Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 4,977,067 : : Positions : :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 : : : : Changes from: December 4, 2012 : : 43,492 1,920 2,122 -37,471 6,636 -37,151 16,331 15,057 -24,197 1,007 27,208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 24.8 8.8 28.7 11.3 9.0 1.3 18.6 4.2 1.3 13.6 : : : : Number of Traders in Each Category Total Traders: 219 : : 108 106 10 21 28 21 9 23 21 16 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 236,696 : : Positions : : 140,476 158,847 44,922 35,480 29,443 2,957 1,805 2,606 773 1,154 837 : : : : Changes from: December 4, 2012 : : -8,408 -15,455 702 2,901 -2,536 430 -757 -3 -1,084 891 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 67.1 19.0 15.0 12.4 1.2 0.8 1.1 0.3 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 5 4 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 150,935 : : Positions : : 96,279 91,952 21,114 32,099 21,389 3,251 0 2,736 2,664 0 0 : : : : Changes from: December 4, 2012 : : -4,505 15,899 13,962 -2,835 -7,587 152 0 -215 2,607 0 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 60.9 14.0 21.3 14.2 2.2 0.0 1.8 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 . 8 9 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 211,425 : : Positions : : 151,218 99,387 16,295 64,686 29,280 4,944 11,144 621 840 478 112 : : : : Changes from: December 4, 2012 : : -7,172 -5,309 171 -460 -6,966 93 -1,118 207 -313 478 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 47.0 7.7 30.6 13.8 2.3 5.3 0.3 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 21 4 8 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 711,887 : : Positions : : 548,464 210,680 13,334 358,920 126,929 2,665 133 9,660 58 729 252 : : : : Changes from: December 4, 2012 : : -4,037 -8,405 2,410 10,068 9,558 1,101 133 339 58 675 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 29.6 1.9 50.4 17.8 0.4 0.0 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 23 6 13 17 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 183,744 : : Positions : : 110,708 157,702 50,500 5,839 7,587 4,300 3,562 1,385 453 0 705 : : : : Changes from: December 4, 2012 : : -11,723 -12,241 2,302 -620 -3,217 0 1,244 -861 -912 0 705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 85.8 27.5 3.2 4.1 2.3 1.9 0.8 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 232,127 : : Positions : : 177,520 151,320 32,982 65,384 3,918 3,696 0 7,973 0 452 276 : : : : Changes from: December 4, 2012 : : -14,545 -15,646 -3,767 -5,777 -2,247 -6,226 0 3,534 0 -732 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 65.2 14.2 28.2 1.7 1.6 0.0 3.4 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 28 . 11 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 79,032 : : Positions : : 52,760 29,551 13,291 40,518 1,277 5,754 0 906 0 70 786 : : : : Changes from: December 4, 2012 : : -17,029 -7,656 3,150 -238 -5,791 2,389 0 -2,493 0 -1,633 724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 37.4 16.8 51.3 1.6 7.3 0.0 1.1 0.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 7 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 1,175,539 : : Positions : : 115,136 153,603 208,982 73,780 94,305 212,289 261,871 253,177 30,466 112,027 181,045 : : : : Changes from: December 4, 2012 : : 7,413 6,843 2,160 -6,544 2,394 -2,896 3,006 -25,932 3,362 7,570 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 13.1 17.8 6.3 8.0 18.1 22.3 21.5 2.6 9.5 15.4 : : : : Number of Traders in Each Category Total Traders: 319 : : 47 42 23 10 27 68 59 77 50 45 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 1,402,984 : : Positions : : 171,311 154,688 20,494 96,318 654,493 65,004 21,882 195,488 32,686 17,621 258,369 : : : : Changes from: December 4, 2012 : : 4,705 5,228 -1,943 -2,358 3,341 2,302 3,518 12,438 1,443 308 13,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 11.0 1.5 6.9 46.7 4.6 1.6 13.9 2.3 1.3 18.4 : : : : Number of Traders in Each Category Total Traders: 136 : : 41 34 7 17 21 24 16 28 21 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 135,206 : : Positions : : 21,695 15,670 11,780 9,354 29,408 23,783 700 1,352 22,193 54,206 21,803 : : : : Changes from: December 4, 2012 : : 4,035 1,988 -1,451 3,284 1,631 69 0 1 570 -2,031 1,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 11.6 8.7 6.9 21.8 17.6 0.5 1.0 16.4 40.1 16.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 12 . 8 10 4 . 4 7 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 49,392 : : Positions : : 1,631 4,348 616 3,679 6,412 14,394 12,077 12,039 8,191 4,609 5,759 : : : : Changes from: December 4, 2012 : : -126 -25 162 922 -861 -774 -428 265 1,049 -43 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 8.8 1.2 7.4 13.0 29.1 24.5 24.4 16.6 9.3 11.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 11 . 4 4 4 8 7 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 2,452,323 : : Positions : : 573,502 539,011 201,406 786,888 381,374 248,118 39,166 472,788 328,632 1,136 207,801 : : : : Changes from: December 4, 2012 : : 9,988 7,789 -740 14,951 -12,127 -9,528 -18,775 3,729 2,871 -1,013 8,940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 22.0 8.2 32.1 15.6 10.1 1.6 19.3 13.4 0.0 8.5 : : : : Number of Traders in Each Category Total Traders: 143 : : 61 55 4 18 23 17 9 23 18 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 957,098 : : Positions : : 98,058 137,246 286,898 102,875 278,945 80,996 107,362 101,972 18,078 135,478 88,994 : : : : Changes from: December 4, 2012 : : 3,584 -83 3,409 3,461 -121 -4,857 1,135 8,204 4,006 -1,775 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 14.3 30.0 10.7 29.1 8.5 11.2 10.7 1.9 14.2 9.3 : : : : Number of Traders in Each Category Total Traders: 89 : : 17 18 15 7 18 10 13 14 9 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 31,731 : : Positions : : 27,545 26,788 766 3,359 1,229 1,260 0 0 375 0 63 : : : : Changes from: December 4, 2012 : : -164 -1,036 -514 -168 -172 -540 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 84.4 2.4 10.6 3.9 4.0 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 25 . 8 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 6,332 : : Positions : : 4,139 2,932 0 3,198 48 1,710 0 0 0 0 0 : : : : Changes from: December 4, 2012 : : 312 366 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 46.3 0.0 50.5 0.8 27.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 6,378 : : Positions : : 4,824 3,193 359 822 726 0 420 0 112 400 58 : : : : Changes from: December 4, 2012 : : 320 -125 -135 95 -9 0 -180 0 10 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 50.1 5.6 12.9 11.4 0.0 6.6 0.0 1.8 6.3 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 9,566 : : Positions : : 5,021 4,643 3,241 4,437 132 0 0 0 695 0 0 : : : : Changes from: December 4, 2012 : : 45 195 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 48.5 33.9 46.4 1.4 0.0 0.0 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 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 4,326 : : Positions : : 3,503 2,231 274 1,868 69 0 0 0 104 0 0 : : : : Changes from: December 4, 2012 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 51.6 6.3 43.2 1.6 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 14, 2012