NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 4,962,657: 1,917,861 1,180,718 267,577 1,099,236 649,962 377,575 199,146 1,238,014 57,608 133,972 425,347: 28,713 36,262
Old : 4,962,657: 1,917,861 1,180,718 267,577 1,099,236 649,962 377,575 199,146 1,238,014 57,608 133,972 425,347: 28,713 36,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 254,225: 36,604 107,099 14,494 -35,299 61,429 -12,389 -40,137 155,336 8,556 8,675 -20,564: 10,759 17,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 23.8 5.4 22.2 13.1 7.6 4.0 24.9 1.2 2.7 8.6: 0.6 0.7
Old : 100.0: 38.6 23.8 5.4 22.2 13.1 7.6 4.0 24.9 1.2 2.7 8.6: 0.6 0.7
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 : 228: 110 100 13 22 32 19 20 34 13 19 27:
Old : 228: 110 100 13 22 32 19 20 34 13 19 27:
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 : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9
Old : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9
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 17, 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 : 350,684: 179,082 219,764 92,744 13,794 45,595 3,854 52,306 12,192 0 83 1,342: 15,875 5,608
Old : 350,684: 179,082 219,764 92,744 13,794 45,595 3,854 52,306 12,192 0 83 1,342: 15,875 5,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 23,621: 12,589 12,902 10,606 1,247 -2,905 -4,062 7,019 5,657 0 14 328: 1,408 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 62.7 26.4 3.9 13.0 1.1 14.9 3.5 0.0 0.0 0.4: 4.5 1.6
Old : 100.0: 51.1 62.7 26.4 3.9 13.0 1.1 14.9 3.5 0.0 0.0 0.4: 4.5 1.6
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 : 50: 28 24 9 . 10 . 4 6 0 . .:
Old : 50: 28 24 9 . 10 . 4 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 : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6
Old : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6
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 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 155,911: 104,593 99,031 22,177 31,500 16,601 1,431 0 3,839 0 291 461: 6,809 4,188
Old : 155,911: 104,593 99,031 22,177 31,500 16,601 1,431 0 3,839 0 291 461: 6,809 4,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,924: 4,028 746 -1,579 -515 550 -974 0 120 0 291 461: 318 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 63.5 14.2 20.2 10.6 0.9 0.0 2.5 0.0 0.2 0.3: 4.4 2.7
Old : 100.0: 67.1 63.5 14.2 20.2 10.6 0.9 0.0 2.5 0.0 0.2 0.3: 4.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 24 4 8 11 . 0 . 0 . .:
Old : 43: 24 24 4 8 11 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8
Old : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8
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 17, 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 : 314,668: 227,169 119,992 59,959 152,906 11,644 8,769 23,848 1,249 0 0 0: 5,878 5,029
Old : 314,668: 227,169 119,992 59,959 152,906 11,644 8,769 23,848 1,249 0 0 0: 5,878 5,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 7,126: 8,096 -2,858 -435 9,605 -1,156 428 2,781 -400 0 0 0: 593 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 38.1 19.1 48.6 3.7 2.8 7.6 0.4 0.0 0.0 0.0: 1.9 1.6
Old : 100.0: 72.2 38.1 19.1 48.6 3.7 2.8 7.6 0.4 0.0 0.0 0.0: 1.9 1.6
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 : 47: 21 24 4 10 11 . . . 0 0 0:
Old : 47: 21 24 4 10 11 . . . 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 : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9
Old : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9
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 17, 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 : 785,890: 620,675 333,835 24,644 276,732 118,859 1,074 34,757 17,419 0 18 797: 2,422 3,473
Old : 785,890: 620,675 333,835 24,644 276,732 118,859 1,074 34,757 17,419 0 18 797: 2,422 3,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 854: 10,117 -2,730 608 17,680 -11,438 -866 -4,762 1,985 0 -340 187: 261 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 42.5 3.1 35.2 15.1 0.1 4.4 2.2 0.0 0.0 0.1: 0.3 0.4
Old : 100.0: 79.0 42.5 3.1 35.2 15.1 0.1 4.4 2.2 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 : 69: 35 26 7 15 20 . . 4 0 . .:
Old : 69: 35 26 7 15 20 . . 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 : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 37.5
Old : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 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 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 232,629: 148,982 197,603 56,780 6,600 6,529 8,106 13,185 4,343 0 0 0: 7,889 4,369
Old : 232,629: 148,982 197,603 56,780 6,600 6,529 8,106 13,185 4,343 0 0 0: 7,889 4,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,075: 5,683 5,303 -121 214 1,561 -1,836 -1,233 1,180 0 0 0: -392 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 84.9 24.4 2.8 2.8 3.5 5.7 1.9 0.0 0.0 0.0: 3.4 1.9
Old : 100.0: 64.0 84.9 24.4 2.8 2.8 3.5 5.7 1.9 0.0 0.0 0.0: 3.4 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 : 45: 29 30 5 . 5 . . . 0 0 0:
Old : 45: 29 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 : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4
Old : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4
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 17, 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 : 346,139: 252,925 240,456 43,316 53,027 16,479 5,540 9,082 19,147 0 0 0: 8,732 7,948
Old : 346,139: 252,925 240,456 43,316 53,027 16,479 5,540 9,082 19,147 0 0 0: 8,732 7,948
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -1,043: -1,724 -20,473 -4,013 3,323 4,876 -5,173 1,577 7,027 0 0 0: -2,036 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 69.5 12.5 15.3 4.8 1.6 2.6 5.5 0.0 0.0 0.0: 2.5 2.3
Old : 100.0: 73.1 69.5 12.5 15.3 4.8 1.6 2.6 5.5 0.0 0.0 0.0: 2.5 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 : 56: 32 26 7 7 8 . 4 5 0 0 0:
Old : 56: 32 26 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 : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7
Old : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7
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 17, 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 : 213,508: 172,060 91,336 6,146 79,525 15,780 10,088 12,763 5,836 0 0 0: 3,598 8,268
Old : 213,508: 172,060 91,336 6,146 79,525 15,780 10,088 12,763 5,836 0 0 0: 3,598 8,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -3,551: -6,521 -1,122 0 4,279 -2,109 7,169 -1,117 -2,652 0 0 0: 562 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 42.8 2.9 37.2 7.4 4.7 6.0 2.7 0.0 0.0 0.0: 1.7 3.9
Old : 100.0: 80.6 42.8 2.9 37.2 7.4 4.7 6.0 2.7 0.0 0.0 0.0: 1.7 3.9
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 : 40: 17 19 4 7 8 . . . 0 0 0:
Old : 40: 17 19 4 7 8 . . . 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 : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4
Old : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4
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 17, 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 : 1,184,319: 101,205 140,238 232,693 66,754 95,582 189,770 276,374 306,277 31,385 103,271 141,691: 85,716 54,131
Old : 1,184,319: 101,205 140,238 232,693 66,754 95,582 189,770 276,374 306,277 31,385 103,271 141,691: 85,716 54,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 56,088: 7,077 9,860 10,366 13,855 -5,561 3,313 -13,794 21,050 201 17,208 8,874: 10,768 4,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.8 19.6 5.6 8.1 16.0 23.3 25.9 2.7 8.7 12.0: 7.2 4.6
Old : 100.0: 8.5 11.8 19.6 5.6 8.1 16.0 23.3 25.9 2.7 8.7 12.0: 7.2 4.6
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 : 345: 48 43 22 14 30 60 87 85 49 48 72:
Old : 345: 48 43 22 14 30 60 87 85 49 48 72:
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 : 17.5 21.7 30.2 33.0 12.3 14.2 19.4 20.2
Old : 17.5 21.7 30.2 33.0 12.3 14.2 19.4 20.2
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 17, 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 : 2,320,621: 268,221 213,903 92,476 86,752 914,887 56,199 139,584 474,094 42,368 15,198 466,461: 5,914 9,740
Old : 2,320,621: 268,221 213,903 92,476 86,752 914,887 56,199 139,584 474,094 42,368 15,198 466,461: 5,914 9,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 303,128: 35,975 31,060 10,938 17,236 82,285 9,581 12,405 94,440 10,533 5,583 57,897: 1,479 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.2 4.0 3.7 39.4 2.4 6.0 20.4 1.8 0.7 20.1: 0.3 0.4
Old : 100.0: 11.6 9.2 4.0 3.7 39.4 2.4 6.0 20.4 1.8 0.7 20.1: 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 : 140: 36 34 11 17 26 22 21 31 21 9 24:
Old : 140: 36 34 11 17 26 22 21 31 21 9 24:
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 : 32.9 32.7 52.7 55.6 5.1 4.8 7.6 6.7
Old : 32.9 32.7 52.7 55.6 5.1 4.8 7.6 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 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 : 43,154: 1,001 2,914 0 3,836 10,075 9,042 656 650 7,746 10,745 12,068: 2,571 2,209
Old : 43,154: 1,001 2,914 0 3,836 10,075 9,042 656 650 7,746 10,745 12,068: 2,571 2,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.8 0.0 8.9 23.3 21.0 1.5 1.5 17.9 24.9 28.0: 6.0 5.1
Old : 100.0: 2.3 6.8 0.0 8.9 23.3 21.0 1.5 1.5 17.9 24.9 28.0: 6.0 5.1
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 : 22: . 5 0 5 5 . . . 6 . 8:
Old : 22: . 5 0 5 5 . . . 6 . 8:
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 : 54.8 57.3 76.2 77.9 35.9 32.6 39.0 39.1
Old : 54.8 57.3 76.2 77.9 35.9 32.6 39.0 39.1
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 17, 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 : 106,509: 2,849 6,560 2,607 9,763 8,047 49,586 42,100 37,784 3,526 876 829: 1,281 549
Old : 106,509: 2,849 6,560 2,607 9,763 8,047 49,586 42,100 37,784 3,526 876 829: 1,281 549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 12,837: 486 1,317 259 2,124 476 6,914 4,053 4,039 329 524 162: 173 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.2 2.4 9.2 7.6 46.6 39.5 35.5 3.3 0.8 0.8: 1.2 0.5
Old : 100.0: 2.7 6.2 2.4 9.2 7.6 46.6 39.5 35.5 3.3 0.8 0.8: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 7 10 . 4 4 5 15 15 5 . .:
Old : 45: 7 10 . 4 4 5 15 15 5 . .:
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 : 77.9 48.9 88.8 74.7 47.4 30.5 52.0 43.1
Old : 77.9 48.9 88.8 74.7 47.4 30.5 52.0 43.1
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 17, 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 : 52,427: 30,416 15,795 12,658 14,805 3,568 0 7,848 2,396 0 0 0: 3,389 8,015
Old : 52,427: 30,416 15,795 12,658 14,805 3,568 0 7,848 2,396 0 0 0: 3,389 8,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 914: 0 920 0 0 0 0 -920 856 0 0 0: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 30.1 24.1 28.2 6.8 0.0 15.0 4.6 0.0 0.0 0.0: 6.5 15.3
Old : 100.0: 58.0 30.1 24.1 28.2 6.8 0.0 15.0 4.6 0.0 0.0 0.0: 6.5 15.3
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 : 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 : 52.2 55.1 78.4 71.3 49.7 49.1 70.4 61.9
Old : 52.2 55.1 78.4 71.3 49.7 49.1 70.4 61.9
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 17, 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 : 85,835: 51,301 36,895 13,077 26,305 9,118 1,164 606 2,874 0 0 0: 8,301 10,037
Old : 85,835: 51,301 36,895 13,077 26,305 9,118 1,164 606 2,874 0 0 0: 8,301 10,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 790: 849 36 0 0 0 -133 153 74 0 0 0: -0 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 43.0 15.2 30.6 10.6 1.4 0.7 3.3 0.0 0.0 0.0: 9.7 11.7
Old : 100.0: 59.8 43.0 15.2 30.6 10.6 1.4 0.7 3.3 0.0 0.0 0.0: 9.7 11.7
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 : 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 : 45.4 39.9 67.9 64.0 33.8 35.2 53.7 55.6
Old : 45.4 39.9 67.9 64.0 33.8 35.2 53.7 55.6
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 17, 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 : 2,646,864: 598,750 422,546 280,072 695,598 512,936 299,163 184,237 543,003 189,464 75,349 189,030: 34,446 24,165
Old : 2,646,864: 598,750 422,546 280,072 695,598 512,936 299,163 184,237 543,003 189,464 75,349 189,030: 34,446 24,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 115,437: 3,434 7,728 46,332 51,625 23,850 -593 -8,275 36,358 3,329 83 2,772: -45 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.0 10.6 26.3 19.4 11.3 7.0 20.5 7.2 2.8 7.1: 1.3 0.9
Old : 100.0: 22.6 16.0 10.6 26.3 19.4 11.3 7.0 20.5 7.2 2.8 7.1: 1.3 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 : 157: 68 58 7 19 25 20 15 29 14 10 19:
Old : 157: 68 58 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 : 28.5 28.0 42.6 44.5 18.5 17.6 25.3 26.9
Old : 28.5 28.0 42.6 44.5 18.5 17.6 25.3 26.9
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 17, 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 : 1,225,960: 113,400 195,057 296,205 365,765 298,045 199,172 82,359 117,366 81,396 49,836 115,086: 5,290 2,446
Old : 1,225,960: 113,400 195,057 296,205 365,765 298,045 199,172 82,359 117,366 81,396 49,836 115,086: 5,290 2,446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 95,942: 1,467 5,138 56,118 38,614 47 43,654 42,384 -7,190 -1,018 14,734 2,349: 515 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.9 24.2 29.8 24.3 16.2 6.7 9.6 6.6 4.1 9.4: 0.4 0.2
Old : 100.0: 9.2 15.9 24.2 29.8 24.3 16.2 6.7 9.6 6.6 4.1 9.4: 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 15 10 17 10 11 17 6 11 13:
Old : 85: 18 20 15 10 17 10 11 17 6 11 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 : 35.8 41.6 59.1 61.0 22.4 30.7 34.1 44.1
Old : 35.8 41.6 59.1 61.0 22.4 30.7 34.1 44.1
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 17, 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 : 18,288: 16,749 10,484 354 6,677 544 0 0 0 220 0 0: 421 583
Old : 18,288: 16,749 10,484 354 6,677 544 0 0 0 220 0 0: 421 583
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 749: 685 978 0 -291 3 0 0 0 10 0 0: 51 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 57.3 1.9 36.5 3.0 0.0 0.0 0.0 1.2 0.0 0.0: 2.3 3.2
Old : 100.0: 91.6 57.3 1.9 36.5 3.0 0.0 0.0 0.0 1.2 0.0 0.0: 2.3 3.2
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 : 42: 28 25 . 7 5 0 0 0 . 0 0:
Old : 42: 28 25 . 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 : 41.9 39.1 61.4 59.1 32.6 37.4 42.5 48.1
Old : 41.9 39.1 61.4 59.1 32.6 37.4 42.5 48.1
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 17, 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 : 6,147: 3,565 3,946 1,665 899 738 0 0 0 0 95 0: 179 469
Old : 6,147: 3,565 3,946 1,665 899 738 0 0 0 0 95 0: 179 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -23: -143 -28 75 -40 0 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 64.2 27.1 14.6 12.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.9 7.6
Old : 100.0: 58.0 64.2 27.1 14.6 12.0 0.0 0.0 0.0 0.0 1.5 0.0: 2.9 7.6
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 : 24: 11 11 6 . 4 0 0 0 0 . 0:
Old : 24: 11 11 6 . 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 : 56.3 52.7 79.8 78.3 53.6 44.9 63.0 56.2
Old : 56.3 52.7 79.8 78.3 53.6 44.9 63.0 56.2
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 17, 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 : 9,647: 5,649 3,415 2,565 4,865 165 0 0 0 45 0 0: 1,223 1,202
Old : 9,647: 5,649 3,415 2,565 4,865 165 0 0 0 45 0 0: 1,223 1,202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 491: 622 0 -15 624 -135 0 0 0 0 0 0: 19 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 35.4 26.6 50.4 1.7 0.0 0.0 0.0 0.5 0.0 0.0: 12.7 12.5
Old : 100.0: 58.6 35.4 26.6 50.4 1.7 0.0 0.0 0.0 0.5 0.0 0.0: 12.7 12.5
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 : 24: 12 10 . 5 . 0 0 0 . 0 0:
Old : 24: 12 10 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 53.8 78.7 76.4 62.4 53.1 77.5 74.3
Old : 62.4 53.8 78.7 76.4 62.4 53.1 77.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012