NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 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 : 4,977,067: 1,701,742 1,232,889 435,974 1,430,588 563,271 449,179 64,960 925,149 210,300 65,201 677,887: 13,565 17,122
Old : 4,977,067: 1,701,742 1,232,889 435,974 1,430,588 563,271 449,179 64,960 925,149 210,300 65,201 677,887: 13,565 17,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 33,396: 43,492 1,920 2,122 -37,471 6,636 -37,151 16,331 15,057 -24,197 1,007 27,208: 229 2,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.8 8.8 28.7 11.3 9.0 1.3 18.6 4.2 1.3 13.6: 0.3 0.3
Old : 100.0: 34.2 24.8 8.8 28.7 11.3 9.0 1.3 18.6 4.2 1.3 13.6: 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 : 219: 108 106 10 21 28 21 9 23 21 16 32:
Old : 219: 108 106 10 21 28 21 9 23 21 16 32:
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 : 23.6 22.8 40.6 39.9 15.5 19.2 22.4 27.5
Old : 23.6 22.8 40.6 39.9 15.5 19.2 22.4 27.5
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 11, 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 : 236,696: 140,476 158,847 44,922 35,480 29,443 2,957 1,805 2,606 773 1,154 837: 14,682 6,524
Old : 236,696: 140,476 158,847 44,922 35,480 29,443 2,957 1,805 2,606 773 1,154 837: 14,682 6,524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -13,430: -8,408 -15,455 702 2,901 -2,536 430 -757 -3 -1,084 891 108: -2,639 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 67.1 19.0 15.0 12.4 1.2 0.8 1.1 0.3 0.5 0.4: 6.2 2.8
Old : 100.0: 59.3 67.1 19.0 15.0 12.4 1.2 0.8 1.1 0.3 0.5 0.4: 6.2 2.8
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 : 43: 23 24 5 4 9 . . . . . .:
Old : 43: 23 24 5 4 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 : 43.5 60.6 63.3 73.7 39.2 49.6 51.9 59.5
Old : 43.5 60.6 63.3 73.7 39.2 49.6 51.9 59.5
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 11, 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 : 150,935: 96,279 91,952 21,114 32,099 21,389 3,251 0 2,736 2,664 0 0: 3,502 2,759
Old : 150,935: 96,279 91,952 21,114 32,099 21,389 3,251 0 2,736 2,664 0 0: 3,502 2,759
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 2,697: -4,505 15,899 13,962 -2,835 -7,587 152 0 -215 2,607 0 -315: -1,402 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 60.9 14.0 21.3 14.2 2.2 0.0 1.8 1.8 0.0 0.0: 2.3 1.8
Old : 100.0: 63.8 60.9 14.0 21.3 14.2 2.2 0.0 1.8 1.8 0.0 0.0: 2.3 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 : 36: 18 22 . 8 9 . 0 . . 0 0:
Old : 36: 18 22 . 8 9 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 48.9 76.9 68.9 49.0 47.1 61.8 56.2
Old : 55.6 48.9 76.9 68.9 49.0 47.1 61.8 56.2
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 11, 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 : 211,425: 151,218 99,387 16,295 64,686 29,280 4,944 11,144 621 840 478 112: 8,115 5,717
Old : 211,425: 151,218 99,387 16,295 64,686 29,280 4,944 11,144 621 840 478 112: 8,115 5,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -14,077: -7,172 -5,309 171 -460 -6,966 93 -1,118 207 -313 478 -56: -41 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 47.0 7.7 30.6 13.8 2.3 5.3 0.3 0.4 0.2 0.1: 3.8 2.7
Old : 100.0: 71.5 47.0 7.7 30.6 13.8 2.3 5.3 0.3 0.4 0.2 0.1: 3.8 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 : 40: 18 21 4 8 10 . . . . . .:
Old : 40: 18 21 4 8 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 : 57.1 40.5 75.4 62.2 53.5 31.0 64.8 51.0
Old : 57.1 40.5 75.4 62.2 53.5 31.0 64.8 51.0
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 11, 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 : 711,887: 548,464 210,680 13,334 358,920 126,929 2,665 133 9,660 58 729 252: 10,525 4,584
Old : 711,887: 548,464 210,680 13,334 358,920 126,929 2,665 133 9,660 58 729 252: 10,525 4,584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 12,532: -4,037 -8,405 2,410 10,068 9,558 1,101 133 339 58 675 -58: 3,161 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 29.6 1.9 50.4 17.8 0.4 0.0 1.4 0.0 0.1 0.0: 1.5 0.6
Old : 100.0: 77.0 29.6 1.9 50.4 17.8 0.4 0.0 1.4 0.0 0.1 0.0: 1.5 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 : 61: 33 23 6 13 17 . . 4 . . .:
Old : 61: 33 23 6 13 17 . . 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 : 35.8 46.3 56.9 67.1 25.4 40.1 40.5 53.0
Old : 35.8 46.3 56.9 67.1 25.4 40.1 40.5 53.0
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 11, 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 : 183,744: 110,708 157,702 50,500 5,839 7,587 4,300 3,562 1,385 453 0 705: 8,106 6,964
Old : 183,744: 110,708 157,702 50,500 5,839 7,587 4,300 3,562 1,385 453 0 705: 8,106 6,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -14,166: -11,723 -12,241 2,302 -620 -3,217 0 1,244 -861 -912 0 705: -460 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 85.8 27.5 3.2 4.1 2.3 1.9 0.8 0.2 0.0 0.4: 4.4 3.8
Old : 100.0: 60.3 85.8 27.5 3.2 4.1 2.3 1.9 0.8 0.2 0.0 0.4: 4.4 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 : 41: 21 23 . . . . . . . 0 .:
Old : 41: 21 23 . . . . . . . 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 : 54.4 57.5 70.7 75.5 50.0 57.5 63.6 69.4
Old : 54.4 57.5 70.7 75.5 50.0 57.5 63.6 69.4
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 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 232,127: 177,520 151,320 32,982 65,384 3,918 3,696 0 7,973 0 452 276: 5,762 2,804
Old : 232,127: 177,520 151,320 32,982 65,384 3,918 3,696 0 7,973 0 452 276: 5,762 2,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -23,291: -14,545 -15,646 -3,767 -5,777 -2,247 -6,226 0 3,534 0 -732 276: -316 -2,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 65.2 14.2 28.2 1.7 1.6 0.0 3.4 0.0 0.2 0.1: 2.5 1.2
Old : 100.0: 76.5 65.2 14.2 28.2 1.7 1.6 0.0 3.4 0.0 0.2 0.1: 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 : 53: 25 28 . 11 4 . 0 . 0 . .:
Old : 53: 25 28 . 11 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 : 42.6 30.1 59.3 50.6 39.3 28.2 52.6 45.6
Old : 42.6 30.1 59.3 50.6 39.3 28.2 52.6 45.6
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 11, 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 : 79,032: 52,760 29,551 13,291 40,518 1,277 5,754 0 906 0 70 786: 4,258 5,924
Old : 79,032: 52,760 29,551 13,291 40,518 1,277 5,754 0 906 0 70 786: 4,258 5,924
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -18,012: -17,029 -7,656 3,150 -238 -5,791 2,389 0 -2,493 0 -1,633 724: 1,038 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 37.4 16.8 51.3 1.6 7.3 0.0 1.1 0.0 0.1 1.0: 5.4 7.5
Old : 100.0: 66.8 37.4 16.8 51.3 1.6 7.3 0.0 1.1 0.0 0.1 1.0: 5.4 7.5
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 : 31: 14 14 . 7 4 . 0 . 0 . .:
Old : 31: 14 14 . 7 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 : 49.9 49.9 77.1 68.2 46.6 47.9 72.7 63.1
Old : 49.9 49.9 77.1 68.2 46.6 47.9 72.7 63.1
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 11, 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 : 1,175,539: 115,136 153,603 208,982 73,780 94,305 212,289 261,871 253,177 30,466 112,027 181,045: 80,139 45,731
Old : 1,175,539: 115,136 153,603 208,982 73,780 94,305 212,289 261,871 253,177 30,466 112,027 181,045: 80,139 45,731
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -11,210: 7,413 6,843 2,160 -6,544 2,394 -2,896 3,006 -25,932 3,362 7,570 -417: 2,706 1,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.1 17.8 6.3 8.0 18.1 22.3 21.5 2.6 9.5 15.4: 6.8 3.9
Old : 100.0: 9.8 13.1 17.8 6.3 8.0 18.1 22.3 21.5 2.6 9.5 15.4: 6.8 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 : 319: 47 42 23 10 27 68 59 77 50 45 82:
Old : 319: 47 42 23 10 27 68 59 77 50 45 82:
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 : 16.5 25.2 28.8 38.3 10.7 17.0 18.4 24.0
Old : 16.5 25.2 28.8 38.3 10.7 17.0 18.4 24.0
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 11, 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 : 1,402,984: 171,311 154,688 20,494 96,318 654,493 65,004 21,882 195,488 32,686 17,621 258,369: 5,140 4,124
Old : 1,402,984: 171,311 154,688 20,494 96,318 654,493 65,004 21,882 195,488 32,686 17,621 258,369: 5,140 4,124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 36,071: 4,705 5,228 -1,943 -2,358 3,341 2,302 3,518 12,438 1,443 308 13,553: 233 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.0 1.5 6.9 46.7 4.6 1.6 13.9 2.3 1.3 18.4: 0.4 0.3
Old : 100.0: 12.2 11.0 1.5 6.9 46.7 4.6 1.6 13.9 2.3 1.3 18.4: 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 : 136: 41 34 7 17 21 24 16 28 21 10 27:
Old : 136: 41 34 7 17 21 24 16 28 21 10 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 : 35.5 38.6 57.6 59.6 4.3 5.1 6.7 7.2
Old : 35.5 38.6 57.6 59.6 4.3 5.1 6.7 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, December 11, 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 : 135,206: 21,695 15,670 11,780 9,354 29,408 23,783 700 1,352 22,193 54,206 21,803: 3,193 2,714
Old : 135,206: 21,695 15,670 11,780 9,354 29,408 23,783 700 1,352 22,193 54,206 21,803: 3,193 2,714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 6,469: 4,035 1,988 -1,451 3,284 1,631 69 0 1 570 -2,031 1,406: 208 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.6 8.7 6.9 21.8 17.6 0.5 1.0 16.4 40.1 16.1: 2.4 2.0
Old : 100.0: 16.0 11.6 8.7 6.9 21.8 17.6 0.5 1.0 16.4 40.1 16.1: 2.4 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 : 46: 12 12 . 8 10 4 . 4 7 9 13:
Old : 46: 12 12 . 8 10 4 . 4 7 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 50.6 57.1 74.6 33.5 38.4 43.6 46.7
Old : 42.3 50.6 57.1 74.6 33.5 38.4 43.6 46.7
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 11, 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 : 49,392: 1,631 4,348 616 3,679 6,412 14,394 12,077 12,039 8,191 4,609 5,759: 350 469
Old : 49,392: 1,631 4,348 616 3,679 6,412 14,394 12,077 12,039 8,191 4,609 5,759: 350 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 128: -126 -25 162 922 -861 -774 -428 265 1,049 -43 308: 105 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.8 1.2 7.4 13.0 29.1 24.5 24.4 16.6 9.3 11.7: 0.7 0.9
Old : 100.0: 3.3 8.8 1.2 7.4 13.0 29.1 24.5 24.4 16.6 9.3 11.7: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 6 11 . 4 4 4 8 7 . . 5:
Old : 36: 6 11 . 4 4 4 8 7 . . 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 : 73.6 47.3 87.8 69.7 42.8 26.7 47.4 36.3
Old : 73.6 47.3 87.8 69.7 42.8 26.7 47.4 36.3
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 11, 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 : 2,452,323: 573,502 539,011 201,406 786,888 381,374 248,118 39,166 472,788 328,632 1,136 207,801: 38,702 24,159
Old : 2,452,323: 573,502 539,011 201,406 786,888 381,374 248,118 39,166 472,788 328,632 1,136 207,801: 38,702 24,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,636: 9,988 7,789 -740 14,951 -12,127 -9,528 -18,775 3,729 2,871 -1,013 8,940: 503 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.0 8.2 32.1 15.6 10.1 1.6 19.3 13.4 0.0 8.5: 1.6 1.0
Old : 100.0: 23.4 22.0 8.2 32.1 15.6 10.1 1.6 19.3 13.4 0.0 8.5: 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 : 143: 61 55 4 18 23 17 9 23 18 4 17:
Old : 143: 61 55 4 18 23 17 9 23 18 4 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 25.9 38.3 43.9 13.2 18.1 22.9 28.1
Old : 24.3 25.9 38.3 43.9 13.2 18.1 22.9 28.1
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 11, 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 : 957,098: 98,058 137,246 286,898 102,875 278,945 80,996 107,362 101,972 18,078 135,478 88,994: 3,157 4,226
Old : 957,098: 98,058 137,246 286,898 102,875 278,945 80,996 107,362 101,972 18,078 135,478 88,994: 3,157 4,226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 8,753: 3,584 -83 3,409 3,461 -121 -4,857 1,135 8,204 4,006 -1,775 341: -5,813 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.3 30.0 10.7 29.1 8.5 11.2 10.7 1.9 14.2 9.3: 0.3 0.4
Old : 100.0: 10.2 14.3 30.0 10.7 29.1 8.5 11.2 10.7 1.9 14.2 9.3: 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 : 89: 17 18 15 7 18 10 13 14 9 15 18:
Old : 89: 17 18 15 7 18 10 13 14 9 15 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 : 42.0 31.8 61.2 55.8 22.4 21.4 30.6 31.5
Old : 42.0 31.8 61.2 55.8 22.4 21.4 30.6 31.5
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 11, 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 : 31,731: 27,545 26,788 766 3,359 1,229 1,260 0 0 375 0 63: 493 292
Old : 31,731: 27,545 26,788 766 3,359 1,229 1,260 0 0 375 0 63: 493 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -1,434: -164 -1,036 -514 -168 -172 -540 0 0 0 0 0: -44 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 84.4 2.4 10.6 3.9 4.0 0.0 0.0 1.2 0.0 0.2: 1.6 0.9
Old : 100.0: 86.8 84.4 2.4 10.6 3.9 4.0 0.0 0.0 1.2 0.0 0.2: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 29 25 . 8 7 . 0 0 . 0 .:
Old : 43: 29 25 . 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 : 45.4 56.1 64.4 72.6 40.4 44.9 50.2 53.6
Old : 45.4 56.1 64.4 72.6 40.4 44.9 50.2 53.6
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 11, 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 : 6,332: 4,139 2,932 0 3,198 48 1,710 0 0 0 0 0: 435 154
Old : 6,332: 4,139 2,932 0 3,198 48 1,710 0 0 0 0 0: 435 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 275: 312 366 0 0 0 0 0 0 0 0 0: -37 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 46.3 0.0 50.5 0.8 27.0 0.0 0.0 0.0 0.0 0.0: 6.9 2.4
Old : 100.0: 65.4 46.3 0.0 50.5 0.8 27.0 0.0 0.0 0.0 0.0 0.0: 6.9 2.4
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 : 23: 11 12 0 6 . . 0 0 0 0 0:
Old : 23: 11 12 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 : 67.0 54.8 88.1 79.1 60.7 46.3 65.9 60.4
Old : 67.0 54.8 88.1 79.1 60.7 46.3 65.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, December 11, 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 : 6,378: 4,824 3,193 359 822 726 0 420 0 112 400 58: 299 759
Old : 6,378: 4,824 3,193 359 822 726 0 420 0 112 400 58: 299 759
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 240: 320 -125 -135 95 -9 0 -180 0 10 0 17: 37 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 50.1 5.6 12.9 11.4 0.0 6.6 0.0 1.8 6.3 0.9: 4.7 11.9
Old : 100.0: 75.6 50.1 5.6 12.9 11.4 0.0 6.6 0.0 1.8 6.3 0.9: 4.7 11.9
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 : 32: 17 19 . 4 5 0 . 0 . . .:
Old : 32: 17 19 . 4 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 39.7 69.0 60.2 51.0 36.0 64.1 54.1
Old : 53.7 39.7 69.0 60.2 51.0 36.0 64.1 54.1
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 11, 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 : 9,566: 5,021 4,643 3,241 4,437 132 0 0 0 695 0 0: 477 354
Old : 9,566: 5,021 4,643 3,241 4,437 132 0 0 0 695 0 0: 477 354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 15: 45 195 0 -150 0 0 0 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 48.5 33.9 46.4 1.4 0.0 0.0 0.0 7.3 0.0 0.0: 5.0 3.7
Old : 100.0: 52.5 48.5 33.9 46.4 1.4 0.0 0.0 0.0 7.3 0.0 0.0: 5.0 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 : 29: 15 13 . 7 . 0 0 0 . 0 0:
Old : 29: 15 13 . 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 : 56.5 48.7 80.1 74.4 56.5 47.0 69.7 65.8
Old : 56.5 48.7 80.1 74.4 56.5 47.0 69.7 65.8
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 11, 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 : 4,326: 3,503 2,231 274 1,868 69 0 0 0 104 0 0: 376 158
Old : 4,326: 3,503 2,231 274 1,868 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: December 4, 2012 :
: 120: 120 0 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 51.6 6.3 43.2 1.6 0.0 0.0 0.0 2.4 0.0 0.0: 8.7 3.7
Old : 100.0: 81.0 51.6 6.3 43.2 1.6 0.0 0.0 0.0 2.4 0.0 0.0: 8.7 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 : 21: 12 10 . 5 . 0 0 0 . 0 0:
Old : 21: 12 10 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 58.2 84.2 84.7 72.1 57.1 79.7 79.8
Old : 73.5 58.2 84.2 84.7 72.1 57.1 79.7 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012