NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,737,840: 1,853,644 1,038,499 296,912 1,171,427 579,477 389,320 236,382 1,083,550 35,472 127,934 475,848: 23,617 24,723
Old : 4,737,840: 1,853,644 1,038,499 296,912 1,171,427 579,477 389,320 236,382 1,083,550 35,472 127,934 475,848: 23,617 24,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 141,018: 33,931 24,568 17,938 41,013 -10,671 7,451 -6,877 46,231 -3,826 -1,771 48,474: 1,490 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 21.9 6.3 24.7 12.2 8.2 5.0 22.9 0.7 2.7 10.0: 0.5 0.5
Old : 100.0: 39.1 21.9 6.3 24.7 12.2 8.2 5.0 22.9 0.7 2.7 10.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 226: 107 99 14 20 30 28 11 37 11 21 29:
Old : 226: 107 99 14 20 30 28 11 37 11 21 29:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 20.4 38.3 35.7 15.6 16.4 21.7 24.2
Old : 22.9 20.4 38.3 35.7 15.6 16.4 21.7 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 309,296: 157,588 226,704 74,740 7,242 43,480 15,257 19,501 5,251 0 103 975: 12,005 6,040
Old : 309,296: 157,588 226,704 74,740 7,242 43,480 15,257 19,501 5,251 0 103 975: 12,005 6,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 3,623: 1,533 -7,743 -3,628 -2,509 2,118 3,937 12,999 -1,055 0 55 -20: 738 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 73.3 24.2 2.3 14.1 4.9 6.3 1.7 0.0 0.0 0.3: 3.9 2.0
Old : 100.0: 51.0 73.3 24.2 2.3 14.1 4.9 6.3 1.7 0.0 0.0 0.3: 3.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 26 28 9 . 8 6 . 5 0 . .:
Old : 54: 26 28 9 . 8 6 . 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 50.9 55.1 70.4 25.9 47.2 41.7 56.2
Old : 33.3 50.9 55.1 70.4 25.9 47.2 41.7 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 162,688: 112,509 104,461 19,477 32,681 17,950 397 0 4,831 0 0 0: 7,524 2,765
Old : 162,688: 112,509 104,461 19,477 32,681 17,950 397 0 4,831 0 0 0: 7,524 2,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -5,608: -7,843 -8,907 1,817 1,996 415 -2,185 0 1,534 -18 0 -245: 917 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 64.2 12.0 20.1 11.0 0.2 0.0 3.0 0.0 0.0 0.0: 4.6 1.7
Old : 100.0: 69.2 64.2 12.0 20.1 11.0 0.2 0.0 3.0 0.0 0.0 0.0: 4.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 27 4 7 10 . 0 . 0 0 0:
Old : 41: 22 27 4 7 10 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 43.5 73.6 60.4 49.0 41.1 61.2 54.3
Old : 56.7 43.5 73.6 60.4 49.0 41.1 61.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 322,632: 231,139 117,593 66,007 157,681 12,827 6,189 26,325 2,581 0 0 0: 3,889 5,625
Old : 322,632: 231,139 117,593 66,007 157,681 12,827 6,189 26,325 2,581 0 0 0: 3,889 5,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,316: 2,625 2,258 4,680 6,063 855 2,736 2,466 -2,016 0 0 0: 436 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 36.4 20.5 48.9 4.0 1.9 8.2 0.8 0.0 0.0 0.0: 1.2 1.7
Old : 100.0: 71.6 36.4 20.5 48.9 4.0 1.9 8.2 0.8 0.0 0.0 0.0: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 5 9 12 . . . 0 0 0:
Old : 46: 22 23 5 9 12 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 44.8 73.3 67.8 53.1 42.6 70.6 64.1
Old : 53.7 44.8 73.3 67.8 53.1 42.6 70.6 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 797,647: 619,556 349,237 31,269 279,685 121,412 583 23,358 21,662 0 411 851: 2,314 1,031
Old : 797,647: 619,556 349,237 31,269 279,685 121,412 583 23,358 21,662 0 411 851: 2,314 1,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 28,239: 17,809 20,932 205 -5,145 9,948 -360 3,288 365 0 70 242: 30 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 43.8 3.9 35.1 15.2 0.1 2.9 2.7 0.0 0.1 0.1: 0.3 0.1
Old : 100.0: 77.7 43.8 3.9 35.1 15.2 0.1 2.9 2.7 0.0 0.1 0.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 33 26 8 14 20 . 4 4 0 . .:
Old : 68: 33 26 8 14 20 . 4 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 42.7 57.6 58.7 25.8 27.1 38.3 36.6
Old : 39.3 42.7 57.6 58.7 25.8 27.1 38.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 225,987: 149,292 185,627 50,741 7,037 4,587 9,030 19,683 4,574 0 0 0: 7,763 4,479
Old : 225,987: 149,292 185,627 50,741 7,037 4,587 9,030 19,683 4,574 0 0 0: 7,763 4,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,577: 2,423 8,984 5,846 -693 -3,517 2,290 1,952 -1,237 0 0 0: -1,228 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 82.1 22.5 3.1 2.0 4.0 8.7 2.0 0.0 0.0 0.0: 3.4 2.0
Old : 100.0: 66.1 82.1 22.5 3.1 2.0 4.0 8.7 2.0 0.0 0.0 0.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 29 5 . 6 . . . 0 0 0:
Old : 46: 29 29 5 . 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 57.1 60.9 74.5 38.9 56.9 53.1 70.0
Old : 43.4 57.1 60.9 74.5 38.9 56.9 53.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 393,054: 271,839 299,964 63,688 49,795 16,024 9,836 0 20,711 0 0 0: 10,956 6,560
Old : 393,054: 271,839 299,964 63,688 49,795 16,024 9,836 0 20,711 0 0 0: 10,956 6,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,187: -6,222 1,059 -435 473 3,059 3,888 -4,129 2,274 0 0 0: 1,623 1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 76.3 16.2 12.7 4.1 2.5 0.0 5.3 0.0 0.0 0.0: 2.8 1.7
Old : 100.0: 69.2 76.3 16.2 12.7 4.1 2.5 0.0 5.3 0.0 0.0 0.0: 2.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 27 7 7 8 6 0 5 0 0 0:
Old : 57: 31 27 7 7 8 6 0 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 64.4 50.4 75.3 29.7 62.8 45.5 70.7
Old : 32.1 64.4 50.4 75.3 29.7 62.8 45.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 182,394: 109,210 121,363 24,565 11,855 29,398 12,299 7,726 3,977 0 0 0: 2,945 8,075
Old : 182,394: 109,210 121,363 24,565 11,855 29,398 12,299 7,726 3,977 0 0 0: 2,945 8,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,887: 2,787 7,162 3,578 1,149 -2,723 1,708 366 -372 0 0 0: -91 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 66.5 13.5 6.5 16.1 6.7 4.2 2.2 0.0 0.0 0.0: 1.6 4.4
Old : 100.0: 59.9 66.5 13.5 6.5 16.1 6.7 4.2 2.2 0.0 0.0 0.0: 1.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 21 5 6 8 . . . 0 0 0:
Old : 41: 17 21 5 6 8 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 48.9 62.8 63.7 30.5 40.8 49.0 50.4
Old : 39.2 48.9 62.8 63.7 30.5 40.8 49.0 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 988,215: 116,115 154,818 220,059 40,303 83,378 142,809 262,511 220,481 30,622 71,292 108,365: 66,386 47,067
Old : 988,215: 116,115 154,818 220,059 40,303 83,378 142,809 262,511 220,481 30,622 71,292 108,365: 66,386 47,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 44,566: 15,884 18,853 -4,123 480 4,242 1,962 -2,373 2,934 3,639 1,858 18,216: 1,812 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 15.7 22.3 4.1 8.4 14.5 26.6 22.3 3.1 7.2 11.0: 6.7 4.8
Old : 100.0: 11.7 15.7 22.3 4.1 8.4 14.5 26.6 22.3 3.1 7.2 11.0: 6.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 312: 50 40 25 12 29 51 82 72 39 38 57:
Old : 312: 50 40 25 12 29 51 82 72 39 38 57:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 20.8 29.7 31.8 12.7 15.9 19.0 21.0
Old : 16.7 20.8 29.7 31.8 12.7 15.9 19.0 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 23,614: 565 610 827 1,312 3,582 6,567 906 2,575 4,522 10,183 3,934: 1,042 512
Old : 23,614: 565 610 827 1,312 3,582 6,567 906 2,575 4,522 10,183 3,934: 1,042 512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,588: 0 0 116 996 199 0 0 0 583 -297 640: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.6 3.5 5.6 15.2 27.8 3.8 10.9 19.1 43.1 16.7: 4.4 2.2
Old : 100.0: 2.4 2.6 3.5 5.6 15.2 27.8 3.8 10.9 19.1 43.1 16.7: 4.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . . . . . . . . 4 5 7:
Old : 21: . . . . . . . . 4 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 59.6 79.7 81.7 45.1 46.1 50.5 52.5
Old : 67.3 59.6 79.7 81.7 45.1 46.1 50.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 55,176: 33,268 15,309 12,295 15,785 4,427 0 9,614 1,852 0 0 0: 3,334 8,189
Old : 55,176: 33,268 15,309 12,295 15,785 4,427 0 9,614 1,852 0 0 0: 3,334 8,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 89: 347 1,796 0 0 0 0 -368 0 0 0 0: -258 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 27.7 22.3 28.6 8.0 0.0 17.4 3.4 0.0 0.0 0.0: 6.0 14.8
Old : 100.0: 60.3 27.7 22.3 28.6 8.0 0.0 17.4 3.4 0.0 0.0 0.0: 6.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 8 4 . 4 0 . . 0 0 0:
Old : 21: 8 8 4 . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9
Old : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 87,353: 50,566 36,441 13,540 28,696 9,118 2,052 0 3,063 0 0 0: 9,014 10,035
Old : 87,353: 50,566 36,441 13,540 28,696 9,118 2,052 0 3,063 0 0 0: 9,014 10,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -81: 882 -130 0 0 0 -172 -16 65 0 0 0: -856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 41.7 15.5 32.9 10.4 2.3 0.0 3.5 0.0 0.0 0.0: 10.3 11.5
Old : 100.0: 57.9 41.7 15.5 32.9 10.4 2.3 0.0 3.5 0.0 0.0 0.0: 10.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . 5 . . 0 . 0 0 0:
Old : 25: 12 11 . 5 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 41.5 66.4 65.6 32.6 37.4 51.8 57.9
Old : 43.9 41.5 66.4 65.6 32.6 37.4 51.8 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,567,913: 664,210 412,657 153,945 672,048 537,730 262,623 137,341 532,549 192,962 63,857 189,027: 34,867 22,704
Old : 2,567,913: 664,210 412,657 153,945 672,048 537,730 262,623 137,341 532,549 192,962 63,857 189,027: 34,867 22,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 73,410: 21,586 -1,109 15,443 8,800 33,736 -2,802 12,194 -16,813 -8,419 4,481 30,596: 83 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.1 6.0 26.2 20.9 10.2 5.3 20.7 7.5 2.5 7.4: 1.4 0.9
Old : 100.0: 25.9 16.1 6.0 26.2 20.9 10.2 5.3 20.7 7.5 2.5 7.4: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 158: 71 60 9 18 26 14 17 27 15 10 20:
Old : 158: 71 60 9 18 26 14 17 27 15 10 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 26.5 37.5 44.0 12.2 17.2 19.6 25.7
Old : 23.0 26.5 37.5 44.0 12.2 17.2 19.6 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,150,388: 124,188 195,436 223,328 310,314 317,251 181,621 47,071 119,359 68,967 46,558 111,321: 4,353 3,078
Old : 1,150,388: 124,188 195,436 223,328 310,314 317,251 181,621 47,071 119,359 68,967 46,558 111,321: 4,353 3,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 88,618: 6,388 6,155 2,428 79,094 -6,181 3,667 -2,201 6,376 51,429 -19,404 24,667: -156 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.0 19.4 27.0 27.6 15.8 4.1 10.4 6.0 4.0 9.7: 0.4 0.3
Old : 100.0: 10.8 17.0 19.4 27.0 27.6 15.8 4.1 10.4 6.0 4.0 9.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 19 21 15 9 18 13 10 18 12 5 16:
Old : 89: 19 21 15 9 18 13 10 18 12 5 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 38.4 55.7 60.1 18.7 25.5 28.1 38.0
Old : 37.5 38.4 55.7 60.1 18.7 25.5 28.1 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 19,389: 17,402 10,456 554 7,652 948 45 0 0 195 36 52: 193 245
Old : 19,389: 17,402 10,456 554 7,652 948 45 0 0 195 36 52: 193 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 189: -98 217 0 -281 212 -10 0 -25 20 0 0: 90 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 53.9 2.9 39.5 4.9 0.2 0.0 0.0 1.0 0.2 0.3: 1.0 1.3
Old : 100.0: 89.8 53.9 2.9 39.5 4.9 0.2 0.0 0.0 1.0 0.2 0.3: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 27 4 8 6 . 0 0 . . .:
Old : 52: 31 27 4 8 6 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 42.5 57.1 64.9 27.5 38.6 40.2 54.1
Old : 36.3 42.5 57.1 64.9 27.5 38.6 40.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,362: 8,157 3,553 463 4,953 283 0 0 0 145 90 0: 314 483
Old : 9,362: 8,157 3,553 463 4,953 283 0 0 0 145 90 0: 314 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 74: 45 15 0 30 0 0 0 0 0 0 0: 29 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 38.0 4.9 52.9 3.0 0.0 0.0 0.0 1.5 1.0 0.0: 3.4 5.2
Old : 100.0: 87.1 38.0 4.9 52.9 3.0 0.0 0.0 0.0 1.5 1.0 0.0: 3.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . 4 . 0 0 0 . . 0:
Old : 25: 16 14 . 4 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 64.2 77.7 80.9 50.2 63.5 64.3 69.0
Old : 61.0 64.2 77.7 80.9 50.2 63.5 64.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 6,832: 4,071 4,527 1,900 1,336 656 0 0 0 0 45 25: 180 243
Old : 6,832: 4,071 4,527 1,900 1,336 656 0 0 0 0 45 25: 180 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 119: 15 59 114 70 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.3 27.8 19.6 9.6 0.0 0.0 0.0 0.0 0.7 0.4: 2.6 3.6
Old : 100.0: 59.6 66.3 27.8 19.6 9.6 0.0 0.0 0.0 0.0 0.7 0.4: 2.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 13 6 5 8 0 0 0 0 . .:
Old : 30: 12 13 6 5 8 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 53.2 76.0 78.0 52.8 46.5 65.2 61.7
Old : 56.5 53.2 76.0 78.0 52.8 46.5 65.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,994: 5,536 4,225 2,837 4,304 333 0 0 0 0 0 0: 1,288 1,132
Old : 9,994: 5,536 4,225 2,837 4,304 333 0 0 0 0 0 0: 1,288 1,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 351: 336 246 15 105 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 42.3 28.4 43.1 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.3
Old : 100.0: 55.4 42.3 28.4 43.1 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 5 4 4 0 0 0 0 0 0:
Old : 29: 18 14 5 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 50.0 72.2 72.9 53.3 49.8 66.2 68.1
Old : 55.1 50.0 72.2 72.9 53.3 49.8 66.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011