NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,977,067: 659,479 130,161 1,603,036 2,700,987 3,226,748 4,963,502 4,959,945: 13,565 17,122 Old : 4,977,067: 659,479 130,161 1,603,036 2,700,987 3,226,748 4,963,502 4,959,945: 13,565 17,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : 33,396: -61,348 17,338 42,265 52,250 -28,915 33,167 30,688: 229 2,708 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 2.6 32.2 54.3 64.8 99.7 99.7: 0.3 0.3 Old : 100.0: 13.3 2.6 32.2 54.3 64.8 99.7 99.7: 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 : : : :# Traders : Number of Traders in Each Category : All : 219: 42 25 55 138 135 202 195: Old : 219: 42 25 55 138 135 202 195: Other: 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 : 23.6 22.8 40.6 39.9 15.5 19.2 22.4 27.5 Old : 23.6 22.8 40.6 39.9 15.5 19.2 22.4 27.5 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 236,696: 3,730 2,959 3,443 214,841 223,770 222,014 230,172: 14,682 6,524 Old : 236,696: 3,730 2,959 3,443 214,841 223,770 222,014 230,172: 14,682 6,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : -13,430: -654 134 105 -10,242 -15,090 -10,791 -14,851: -2,639 1,421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.3 1.5 90.8 94.5 93.8 97.2: 6.2 2.8 Old : 100.0: 1.6 1.3 1.5 90.8 94.5 93.8 97.2: 6.2 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 4 2 3 32 33 36 38: Old : 43: 4 2 3 32 33 36 38: Other: 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 : 43.5 60.6 63.3 73.7 39.2 49.6 51.9 59.5 Old : 43.5 60.6 63.3 73.7 39.2 49.6 51.9 59.5 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 150,935: 5,915 0 2,736 138,782 145,440 147,433 148,176: 3,502 2,759 Old : 150,935: 5,915 0 2,736 138,782 145,440 147,433 148,176: 3,502 2,759 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : 2,697: 2,759 0 -530 1,870 5,477 4,099 4,947: -1,402 -2,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.0 1.8 91.9 96.4 97.7 98.2: 2.3 1.8 Old : 100.0: 3.9 0.0 1.8 91.9 96.4 97.7 98.2: 2.3 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 0 1 27 32 30 33: Old : 36: 3 0 1 27 32 30 33: Other: 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 : 55.6 48.9 76.9 68.9 49.0 47.1 61.8 56.2 Old : 55.6 48.9 76.9 68.9 49.0 47.1 61.8 56.2 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 211,425: 5,784 11,622 733 196,793 193,353 203,310 205,708: 8,115 5,717 Old : 211,425: 5,784 11,622 733 196,793 193,353 203,310 205,708: 8,115 5,717 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : -14,077: -220 -640 151 -13,967 -12,735 -14,036 -13,224: -41 -853 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 5.5 0.3 93.1 91.5 96.2 97.3: 3.8 2.7 Old : 100.0: 2.7 5.5 0.3 93.1 91.5 96.2 97.3: 3.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 2 2 28 33 32 36: Old : 40: 3 2 2 28 33 32 36: Other: 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 40.5 75.4 62.2 53.5 31.0 64.8 51.0 Old : 57.1 40.5 75.4 62.2 53.5 31.0 64.8 51.0 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 711,887: 2,723 862 9,912 688,727 696,529 701,362 707,303: 10,525 4,584 Old : 711,887: 2,723 862 9,912 688,727 696,529 701,362 707,303: 10,525 4,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : 12,532: 1,159 808 281 7,931 11,221 9,371 12,310: 3,161 222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.1 1.4 96.7 97.8 98.5 99.4: 1.5 0.6 Old : 100.0: 0.4 0.1 1.4 96.7 97.8 98.5 99.4: 1.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 3 2 5 51 41 57 47: Old : 61: 3 2 5 51 41 57 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 46.3 56.9 67.1 25.4 40.1 40.5 53.0 Old : 35.8 46.3 56.9 67.1 25.4 40.1 40.5 53.0 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 183,744: 4,753 3,562 2,090 168,795 171,128 175,638 176,780: 8,106 6,964 Old : 183,744: 4,753 3,562 2,090 168,795 171,128 175,638 176,780: 8,106 6,964 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : -14,166: -912 1,244 -156 -12,638 -16,078 -13,706 -14,990: -460 824 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.9 1.1 91.9 93.1 95.6 96.2: 4.4 3.8 Old : 100.0: 2.6 1.9 1.1 91.9 93.1 95.6 96.2: 4.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 3 2 2 25 27 29 30: Old : 41: 3 2 2 25 27 29 30: Other: 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 : 54.4 57.5 70.7 75.5 50.0 57.5 63.6 69.4 Old : 54.4 57.5 70.7 75.5 50.0 57.5 63.6 69.4 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 232,127: 3,696 452 8,249 214,420 220,622 226,365 229,323: 5,762 2,804 Old : 232,127: 3,696 452 8,249 214,420 220,622 226,365 229,323: 5,762 2,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : -23,291: -6,226 -732 3,810 -20,559 -23,670 -22,975 -20,592: -316 -2,699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.2 3.6 92.4 95.0 97.5 98.8: 2.5 1.2 Old : 100.0: 1.6 0.2 3.6 92.4 95.0 97.5 98.8: 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 : : : :# Traders : Number of Traders in Each Category : All : 53: 3 1 4 31 40 35 44: Old : 53: 3 1 4 31 40 35 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 30.1 59.3 50.6 39.3 28.2 52.6 45.6 Old : 42.6 30.1 59.3 50.6 39.3 28.2 52.6 45.6 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 79,032: 5,754 70 1,692 67,328 71,346 74,774 73,108: 4,258 5,924 Old : 79,032: 5,754 70 1,692 67,328 71,346 74,774 73,108: 4,258 5,924 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2012 : : -18,012: 2,389 -1,633 -1,769 -19,670 -13,685 -19,050 -17,087: 1,038 -925 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 0.1 2.1 85.2 90.3 94.6 92.5: 5.4 7.5 Old : 100.0: 7.3 0.1 2.1 85.2 90.3 94.6 92.5: 5.4 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 1 2 19 22 21 24: Old : 31: 1 1 2 19 22 21 24: Other: 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 : 49.9 49.9 77.1 68.2 46.6 47.9 72.7 63.1 Old : 49.9 49.9 77.1 68.2 46.6 47.9 72.7 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012