NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 4,974,546: 1,744,358 1,253,748 453,284 1,386,440 577,925 459,185 69,529 892,367 162,512 105,929 667,735: 17,180 20,873
Old : 4,974,546: 1,744,358 1,253,748 453,284 1,386,440 577,925 459,185 69,529 892,367 162,512 105,929 667,735: 17,180 20,873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -2,521: 42,616 20,859 17,310 -44,148 14,654 10,006 4,569 -32,782 -47,788 40,728 -10,152: 3,615 3,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 25.2 9.1 27.9 11.6 9.2 1.4 17.9 3.3 2.1 13.4: 0.3 0.4
Old : 100.0: 35.1 25.2 9.1 27.9 11.6 9.2 1.4 17.9 3.3 2.1 13.4: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 110 107 12 21 30 22 9 26 17 23 34:
Old : 226: 110 107 12 21 30 22 9 26 17 23 34:
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 : 22.7 23.1 39.8 40.2 16.3 19.2 23.2 27.3
Old : 22.7 23.1 39.8 40.2 16.3 19.2 23.2 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 242,273: 140,865 160,084 47,949 36,589 29,938 1,936 0 3,930 1,728 0 797: 15,130 10,935
Old : 242,273: 140,865 160,084 47,949 36,589 29,938 1,936 0 3,930 1,728 0 797: 15,130 10,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 5,577: 389 1,237 3,027 1,109 495 -1,021 -1,805 1,324 955 -1,154 -40: 448 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 66.1 19.8 15.1 12.4 0.8 0.0 1.6 0.7 0.0 0.3: 6.2 4.5
Old : 100.0: 58.1 66.1 19.8 15.1 12.4 0.8 0.0 1.6 0.7 0.0 0.3: 6.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 23 7 . 10 . 0 . . 0 .:
Old : 43: 23 23 7 . 10 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 62.6 61.5 75.9 38.9 51.3 50.8 62.0
Old : 43.4 62.6 61.5 75.9 38.9 51.3 50.8 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 155,560: 99,576 95,036 23,145 33,415 20,426 3,106 0 3,192 2,219 0 551: 3,345 2,940
Old : 155,560: 99,576 95,036 23,145 33,415 20,426 3,106 0 3,192 2,219 0 551: 3,345 2,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,625: 3,297 3,084 2,031 1,316 -963 -145 0 456 -445 0 551: -157 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 61.1 14.9 21.5 13.1 2.0 0.0 2.1 1.4 0.0 0.4: 2.2 1.9
Old : 100.0: 64.0 61.1 14.9 21.5 13.1 2.0 0.0 2.1 1.4 0.0 0.4: 2.2 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 : 37: 18 21 . 8 10 . 0 . . 0 .:
Old : 37: 18 21 . 8 10 . 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 : 57.1 48.9 76.5 67.5 52.5 44.9 62.4 57.6
Old : 57.1 48.9 76.5 67.5 52.5 44.9 62.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 214,956: 152,361 104,311 16,216 64,148 30,320 6,318 9,977 567 86 770 1,216: 7,872 3,647
Old : 214,956: 152,361 104,311 16,216 64,148 30,320 6,318 9,977 567 86 770 1,216: 7,872 3,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 3,531: 1,143 4,924 -79 -538 1,040 1,374 -1,167 -54 -754 292 1,104: -243 -2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 48.5 7.5 29.8 14.1 2.9 4.6 0.3 0.0 0.4 0.6: 3.7 1.7
Old : 100.0: 70.9 48.5 7.5 29.8 14.1 2.9 4.6 0.3 0.0 0.4 0.6: 3.7 1.7
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 : 43: 19 22 4 8 10 . . . . . .:
Old : 43: 19 22 4 8 10 . . . . . .:
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 : 59.7 40.2 76.7 62.0 55.9 31.7 67.7 51.5
Old : 59.7 40.2 76.7 62.0 55.9 31.7 67.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 691,503: 533,870 200,855 14,870 356,970 119,235 2,992 948 9,600 23 54 618: 10,295 3,223
Old : 691,503: 533,870 200,855 14,870 356,970 119,235 2,992 948 9,600 23 54 618: 10,295 3,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -20,384: -14,594 -9,825 1,536 -1,950 -7,694 327 815 -60 -35 -675 366: -230 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 29.0 2.2 51.6 17.2 0.4 0.1 1.4 0.0 0.0 0.1: 1.5 0.5
Old : 100.0: 77.2 29.0 2.2 51.6 17.2 0.4 0.1 1.4 0.0 0.0 0.1: 1.5 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 : 62: 33 26 7 12 17 . . 4 . . .:
Old : 62: 33 26 7 12 17 . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 45.2 55.7 64.4 26.6 41.5 42.4 54.8
Old : 34.2 45.2 55.7 64.4 26.6 41.5 42.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 192,581: 119,343 167,976 52,074 5,839 6,707 3,760 3,754 929 310 0 0: 9,458 7,376
Old : 192,581: 119,343 167,976 52,074 5,839 6,707 3,760 3,754 929 310 0 0: 9,458 7,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 8,837: 8,635 10,274 1,574 0 -880 -540 192 -456 -143 0 -705: 1,352 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 87.2 27.0 3.0 3.5 2.0 1.9 0.5 0.2 0.0 0.0: 4.9 3.8
Old : 100.0: 62.0 87.2 27.0 3.0 3.5 2.0 1.9 0.5 0.2 0.0 0.0: 4.9 3.8
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 : 41: 21 24 . . . . . . . 0 0:
Old : 41: 21 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 58.3 70.7 76.7 49.1 58.3 62.4 70.3
Old : 53.4 58.3 70.7 76.7 49.1 58.3 62.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 232,817: 177,138 150,769 33,261 68,850 3,732 7,236 0 5,484 0 1,005 173: 5,793 2,804
Old : 232,817: 177,138 150,769 33,261 68,850 3,732 7,236 0 5,484 0 1,005 173: 5,793 2,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 690: -382 -551 279 3,466 -186 3,540 0 -2,489 0 553 -103: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 64.8 14.3 29.6 1.6 3.1 0.0 2.4 0.0 0.4 0.1: 2.5 1.2
Old : 100.0: 76.1 64.8 14.3 29.6 1.6 3.1 0.0 2.4 0.0 0.4 0.1: 2.5 1.2
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 : 53: 25 28 . 11 . . 0 . 0 . .:
Old : 53: 25 28 . 11 . . 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 : 41.2 30.3 59.1 51.5 37.8 28.7 51.3 46.4
Old : 41.2 30.3 59.1 51.5 37.8 28.7 51.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 80,798: 53,536 28,537 13,347 41,448 1,221 4,387 0 1,319 1,426 0 0: 5,562 8,273
Old : 80,798: 53,536 28,537 13,347 41,448 1,221 4,387 0 1,319 1,426 0 0: 5,562 8,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 1,766: 776 -1,014 56 930 -56 -1,367 0 413 1,426 -70 -786: 1,304 2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 35.3 16.5 51.3 1.5 5.4 0.0 1.6 1.8 0.0 0.0: 6.9 10.2
Old : 100.0: 66.3 35.3 16.5 51.3 1.5 5.4 0.0 1.6 1.8 0.0 0.0: 6.9 10.2
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 : 30: 14 13 . 7 4 . 0 . . 0 0:
Old : 30: 14 13 . 7 4 . 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 : 49.1 50.4 74.7 68.5 47.4 47.8 69.9 62.7
Old : 49.1 50.4 74.7 68.5 47.4 47.8 69.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,167,143: 131,117 165,938 212,053 64,824 103,206 212,399 278,231 243,473 37,262 107,854 157,243: 70,390 46,374
Old : 1,167,143: 131,117 165,938 212,053 64,824 103,206 212,399 278,231 243,473 37,262 107,854 157,243: 70,390 46,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 29,439: 19,410 13,462 3,033 -8,241 10,214 1,407 17,251 -2,985 9,212 3,635 -6,895: -3,957 2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.2 18.2 5.6 8.8 18.2 23.8 20.9 3.2 9.2 13.5: 6.0 4.0
Old : 100.0: 11.2 14.2 18.2 5.6 8.8 18.2 23.8 20.9 3.2 9.2 13.5: 6.0 4.0
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 : 294: 48 34 23 13 28 57 62 74 33 40 58:
Old : 294: 48 34 23 13 28 57 62 74 33 40 58:
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 : 18.1 25.2 30.0 38.1 10.9 16.5 19.1 23.8
Old : 18.1 25.2 30.0 38.1 10.9 16.5 19.1 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 147,148: 24,562 17,476 10,778 8,700 36,224 22,783 700 1,603 22,486 54,483 25,687: 3,025 2,275
Old : 147,148: 24,562 17,476 10,778 8,700 36,224 22,783 700 1,603 22,486 54,483 25,687: 3,025 2,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 12,882: 2,867 1,827 -1,050 -653 6,864 -1,000 0 251 806 295 3,941: 203 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.9 7.3 5.9 24.6 15.5 0.5 1.1 15.3 37.0 17.5: 2.1 1.5
Old : 100.0: 16.7 11.9 7.3 5.9 24.6 15.5 0.5 1.1 15.3 37.0 17.5: 2.1 1.5
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 : 49: 13 13 . 9 11 4 . 4 9 8 12:
Old : 49: 13 13 . 9 11 4 . 4 9 8 12:
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 : 39.8 48.5 56.8 74.2 30.1 35.2 40.4 42.5
Old : 39.8 48.5 56.8 74.2 30.1 35.2 40.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,449,578: 581,936 552,894 179,063 782,007 390,010 220,725 26,961 467,059 365,819 596 204,084: 40,882 25,967
Old : 2,449,578: 581,936 552,894 179,063 782,007 390,010 220,725 26,961 467,059 365,819 596 204,084: 40,882 25,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -2,745: 8,434 13,883 -22,343 -4,881 8,636 -27,393 -12,205 -5,729 37,187 -540 -3,717: 2,180 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.6 7.3 31.9 15.9 9.0 1.1 19.1 14.9 0.0 8.3: 1.7 1.1
Old : 100.0: 23.8 22.6 7.3 31.9 15.9 9.0 1.1 19.1 14.9 0.0 8.3: 1.7 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 : 142: 61 55 4 18 23 19 6 24 21 . 18:
Old : 142: 61 55 4 18 23 19 6 24 21 . 18:
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 : 23.5 26.1 37.2 43.8 12.4 18.1 21.7 28.1
Old : 23.5 26.1 37.2 43.8 12.4 18.1 21.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 955,675: 101,806 138,683 280,132 97,763 285,972 70,646 106,418 101,421 18,413 127,639 94,033: 3,252 3,746
Old : 955,675: 101,806 138,683 280,132 97,763 285,972 70,646 106,418 101,421 18,413 127,639 94,033: 3,252 3,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -1,423: 3,748 1,437 -6,766 -5,112 7,027 -10,350 -944 -551 335 -7,839 5,039: 95 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.5 29.3 10.2 29.9 7.4 11.1 10.6 1.9 13.4 9.8: 0.3 0.4
Old : 100.0: 10.7 14.5 29.3 10.2 29.9 7.4 11.1 10.6 1.9 13.4 9.8: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 91: 18 20 15 7 18 10 13 15 9 15 18:
Old : 91: 18 20 15 7 18 10 13 15 9 15 18:
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 : 40.4 31.8 60.6 55.9 20.3 20.8 29.0 29.7
Old : 40.4 31.8 60.6 55.9 20.3 20.8 29.0 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 32,361: 27,953 26,864 736 3,436 1,706 900 0 0 375 0 63: 628 292
Old : 32,361: 27,953 26,864 736 3,436 1,706 900 0 0 375 0 63: 628 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 630: 408 76 -30 77 477 -360 0 0 0 0 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 83.0 2.3 10.6 5.3 2.8 0.0 0.0 1.2 0.0 0.2: 1.9 0.9
Old : 100.0: 86.4 83.0 2.3 10.6 5.3 2.8 0.0 0.0 1.2 0.0 0.2: 1.9 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 : 43: 29 25 . 8 6 . 0 0 . 0 .:
Old : 43: 29 25 . 8 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 : 44.4 54.7 63.8 72.9 40.1 43.8 49.2 52.4
Old : 44.4 54.7 63.8 72.9 40.1 43.8 49.2 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,566: 4,265 3,028 0 3,198 156 1,710 0 0 0 0 0: 435 184
Old : 6,566: 4,265 3,028 0 3,198 156 1,710 0 0 0 0 0: 435 184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 234: 126 96 0 0 108 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 46.1 0.0 48.7 2.4 26.0 0.0 0.0 0.0 0.0 0.0: 6.6 2.8
Old : 100.0: 65.0 46.1 0.0 48.7 2.4 26.0 0.0 0.0 0.0 0.0 0.0: 6.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 0 6 . . 0 0 0 0 0:
Old : 23: 11 12 0 6 . . 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 : 64.7 52.8 86.9 79.3 58.5 44.7 64.0 58.2
Old : 64.7 52.8 86.9 79.3 58.5 44.7 64.0 58.2
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 - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,362: 4,732 3,302 434 747 753 0 360 0 92 700 41: 310 459
Old : 6,362: 4,732 3,302 434 747 753 0 360 0 92 700 41: 310 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -16: -92 109 75 -75 27 0 -60 0 -20 300 -17: 11 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 51.9 6.8 11.7 11.8 0.0 5.7 0.0 1.4 11.0 0.6: 4.9 7.2
Old : 100.0: 74.4 51.9 6.8 11.7 11.8 0.0 5.7 0.0 1.4 11.0 0.6: 4.9 7.2
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 : 33: 16 19 . 4 5 0 . 0 . . .:
Old : 33: 16 19 . 4 5 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 : 48.8 40.2 65.5 60.7 45.8 36.9 58.9 54.8
Old : 48.8 40.2 65.5 60.7 45.8 36.9 58.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,723: 5,068 4,663 3,238 4,534 132 0 0 0 795 0 0: 490 394
Old : 9,723: 5,068 4,663 3,238 4,534 132 0 0 0 795 0 0: 490 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 157: 47 20 -3 97 0 0 0 0 100 0 0: 13 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 48.0 33.3 46.6 1.4 0.0 0.0 0.0 8.2 0.0 0.0: 5.0 4.1
Old : 100.0: 52.1 48.0 33.3 46.6 1.4 0.0 0.0 0.0 8.2 0.0 0.0: 5.0 4.1
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 : 30: 15 13 . 7 . 0 0 0 . 0 0:
Old : 30: 15 13 . 7 . 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 : 55.5 49.1 78.8 74.4 55.5 47.3 69.2 65.7
Old : 55.5 49.1 78.8 74.4 55.5 47.3 69.2 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,364: 3,563 2,165 274 1,994 47 0 0 0 104 0 0: 376 158
Old : 4,364: 3,563 2,165 274 1,994 47 0 0 0 104 0 0: 376 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 38: 60 -66 0 126 -22 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 49.6 6.3 45.7 1.1 0.0 0.0 0.0 2.4 0.0 0.0: 8.6 3.6
Old : 100.0: 81.6 49.6 6.3 45.7 1.1 0.0 0.0 0.0 2.4 0.0 0.0: 8.6 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 : 21: 12 10 . 5 . 0 0 0 . 0 0:
Old : 21: 12 10 . 5 . 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 : 73.0 60.0 84.9 85.1 71.4 59.5 79.3 82.0
Old : 73.0 60.0 84.9 85.1 71.4 59.5 79.3 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012