NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 4,568,414: 1,810,284 1,021,411 234,885 1,151,720 585,422 428,669 221,072 990,223 39,396 119,156 443,303: 36,232 36,107
Old : 4,568,414: 1,810,284 1,021,411 234,885 1,151,720 585,422 428,669 221,072 990,223 39,396 119,156 443,303: 36,232 36,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -199,512: -116,016 -49,628 -61,957 -58,651 42,798 -28,887 -47,472 -21,930 24,704 -22,931 12,200: -50,424 -53,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 22.4 5.1 25.2 12.8 9.4 4.8 21.7 0.9 2.6 9.7: 0.8 0.8
Old : 100.0: 39.6 22.4 5.1 25.2 12.8 9.4 4.8 21.7 0.9 2.6 9.7: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 218: 105 97 13 21 31 20 17 32 12 16 26:
Old : 218: 105 97 13 21 31 20 17 32 12 16 26:
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 : 22.5 21.0 37.7 36.0 16.2 15.9 21.9 25.4
Old : 22.5 21.0 37.7 36.0 16.2 15.9 21.9 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 340,079: 164,790 227,524 82,626 8,742 51,864 15,630 34,580 9,621 374 0 1,184: 13,990 6,564
Old : 340,079: 164,790 227,524 82,626 8,742 51,864 15,630 34,580 9,621 374 0 1,184: 13,990 6,564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 15,871: 1,433 -3,032 3,052 2,317 5,546 3,688 10,656 1,098 88 0 -182: 1,148 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 66.9 24.3 2.6 15.3 4.6 10.2 2.8 0.1 0.0 0.3: 4.1 1.9
Old : 100.0: 48.5 66.9 24.3 2.6 15.3 4.6 10.2 2.8 0.1 0.0 0.3: 4.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 24 9 . 10 6 . 6 . 0 .:
Old : 50: 27 24 9 . 10 6 . 6 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 48.3 55.7 75.1 27.0 45.7 44.7 59.1
Old : 35.6 48.3 55.7 75.1 27.0 45.7 44.7 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 167,054: 113,139 104,808 21,552 36,884 17,721 1,983 0 5,147 177 0 702: 6,633 1,792
Old : 167,054: 113,139 104,808 21,552 36,884 17,721 1,983 0 5,147 177 0 702: 6,633 1,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,126: -1,400 -1,422 947 1,365 -889 -60 0 -56 124 0 -124: 332 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 62.7 12.9 22.1 10.6 1.2 0.0 3.1 0.1 0.0 0.4: 4.0 1.1
Old : 100.0: 67.7 62.7 12.9 22.1 10.6 1.2 0.0 3.1 0.1 0.0 0.4: 4.0 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 : 44: 25 29 4 7 9 . 0 . . 0 .:
Old : 44: 25 29 4 7 9 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 42.1 71.7 59.8 48.6 40.0 58.3 53.3
Old : 54.5 42.1 71.7 59.8 48.6 40.0 58.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 325,554: 232,919 120,924 64,126 153,062 13,037 7,262 28,377 2,400 0 352 62: 5,748 7,340
Old : 325,554: 232,919 120,924 64,126 153,062 13,037 7,262 28,377 2,400 0 352 62: 5,748 7,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,710: 655 146 373 2,473 1,080 1,498 756 186 0 0 0: -82 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 37.1 19.7 47.0 4.0 2.2 8.7 0.7 0.0 0.1 0.0: 1.8 2.3
Old : 100.0: 71.5 37.1 19.7 47.0 4.0 2.2 8.7 0.7 0.0 0.1 0.0: 1.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 22 4 9 10 . . 4 0 . .:
Old : 46: 22 22 4 9 10 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 42.8 75.3 67.8 55.5 40.3 73.7 63.1
Old : 56.0 42.8 75.3 67.8 55.5 40.3 73.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 836,615: 645,037 373,451 29,641 263,440 137,868 744 38,047 19,372 0 443 636: 3,317 3,358
Old : 836,615: 645,037 373,451 29,641 263,440 137,868 744 38,047 19,372 0 443 636: 3,317 3,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 30,526: 20,392 15,336 -3,472 -1,604 13,437 93 3,332 -595 0 -118 -29: 700 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 44.6 3.5 31.5 16.5 0.1 4.5 2.3 0.0 0.1 0.1: 0.4 0.4
Old : 100.0: 77.1 44.6 3.5 31.5 16.5 0.1 4.5 2.3 0.0 0.1 0.1: 0.4 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 : 67: 35 27 8 14 20 . 4 4 0 . .:
Old : 67: 35 27 8 14 20 . 4 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 43.4 58.7 59.9 25.0 25.9 38.1 35.7
Old : 39.1 43.4 58.7 59.9 25.0 25.9 38.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 239,247: 151,987 198,556 62,200 7,130 4,791 9,406 18,087 4,932 0 0 0: 5,931 5,751
Old : 239,247: 151,987 198,556 62,200 7,130 4,791 9,406 18,087 4,932 0 0 0: 5,931 5,751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,106: -5,291 3,744 8,120 62 203 816 -232 -188 0 0 0: -554 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 83.0 26.0 3.0 2.0 3.9 7.6 2.1 0.0 0.0 0.0: 2.5 2.4
Old : 100.0: 63.5 83.0 26.0 3.0 2.0 3.9 7.6 2.1 0.0 0.0 0.0: 2.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 30 5 . 5 . . . 0 0 0:
Old : 48: 32 30 5 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 58.8 60.1 74.4 35.9 58.6 52.0 71.2
Old : 41.1 58.8 60.1 74.4 35.9 58.6 52.0 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 392,257: 294,199 297,198 47,949 52,140 17,995 7,090 60 17,712 0 0 0: 7,312 7,152
Old : 392,257: 294,199 297,198 47,949 52,140 17,995 7,090 60 17,712 0 0 0: 7,312 7,152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,013: 8,921 1,998 -4,857 -31 -248 -1,937 -31 -14 0 0 0: 148 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 75.8 12.2 13.3 4.6 1.8 0.0 4.5 0.0 0.0 0.0: 1.9 1.8
Old : 100.0: 75.0 75.8 12.2 13.3 4.6 1.8 0.0 4.5 0.0 0.0 0.0: 1.9 1.8
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 : 59: 33 29 7 7 8 6 . 6 0 0 0:
Old : 59: 33 29 7 7 8 6 . 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 61.5 49.0 72.1 29.3 60.3 45.5 67.4
Old : 31.8 61.5 49.0 72.1 29.3 60.3 45.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 174,777: 130,770 73,173 6,611 56,178 17,988 8,461 9,994 8,120 0 0 0: 2,827 9,324
Old : 174,777: 130,770 73,173 6,611 56,178 17,988 8,461 9,994 8,120 0 0 0: 2,827 9,324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,411: -1,820 -3,889 96 3,369 638 3,096 1,748 -638 0 0 0: 39 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 41.9 3.8 32.1 10.3 4.8 5.7 4.6 0.0 0.0 0.0: 1.6 5.3
Old : 100.0: 74.8 41.9 3.8 32.1 10.3 4.8 5.7 4.6 0.0 0.0 0.0: 1.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 20 4 7 9 . . . 0 0 0:
Old : 40: 18 20 4 7 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 41.1 65.9 56.4 43.2 38.6 54.6 53.0
Old : 48.4 41.1 65.9 56.4 43.2 38.6 54.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 1,044,828: 95,717 133,909 213,483 38,428 100,889 151,025 260,014 252,112 30,742 82,893 127,420: 73,441 49,164
Old : 1,044,828: 95,717 133,909 213,483 38,428 100,889 151,025 260,014 252,112 30,742 82,893 127,420: 73,441 49,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 19,516: -12,492 -10,658 506 720 3,526 6,578 -8,703 12,845 -6,904 6,273 15,411: 46 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.8 20.4 3.7 9.7 14.5 24.9 24.1 2.9 7.9 12.2: 7.0 4.7
Old : 100.0: 9.2 12.8 20.4 3.7 9.7 14.5 24.9 24.1 2.9 7.9 12.2: 7.0 4.7
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 : 317: 46 39 27 10 31 52 86 84 46 39 56:
Old : 317: 46 39 27 10 31 52 86 84 46 39 56:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 19.4 29.9 31.2 12.0 13.9 18.0 19.1
Old : 16.5 19.4 29.9 31.2 12.0 13.9 18.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 1,933,480: 221,458 171,952 80,047 67,441 808,078 42,606 120,830 355,469 28,291 9,177 393,256: 4,275 7,276
Old : 1,933,480: 221,458 171,952 80,047 67,441 808,078 42,606 120,830 355,469 28,291 9,177 393,256: 4,275 7,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 87,997: 9,942 7,004 595 -682 21,069 1,568 6,822 34,836 2,669 1,386 17,236: 82 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.9 4.1 3.5 41.8 2.2 6.2 18.4 1.5 0.5 20.3: 0.2 0.4
Old : 100.0: 11.5 8.9 4.1 3.5 41.8 2.2 6.2 18.4 1.5 0.5 20.3: 0.2 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 : 126: 37 34 11 16 25 13 23 26 19 5 21:
Old : 126: 37 34 11 16 25 13 23 26 19 5 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 33.7 53.6 56.0 4.6 5.2 7.0 7.0
Old : 33.5 33.7 53.6 56.0 4.6 5.2 7.0 7.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 86,320: 2,384 4,726 1,783 6,053 7,775 40,816 38,924 28,076 2,854 153 497: 2,136 117
Old : 86,320: 2,384 4,726 1,783 6,053 7,775 40,816 38,924 28,076 2,854 153 497: 2,136 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,958: -18 -33 93 600 -107 776 1,782 821 292 20 -5: 1,106 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.5 2.1 7.0 9.0 47.3 45.1 32.5 3.3 0.2 0.6: 2.5 0.1
Old : 100.0: 2.8 5.5 2.1 7.0 9.0 47.3 45.1 32.5 3.3 0.2 0.6: 2.5 0.1
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 : 41: 6 8 . . 5 7 13 13 4 . .:
Old : 41: 6 8 . . 5 7 13 13 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 : 74.8 52.7 87.0 75.8 47.6 34.0 52.2 47.5
Old : 74.8 52.7 87.0 75.8 47.6 34.0 52.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 51,331: 30,656 15,123 12,782 14,805 3,444 0 9,010 1,480 0 0 0: 2,969 7,469
Old : 51,331: 30,656 15,123 12,782 14,805 3,444 0 9,010 1,480 0 0 0: 2,969 7,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,845: -3,160 -434 487 -980 -983 0 -542 -310 0 0 0: 121 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 29.5 24.9 28.8 6.7 0.0 17.6 2.9 0.0 0.0 0.0: 5.8 14.6
Old : 100.0: 59.7 29.5 24.9 28.8 6.7 0.0 17.6 2.9 0.0 0.0 0.0: 5.8 14.6
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: 8 8 4 . 4 0 . . 0 0 0:
Old : 21: 8 8 4 . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 56.5 80.1 71.2 50.7 50.4 72.2 62.3
Old : 53.3 56.5 80.1 71.2 50.7 50.4 72.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 84,635: 49,350 36,171 13,077 26,421 9,118 1,065 490 2,868 0 0 0: 9,157 9,567
Old : 84,635: 49,350 36,171 13,077 26,421 9,118 1,065 490 2,868 0 0 0: 9,157 9,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -5,098: -3,231 -2,304 -463 -2,327 0 -984 317 -346 0 0 0: -74 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 42.7 15.5 31.2 10.8 1.3 0.6 3.4 0.0 0.0 0.0: 10.8 11.3
Old : 100.0: 58.3 42.7 15.5 31.2 10.8 1.3 0.6 3.4 0.0 0.0 0.0: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . 5 . . . . 0 0 0:
Old : 24: 12 10 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 40.6 68.5 65.0 33.9 36.5 53.8 57.1
Old : 45.6 40.6 68.5 65.0 33.9 36.5 53.8 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 2,464,494: 602,071 398,070 152,781 643,871 508,361 293,389 128,702 500,021 182,240 72,932 187,766: 37,865 24,771
Old : 2,464,494: 602,071 398,070 152,781 643,871 508,361 293,389 128,702 500,021 182,240 72,932 187,766: 37,865 24,771
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -166,180: -91,410 -31,326 11,042 -41,319 -40,267 3,845 -21,366 -31,289 -8,575 12,873 -14,084: 4,558 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.2 6.2 26.1 20.6 11.9 5.2 20.3 7.4 3.0 7.6: 1.5 1.0
Old : 100.0: 24.4 16.2 6.2 26.1 20.6 11.9 5.2 20.3 7.4 3.0 7.6: 1.5 1.0
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 : 152: 64 55 7 19 25 20 13 27 14 10 19:
Old : 152: 64 55 7 19 25 20 13 27 14 10 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 26.8 40.6 42.7 14.7 17.0 22.1 25.0
Old : 25.4 26.8 40.6 42.7 14.7 17.0 22.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 1,097,876: 114,239 183,461 229,668 323,350 287,916 161,551 40,607 117,464 81,717 41,743 100,218: 5,103 3,117
Old : 1,097,876: 114,239 183,461 229,668 323,350 287,916 161,551 40,607 117,464 81,717 41,743 100,218: 5,103 3,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -99,922: -20,703 -24,519 12,306 3,151 -28,505 -57,001 -13,166 -2,348 14,336 -16,631 -17,719: -288 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.7 20.9 29.5 26.2 14.7 3.7 10.7 7.4 3.8 9.1: 0.5 0.3
Old : 100.0: 10.4 16.7 20.9 29.5 26.2 14.7 3.7 10.7 7.4 3.8 9.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 18 18 14 10 17 10 11 16 8 8 13:
Old : 82: 18 18 14 10 17 10 11 16 8 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 40.7 57.8 62.4 19.9 27.7 31.9 40.7
Old : 37.8 40.7 57.8 62.4 19.9 27.7 31.9 40.7
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 - Options and Futures Combined, January 3, 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 : 20,442: 18,538 11,493 529 7,776 905 45 0 0 250 36 42: 133 190
Old : 20,442: 18,538 11,493 529 7,776 905 45 0 0 250 36 42: 133 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 621: 703 588 0 115 -82 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 56.2 2.6 38.0 4.4 0.2 0.0 0.0 1.2 0.2 0.2: 0.7 0.9
Old : 100.0: 90.7 56.2 2.6 38.0 4.4 0.2 0.0 0.0 1.2 0.2 0.2: 0.7 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 : 53: 32 28 4 8 6 . 0 0 . . .:
Old : 53: 32 28 4 8 6 . 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 : 37.0 40.3 58.6 61.7 25.7 37.1 39.0 51.6
Old : 37.0 40.3 58.6 61.7 25.7 37.1 39.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 5,695: 3,483 3,519 1,340 959 738 0 0 0 0 85 0: 134 394
Old : 5,695: 3,483 3,519 1,340 959 738 0 0 0 0 85 0: 134 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,336: -678 -1,131 -545 -337 -72 0 0 0 0 20 -25: -16 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 61.8 23.5 16.8 13.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.4 6.9
Old : 100.0: 61.2 61.8 23.5 16.8 13.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.4 6.9
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 : 24: 10 11 5 4 6 0 0 0 0 . 0:
Old : 24: 10 11 5 4 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 : 58.1 49.4 82.1 76.6 52.8 41.3 62.4 54.6
Old : 58.1 49.4 82.1 76.6 52.8 41.3 62.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, January 3, 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 : 8,901: 4,757 3,205 2,580 4,151 330 0 0 0 45 0 0: 1,189 1,215
Old : 8,901: 4,757 3,205 2,580 4,151 330 0 0 0 45 0 0: 1,189 1,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -993: -624 -1,025 -257 -108 -3 0 0 0 5 0 0: -114 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 36.0 29.0 46.6 3.7 0.0 0.0 0.0 0.5 0.0 0.0: 13.4 13.7
Old : 100.0: 53.4 36.0 29.0 46.6 3.7 0.0 0.0 0.0 0.5 0.0 0.0: 13.4 13.7
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 : 23: 11 9 4 4 . 0 0 0 . 0 0:
Old : 23: 11 9 4 4 . 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 : 59.3 55.2 77.3 77.8 59.3 54.4 75.7 74.6
Old : 59.3 55.2 77.3 77.8 59.3 54.4 75.7 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012