Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,943,671 : : Positions : :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 : : : : Changes from: November 27, 2012 : : -173,121 -184,600 -52,716 -83,807 -38,306 33,061 2,772 -74,839 -66,964 5,345 5,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 24.9 8.8 29.7 11.3 9.8 1.0 18.4 4.7 1.3 13.2 : : : : Number of Traders in Each Category Total Traders: 220 : : 108 105 10 21 27 20 11 25 19 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 250,126 : : Positions : : 148,884 174,302 44,220 32,579 31,979 2,527 2,562 2,609 1,857 263 729 : : : : Changes from: November 27, 2012 : : 2,368 1,835 -415 -2,022 2,747 -1,069 2,345 -9 536 -59 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 69.7 17.7 13.0 12.8 1.0 1.0 1.0 0.7 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 30 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 148,238 : : Positions : : 100,784 76,053 7,152 34,934 28,976 3,099 0 2,951 57 0 315 : : : : Changes from: November 27, 2012 : : 7,749 4,584 -7,363 -1,869 1,178 1,596 0 -687 57 -7 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 51.3 4.8 23.6 19.5 2.1 0.0 2.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . 8 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 225,502 : : Positions : : 158,390 104,696 16,124 65,146 36,246 4,851 12,262 414 1,153 0 168 : : : : Changes from: November 27, 2012 : : -4,167 5,176 -1,727 -11,259 2,489 -180 -217 100 1,153 0 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 46.4 7.2 28.9 16.1 2.2 5.4 0.2 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 22 4 9 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 699,355 : : Positions : : 552,501 219,085 10,924 348,852 117,371 1,564 0 9,321 0 54 310 : : : : Changes from: November 27, 2012 : : -5,294 895 -1,021 -8,245 -5,300 -1,232 0 -1,360 -79 54 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 31.3 1.6 49.9 16.8 0.2 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 24 6 13 16 . 0 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 197,910 : : Positions : : 122,431 169,943 48,198 6,459 10,804 4,300 2,318 2,246 1,365 0 0 : : : : Changes from: November 27, 2012 : : -6,138 -2,843 146 0 366 2,160 -803 -50 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 85.9 24.4 3.3 5.5 2.2 1.2 1.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 255,418 : : Positions : : 192,065 166,966 36,749 71,161 6,165 9,922 0 4,439 0 1,184 0 : : : : Changes from: November 27, 2012 : : -7,284 -7,568 182 547 154 2,929 0 -731 0 142 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 65.4 14.4 27.9 2.4 3.9 0.0 1.7 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 29 5 11 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 97,044 : : Positions : : 69,789 37,207 10,141 40,756 7,068 3,365 0 3,399 0 1,703 62 : : : : Changes from: November 27, 2012 : : -5,480 -128 2,852 -400 -2,034 2,349 0 -1,276 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 38.3 10.4 42.0 7.3 3.5 0.0 3.5 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 17 5 8 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,186,749 : : Positions : : 107,723 146,760 206,822 80,324 91,911 215,185 258,864 279,109 27,104 104,458 181,462 : : : : Changes from: November 27, 2012 : : -6,787 -11,522 3,495 -25,029 9,582 -24,977 38,619 -154 7,789 -29,099 829 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 12.4 17.4 6.8 7.7 18.1 21.8 23.5 2.3 8.8 15.3 : : : : Number of Traders in Each Category Total Traders: 320 : : 45 40 25 10 27 73 59 78 49 45 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,366,913 : : Positions : : 166,605 149,460 22,437 98,676 651,153 62,702 18,365 183,050 31,244 17,313 244,816 : : : : Changes from: November 27, 2012 : : 1,296 2,343 -1,586 -5,724 -3,452 347 2,141 -12,616 1,982 2,647 -5,345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 10.9 1.6 7.2 47.6 4.6 1.3 13.4 2.3 1.3 17.9 : : : : Number of Traders in Each Category Total Traders: 133 : : 42 33 6 18 22 21 18 30 22 6 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 128,738 : : Positions : : 17,660 13,682 13,231 6,070 27,777 23,714 700 1,351 21,623 56,237 20,396 : : : : Changes from: November 27, 2012 : : -898 -2,178 945 -2,222 -217 13,711 -5,046 -858 -13,452 9,788 -7,386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 10.6 10.3 4.7 21.6 18.4 0.5 1.0 16.8 43.7 15.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 12 . 7 10 4 . 4 7 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 49,264 : : Positions : : 1,757 4,373 454 2,757 7,273 15,168 12,506 11,774 7,142 4,652 5,451 : : : : Changes from: November 27, 2012 : : -184 -105 95 751 -1,192 -1,449 -1,014 674 1,655 580 -383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.6 8.9 0.9 5.6 14.8 30.8 25.4 23.9 14.5 9.4 11.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 11 . 4 4 . 10 6 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,448,687 : : Positions : : 563,514 531,222 202,146 771,937 393,501 257,646 57,941 469,059 325,761 2,149 198,861 : : : : Changes from: November 27, 2012 : : -58,523 -37,032 -9,755 -45,786 -24,209 -20,658 -1,234 -17,960 515 887 -18,426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 21.7 8.3 31.5 16.1 10.5 2.4 19.2 13.3 0.1 8.1 : : : : Number of Traders in Each Category Total Traders: 142 : : 60 54 4 18 23 18 8 24 18 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 948,345 : : Positions : : 94,474 137,329 283,489 99,414 279,066 85,853 106,227 93,768 14,072 137,253 88,653 : : : : Changes from: November 27, 2012 : : -8,791 -17,323 -19,110 -8,078 -6,527 6,047 7,536 -37,945 -9,448 -12,236 -12,792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 14.5 29.9 10.5 29.4 9.1 11.2 9.9 1.5 14.5 9.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 16 16 14 7 17 8 13 14 7 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 33,165 : : Positions : : 27,709 27,824 1,280 3,527 1,401 1,800 0 0 375 0 63 : : : : Changes from: November 27, 2012 : : 530 417 -40 73 63 0 0 0 0 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 83.9 3.9 10.6 4.2 5.4 0.0 0.0 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 8 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 6,057 : : Positions : : 3,827 2,566 0 3,198 48 1,710 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : -488 32 0 -263 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 42.4 0.0 52.8 0.8 28.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 6,138 : : Positions : : 4,504 3,318 494 727 735 0 600 0 102 400 41 : : : : Changes from: November 27, 2012 : : -1,191 -1,986 -626 106 -431 0 0 0 -15 50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 54.1 8.0 11.8 12.0 0.0 9.8 0.0 1.7 6.5 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,551 : : Positions : : 4,976 4,448 3,241 4,587 132 0 0 0 695 0 0 : : : : Changes from: November 27, 2012 : : -277 -374 -299 -278 -39 0 0 0 -155 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 46.6 33.9 48.0 1.4 0.0 0.0 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,206 : : Positions : : 3,383 2,231 274 1,748 69 0 0 0 104 0 0 : : : : Changes from: November 27, 2012 : : -441 -289 -30 -254 -17 0 0 0 -34 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 53.0 6.5 41.6 1.6 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 7, 2012