Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 4,974,546 : : Positions : :1,744,358 1,253,748 453,284 1,386,440 577,925 459,185 69,529 892,367 162,512 105,929 667,735 : : : : Changes from: December 11, 2012 : : 42,616 20,859 17,310 -44,148 14,654 10,006 4,569 -32,782 -47,788 40,728 -10,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 25.2 9.1 27.9 11.6 9.2 1.4 17.9 3.3 2.1 13.4 : : : : Number of Traders in Each Category Total Traders: 226 : : 110 107 12 21 30 22 9 26 17 23 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 242,273 : : Positions : : 140,865 160,084 47,949 36,589 29,938 1,936 0 3,930 1,728 0 797 : : : : Changes from: December 11, 2012 : : 389 1,237 3,027 1,109 495 -1,021 -1,805 1,324 955 -1,154 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 66.1 19.8 15.1 12.4 0.8 0.0 1.6 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 7 . 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 155,560 : : Positions : : 99,576 95,036 23,145 33,415 20,426 3,106 0 3,192 2,219 0 551 : : : : Changes from: December 11, 2012 : : 3,297 3,084 2,031 1,316 -963 -145 0 456 -445 0 551 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 61.1 14.9 21.5 13.1 2.0 0.0 2.1 1.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 214,956 : : Positions : : 152,361 104,311 16,216 64,148 30,320 6,318 9,977 567 86 770 1,216 : : : : Changes from: December 11, 2012 : : 1,143 4,924 -79 -538 1,040 1,374 -1,167 -54 -754 292 1,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 48.5 7.5 29.8 14.1 2.9 4.6 0.3 0.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 22 4 8 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 691,503 : : Positions : : 533,870 200,855 14,870 356,970 119,235 2,992 948 9,600 23 54 618 : : : : Changes from: December 11, 2012 : : -14,594 -9,825 1,536 -1,950 -7,694 327 815 -60 -35 -675 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 29.0 2.2 51.6 17.2 0.4 0.1 1.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 26 7 12 17 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 192,581 : : Positions : : 119,343 167,976 52,074 5,839 6,707 3,760 3,754 929 310 0 0 : : : : Changes from: December 11, 2012 : : 8,635 10,274 1,574 0 -880 -540 192 -456 -143 0 -705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 87.2 27.0 3.0 3.5 2.0 1.9 0.5 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 232,817 : : Positions : : 177,138 150,769 33,261 68,850 3,732 7,236 0 5,484 0 1,005 173 : : : : Changes from: December 11, 2012 : : -382 -551 279 3,466 -186 3,540 0 -2,489 0 553 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 64.8 14.3 29.6 1.6 3.1 0.0 2.4 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 28 . 11 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 80,798 : : Positions : : 53,536 28,537 13,347 41,448 1,221 4,387 0 1,319 1,426 0 0 : : : : Changes from: December 11, 2012 : : 776 -1,014 56 930 -56 -1,367 0 413 1,426 -70 -786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 35.3 16.5 51.3 1.5 5.4 0.0 1.6 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . 7 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 1,208,376 : : Positions : : 134,685 166,970 211,945 65,475 104,632 215,245 279,530 250,360 39,663 116,218 176,100 : : : : Changes from: December 11, 2012 : : 19,549 13,366 2,963 -8,305 10,326 2,956 17,659 -2,817 9,197 4,191 -4,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 13.8 17.5 5.4 8.7 17.8 23.1 20.7 3.3 9.6 14.6 : : : : Number of Traders in Each Category Total Traders: 323 : : 48 41 23 13 28 67 61 77 47 48 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 1,429,454 : : Positions : : 177,612 160,642 20,444 98,639 659,281 63,321 24,511 200,402 36,338 14,670 266,774 : : : : Changes from: December 11, 2012 : : 6,302 5,954 -49 2,320 4,788 -1,683 2,629 4,914 3,652 -2,951 8,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 11.2 1.4 6.9 46.1 4.4 1.7 14.0 2.5 1.0 18.7 : : : : Number of Traders in Each Category Total Traders: 138 : : 40 33 7 17 21 26 16 29 25 7 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 148,045 : : Positions : : 24,562 17,496 10,761 8,714 36,241 22,783 700 1,603 22,987 54,527 25,718 : : : : Changes from: December 11, 2012 : : 2,867 1,826 -1,019 -639 6,833 -1,000 0 251 795 322 3,915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 11.8 7.3 5.9 24.5 15.4 0.5 1.1 15.5 36.8 17.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 13 . 9 11 4 . 4 9 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 50,018 : : Positions : : 1,632 6,853 149 2,297 6,201 15,273 12,785 11,560 9,735 4,725 5,045 : : : : Changes from: December 11, 2012 : : 2 2,505 -468 -1,382 -210 878 707 -479 1,544 116 -714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 13.7 0.3 4.6 12.4 30.5 25.6 23.1 19.5 9.4 10.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 10 . 4 4 4 8 7 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 2,449,578 : : Positions : : 581,936 552,894 179,063 782,007 390,010 220,725 26,961 467,059 365,819 596 204,084 : : : : Changes from: December 11, 2012 : : 8,434 13,883 -22,343 -4,881 8,636 -27,393 -12,205 -5,729 37,187 -540 -3,717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 22.6 7.3 31.9 15.9 9.0 1.1 19.1 14.9 0.0 8.3 : : : : Number of Traders in Each Category Total Traders: 142 : : 61 55 4 18 23 19 6 24 21 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 955,675 : : Positions : : 101,806 138,683 280,132 97,763 285,972 70,646 106,418 101,421 18,413 127,639 94,033 : : : : Changes from: December 11, 2012 : : 3,748 1,437 -6,766 -5,112 7,027 -10,350 -944 -551 335 -7,839 5,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 14.5 29.3 10.2 29.9 7.4 11.1 10.6 1.9 13.4 9.8 : : : : Number of Traders in Each Category Total Traders: 91 : : 18 20 15 7 18 10 13 15 9 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 32,361 : : Positions : : 27,953 26,864 736 3,436 1,706 900 0 0 375 0 63 : : : : Changes from: December 11, 2012 : : 408 76 -30 77 477 -360 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 83.0 2.3 10.6 5.3 2.8 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 25 . 8 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 6,566 : : Positions : : 4,265 3,028 0 3,198 156 1,710 0 0 0 0 0 : : : : Changes from: December 11, 2012 : : 126 96 0 0 108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 46.1 0.0 48.7 2.4 26.0 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 18, 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 6,362 : : Positions : : 4,732 3,302 434 747 753 0 360 0 92 700 41 : : : : Changes from: December 11, 2012 : : -92 109 75 -75 27 0 -60 0 -20 300 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 51.9 6.8 11.7 11.8 0.0 5.7 0.0 1.4 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 9,723 : : Positions : : 5,068 4,663 3,238 4,534 132 0 0 0 795 0 0 : : : : Changes from: December 11, 2012 : : 47 20 -3 97 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 48.0 33.3 46.6 1.4 0.0 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 18, 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 4,364 : : Positions : : 3,563 2,165 274 1,994 47 0 0 0 104 0 0 : : : : Changes from: December 11, 2012 : : 60 -66 0 126 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 49.6 6.3 45.7 1.1 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 21, 2012