NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 4,943,671: 1,658,250 1,230,969 433,852 1,468,059 556,635 486,330 48,629 910,092 234,497 64,194 650,679: 13,336 14,414
Old : 4,943,671: 1,658,250 1,230,969 433,852 1,468,059 556,635 486,330 48,629 910,092 234,497 64,194 650,679: 13,336 14,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -367,629: -173,121 -184,600 -52,716 -83,807 -38,306 33,061 2,772 -74,839 -66,964 5,345 5,274: -18 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 24.9 8.8 29.7 11.3 9.8 1.0 18.4 4.7 1.3 13.2: 0.3 0.3
Old : 100.0: 33.5 24.9 8.8 29.7 11.3 9.8 1.0 18.4 4.7 1.3 13.2: 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 : 220: 108 105 10 21 27 20 11 25 19 15 33:
Old : 220: 108 105 10 21 27 20 11 25 19 15 33:
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 23.1 40.7 39.6 15.7 19.7 23.0 28.5
Old : 24.0 23.1 40.7 39.6 15.7 19.7 23.0 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 250,126: 148,884 174,302 44,220 32,579 31,979 2,527 2,562 2,609 1,857 263 729: 17,321 5,103
Old : 250,126: 148,884 174,302 44,220 32,579 31,979 2,527 2,562 2,609 1,857 263 729: 17,321 5,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 3,428: 2,368 1,835 -415 -2,022 2,747 -1,069 2,345 -9 536 -59 -127: -603 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 69.7 17.7 13.0 12.8 1.0 1.0 1.0 0.7 0.1 0.3: 6.9 2.0
Old : 100.0: 59.5 69.7 17.7 13.0 12.8 1.0 1.0 1.0 0.7 0.1 0.3: 6.9 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 : 47: 26 30 5 . 8 . . . . . .:
Old : 47: 26 30 5 . 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 : 42.5 59.1 62.8 72.8 38.2 47.2 51.2 58.4
Old : 42.5 59.1 62.8 72.8 38.2 47.2 51.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 148,238: 100,784 76,053 7,152 34,934 28,976 3,099 0 2,951 57 0 315: 4,904 5,009
Old : 148,238: 100,784 76,053 7,152 34,934 28,976 3,099 0 2,951 57 0 315: 4,904 5,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,176: 7,749 4,584 -7,363 -1,869 1,178 1,596 0 -687 57 -7 67: 2,579 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 51.3 4.8 23.6 19.5 2.1 0.0 2.0 0.0 0.0 0.2: 3.3 3.4
Old : 100.0: 68.0 51.3 4.8 23.6 19.5 2.1 0.0 2.0 0.0 0.0 0.2: 3.3 3.4
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 : 38: 20 22 . 8 9 . 0 . . 0 .:
Old : 38: 20 22 . 8 9 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 41.9 74.1 61.2 41.1 36.8 52.4 45.0
Old : 51.0 41.9 74.1 61.2 41.1 36.8 52.4 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 225,502: 158,390 104,696 16,124 65,146 36,246 4,851 12,262 414 1,153 0 168: 8,156 6,570
Old : 225,502: 158,390 104,696 16,124 65,146 36,246 4,851 12,262 414 1,153 0 168: 8,156 6,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,834: -4,167 5,176 -1,727 -11,259 2,489 -180 -217 100 1,153 0 168: 330 1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 46.4 7.2 28.9 16.1 2.2 5.4 0.2 0.5 0.0 0.1: 3.6 2.9
Old : 100.0: 70.2 46.4 7.2 28.9 16.1 2.2 5.4 0.2 0.5 0.0 0.1: 3.6 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 : 42: 19 22 4 9 11 . . . . 0 .:
Old : 42: 19 22 4 9 11 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 38.1 73.8 59.8 49.8 29.1 61.3 47.8
Old : 53.7 38.1 73.8 59.8 49.8 29.1 61.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 699,355: 552,501 219,085 10,924 348,852 117,371 1,564 0 9,321 0 54 310: 7,364 4,362
Old : 699,355: 552,501 219,085 10,924 348,852 117,371 1,564 0 9,321 0 54 310: 7,364 4,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -14,816: -5,294 895 -1,021 -8,245 -5,300 -1,232 0 -1,360 -79 54 -138: -392 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 31.3 1.6 49.9 16.8 0.2 0.0 1.3 0.0 0.0 0.0: 1.1 0.6
Old : 100.0: 79.0 31.3 1.6 49.9 16.8 0.2 0.0 1.3 0.0 0.0 0.0: 1.1 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 : 60: 34 24 6 13 16 . 0 4 0 . .:
Old : 60: 34 24 6 13 16 . 0 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 : 34.5 44.0 55.7 66.7 24.9 38.3 39.2 52.6
Old : 34.5 44.0 55.7 66.7 24.9 38.3 39.2 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 197,910: 122,431 169,943 48,198 6,459 10,804 4,300 2,318 2,246 1,365 0 0: 8,566 6,140
Old : 197,910: 122,431 169,943 48,198 6,459 10,804 4,300 2,318 2,246 1,365 0 0: 8,566 6,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,869: -6,138 -2,843 146 0 366 2,160 -803 -50 1 0 0: 646 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 85.9 24.4 3.3 5.5 2.2 1.2 1.1 0.7 0.0 0.0: 4.3 3.1
Old : 100.0: 61.9 85.9 24.4 3.3 5.5 2.2 1.2 1.1 0.7 0.0 0.0: 4.3 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 : 47: 24 27 4 . . . . . . 0 0:
Old : 47: 24 27 4 . . . . . . 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 : 51.6 55.6 67.6 72.7 47.1 55.3 60.2 66.3
Old : 51.6 55.6 67.6 72.7 47.1 55.3 60.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 255,418: 192,065 166,966 36,749 71,161 6,165 9,922 0 4,439 0 1,184 0: 6,078 5,503
Old : 255,418: 192,065 166,966 36,749 71,161 6,165 9,922 0 4,439 0 1,184 0: 6,078 5,503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,893: -7,284 -7,568 182 547 154 2,929 0 -731 0 142 0: -143 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 65.4 14.4 27.9 2.4 3.9 0.0 1.7 0.0 0.5 0.0: 2.4 2.2
Old : 100.0: 75.2 65.4 14.4 27.9 2.4 3.9 0.0 1.7 0.0 0.5 0.0: 2.4 2.2
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 : 56: 29 29 5 11 4 . 0 . 0 . 0:
Old : 56: 29 29 5 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 : 39.2 30.0 55.2 51.0 36.2 28.0 50.5 46.9
Old : 39.2 30.0 55.2 51.0 36.2 28.0 50.5 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 97,044: 69,789 37,207 10,141 40,756 7,068 3,365 0 3,399 0 1,703 62: 3,220 6,849
Old : 97,044: 69,789 37,207 10,141 40,756 7,068 3,365 0 3,399 0 1,703 62: 3,220 6,849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -5,173: -5,480 -128 2,852 -400 -2,034 2,349 0 -1,276 0 -248 0: -1,584 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 38.3 10.4 42.0 7.3 3.5 0.0 3.5 0.0 1.8 0.1: 3.3 7.1
Old : 100.0: 71.9 38.3 10.4 42.0 7.3 3.5 0.0 3.5 0.0 1.8 0.1: 3.3 7.1
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 : 37: 16 17 5 8 8 . 0 . 0 . .:
Old : 37: 16 17 5 8 8 . 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 : 52.6 41.7 77.3 60.5 47.7 39.9 65.8 53.2
Old : 52.6 41.7 77.3 60.5 47.7 39.9 65.8 53.2
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, December 4, 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 : 1,186,749: 107,723 146,760 206,822 80,324 91,911 215,185 258,864 279,109 27,104 104,458 181,462: 77,433 43,862
Old : 1,186,749: 107,723 146,760 206,822 80,324 91,911 215,185 258,864 279,109 27,104 104,458 181,462: 77,433 43,862
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -12,444: -6,787 -11,522 3,495 -25,029 9,582 -24,977 38,619 -154 7,789 -29,099 829: -2,221 4,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.4 17.4 6.8 7.7 18.1 21.8 23.5 2.3 8.8 15.3: 6.5 3.7
Old : 100.0: 9.1 12.4 17.4 6.8 7.7 18.1 21.8 23.5 2.3 8.8 15.3: 6.5 3.7
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 : 320: 45 40 25 10 27 73 59 78 49 45 74:
Old : 320: 45 40 25 10 27 73 59 78 49 45 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 : 15.9 26.1 27.9 39.5 10.4 17.9 17.9 24.7
Old : 15.9 26.1 27.9 39.5 10.4 17.9 17.9 24.7
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, December 4, 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 : 1,366,913: 166,605 149,460 22,437 98,676 651,153 62,702 18,365 183,050 31,244 17,313 244,816: 4,907 4,080
Old : 1,366,913: 166,605 149,460 22,437 98,676 651,153 62,702 18,365 183,050 31,244 17,313 244,816: 4,907 4,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -20,832: 1,296 2,343 -1,586 -5,724 -3,452 347 2,141 -12,616 1,982 2,647 -5,345: -1,457 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.9 1.6 7.2 47.6 4.6 1.3 13.4 2.3 1.3 17.9: 0.4 0.3
Old : 100.0: 12.2 10.9 1.6 7.2 47.6 4.6 1.3 13.4 2.3 1.3 17.9: 0.4 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 : 133: 42 33 6 18 22 21 18 30 22 6 24:
Old : 133: 42 33 6 18 22 21 18 30 22 6 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 : 36.3 39.7 58.8 61.2 4.4 5.4 6.9 7.6
Old : 36.3 39.7 58.8 61.2 4.4 5.4 6.9 7.6
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, December 4, 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 : 128,738: 17,660 13,682 13,231 6,070 27,777 23,714 700 1,351 21,623 56,237 20,396: 2,985 2,524
Old : 128,738: 17,660 13,682 13,231 6,070 27,777 23,714 700 1,351 21,623 56,237 20,396: 2,985 2,524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,229: -898 -2,178 945 -2,222 -217 13,711 -5,046 -858 -13,452 9,788 -7,386: -73 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.6 10.3 4.7 21.6 18.4 0.5 1.0 16.8 43.7 15.8: 2.3 2.0
Old : 100.0: 13.7 10.6 10.3 4.7 21.6 18.4 0.5 1.0 16.8 43.7 15.8: 2.3 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 : 45: 12 12 . 7 10 4 . 4 7 8 11:
Old : 45: 12 12 . 7 10 4 . 4 7 8 11:
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 : 44.5 53.7 59.7 75.8 36.0 42.3 46.3 49.9
Old : 44.5 53.7 59.7 75.8 36.0 42.3 46.3 49.9
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, December 4, 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 : 49,264: 1,757 4,373 454 2,757 7,273 15,168 12,506 11,774 7,142 4,652 5,451: 245 479
Old : 49,264: 1,757 4,373 454 2,757 7,273 15,168 12,506 11,774 7,142 4,652 5,451: 245 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -776: -184 -105 95 751 -1,192 -1,449 -1,014 674 1,655 580 -383: 9 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.9 0.9 5.6 14.8 30.8 25.4 23.9 14.5 9.4 11.1: 0.5 1.0
Old : 100.0: 3.6 8.9 0.9 5.6 14.8 30.8 25.4 23.9 14.5 9.4 11.1: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 6 11 . 4 4 . 10 6 . . 5:
Old : 37: 6 11 . 4 4 . 10 6 . . 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 : 74.5 46.6 88.6 69.1 42.8 25.5 47.0 35.5
Old : 74.5 46.6 88.6 69.1 42.8 25.5 47.0 35.5
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, December 4, 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 : 2,448,687: 563,514 531,222 202,146 771,937 393,501 257,646 57,941 469,059 325,761 2,149 198,861: 38,199 24,017
Old : 2,448,687: 563,514 531,222 202,146 771,937 393,501 257,646 57,941 469,059 325,761 2,149 198,861: 38,199 24,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -140,181: -58,523 -37,032 -9,755 -45,786 -24,209 -20,658 -1,234 -17,960 515 887 -18,426: 8,835 3,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.7 8.3 31.5 16.1 10.5 2.4 19.2 13.3 0.1 8.1: 1.6 1.0
Old : 100.0: 23.0 21.7 8.3 31.5 16.1 10.5 2.4 19.2 13.3 0.1 8.1: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 142: 60 54 4 18 23 18 8 24 18 4 16:
Old : 142: 60 54 4 18 23 18 8 24 18 4 16:
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 : 24.2 25.9 38.4 43.8 13.1 17.9 22.9 27.8
Old : 24.2 25.9 38.4 43.8 13.1 17.9 22.9 27.8
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, December 4, 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 : 948,345: 94,474 137,329 283,489 99,414 279,066 85,853 106,227 93,768 14,072 137,253 88,653: 8,970 6,635
Old : 948,345: 94,474 137,329 283,489 99,414 279,066 85,853 106,227 93,768 14,072 137,253 88,653: 8,970 6,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -85,717: -8,791 -17,323 -19,110 -8,078 -6,527 6,047 7,536 -37,945 -9,448 -12,236 -12,792: 2,849 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.5 29.9 10.5 29.4 9.1 11.2 9.9 1.5 14.5 9.3: 0.9 0.7
Old : 100.0: 10.0 14.5 29.9 10.5 29.4 9.1 11.2 9.9 1.5 14.5 9.3: 0.9 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 : 82: 16 16 14 7 17 8 13 14 7 14 15:
Old : 82: 16 16 14 7 17 8 13 14 7 14 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 : 44.0 32.6 63.7 56.2 24.2 22.5 32.5 32.4
Old : 44.0 32.6 63.7 56.2 24.2 22.5 32.5 32.4
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, December 4, 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 : 33,165: 27,709 27,824 1,280 3,527 1,401 1,800 0 0 375 0 63: 537 350
Old : 33,165: 27,709 27,824 1,280 3,527 1,401 1,800 0 0 375 0 63: 537 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 616: 530 417 -40 73 63 0 0 0 0 0 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 83.9 3.9 10.6 4.2 5.4 0.0 0.0 1.1 0.0 0.2: 1.6 1.1
Old : 100.0: 83.5 83.9 3.9 10.6 4.2 5.4 0.0 0.0 1.1 0.0 0.2: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 27 . 8 7 . 0 0 . 0 .:
Old : 44: 30 27 . 8 7 . 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 : 42.4 54.4 61.7 69.5 38.3 46.5 49.5 55.6
Old : 42.4 54.4 61.7 69.5 38.3 46.5 49.5 55.6
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, December 4, 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 : 6,057: 3,827 2,566 0 3,198 48 1,710 0 0 0 0 0: 472 245
Old : 6,057: 3,827 2,566 0 3,198 48 1,710 0 0 0 0 0: 472 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -285: -488 32 0 -263 0 75 0 0 0 0 0: 128 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 42.4 0.0 52.8 0.8 28.2 0.0 0.0 0.0 0.0 0.0: 7.8 4.0
Old : 100.0: 63.2 42.4 0.0 52.8 0.8 28.2 0.0 0.0 0.0 0.0 0.0: 7.8 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 : 20: 10 9 0 6 . . 0 0 0 0 0:
Old : 20: 10 9 0 6 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 58.5 88.1 83.7 63.4 49.0 68.9 67.0
Old : 69.6 58.5 88.1 83.7 63.4 49.0 68.9 67.0
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, December 4, 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 : 6,138: 4,504 3,318 494 727 735 0 600 0 102 400 41: 262 317
Old : 6,138: 4,504 3,318 494 727 735 0 600 0 102 400 41: 262 317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,324: -1,191 -1,986 -626 106 -431 0 0 0 -15 50 -25: -36 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 54.1 8.0 11.8 12.0 0.0 9.8 0.0 1.7 6.5 0.7: 4.3 5.2
Old : 100.0: 73.4 54.1 8.0 11.8 12.0 0.0 9.8 0.0 1.7 6.5 0.7: 4.3 5.2
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 : 33: 17 18 . 5 6 0 . 0 . . .:
Old : 33: 17 18 . 5 6 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 42.6 67.2 64.8 49.4 39.7 62.5 58.4
Old : 51.4 42.6 67.2 64.8 49.4 39.7 62.5 58.4
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, December 4, 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 : 9,551: 4,976 4,448 3,241 4,587 132 0 0 0 695 0 0: 507 384
Old : 9,551: 4,976 4,448 3,241 4,587 132 0 0 0 695 0 0: 507 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -803: -277 -374 -299 -278 -39 0 0 0 -155 0 -60: 27 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 46.6 33.9 48.0 1.4 0.0 0.0 0.0 7.3 0.0 0.0: 5.3 4.0
Old : 100.0: 52.1 46.6 33.9 48.0 1.4 0.0 0.0 0.0 7.3 0.0 0.0: 5.3 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 : 28: 14 12 . 7 . 0 0 0 . 0 0:
Old : 28: 14 12 . 7 . 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 49.9 80.1 75.3 56.3 48.7 69.5 67.4
Old : 56.3 49.9 80.1 75.3 56.3 48.7 69.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 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 : 4,206: 3,383 2,231 274 1,748 69 0 0 0 104 0 0: 376 158
Old : 4,206: 3,383 2,231 274 1,748 69 0 0 0 104 0 0: 376 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -583: -441 -289 -30 -254 -17 0 0 0 -34 0 0: -61 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 53.0 6.5 41.6 1.6 0.0 0.0 0.0 2.5 0.0 0.0: 8.9 3.8
Old : 100.0: 80.4 53.0 6.5 41.6 1.6 0.0 0.0 0.0 2.5 0.0 0.0: 8.9 3.8
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 : 21: 11 10 . 5 . 0 0 0 . 0 0:
Old : 21: 11 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 : 75.6 57.0 85.7 84.3 74.1 55.9 80.5 79.2
Old : 75.6 57.0 85.7 84.3 74.1 55.9 80.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012