NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 14, 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 : 5,391,783: 1,976,152 1,289,210 319,664 1,116,337 768,236 543,014 304,927 1,145,517 28,659 153,153 592,414: 18,127 21,989
Old : 5,391,783: 1,976,152 1,289,210 319,664 1,116,337 768,236 543,014 304,927 1,145,517 28,659 153,153 592,414: 18,127 21,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 218,462: 60,560 45,445 29,108 27,666 41,751 21,411 29,250 36,245 4,028 11,965 20,982: 4,377 5,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 23.9 5.9 20.7 14.2 10.1 5.7 21.2 0.5 2.8 11.0: 0.3 0.4
Old : 100.0: 36.7 23.9 5.9 20.7 14.2 10.1 5.7 21.2 0.5 2.8 11.0: 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 : 224: 113 102 14 23 34 17 17 32 13 20 29:
Old : 224: 113 102 14 23 34 17 17 32 13 20 29:
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 : 23.8 21.2 41.2 35.5 17.1 14.5 22.7 21.6
Old : 23.8 21.2 41.2 35.5 17.1 14.5 22.7 21.6
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 14, 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 : 364,345: 211,403 224,769 67,986 37,891 47,631 6,114 35,445 9,731 2,092 0 2,161: 17,227 6,717
Old : 364,345: 211,403 224,769 67,986 37,891 47,631 6,114 35,445 9,731 2,092 0 2,161: 17,227 6,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -2,951: 4,710 8,470 -7,828 8,771 1,827 -5,393 -22,978 754 -22 -204 -69: 3,070 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 61.7 18.7 10.4 13.1 1.7 9.7 2.7 0.6 0.0 0.6: 4.7 1.8
Old : 100.0: 58.0 61.7 18.7 10.4 13.1 1.7 9.7 2.7 0.6 0.0 0.6: 4.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 29 24 6 6 10 . 5 8 . 0 .:
Old : 54: 29 24 6 6 10 . 5 8 . 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 : 32.3 44.9 55.4 72.8 28.5 38.3 47.0 56.8
Old : 32.3 44.9 55.4 72.8 28.5 38.3 47.0 56.8
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, February 14, 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 : 165,153: 105,384 107,969 28,486 28,904 20,423 752 0 5,243 125 0 640: 4,100 1,974
Old : 165,153: 105,384 107,969 28,486 28,904 20,423 752 0 5,243 125 0 640: 4,100 1,974
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 7,149: 8 3,239 4,170 382 2,867 -103 0 933 125 -28 118: -969 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 65.4 17.2 17.5 12.4 0.5 0.0 3.2 0.1 0.0 0.4: 2.5 1.2
Old : 100.0: 63.8 65.4 17.2 17.5 12.4 0.5 0.0 3.2 0.1 0.0 0.4: 2.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 24 . 10 12 . 0 . . 0 .:
Old : 41: 24 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 : 59.6 42.6 73.4 58.4 56.0 38.2 61.3 49.1
Old : 59.6 42.6 73.4 58.4 56.0 38.2 61.3 49.1
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 14, 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 : 317,792: 226,025 119,655 51,282 149,767 19,079 10,393 15,820 3,931 3,852 0 180: 3,050 9,360
Old : 317,792: 226,025 119,655 51,282 149,767 19,079 10,393 15,820 3,931 3,852 0 180: 3,050 9,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 10,886: 5,398 12,119 -2,174 -7,900 5,028 642 -283 312 2,354 0 180: -854 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 37.7 16.1 47.1 6.0 3.3 5.0 1.2 1.2 0.0 0.1: 1.0 2.9
Old : 100.0: 71.1 37.7 16.1 47.1 6.0 3.3 5.0 1.2 1.2 0.0 0.1: 1.0 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 : 48: 22 23 4 10 12 . . 4 . 0 .:
Old : 48: 22 23 4 10 12 . . 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 : 46.5 46.8 69.5 66.4 45.3 41.6 66.5 60.6
Old : 46.5 46.8 69.5 66.4 45.3 41.6 66.5 60.6
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 14, 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 : 722,560: 565,986 273,212 14,228 272,466 122,374 0 23,605 16,566 0 10,235 1,559: 1,847 2,543
Old : 722,560: 565,986 273,212 14,228 272,466 122,374 0 23,605 16,566 0 10,235 1,559: 1,847 2,543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -47,943: -38,620 -65,355 -30,830 3,866 16,746 0 -10,235 4,512 0 2,398 433: -184 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 37.8 2.0 37.7 16.9 0.0 3.3 2.3 0.0 1.4 0.2: 0.3 0.4
Old : 100.0: 78.3 37.8 2.0 37.7 16.9 0.0 3.3 2.3 0.0 1.4 0.2: 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 28 5 17 21 0 7 5 0 . .:
Old : 71: 35 28 5 17 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 : 40.5 39.5 57.2 56.0 32.5 34.1 47.1 44.4
Old : 40.5 39.5 57.2 56.0 32.5 34.1 47.1 44.4
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 14, 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 : 233,618: 162,734 196,954 49,455 8,152 6,124 8,524 17,491 2,208 0 0 0: 4,573 2,689
Old : 233,618: 162,734 196,954 49,455 8,152 6,124 8,524 17,491 2,208 0 0 0: 4,573 2,689
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -28: 5,900 3,510 -3,671 -1,185 275 -177 -124 -759 0 0 0: -1,596 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 84.3 21.2 3.5 2.6 3.6 7.5 0.9 0.0 0.0 0.0: 2.0 1.2
Old : 100.0: 69.7 84.3 21.2 3.5 2.6 3.6 7.5 0.9 0.0 0.0 0.0: 2.0 1.2
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 : 49: 30 29 5 . 6 . . . 0 0 0:
Old : 49: 30 29 5 . 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 59.8 65.7 75.6 42.2 59.6 56.4 73.0
Old : 47.7 59.8 65.7 75.6 42.2 59.6 56.4 73.0
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 14, 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 : 396,240: 293,017 284,035 46,861 55,286 13,466 9,004 13,366 23,792 0 0 0: 10,100 6,295
Old : 396,240: 293,017 284,035 46,861 55,286 13,466 9,004 13,366 23,792 0 0 0: 10,100 6,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -246: -1,163 -4,170 -514 -34 190 -2,445 -279 2,895 0 0 0: 791 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 71.7 11.8 14.0 3.4 2.3 3.4 6.0 0.0 0.0 0.0: 2.5 1.6
Old : 100.0: 73.9 71.7 11.8 14.0 3.4 2.3 3.4 6.0 0.0 0.0 0.0: 2.5 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 : 58: 29 26 7 9 10 . 4 5 0 0 0:
Old : 58: 29 26 7 9 10 . 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 : 35.3 57.7 52.5 70.2 33.1 55.6 48.0 64.8
Old : 35.3 57.7 52.5 70.2 33.1 55.6 48.0 64.8
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 14, 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 : 248,782: 208,001 112,074 4,408 76,064 19,757 5,700 25,345 5,907 0 1,864 62: 4,947 7,709
Old : 248,782: 208,001 112,074 4,408 76,064 19,757 5,700 25,345 5,907 0 1,864 62: 4,947 7,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 12,613: 8,488 9,274 98 -3,551 4,668 -521 1,759 -302 0 -62 62: 120 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 45.0 1.8 30.6 7.9 2.3 10.2 2.4 0.0 0.7 0.0: 2.0 3.1
Old : 100.0: 83.6 45.0 1.8 30.6 7.9 2.3 10.2 2.4 0.0 0.7 0.0: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 16 21 4 6 7 . . . 0 . .:
Old : 41: 16 21 4 6 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 : 73.0 41.3 84.0 60.0 70.6 38.0 74.3 54.6
Old : 73.0 41.3 84.0 60.0 70.6 38.0 74.3 54.6
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 14, 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 : 1,304,836: 137,070 163,378 234,388 107,132 115,989 222,548 284,254 316,701 39,563 104,255 161,535: 77,043 51,593
Old : 1,304,836: 137,070 163,378 234,388 107,132 115,989 222,548 284,254 316,701 39,563 104,255 161,535: 77,043 51,593
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 5,524: 17,068 10,766 -1,273 4,013 -10,884 3,090 -6,007 1,411 -8,864 -1,081 6,660: -1,685 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.5 18.0 8.2 8.9 17.1 21.8 24.3 3.0 8.0 12.4: 5.9 4.0
Old : 100.0: 10.5 12.5 18.0 8.2 8.9 17.1 21.8 24.3 3.0 8.0 12.4: 5.9 4.0
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 : 349: 46 45 23 11 31 70 80 86 53 50 74:
Old : 349: 46 45 23 11 31 70 80 86 53 50 74:
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 : 18.3 21.6 31.1 35.2 11.3 17.0 18.3 22.3
Old : 18.3 21.6 31.1 35.2 11.3 17.0 18.3 22.3
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 14, 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 : 2,410,629: 268,674 207,362 91,953 86,462 948,115 53,776 155,035 505,285 46,111 9,943 488,866: 7,849 9,562
Old : 2,410,629: 268,674 207,362 91,953 86,462 948,115 53,776 155,035 505,285 46,111 9,943 488,866: 7,849 9,562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 11,023: 1,322 -1,842 -431 1,951 132 208 -1,517 7,245 -4,084 -1,506 6,463: 168 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.6 3.8 3.6 39.3 2.2 6.4 21.0 1.9 0.4 20.3: 0.3 0.4
Old : 100.0: 11.1 8.6 3.8 3.6 39.3 2.2 6.4 21.0 1.9 0.4 20.3: 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 : 146: 36 35 13 14 25 16 29 32 21 12 26:
Old : 146: 36 35 13 14 25 16 29 32 21 12 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 : 33.2 33.7 53.3 56.3 5.1 5.3 7.3 7.2
Old : 33.2 33.7 53.3 56.3 5.1 5.3 7.3 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 14, 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 : 104,477: 1,595 3,282 300 5,989 53,376 7,742 656 3,750 10,094 10,395 24,838: 2,781 2,191
Old : 104,477: 1,595 3,282 300 5,989 53,376 7,742 656 3,750 10,094 10,395 24,838: 2,781 2,191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 4,542: 0 -220 0 2,009 141 -1,600 0 3,100 2,918 -787 76: -92 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.1 0.3 5.7 51.1 7.4 0.6 3.6 9.7 9.9 23.8: 2.7 2.1
Old : 100.0: 1.5 3.1 0.3 5.7 51.1 7.4 0.6 3.6 9.7 9.9 23.8: 2.7 2.1
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 : 27: 4 5 . 5 7 . . 4 7 4 10:
Old : 27: 4 5 . 5 7 . . 4 7 4 10:
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 71.0 83.7 85.9 14.6 12.6 16.6 16.4
Old : 69.5 71.0 83.7 85.9 14.6 12.6 16.6 16.4
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 14, 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 : 133,767: 3,424 6,984 2,416 14,883 10,035 55,777 44,534 54,487 4,187 1,007 1,041: 2,400 797
Old : 133,767: 3,424 6,984 2,416 14,883 10,035 55,777 44,534 54,487 4,187 1,007 1,041: 2,400 797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,542: 9 305 -818 1,727 1,699 -1,355 -5,633 3,759 -35 -428 21: -1,739 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.2 1.8 11.1 7.5 41.7 33.3 40.7 3.1 0.8 0.8: 1.8 0.6
Old : 100.0: 2.6 5.2 1.8 11.1 7.5 41.7 33.3 40.7 3.1 0.8 0.8: 1.8 0.6
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 : 44: 7 10 . 5 5 4 14 14 4 . .:
Old : 44: 7 10 . 5 5 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 47.4 88.6 71.3 42.0 27.1 46.9 38.7
Old : 78.5 47.4 88.6 71.3 42.0 27.1 46.9 38.7
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 14, 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 : 82,719: 48,514 34,730 13,057 24,457 9,762 31 1,413 2,555 0 0 0: 8,800 9,802
Old : 82,719: 48,514 34,730 13,057 24,457 9,762 31 1,413 2,555 0 0 0: 8,800 9,802
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 272: 942 279 0 0 0 31 43 1,419 0 0 0: -2,120 -1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 42.0 15.8 29.6 11.8 0.0 1.7 3.1 0.0 0.0 0.0: 10.6 11.8
Old : 100.0: 58.6 42.0 15.8 29.6 11.8 0.0 1.7 3.1 0.0 0.0 0.0: 10.6 11.8
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 : 25: 13 10 4 4 . . . . 0 0 0:
Old : 25: 13 10 4 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 : 46.4 39.0 70.1 63.3 34.4 34.2 55.9 54.9
Old : 46.4 39.0 70.1 63.3 34.4 34.2 55.9 54.9
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 14, 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 : 2,878,930: 610,209 474,845 421,935 759,950 508,588 348,909 293,285 525,858 227,651 95,556 198,254: 37,526 22,594
Old : 2,878,930: 610,209 474,845 421,935 759,950 508,588 348,909 293,285 525,858 227,651 95,556 198,254: 37,526 22,594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 30,689: 19,078 7,132 14,313 30,210 13,196 4,693 56,211 -44,600 29,978 -24,692 -6,418: 449 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.5 14.7 26.4 17.7 12.1 10.2 18.3 7.9 3.3 6.9: 1.3 0.8
Old : 100.0: 21.2 16.5 14.7 26.4 17.7 12.1 10.2 18.3 7.9 3.3 6.9: 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 : 162: 70 64 8 18 25 22 14 28 14 10 18:
Old : 162: 70 64 8 18 25 22 14 28 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 : 30.3 28.3 43.6 45.3 22.8 19.7 29.3 29.0
Old : 30.3 28.3 43.6 45.3 22.8 19.7 29.3 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 14, 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 : 1,433,677: 117,468 229,732 285,403 413,022 337,160 300,970 28,817 197,769 27,929 63,016 162,417: 4,561 1,744
Old : 1,433,677: 117,468 229,732 285,403 413,022 337,160 300,970 28,817 197,769 27,929 63,016 162,417: 4,561 1,744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 88,291: -3,149 4,868 -1,594 7,418 5,928 48,435 -12,884 37,003 -37,737 7,119 39,114: 291 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 16.0 19.9 28.8 23.5 21.0 2.0 13.8 1.9 4.4 11.3: 0.3 0.1
Old : 100.0: 8.2 16.0 19.9 28.8 23.5 21.0 2.0 13.8 1.9 4.4 11.3: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 92: 20 20 14 11 18 16 7 17 8 12 15:
Old : 92: 20 20 14 11 18 16 7 17 8 12 15:
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 : 34.9 43.2 59.7 60.4 20.3 30.8 30.4 39.6
Old : 34.9 43.2 59.7 60.4 20.3 30.8 30.4 39.6
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 14, 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 : 18,412: 17,456 10,662 113 6,957 316 0 0 0 85 0 0: 442 477
Old : 18,412: 17,456 10,662 113 6,957 316 0 0 0 85 0 0: 442 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 925: 952 857 0 75 -7 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 57.9 0.6 37.8 1.7 0.0 0.0 0.0 0.5 0.0 0.0: 2.4 2.6
Old : 100.0: 94.8 57.9 0.6 37.8 1.7 0.0 0.0 0.0 0.5 0.0 0.0: 2.4 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 : 42: 25 24 . 9 5 0 0 0 . 0 0:
Old : 42: 25 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 : 49.8 37.4 67.4 59.3 48.1 37.4 59.9 49.8
Old : 49.8 37.4 67.4 59.3 48.1 37.4 59.9 49.8
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 14, 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 : 8,710: 7,424 3,150 222 4,701 273 0 0 0 255 3 27: 509 556
Old : 8,710: 7,424 3,150 222 4,701 273 0 0 0 255 3 27: 509 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 572: 601 146 -120 255 105 0 0 0 7 3 -3: -18 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 36.2 2.5 54.0 3.1 0.0 0.0 0.0 2.9 0.0 0.3: 5.8 6.4
Old : 100.0: 85.2 36.2 2.5 54.0 3.1 0.0 0.0 0.0 2.9 0.0 0.3: 5.8 6.4
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 : 22: 13 11 . 4 . 0 0 0 . . .:
Old : 22: 13 11 . 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 : 55.3 64.2 75.2 82.1 51.7 64.2 64.8 70.2
Old : 55.3 64.2 75.2 82.1 51.7 64.2 64.8 70.2
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, February 14, 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 : 8,401: 4,639 2,869 3,053 4,864 130 0 0 0 0 0 0: 579 538
Old : 8,401: 4,639 2,869 3,053 4,864 130 0 0 0 0 0 0: 579 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -25: -280 -50 225 15 0 0 0 0 0 0 0: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 34.2 36.3 57.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 6.4
Old : 100.0: 55.2 34.2 36.3 57.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.9 6.4
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 : 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 : 67.4 58.6 85.6 84.9 65.2 58.3 82.0 81.5
Old : 67.4 58.6 85.6 84.9 65.2 58.3 82.0 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012