Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 4,974,500 : : Positions : :1,752,791 1,287,670 417,217 1,373,523 591,446 491,972 38,453 875,307 140,812 98,323 679,983 : : : : Changes from: December 18, 2012 : : 8,433 33,922 -36,067 -12,917 13,521 32,787 -31,076 -17,060 -21,700 -7,606 12,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 25.9 8.4 27.6 11.9 9.9 0.8 17.6 2.8 2.0 13.7 : : : : Number of Traders in Each Category Total Traders: 225 : : 109 107 11 22 30 22 8 25 15 25 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 239,508 : : Positions : : 140,186 158,327 47,149 34,091 30,502 1,154 0 4,619 504 1,345 584 : : : : Changes from: December 18, 2012 : : -679 -1,757 -800 -2,498 564 -782 0 689 -1,224 1,345 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 66.1 19.7 14.2 12.7 0.5 0.0 1.9 0.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 5 4 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 152,080 : : Positions : : 100,831 91,886 18,578 33,321 20,129 3,619 0 2,480 1,931 0 551 : : : : Changes from: December 18, 2012 : : 1,255 -3,150 -4,567 -94 -297 513 0 -712 -288 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 60.4 12.2 21.9 13.2 2.4 0.0 1.6 1.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 216,728 : : Positions : : 153,185 103,721 15,705 64,022 30,901 7,174 10,713 254 0 851 1,085 : : : : Changes from: December 18, 2012 : : 824 -590 -511 -126 581 856 736 -313 -86 81 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 47.9 7.2 29.5 14.3 3.3 4.9 0.1 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 5 8 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 701,161 : : Positions : : 539,015 207,789 21,752 362,976 116,438 3,312 671 9,673 437 0 420 : : : : Changes from: December 18, 2012 : : 5,145 6,934 6,882 6,006 -2,797 320 -277 73 414 -54 -198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 29.6 3.1 51.8 16.6 0.5 0.1 1.4 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 27 7 12 17 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 197,531 : : Positions : : 123,639 173,289 52,136 6,242 6,707 3,760 2,834 1,375 310 0 0 : : : : Changes from: December 18, 2012 : : 4,296 5,313 62 403 0 0 -920 446 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 87.7 26.4 3.2 3.4 1.9 1.4 0.7 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 234,001 : : Positions : : 178,225 151,986 32,824 69,813 3,640 7,916 0 5,120 0 1,005 173 : : : : Changes from: December 18, 2012 : : 1,087 1,217 -437 963 -92 680 0 -364 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 65.0 14.0 29.8 1.6 3.4 0.0 2.2 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 29 . 11 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 83,736 : : Positions : : 53,447 30,019 17,057 42,537 1,617 5,618 0 999 1,364 0 0 : : : : Changes from: December 18, 2012 : : -89 1,482 3,710 1,089 396 1,231 0 -320 -62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 35.8 20.4 50.8 1.9 6.7 0.0 1.2 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 14 . 7 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 1,206,116 : : Positions : : 142,193 167,156 213,839 55,352 103,466 216,570 306,390 240,424 40,240 109,033 176,248 : : : : Changes from: December 18, 2012 : : 7,508 187 1,894 -10,124 -1,165 1,325 26,860 -9,936 577 -7,186 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 13.9 17.7 4.6 8.6 18.0 25.4 19.9 3.3 9.0 14.6 : : : : Number of Traders in Each Category Total Traders: 324 : : 49 39 27 10 31 69 61 75 53 44 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 1,439,517 : : Positions : : 181,478 166,077 19,353 100,056 662,912 68,591 20,302 199,250 28,933 14,194 274,316 : : : : Changes from: December 18, 2012 : : 3,866 5,434 -1,091 1,417 3,630 5,270 -4,209 -1,152 -7,406 -477 7,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 11.5 1.3 7.0 46.1 4.8 1.4 13.8 2.0 1.0 19.1 : : : : Number of Traders in Each Category Total Traders: 140 : : 42 35 7 18 22 25 17 31 22 9 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 149,937 : : Positions : : 24,407 18,419 11,997 8,866 37,232 22,657 700 1,729 23,964 55,483 24,440 : : : : Changes from: December 18, 2012 : : -155 923 1,235 152 992 -126 0 126 976 956 -1,278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 12.3 8.0 5.9 24.8 15.1 0.5 1.2 16.0 37.0 16.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 13 15 4 8 12 4 . 5 8 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 53,052 : : Positions : : 1,518 7,064 322 3,272 5,240 16,744 13,526 12,426 11,360 5,970 5,023 : : : : Changes from: December 18, 2012 : : -114 212 173 975 -962 1,472 741 866 1,625 1,245 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 13.3 0.6 6.2 9.9 31.6 25.5 23.4 21.4 11.3 9.5 : : : : 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 24, 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 2,441,959 : : Positions : : 590,562 553,581 174,786 782,978 391,951 219,479 22,462 465,729 355,516 63 202,775 : : : : Changes from: December 18, 2012 : : 8,626 687 -4,277 971 1,941 -1,246 -4,499 -1,330 -10,303 -533 -1,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 22.7 7.2 32.1 16.1 9.0 0.9 19.1 14.6 0.0 8.3 : : : : Number of Traders in Each Category Total Traders: 145 : : 62 55 4 18 23 20 5 24 22 . 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 970,682 : : Positions : : 106,273 144,138 277,737 98,276 289,408 70,744 109,756 109,119 16,522 118,304 97,344 : : : : Changes from: December 18, 2012 : : 4,467 5,455 -2,395 513 3,436 98 3,338 7,698 -1,891 -9,335 3,311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.8 28.6 10.1 29.8 7.3 11.3 11.2 1.7 12.2 10.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 18 19 15 7 19 9 13 13 10 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 32,630 : : Positions : : 28,274 27,175 753 3,343 1,757 720 0 0 375 0 63 : : : : Changes from: December 18, 2012 : : 321 311 17 -93 51 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.3 2.3 10.2 5.4 2.2 0.0 0.0 1.1 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 24, 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 6,596 : : Positions : : 4,295 2,998 0 3,198 156 1,710 0 0 0 0 0 : : : : Changes from: December 18, 2012 : : 30 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 45.5 0.0 48.5 2.4 25.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 6,457 : : Positions : : 4,680 3,510 583 716 721 0 360 0 122 650 41 : : : : Changes from: December 18, 2012 : : -52 208 149 -31 -32 0 0 0 30 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 54.4 9.0 11.1 11.2 0.0 5.6 0.0 1.9 10.1 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 24, 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 9,783 : : Positions : : 5,128 4,733 3,238 4,524 132 0 0 0 795 0 0 : : : : Changes from: December 18, 2012 : : 60 70 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 48.4 33.1 46.2 1.3 0.0 0.0 0.0 8.1 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 24, 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 18, 2012 : : 0 0 0 0 0 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 28, 2012