Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 4,767,309 : : Positions : :1,610,130 1,225,226 398,220 1,345,937 593,337 468,349 38,812 825,267 198,663 61,113 653,149 : : : : Changes from: December 24, 2012 : : -142,661 -62,444 -18,997 -27,586 1,891 -23,623 359 -50,040 57,851 -37,210 -26,834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 25.7 8.4 28.2 12.4 9.8 0.8 17.3 4.2 1.3 13.7 : : : : Number of Traders in Each Category Total Traders: 214 : : 105 101 11 22 29 21 8 25 19 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 246,024 : : Positions : : 141,688 165,558 47,642 34,607 32,544 2,171 0 4,274 504 173 863 : : : : Changes from: December 24, 2012 : : 1,502 7,231 493 516 2,042 1,017 0 -345 0 -1,172 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 67.3 19.4 14.1 13.2 0.9 0.0 1.7 0.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 5 4 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 157,999 : : Positions : : 105,148 96,626 18,087 33,010 21,911 4,716 0 2,380 2,001 0 641 : : : : Changes from: December 24, 2012 : : 4,317 4,740 -491 -311 1,782 1,097 0 -100 70 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 61.2 11.4 20.9 13.9 3.0 0.0 1.5 1.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 220,589 : : Positions : : 156,033 107,625 16,407 64,754 30,529 8,030 9,531 763 0 1,620 620 : : : : Changes from: December 24, 2012 : : 2,848 3,904 702 732 -372 856 -1,182 509 0 769 -465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 48.8 7.4 29.4 13.8 3.6 4.3 0.3 0.0 0.7 0.3 : : : : 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 31, 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 711,912 : : Positions : : 541,581 217,826 32,549 367,251 112,619 2,939 671 9,763 1,573 0 587 : : : : Changes from: December 24, 2012 : : 2,566 10,037 10,797 4,275 -3,819 -373 0 90 1,136 0 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 30.6 4.6 51.6 15.8 0.4 0.1 1.4 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 26 6 13 17 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 199,113 : : Positions : : 124,728 174,999 52,073 6,862 6,921 4,240 1,712 1,668 0 0 0 : : : : Changes from: December 24, 2012 : : 1,089 1,710 -63 620 214 480 -1,122 293 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 87.9 26.2 3.4 3.5 2.1 0.9 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 25 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 234,262 : : Positions : : 178,695 151,564 32,514 70,170 3,888 7,539 108 5,109 0 831 173 : : : : Changes from: December 24, 2012 : : 470 -422 -310 357 248 -377 108 -11 0 -174 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 64.7 13.9 30.0 1.7 3.2 0.0 2.2 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 30 . 11 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 83,971 : : Positions : : 51,534 29,400 18,917 42,537 1,617 5,173 0 1,681 1,333 0 17 : : : : Changes from: December 24, 2012 : : -1,913 -619 1,860 0 0 -445 0 682 -31 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 35.0 22.5 50.7 1.9 6.2 0.0 2.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 . 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 1,193,706 : : Positions : : 139,783 166,333 217,421 51,513 102,797 217,204 306,017 244,086 27,481 102,464 174,917 : : : : Changes from: December 24, 2012 : : -2,410 -823 3,582 -3,839 -669 634 -374 3,662 -12,759 -6,569 -1,331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 13.9 18.2 4.3 8.6 18.2 25.6 20.4 2.3 8.6 14.7 : : : : Number of Traders in Each Category Total Traders: 298 : : 42 36 26 9 28 61 59 77 51 39 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 1,313,724 : : Positions : : 166,282 155,645 21,590 86,888 634,176 55,281 12,904 169,735 22,568 12,050 239,486 : : : : Changes from: December 24, 2012 : : -15,196 -10,432 2,236 -13,168 -28,735 -13,310 -7,398 -29,515 -6,365 -2,144 -34,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 11.8 1.6 6.6 48.3 4.2 1.0 12.9 1.7 0.9 18.2 : : : : Number of Traders in Each Category Total Traders: 130 : : 37 30 7 17 22 23 15 28 18 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 132,779 : : Positions : : 17,940 16,504 11,552 10,592 28,907 22,501 350 953 24,073 48,419 23,871 : : : : Changes from: December 24, 2012 : : -6,467 -1,915 -445 1,726 -8,325 -156 -350 -776 109 -7,064 -569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 12.4 8.7 8.0 21.8 16.9 0.3 0.7 18.1 36.5 18.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 4 6 10 5 . . 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 49,170 : : Positions : : 1,439 6,662 321 3,136 5,321 14,547 11,041 11,820 10,657 5,891 4,659 : : : : Changes from: December 24, 2012 : : -79 -403 -1 -136 81 -2,198 -2,485 -606 -703 -79 -364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 13.5 0.7 6.4 10.8 29.6 22.5 24.0 21.7 12.0 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 31, 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 2,264,650 : : Positions : : 544,644 482,098 178,469 737,541 362,161 217,155 26,855 433,380 293,297 5,374 193,159 : : : : Changes from: December 24, 2012 : : -45,918 -71,483 3,683 -45,437 -29,790 -2,324 4,393 -32,349 -62,219 5,311 -9,616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 21.3 7.9 32.6 16.0 9.6 1.2 19.1 13.0 0.2 8.5 : : : : Number of Traders in Each Category Total Traders: 136 : : 59 53 4 18 22 18 6 22 16 4 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 838,183 : : Positions : : 108,537 124,171 199,224 81,631 297,485 25,244 65,628 102,451 10,249 74,075 85,790 : : : : Changes from: December 24, 2012 : : 2,264 -19,967 -78,513 -16,645 8,077 -45,500 -44,128 -6,668 -6,273 -44,229 -11,554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 14.8 23.8 9.7 35.5 3.0 7.8 12.2 1.2 8.8 10.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 14 15 14 6 17 6 10 9 7 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 32,654 : : Positions : : 28,274 27,205 753 3,343 1,757 720 0 0 375 0 63 : : : : Changes from: December 24, 2012 : : 0 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 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 31, 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 2,968 0 3,198 156 1,710 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 0 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 45.0 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 31, 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 6,517 : : Positions : : 4,785 3,627 583 716 721 0 360 0 122 650 41 : : : : Changes from: December 24, 2012 : : 105 117 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 55.7 8.9 11.0 11.1 0.0 5.5 0.0 1.9 10.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 2012 : : 0 0 0 0 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 31, 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 4,448 : : Positions : : 3,565 2,167 310 1,994 38 0 0 0 104 0 0 : : : : Changes from: December 24, 2012 : : 2 2 36 0 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 48.7 7.0 44.8 0.9 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 4, 2013