NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 7, 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 : 5,173,321: 1,915,592 1,243,765 290,556 1,088,671 726,485 521,603 275,677 1,109,272 24,631 141,188 571,432: 13,750 16,831
Old : 5,173,321: 1,915,592 1,243,765 290,556 1,088,671 726,485 521,603 275,677 1,109,272 24,631 141,188 571,432: 13,750 16,831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 126,401: 95,100 50,674 4,535 14,919 4,900 -11,532 36,149 -10,550 16,889 1,575 29,676: -2,617 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 24.0 5.6 21.0 14.0 10.1 5.3 21.4 0.5 2.7 11.0: 0.3 0.3
Old : 100.0: 37.0 24.0 5.6 21.0 14.0 10.1 5.3 21.4 0.5 2.7 11.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 224: 112 102 14 23 33 18 16 30 9 24 26:
Old : 224: 112 102 14 23 33 18 16 30 9 24 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 : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
Old : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
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, February 7, 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 : 367,296: 206,693 216,299 75,814 29,120 45,804 11,507 58,423 8,977 2,114 204 2,230: 14,157 6,239
Old : 367,296: 206,693 216,299 75,814 29,120 45,804 11,507 58,423 8,977 2,114 204 2,230: 14,157 6,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -19,029: -5,012 -13,021 -2,988 3,265 -11,640 5,659 6,213 -3,262 326 204 -77: -2,035 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 58.9 20.6 7.9 12.5 3.1 15.9 2.4 0.6 0.1 0.6: 3.9 1.7
Old : 100.0: 56.3 58.9 20.6 7.9 12.5 3.1 15.9 2.4 0.6 0.1 0.6: 3.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 27 8 4 11 . 4 6 . . .:
Old : 55: 31 27 8 4 11 . 4 6 . . .:
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 : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
Old : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
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, February 7, 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 : 158,004: 105,376 104,730 24,316 28,522 17,556 855 0 4,310 0 28 522: 5,069 2,336
Old : 158,004: 105,376 104,730 24,316 28,522 17,556 855 0 4,310 0 28 522: 5,069 2,336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,423: -7,366 -5,116 -792 -3,119 -1,066 -1,109 0 -589 -55 28 -225: -221 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 66.3 15.4 18.1 11.1 0.5 0.0 2.7 0.0 0.0 0.3: 3.2 1.5
Old : 100.0: 66.7 66.3 15.4 18.1 11.1 0.5 0.0 2.7 0.0 0.0 0.3: 3.2 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 : 42: 25 24 . 10 12 . 0 . 0 . .:
Old : 42: 25 24 . 10 12 . 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 : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
Old : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
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, February 7, 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 : 306,906: 220,627 107,536 53,456 157,667 14,051 9,751 16,103 3,619 1,498 0 0: 3,904 7,930
Old : 306,906: 220,627 107,536 53,456 157,667 14,051 9,751 16,103 3,619 1,498 0 0: 3,904 7,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -13,028: -10,969 -15,227 -6,478 5,654 1,767 2,841 -3,614 -311 1,498 0 0: -1,376 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 35.0 17.4 51.4 4.6 3.2 5.2 1.2 0.5 0.0 0.0: 1.3 2.6
Old : 100.0: 71.9 35.0 17.4 51.4 4.6 3.2 5.2 1.2 0.5 0.0 0.0: 1.3 2.6
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 : 48: 22 23 4 10 12 . . . . 0 0:
Old : 48: 22 23 4 10 12 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
Old : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
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, February 7, 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 : 770,503: 604,606 338,567 45,058 268,600 105,628 0 33,840 12,054 0 7,837 1,126: 2,031 2,851
Old : 770,503: 604,606 338,567 45,058 268,600 105,628 0 33,840 12,054 0 7,837 1,126: 2,031 2,851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,476: -18,799 1,672 25,447 -1,001 -14,720 -533 2,947 -2,728 0 2,383 641: -784 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 43.9 5.8 34.9 13.7 0.0 4.4 1.6 0.0 1.0 0.1: 0.3 0.4
Old : 100.0: 78.5 43.9 5.8 34.9 13.7 0.0 4.4 1.6 0.0 1.0 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 : 71: 35 26 6 16 21 0 7 5 0 . .:
Old : 71: 35 26 6 16 21 0 7 5 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 : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
Old : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
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, February 7, 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 : 233,646: 156,834 193,444 53,126 9,337 5,849 8,701 17,615 2,967 0 0 0: 6,169 4,434
Old : 233,646: 156,834 193,444 53,126 9,337 5,849 8,701 17,615 2,967 0 0 0: 6,169 4,434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -8,376: -2,831 -7,939 -2,134 412 -1,131 -3,717 -1,220 -223 0 0 0: 1,660 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 82.8 22.7 4.0 2.5 3.7 7.5 1.3 0.0 0.0 0.0: 2.6 1.9
Old : 100.0: 67.1 82.8 22.7 4.0 2.5 3.7 7.5 1.3 0.0 0.0 0.0: 2.6 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 : 47: 31 27 5 . 5 . . . 0 0 0:
Old : 47: 31 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 : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
Old : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
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, February 7, 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 : 396,486: 294,180 288,205 47,375 55,320 13,276 11,449 13,645 20,897 0 0 0: 9,309 5,143
Old : 396,486: 294,180 288,205 47,375 55,320 13,276 11,449 13,645 20,897 0 0 0: 9,309 5,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,770: -2,335 -10,661 -2,023 3,224 809 3,622 8,252 -661 0 0 0: -1,182 -2,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 72.7 11.9 14.0 3.3 2.9 3.4 5.3 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 74.2 72.7 11.9 14.0 3.3 2.9 3.4 5.3 0.0 0.0 0.0: 2.3 1.3
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: 30 26 7 9 9 . . 5 0 0 0:
Old : 56: 30 26 7 9 9 . . 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 : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
Old : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
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, February 7, 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 : 236,169: 199,513 102,800 4,310 79,615 15,089 6,221 23,586 6,209 0 1,926 0: 4,827 6,944
Old : 236,169: 199,513 102,800 4,310 79,615 15,089 6,221 23,586 6,209 0 1,926 0: 4,827 6,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -4,258: 1,062 -1,414 -1,691 1,947 -1,695 1,135 26 -3,006 0 232 -232: 169 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 43.5 1.8 33.7 6.4 2.6 10.0 2.6 0.0 0.8 0.0: 2.0 2.9
Old : 100.0: 84.5 43.5 1.8 33.7 6.4 2.6 10.0 2.6 0.0 0.8 0.0: 2.0 2.9
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 : 41: 15 21 . 7 7 . . . 0 . 0:
Old : 41: 15 21 . 7 7 . . . 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 : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
Old : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
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, February 7, 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 : 1,299,313: 120,002 152,613 235,661 103,118 126,873 219,458 290,261 315,289 48,426 105,335 154,875: 78,729 50,948
Old : 1,299,313: 120,002 152,613 235,661 103,118 126,873 219,458 290,261 315,289 48,426 105,335 154,875: 78,729 50,948
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 54,111: 12,011 8,789 4,084 10,362 13,134 -4,519 -8,003 11,695 2,118 5,335 10,644: 4,944 2,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.7 18.1 7.9 9.8 16.9 22.3 24.3 3.7 8.1 11.9: 6.1 3.9
Old : 100.0: 9.2 11.7 18.1 7.9 9.8 16.9 22.3 24.3 3.7 8.1 11.9: 6.1 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 : 346: 45 45 25 11 31 64 87 86 52 46 69:
Old : 346: 45 45 25 11 31 64 87 86 52 46 69:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 23.5 30.7 37.3 11.6 17.0 18.8 22.7
Old : 18.6 23.5 30.7 37.3 11.6 17.0 18.8 22.7
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, February 7, 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 : 2,399,605: 267,352 209,204 92,384 84,511 947,983 53,568 156,552 498,039 50,195 11,449 482,403: 7,681 9,465
Old : 2,399,605: 267,352 209,204 92,384 84,511 947,983 53,568 156,552 498,039 50,195 11,449 482,403: 7,681 9,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 77,899: 8,127 3,307 -5,702 -57 25,685 1,032 3,449 28,292 3,147 1,218 15,396: 1,923 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.7 3.8 3.5 39.5 2.2 6.5 20.8 2.1 0.5 20.1: 0.3 0.4
Old : 100.0: 11.1 8.7 3.8 3.5 39.5 2.2 6.5 20.8 2.1 0.5 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 : 148: 37 35 13 14 25 19 28 31 24 9 27:
Old : 148: 37 35 13 14 25 19 28 31 24 9 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 : 33.3 33.7 53.2 56.3 5.1 5.4 7.6 7.2
Old : 33.3 33.7 53.2 56.3 5.1 5.4 7.6 7.2
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, February 7, 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 : 99,935: 1,595 3,502 300 3,979 53,236 9,342 656 650 7,176 11,182 24,763: 2,874 1,968
Old : 99,935: 1,595 3,502 300 3,979 53,236 9,342 656 650 7,176 11,182 24,763: 2,874 1,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 7,324: 300 271 -400 50 3,246 0 0 0 568 258 3,321: 289 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.5 0.3 4.0 53.3 9.3 0.7 0.7 7.2 11.2 24.8: 2.9 2.0
Old : 100.0: 1.6 3.5 0.3 4.0 53.3 9.3 0.7 0.7 7.2 11.2 24.8: 2.9 2.0
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 : 25: 4 5 . 5 6 . . . 4 5 9:
Old : 25: 4 5 . 5 6 . . . 4 5 9:
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 : 72.3 74.0 86.7 88.9 15.6 12.7 17.0 16.1
Old : 72.3 74.0 86.7 88.9 15.6 12.7 17.0 16.1
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, February 7, 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 : 132,225: 3,415 6,679 3,233 13,155 8,336 57,133 50,167 50,728 4,223 1,434 1,020: 4,138 707
Old : 132,225: 3,415 6,679 3,233 13,155 8,336 57,133 50,167 50,728 4,223 1,434 1,020: 4,138 707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 12,673: 31 234 176 2,089 794 831 1,309 7,625 16 373 123: 3,078 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.1 2.4 9.9 6.3 43.2 37.9 38.4 3.2 1.1 0.8: 3.1 0.5
Old : 100.0: 2.6 5.1 2.4 9.9 6.3 43.2 37.9 38.4 3.2 1.1 0.8: 3.1 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 : 44: 8 11 . 4 4 4 14 14 4 . .:
Old : 44: 8 11 . 4 4 4 14 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 : 78.5 48.6 88.3 73.4 44.7 31.3 49.3 43.0
Old : 78.5 48.6 88.3 73.4 44.7 31.3 49.3 43.0
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, February 7, 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 : 49,009: 27,612 15,087 13,055 13,889 2,707 0 6,870 2,072 0 0 0: 3,563 8,384
Old : 49,009: 27,612 15,087 13,055 13,889 2,707 0 6,870 2,072 0 0 0: 3,563 8,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,780: -2,742 -1,074 397 -916 -861 0 -936 -366 0 0 0: -208 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 30.8 26.6 28.3 5.5 0.0 14.0 4.2 0.0 0.0 0.0: 7.3 17.1
Old : 100.0: 56.3 30.8 26.6 28.3 5.5 0.0 14.0 4.2 0.0 0.0 0.0: 7.3 17.1
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 : 20: 7 7 4 . 4 0 . . 0 0 0:
Old : 20: 7 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 : 52.9 55.3 80.0 71.9 50.8 50.2 73.3 63.7
Old : 52.9 55.3 80.0 71.9 50.8 50.2 73.3 63.7
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, February 7, 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 : 82,447: 47,572 34,452 13,057 24,457 9,762 0 1,369 1,136 0 0 0: 10,920 11,271
Old : 82,447: 47,572 34,452 13,057 24,457 9,762 0 1,369 1,136 0 0 0: 10,920 11,271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,517: -3,597 -2,077 -20 -1,848 644 -173 664 -2,134 0 0 0: 1,763 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 41.8 15.8 29.7 11.8 0.0 1.7 1.4 0.0 0.0 0.0: 13.2 13.7
Old : 100.0: 57.7 41.8 15.8 29.7 11.8 0.0 1.7 1.4 0.0 0.0 0.0: 13.2 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: 12 9 4 4 . 0 . . 0 0 0:
Old : 23: 12 9 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 : 46.5 39.2 70.3 63.5 34.5 34.3 56.0 55.1
Old : 46.5 39.2 70.3 63.5 34.5 34.3 56.0 55.1
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, February 7, 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 : 2,848,241: 591,131 467,713 407,622 729,740 495,392 344,216 237,074 570,458 197,673 120,248 204,672: 37,077 22,944
Old : 2,848,241: 591,131 467,713 407,622 729,740 495,392 344,216 237,074 570,458 197,673 120,248 204,672: 37,077 22,944
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 38,490: 14,332 6,874 35,289 12,351 -21,861 -12,116 10,389 20,336 10,468 18,809 -9,368: 1,410 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.4 14.3 25.6 17.4 12.1 8.3 20.0 6.9 4.2 7.2: 1.3 0.8
Old : 100.0: 20.8 16.4 14.3 25.6 17.4 12.1 8.3 20.0 6.9 4.2 7.2: 1.3 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 : 158: 68 63 9 17 25 17 15 30 14 10 18:
Old : 158: 68 63 9 17 25 17 15 30 14 10 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 28.8 43.0 44.6 21.5 19.4 27.4 28.8
Old : 29.8 28.8 43.0 44.6 21.5 19.4 27.4 28.8
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, February 7, 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 : 1,345,386: 120,617 224,864 286,997 405,604 331,232 252,535 41,701 160,766 65,666 55,897 123,303: 4,270 2,019
Old : 1,345,386: 120,617 224,864 286,997 405,604 331,232 252,535 41,701 160,766 65,666 55,897 123,303: 4,270 2,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 77,275: 3,655 29,478 -12,129 15,385 29,934 39,244 -27,616 26,868 -5,497 7,689 -4,451: -349 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.7 21.3 30.1 24.6 18.8 3.1 11.9 4.9 4.2 9.2: 0.3 0.2
Old : 100.0: 9.0 16.7 21.3 30.1 24.6 18.8 3.1 11.9 4.9 4.2 9.2: 0.3 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 : 90: 20 20 15 10 18 13 8 18 8 12 14:
Old : 90: 20 20 15 10 18 13 8 18 8 12 14:
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 43.2 56.8 60.3 21.4 32.0 32.3 41.3
Old : 34.8 43.2 56.8 60.3 21.4 32.0 32.3 41.3
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, February 7, 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 : 17,487: 16,504 9,805 113 6,882 323 0 0 0 85 0 0: 462 477
Old : 17,487: 16,504 9,805 113 6,882 323 0 0 0 85 0 0: 462 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,494: -1,035 -1,245 -154 93 -344 0 0 0 -155 0 0: 194 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 56.1 0.6 39.4 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 2.6 2.7
Old : 100.0: 94.4 56.1 0.6 39.4 1.8 0.0 0.0 0.0 0.5 0.0 0.0: 2.6 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 : 41: 24 24 . 9 5 0 0 0 . 0 0:
Old : 41: 24 24 . 9 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 : 51.3 39.0 69.7 58.5 48.8 38.9 60.2 52.4
Old : 51.3 39.0 69.7 58.5 48.8 38.9 60.2 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, February 7, 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 : 8,138: 6,823 3,004 342 4,446 168 0 0 0 248 0 30: 527 490
Old : 8,138: 6,823 3,004 342 4,446 168 0 0 0 248 0 30: 527 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -694: -648 -174 33 -273 -102 0 0 0 98 -60 30: -105 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 36.9 4.2 54.6 2.1 0.0 0.0 0.0 3.0 0.0 0.4: 6.5 6.0
Old : 100.0: 83.8 36.9 4.2 54.6 2.1 0.0 0.0 0.0 3.0 0.0 0.4: 6.5 6.0
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 : 22: 13 12 . 4 . 0 0 0 . 0 .:
Old : 22: 13 12 . 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 : 54.0 67.3 73.9 84.2 47.3 67.3 62.1 71.4
Old : 54.0 67.3 73.9 84.2 47.3 67.3 62.1 71.4
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, February 7, 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 : 8,426: 4,919 2,919 2,828 4,849 130 0 0 0 0 0 0: 549 528
Old : 8,426: 4,919 2,919 2,828 4,849 130 0 0 0 0 0 0: 549 528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -782: -304 -630 -337 -48 -35 0 0 0 -30 0 -15: -61 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 34.6 33.6 57.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 6.3
Old : 100.0: 58.4 34.6 33.6 57.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 6.3
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 : 21: 11 8 . 5 . 0 0 0 0 0 0:
Old : 21: 11 8 . 5 . 0 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 : 67.9 58.7 86.0 84.9 65.7 58.0 82.7 81.5
Old : 67.9 58.7 86.0 84.9 65.7 58.0 82.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012