8 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 170,274 : : Positions : : 126,375 81,995 7,975 44,529 18,429 6,556 8,004 8,083 0 0 0 : : : : Changes from: December 13, 2011 : : 17,165 -39,368 -16,590 32,674 -10,969 -5,743 278 4,106 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 48.2 4.7 26.2 10.8 3.9 4.7 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 19 4 7 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,032,909 : : Positions : : 112,242 154,025 216,645 39,526 93,320 145,952 261,994 230,739 34,167 79,442 126,795 : : : : Changes from: December 13, 2011 : : -7,995 -4,817 -2,736 -995 7,842 3,514 417 4,842 1,191 1,682 5,331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.9 21.0 3.8 9.0 14.1 25.4 22.3 3.3 7.7 12.3 : : : : Number of Traders in Each Category Total Traders: 318 : : 51 44 27 11 33 53 83 80 46 40 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 2,041,814 : : Positions : : 238,834 191,544 83,074 68,869 841,269 39,451 118,307 374,530 30,240 10,227 429,786 : : : : Changes from: December 13, 2011 : : 11,413 11,308 6,006 1,177 17,279 1,645 10,691 36,418 4,390 322 25,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 9.4 4.1 3.4 41.2 1.9 5.8 18.3 1.5 0.5 21.0 : : : : Number of Traders in Each Category Total Traders: 134 : : 38 35 11 16 25 16 22 30 21 8 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 29,047 : : Positions : : 565 1,134 1,827 2,545 3,614 6,567 906 2,575 6,747 10,948 4,984 : : : : Changes from: December 13, 2011 : : 0 127 1,000 -1 6 0 0 0 92 770 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.9 3.9 6.3 8.8 12.4 22.6 3.1 8.9 23.2 37.7 17.2 : : : : Number of Traders in Each Category Total Traders: 25 : : . . . . 4 . . . 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 82,475 : : Positions : : 2,427 4,754 1,202 5,327 8,313 40,305 37,730 25,685 3,028 131 474 : : : : Changes from: December 13, 2011 : : 20 357 30 1,310 -154 4,673 3,372 3,461 321 -2 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 5.8 1.5 6.5 10.1 48.9 45.7 31.1 3.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 8 . 4 5 7 12 13 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 27,601 : : Positions : : 1,677 1,438 3,688 7,155 10,356 4,917 200 4,371 0 606 2,443 : : : : Changes from: December 13, 2011 : : 710 348 -236 -350 923 -659 9 790 0 -177 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 5.2 13.4 25.9 37.5 17.8 0.7 15.8 0.0 2.2 8.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . 5 6 7 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 2011 : : 0 0 0 0 0 0 0 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 20, 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 89,617 : : Positions : : 52,621 38,358 13,540 28,696 9,118 1,987 321 3,120 0 0 0 : : : : Changes from: December 13, 2011 : : 306 381 0 0 0 93 266 -101 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 42.8 15.1 32.0 10.2 2.2 0.4 3.5 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 20, 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 2,626,020 : : Positions : : 681,501 423,975 165,560 679,270 548,423 262,547 150,763 536,043 200,286 67,103 198,780 : : : : Changes from: December 13, 2011 : : 17,291 11,318 11,615 7,222 10,693 -76 13,422 3,494 7,324 3,246 9,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 16.1 6.3 25.9 20.9 10.0 5.7 20.4 7.6 2.6 7.6 : : : : Number of Traders in Each Category Total Traders: 160 : : 72 62 10 17 26 14 19 30 14 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,183,047 : : Positions : : 130,171 204,262 215,856 317,372 320,648 201,475 41,785 126,319 65,903 51,566 117,625 : : : : Changes from: December 13, 2011 : : 5,983 8,826 -7,472 7,058 3,397 19,854 -5,286 6,960 -3,064 5,008 6,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 17.3 18.2 26.8 27.1 17.0 3.5 10.7 5.6 4.4 9.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 19 21 14 10 18 13 10 19 9 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 19,713 : : Positions : : 17,686 10,769 529 7,661 983 45 0 0 235 36 42 : : : : Changes from: December 13, 2011 : : 284 313 -25 9 35 0 0 0 40 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 54.6 2.7 38.9 5.0 0.2 0.0 0.0 1.2 0.2 0.2 : : : : 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 20, 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 9,343 : : Positions : : 8,167 3,533 463 4,983 283 0 0 0 145 90 0 : : : : Changes from: December 13, 2011 : : 10 -20 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 37.8 5.0 53.3 3.0 0.0 0.0 0.0 1.6 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 20, 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 6,907 : : Positions : : 4,181 4,640 1,915 1,356 636 0 0 0 0 65 25 : : : : Changes from: December 13, 2011 : : 110 113 15 20 -20 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.2 27.7 19.6 9.2 0.0 0.0 0.0 0.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 6 5 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 9,969 : : Positions : : 5,456 4,335 2,837 4,229 333 0 0 0 40 0 0 : : : : Changes from: December 13, 2011 : : -80 110 0 -75 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 43.5 28.5 42.4 3.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 5 4 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2011