NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 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 : 4,708,432: 1,881,257 1,073,619 253,083 1,134,535 588,533 389,964 239,283 1,082,678 49,052 125,297 445,911: 17,954 18,576
Old : 4,708,432: 1,881,257 1,073,619 253,083 1,134,535 588,533 389,964 239,283 1,082,678 49,052 125,297 445,911: 17,954 18,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 140,018: 70,973 52,208 18,198 -17,185 3,111 -38,705 18,211 92,455 9,656 6,141 2,608: -18,278 -17,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.8 5.4 24.1 12.5 8.3 5.1 23.0 1.0 2.7 9.5: 0.4 0.4
Old : 100.0: 40.0 22.8 5.4 24.1 12.5 8.3 5.1 23.0 1.0 2.7 9.5: 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 : 226: 107 101 13 22 32 21 18 34 14 16 26:
Old : 226: 107 101 13 22 32 21 18 34 14 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 : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
Old : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
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 10, 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 : 327,063: 166,493 206,862 82,138 12,547 48,500 7,916 45,287 6,535 0 69 1,014: 14,467 6,249
Old : 327,063: 166,493 206,862 82,138 12,547 48,500 7,916 45,287 6,535 0 69 1,014: 14,467 6,249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -13,016: 1,703 -20,662 -488 3,805 -3,364 -7,714 10,707 -3,086 -374 69 -170: 477 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 63.2 25.1 3.8 14.8 2.4 13.8 2.0 0.0 0.0 0.3: 4.4 1.9
Old : 100.0: 50.9 63.2 25.1 3.8 14.8 2.4 13.8 2.0 0.0 0.0 0.3: 4.4 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: 26 22 9 . 10 5 . 7 0 . .:
Old : 50: 26 22 9 . 10 5 . 7 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 : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
Old : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
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 10, 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 : 152,987: 100,565 98,285 23,756 32,015 16,051 2,405 0 3,719 0 0 0: 6,491 2,917
Old : 152,987: 100,565 98,285 23,756 32,015 16,051 2,405 0 3,719 0 0 0: 6,491 2,917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -14,067: -12,574 -6,523 2,204 -4,869 -1,670 422 0 -1,428 -177 0 -702: -142 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 64.2 15.5 20.9 10.5 1.6 0.0 2.4 0.0 0.0 0.0: 4.2 1.9
Old : 100.0: 65.7 64.2 15.5 20.9 10.5 1.6 0.0 2.4 0.0 0.0 0.0: 4.2 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 : 42: 24 25 4 8 10 . 0 . 0 0 0:
Old : 42: 24 25 4 8 10 . 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 : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
Old : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
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 10, 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 : 307,542: 219,073 122,850 60,394 143,301 12,800 8,341 21,067 1,649 0 0 0: 5,285 5,875
Old : 307,542: 219,073 122,850 60,394 143,301 12,800 8,341 21,067 1,649 0 0 0: 5,285 5,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -18,012: -13,846 1,926 -3,732 -9,761 -237 1,079 -7,310 -751 0 -352 -62: -463 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 39.9 19.6 46.6 4.2 2.7 6.9 0.5 0.0 0.0 0.0: 1.7 1.9
Old : 100.0: 71.2 39.9 19.6 46.6 4.2 2.7 6.9 0.5 0.0 0.0 0.0: 1.7 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 : 46: 20 21 4 9 10 . 4 . 0 0 0:
Old : 46: 20 21 4 9 10 . 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 : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
Old : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
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 10, 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 : 785,036: 610,558 336,565 24,036 259,052 130,297 1,940 39,519 15,434 0 358 610: 2,161 3,201
Old : 785,036: 610,558 336,565 24,036 259,052 130,297 1,940 39,519 15,434 0 358 610: 2,161 3,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -51,579: -34,479 -36,886 -5,605 -4,388 -7,571 1,196 1,472 -3,938 0 -85 -26: -1,156 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 42.9 3.1 33.0 16.6 0.2 5.0 2.0 0.0 0.0 0.1: 0.3 0.4
Old : 100.0: 77.8 42.9 3.1 33.0 16.6 0.2 5.0 2.0 0.0 0.0 0.1: 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 : 67: 35 25 7 15 20 . . . 0 . .:
Old : 67: 35 25 7 15 20 . . . 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 : 38.6 42.9 59.0 60.1 28.0 27.1 41.6 37.5
Old : 38.6 42.9 59.0 60.1 28.0 27.1 41.6 37.5
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 10, 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 : 226,554: 143,299 192,300 56,901 6,386 4,968 9,942 14,418 3,163 0 0 0: 8,281 5,319
Old : 226,554: 143,299 192,300 56,901 6,386 4,968 9,942 14,418 3,163 0 0 0: 8,281 5,319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -12,693: -8,688 -6,256 -5,299 -744 177 536 -3,669 -1,769 0 0 0: 2,350 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 84.9 25.1 2.8 2.2 4.4 6.4 1.4 0.0 0.0 0.0: 3.7 2.3
Old : 100.0: 63.3 84.9 25.1 2.8 2.2 4.4 6.4 1.4 0.0 0.0 0.0: 3.7 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 : 44: 28 27 5 . 5 . . . 0 0 0:
Old : 44: 28 27 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 : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 71.5
Old : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 71.5
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 10, 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 : 347,182: 254,649 260,929 47,329 49,704 11,603 10,713 7,505 12,120 0 0 0: 10,768 5,321
Old : 347,182: 254,649 260,929 47,329 49,704 11,603 10,713 7,505 12,120 0 0 0: 10,768 5,321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -45,075: -39,550 -36,269 -620 -2,436 -6,392 3,623 7,445 -5,592 0 0 0: 3,456 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 75.2 13.6 14.3 3.3 3.1 2.2 3.5 0.0 0.0 0.0: 3.1 1.5
Old : 100.0: 73.3 75.2 13.6 14.3 3.3 3.1 2.2 3.5 0.0 0.0 0.0: 3.1 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 : 56: 31 27 7 7 8 4 . 5 0 0 0:
Old : 56: 31 27 7 7 8 4 . 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 : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
Old : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
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 10, 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 : 217,059: 178,581 92,458 6,146 75,246 17,889 2,919 13,880 8,488 0 0 0: 3,036 9,098
Old : 217,059: 178,581 92,458 6,146 75,246 17,889 2,919 13,880 8,488 0 0 0: 3,036 9,098
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 42,282: 47,811 19,285 -465 19,068 -99 -5,542 3,886 368 0 0 0: 209 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 42.6 2.8 34.7 8.2 1.3 6.4 3.9 0.0 0.0 0.0: 1.4 4.2
Old : 100.0: 82.3 42.6 2.8 34.7 8.2 1.3 6.4 3.9 0.0 0.0 0.0: 1.4 4.2
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 : 40: 18 19 4 7 9 . . . 0 0 0:
Old : 40: 18 19 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 : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
Old : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
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 10, 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 : 1,128,230: 94,129 130,379 222,326 52,899 101,143 186,457 290,168 285,226 31,184 86,063 132,817: 74,948 49,535
Old : 1,128,230: 94,129 130,379 222,326 52,899 101,143 186,457 290,168 285,226 31,184 86,063 132,817: 74,948 49,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 83,402: -1,588 -3,530 8,843 14,471 253 35,432 30,154 33,115 442 3,170 5,398: 1,507 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.6 19.7 4.7 9.0 16.5 25.7 25.3 2.8 7.6 11.8: 6.6 4.4
Old : 100.0: 8.3 11.6 19.7 4.7 9.0 16.5 25.7 25.3 2.8 7.6 11.8: 6.6 4.4
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 : 332: 48 42 26 12 33 57 89 82 43 47 62:
Old : 332: 48 42 26 12 33 57 89 82 43 47 62:
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 : 17.9 21.6 31.0 33.2 12.0 14.4 18.9 19.7
Old : 17.9 21.6 31.0 33.2 12.0 14.4 18.9 19.7
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 10, 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 : 2,017,493: 232,246 182,843 81,537 69,516 832,602 46,618 127,180 379,655 31,834 9,615 408,564: 4,435 7,518
Old : 2,017,493: 232,246 182,843 81,537 69,516 832,602 46,618 127,180 379,655 31,834 9,615 408,564: 4,435 7,518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 84,012: 10,789 10,891 1,490 2,074 24,524 4,012 6,349 24,185 3,544 438 15,308: 160 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.1 4.0 3.4 41.3 2.3 6.3 18.8 1.6 0.5 20.3: 0.2 0.4
Old : 100.0: 11.5 9.1 4.0 3.4 41.3 2.3 6.3 18.8 1.6 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 : 136: 38 35 12 16 26 17 25 28 20 6 21:
Old : 136: 38 35 12 16 26 17 25 28 20 6 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 : 33.4 33.6 53.3 55.9 4.8 5.2 7.2 7.0
Old : 33.4 33.6 53.3 55.9 4.8 5.2 7.2 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 10, 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 : 93,672: 2,363 5,243 2,348 7,640 7,571 42,672 38,047 33,746 3,197 352 667: 1,108 406
Old : 93,672: 2,363 5,243 2,348 7,640 7,571 42,672 38,047 33,746 3,197 352 667: 1,108 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 7,352: -21 517 566 1,587 -204 1,856 -877 5,670 343 200 170: -1,028 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.6 2.5 8.2 8.1 45.6 40.6 36.0 3.4 0.4 0.7: 1.2 0.4
Old : 100.0: 2.5 5.6 2.5 8.2 8.1 45.6 40.6 36.0 3.4 0.4 0.7: 1.2 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 : 42: 6 8 . 4 5 7 13 14 4 . .:
Old : 42: 6 8 . 4 5 7 13 14 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 : 76.2 48.6 88.0 75.2 46.0 30.8 50.9 44.1
Old : 76.2 48.6 88.0 75.2 46.0 30.8 50.9 44.1
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 10, 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 : 51,513: 30,416 14,875 12,658 14,805 3,568 0 8,768 1,540 0 0 0: 3,331 7,957
Old : 51,513: 30,416 14,875 12,658 14,805 3,568 0 8,768 1,540 0 0 0: 3,331 7,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 182: -240 -248 -124 0 124 0 -242 60 0 0 0: 362 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 28.9 24.6 28.7 6.9 0.0 17.0 3.0 0.0 0.0 0.0: 6.5 15.4
Old : 100.0: 59.0 28.9 24.6 28.7 6.9 0.0 17.0 3.0 0.0 0.0 0.0: 6.5 15.4
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 : 20: 8 7 4 . 4 0 . . 0 0 0:
Old : 20: 8 7 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 : 53.1 56.0 79.8 70.9 50.5 50.0 71.7 62.1
Old : 53.1 56.0 79.8 70.9 50.5 50.0 71.7 62.1
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 10, 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 : 85,045: 50,452 36,859 13,077 26,305 9,118 1,297 454 2,800 0 0 0: 8,301 9,509
Old : 85,045: 50,452 36,859 13,077 26,305 9,118 1,297 454 2,800 0 0 0: 8,301 9,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 410: 1,102 688 0 -116 0 232 -36 -68 0 0 0: -856 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 43.3 15.4 30.9 10.7 1.5 0.5 3.3 0.0 0.0 0.0: 9.8 11.2
Old : 100.0: 59.3 43.3 15.4 30.9 10.7 1.5 0.5 3.3 0.0 0.0 0.0: 9.8 11.2
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 : 25: 13 11 . 5 . . . . 0 0 0:
Old : 25: 13 11 . 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 : 45.7 40.3 68.5 64.6 34.0 36.2 53.9 56.7
Old : 45.7 40.3 68.5 64.6 34.0 36.2 53.9 56.7
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 10, 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 : 2,531,427: 595,316 414,818 233,740 643,973 489,086 299,756 192,512 506,645 186,135 75,266 186,258: 34,491 22,869
Old : 2,531,427: 595,316 414,818 233,740 643,973 489,086 299,756 192,512 506,645 186,135 75,266 186,258: 34,491 22,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 66,933: -6,755 16,748 80,959 102 -19,275 6,367 63,810 6,624 3,895 2,334 -1,508: -3,374 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 16.4 9.2 25.4 19.3 11.8 7.6 20.0 7.4 3.0 7.4: 1.4 0.9
Old : 100.0: 23.5 16.4 9.2 25.4 19.3 11.8 7.6 20.0 7.4 3.0 7.4: 1.4 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 : 155: 65 56 7 19 25 20 15 29 14 10 19:
Old : 155: 65 56 7 19 25 20 15 29 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 : 27.4 28.4 42.3 43.9 17.5 18.5 24.7 26.3
Old : 27.4 28.4 42.3 43.9 17.5 18.5 24.7 26.3
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 10, 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 : 1,130,018: 111,933 189,919 240,087 327,151 297,998 155,518 39,975 124,556 82,414 35,102 112,737: 4,775 2,580
Old : 1,130,018: 111,933 189,919 240,087 327,151 297,998 155,518 39,975 124,556 82,414 35,102 112,737: 4,775 2,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 32,142: -2,306 6,458 10,419 3,801 10,082 -6,033 -632 7,092 697 -6,641 12,519: -328 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.8 21.2 29.0 26.4 13.8 3.5 11.0 7.3 3.1 10.0: 0.4 0.2
Old : 100.0: 9.9 16.8 21.2 29.0 26.4 13.8 3.5 11.0 7.3 3.1 10.0: 0.4 0.2
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 : 85: 18 20 14 11 17 10 11 16 9 8 13:
Old : 85: 18 20 14 11 17 10 11 16 9 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 : 37.9 40.3 57.6 61.4 19.0 27.6 30.6 39.3
Old : 37.9 40.3 57.6 61.4 19.0 27.6 30.6 39.3
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 10, 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 : 17,539: 16,064 9,506 354 6,968 541 0 0 0 210 0 0: 370 524
Old : 17,539: 16,064 9,506 354 6,968 541 0 0 0 210 0 0: 370 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -2,903: -2,474 -1,987 -175 -808 -364 -45 0 0 -40 -36 -42: 237 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 54.2 2.0 39.7 3.1 0.0 0.0 0.0 1.2 0.0 0.0: 2.1 3.0
Old : 100.0: 91.6 54.2 2.0 39.7 3.1 0.0 0.0 0.0 1.2 0.0 0.0: 2.1 3.0
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 : 42: 28 24 . 7 5 0 0 0 . 0 0:
Old : 42: 28 24 . 7 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 : 37.7 41.2 59.5 61.3 28.3 39.5 41.6 51.4
Old : 37.7 41.2 59.5 61.3 28.3 39.5 41.6 51.4
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 10, 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 : 6,170: 3,708 3,974 1,590 939 738 0 0 0 0 95 0: 134 424
Old : 6,170: 3,708 3,974 1,590 939 738 0 0 0 0 95 0: 134 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 475: 225 455 250 -20 0 0 0 0 0 10 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 64.4 25.8 15.2 12.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.2 6.9
Old : 100.0: 60.1 64.4 25.8 15.2 12.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.2 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: 11 11 5 4 4 0 0 0 0 . 0:
Old : 24: 11 11 5 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 : 55.9 50.2 81.6 76.0 52.4 42.4 61.7 54.2
Old : 55.9 50.2 81.6 76.0 52.4 42.4 61.7 54.2
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 10, 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 : 9,156: 5,027 3,415 2,580 4,241 300 0 0 0 45 0 0: 1,204 1,200
Old : 9,156: 5,027 3,415 2,580 4,241 300 0 0 0 45 0 0: 1,204 1,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 255: 270 210 0 90 -30 0 0 0 0 0 0: 15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 37.3 28.2 46.3 3.3 0.0 0.0 0.0 0.5 0.0 0.0: 13.1 13.1
Old : 100.0: 54.9 37.3 28.2 46.3 3.3 0.0 0.0 0.0 0.5 0.0 0.0: 13.1 13.1
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 : 24: 12 10 4 4 . 0 0 0 . 0 0:
Old : 24: 12 10 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 : 59.2 55.1 76.3 77.8 59.2 54.4 75.0 74.0
Old : 59.2 55.1 76.3 77.8 59.2 54.4 75.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012