NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, December 27, 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 : 4,767,926: 1,926,300 1,071,039 296,842 1,210,371 542,624 457,556 268,544 1,012,153 14,692 142,087 431,103: 86,656 90,005
Old : 4,767,926: 1,926,300 1,071,039 296,842 1,210,371 542,624 457,556 268,544 1,012,153 14,692 142,087 431,103: 86,656 90,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -8,252: 9,915 -4,531 9,213 38,231 -27,725 34,936 4,118 3,898 -9,324 4,256 -13,251: -15,914 -13,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 22.5 6.2 25.4 11.4 9.6 5.6 21.2 0.3 3.0 9.0: 1.8 1.9
Old : 100.0: 40.4 22.5 6.2 25.4 11.4 9.6 5.6 21.2 0.3 3.0 9.0: 1.8 1.9
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 : 221: 106 97 15 21 33 25 14 36 10 17 26:
Old : 221: 106 97 15 21 33 25 14 36 10 17 26:
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 : 22.1 20.6 37.4 35.0 16.8 15.8 22.9 24.7
Old : 22.1 20.6 37.4 35.0 16.8 15.8 22.9 24.7
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 27, 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 : 324,208: 163,357 230,556 79,574 6,425 46,318 11,942 23,924 8,523 286 0 1,366: 12,842 7,096
Old : 324,208: 163,357 230,556 79,574 6,425 46,318 11,942 23,924 8,523 286 0 1,366: 12,842 7,096
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 178: -849 -3,640 -188 1,622 -534 -471 -146 2,056 -179 0 -20: 363 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 71.1 24.5 2.0 14.3 3.7 7.4 2.6 0.1 0.0 0.4: 4.0 2.2
Old : 100.0: 50.4 71.1 24.5 2.0 14.3 3.7 7.4 2.6 0.1 0.0 0.4: 4.0 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 : 51: 27 27 8 . 10 6 . 5 . 0 .:
Old : 51: 27 27 8 . 10 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 : 35.5 48.8 55.5 73.8 28.3 46.7 44.8 59.2
Old : 35.5 48.8 55.5 73.8 28.3 46.7 44.8 59.2
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 27, 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 : 168,180: 114,539 106,230 20,605 35,519 18,610 2,043 0 5,203 53 0 826: 6,301 1,792
Old : 168,180: 114,539 106,230 20,605 35,519 18,610 2,043 0 5,203 53 0 826: 6,301 1,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 3,570: -424 2,538 633 -553 745 1,772 0 367 -27 0 182: 322 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 63.2 12.3 21.1 11.1 1.2 0.0 3.1 0.0 0.0 0.5: 3.7 1.1
Old : 100.0: 68.1 63.2 12.3 21.1 11.1 1.2 0.0 3.1 0.0 0.0 0.5: 3.7 1.1
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 : 45: 26 30 4 7 9 . 0 . . 0 .:
Old : 45: 26 30 4 7 9 . 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 : 55.4 42.5 71.6 59.8 48.0 40.3 57.9 53.0
Old : 55.4 42.5 71.6 59.8 48.0 40.3 57.9 53.0
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 27, 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 : 321,844: 232,264 120,778 63,753 150,589 11,957 5,764 27,621 2,214 0 352 62: 5,830 8,271
Old : 321,844: 232,264 120,778 63,753 150,589 11,957 5,764 27,621 2,214 0 352 62: 5,830 8,271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 2,245: 1,597 823 -176 -772 -331 428 -824 217 0 120 -62: 572 3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 37.5 19.8 46.8 3.7 1.8 8.6 0.7 0.0 0.1 0.0: 1.8 2.6
Old : 100.0: 72.2 37.5 19.8 46.8 3.7 1.8 8.6 0.7 0.0 0.1 0.0: 1.8 2.6
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 : 45: 22 22 4 9 11 . . 4 0 . .:
Old : 45: 22 22 4 9 11 . . 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 : 55.7 42.2 75.4 67.2 55.3 40.0 73.5 62.1
Old : 55.7 42.2 75.4 67.2 55.3 40.0 73.5 62.1
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 27, 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 : 806,089: 624,645 358,115 33,113 265,044 124,431 651 34,715 19,967 0 561 665: 2,617 2,591
Old : 806,089: 624,645 358,115 33,113 265,044 124,431 651 34,715 19,967 0 561 665: 2,617 2,591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 9,792: 6,438 3,214 2,966 -1,845 1,845 0 8,769 -1,422 0 -277 -124: 89 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 44.4 4.1 32.9 15.4 0.1 4.3 2.5 0.0 0.1 0.1: 0.3 0.3
Old : 100.0: 77.5 44.4 4.1 32.9 15.4 0.1 4.3 2.5 0.0 0.1 0.1: 0.3 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 : 67: 34 26 8 14 20 . 4 4 0 . .:
Old : 67: 34 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 : 37.8 41.9 57.4 58.2 26.7 26.9 39.8 37.0
Old : 37.8 41.9 57.4 58.2 26.7 26.9 39.8 37.0
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 27, 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 : 236,141: 157,278 194,812 54,080 7,068 4,588 8,590 18,319 5,120 0 0 0: 6,485 6,234
Old : 236,141: 157,278 194,812 54,080 7,068 4,588 8,590 18,319 5,120 0 0 0: 6,485 6,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 4,316: 4,281 4,164 3,229 62 155 -868 -1,364 443 0 0 0: -2,924 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 82.5 22.9 3.0 1.9 3.6 7.8 2.2 0.0 0.0 0.0: 2.7 2.6
Old : 100.0: 66.6 82.5 22.9 3.0 1.9 3.6 7.8 2.2 0.0 0.0 0.0: 2.7 2.6
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 : 49: 33 30 5 . 6 . . . 0 0 0:
Old : 49: 33 30 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 : 41.2 57.3 59.7 73.9 36.0 57.1 51.1 70.0
Old : 41.2 57.3 59.7 73.9 36.0 57.1 51.1 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 27, 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 : 390,244: 285,278 295,200 52,806 52,171 18,243 9,027 91 17,726 0 0 0: 7,164 6,813
Old : 390,244: 285,278 295,200 52,806 52,171 18,243 9,027 91 17,726 0 0 0: 7,164 6,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -6,277: 2,923 -6,374 -4,478 523 -249 -871 70 -557 0 0 0: -3,045 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 75.6 13.5 13.4 4.7 2.3 0.0 4.5 0.0 0.0 0.0: 1.8 1.7
Old : 100.0: 73.1 75.6 13.5 13.4 4.7 2.3 0.0 4.5 0.0 0.0 0.0: 1.8 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 : 59: 33 29 7 7 8 6 . 6 0 0 0:
Old : 59: 33 29 7 7 8 6 . 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 : 31.9 61.7 49.5 72.6 29.6 60.4 45.9 68.1
Old : 31.9 61.7 49.5 72.6 29.6 60.4 45.9 68.1
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 27, 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 : 173,366: 132,590 77,062 6,515 52,809 17,350 5,365 8,246 8,758 0 0 0: 2,788 9,141
Old : 173,366: 132,590 77,062 6,515 52,809 17,350 5,365 8,246 8,758 0 0 0: 2,788 9,141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 3,092: 6,215 -4,933 -1,460 8,280 -1,079 -1,191 242 675 0 0 0: -68 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 44.5 3.8 30.5 10.0 3.1 4.8 5.1 0.0 0.0 0.0: 1.6 5.3
Old : 100.0: 76.5 44.5 3.8 30.5 10.0 3.1 4.8 5.1 0.0 0.0 0.0: 1.6 5.3
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 : 39: 17 19 4 7 8 . . . 0 0 0:
Old : 39: 17 19 4 7 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 : 48.6 39.2 66.3 56.0 39.6 35.9 52.5 49.9
Old : 48.6 39.2 66.3 56.0 39.6 35.9 52.5 49.9
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 27, 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 : 1,000,237: 105,529 142,203 213,617 37,558 95,467 143,541 268,679 235,303 35,507 70,960 102,884: 68,389 47,183
Old : 1,000,237: 105,529 142,203 213,617 37,558 95,467 143,541 268,679 235,303 35,507 70,960 102,884: 68,389 47,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 5,534: -2,639 -7,814 -3,525 -1,728 4,573 -2,162 6,063 10,555 4,138 -877 -7,778: 2,372 2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.2 21.4 3.8 9.5 14.4 26.9 23.5 3.5 7.1 10.3: 6.8 4.7
Old : 100.0: 10.6 14.2 21.4 3.8 9.5 14.4 26.9 23.5 3.5 7.1 10.3: 6.8 4.7
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 : 291: 50 39 27 10 30 50 79 71 34 31 44:
Old : 291: 50 39 27 10 30 50 79 71 34 31 44:
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 : 16.9 20.5 30.6 32.2 12.6 15.5 18.9 20.5
Old : 16.9 20.5 30.6 32.2 12.6 15.5 18.9 20.5
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 27, 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 : 26,110: 565 1,360 2,827 1,262 3,732 6,567 1,906 2,525 4,522 10,347 4,230: 1,142 748
Old : 26,110: 565 1,360 2,827 1,262 3,732 6,567 1,906 2,525 4,522 10,347 4,230: 1,142 748
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,400: 0 750 1,000 -50 150 0 1,000 -50 0 -650 200: 100 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.2 10.8 4.8 14.3 25.2 7.3 9.7 17.3 39.6 16.2: 4.4 2.9
Old : 100.0: 2.2 5.2 10.8 4.8 14.3 25.2 7.3 9.7 17.3 39.6 16.2: 4.4 2.9
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 : 22: . . . . . . . . 5 5 7:
Old : 22: . . . . . . . . 5 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 : 62.2 56.0 78.3 79.0 40.9 45.4 51.6 55.2
Old : 62.2 56.0 78.3 79.0 40.9 45.4 51.6 55.2
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 27, 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: 33,816 15,557 12,295 15,785 4,427 0 9,552 1,790 0 0 0: 2,848 8,065
Old : 55,176: 33,816 15,557 12,295 15,785 4,427 0 9,552 1,790 0 0 0: 2,848 8,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 0: 548 248 0 0 0 0 -62 -62 0 0 0: -486 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 28.2 22.3 28.6 8.0 0.0 17.3 3.2 0.0 0.0 0.0: 5.2 14.6
Old : 100.0: 61.3 28.2 22.3 28.6 8.0 0.0 17.3 3.2 0.0 0.0 0.0: 5.2 14.6
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 : 22: 9 9 4 . 4 0 . . 0 0 0:
Old : 22: 9 9 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 60.0
Old : 52.3 55.5 79.2 71.5 50.6 48.7 69.0 60.0
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 27, 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 : 87,964: 50,812 36,937 13,540 28,748 9,118 2,106 0 3,157 0 0 0: 9,231 10,004
Old : 87,964: 50,812 36,937 13,540 28,748 9,118 2,106 0 3,157 0 0 0: 9,231 10,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 127: -29 124 0 52 0 119 -86 37 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 42.0 15.4 32.7 10.4 2.4 0.0 3.6 0.0 0.0 0.0: 10.5 11.4
Old : 100.0: 57.8 42.0 15.4 32.7 10.4 2.4 0.0 3.6 0.0 0.0 0.0: 10.5 11.4
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 : 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 : 43.6 41.2 65.9 65.2 32.3 37.2 51.7 57.5
Old : 43.6 41.2 65.9 65.2 32.3 37.2 51.7 57.5
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 27, 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 : 2,630,674: 693,481 429,396 141,739 685,190 548,628 289,544 150,068 531,310 190,815 60,059 201,850: 33,307 24,173
Old : 2,630,674: 693,481 429,396 141,739 685,190 548,628 289,544 150,068 531,310 190,815 60,059 201,850: 33,307 24,173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 4,654: 11,980 5,421 -23,821 5,920 205 26,997 -695 -4,733 -9,471 -7,044 3,070: 427 2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.3 5.4 26.0 20.9 11.0 5.7 20.2 7.3 2.3 7.7: 1.3 0.9
Old : 100.0: 26.4 16.3 5.4 26.0 20.9 11.0 5.7 20.2 7.3 2.3 7.7: 1.3 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 : 168: 76 61 11 17 26 21 15 30 16 10 20:
Old : 168: 76 61 11 17 26 21 15 30 16 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 : 23.3 26.9 38.3 42.4 13.3 16.6 20.4 25.2
Old : 23.3 26.9 38.3 42.4 13.3 16.6 20.4 25.2
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 27, 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 : 1,197,798: 134,942 207,980 217,362 320,199 316,421 218,552 53,773 119,812 67,381 58,374 117,937: 5,391 3,302
Old : 1,197,798: 134,942 207,980 217,362 320,199 316,421 218,552 53,773 119,812 67,381 58,374 117,937: 5,391 3,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 14,751: 4,771 3,718 1,506 2,827 -4,227 17,077 11,988 -6,507 1,478 6,808 312: 341 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.4 18.1 26.7 26.4 18.2 4.5 10.0 5.6 4.9 9.8: 0.5 0.3
Old : 100.0: 11.3 17.4 18.1 26.7 26.4 18.2 4.5 10.0 5.6 4.9 9.8: 0.5 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 : 90: 21 22 14 10 19 15 8 18 10 8 16:
Old : 90: 21 22 14 10 19 15 8 18 10 8 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 : 35.3 38.1 56.2 58.8 20.8 26.7 30.7 38.5
Old : 35.3 38.1 56.2 58.8 20.8 26.7 30.7 38.5
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 27, 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 : 19,821: 17,835 10,905 529 7,661 987 45 0 0 250 36 42: 133 190
Old : 19,821: 17,835 10,905 529 7,661 987 45 0 0 250 36 42: 133 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 108: 149 136 0 0 4 0 0 0 15 0 0: -60 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 55.0 2.7 38.7 5.0 0.2 0.0 0.0 1.3 0.2 0.2: 0.7 1.0
Old : 100.0: 90.0 55.0 2.7 38.7 5.0 0.2 0.0 0.0 1.3 0.2 0.2: 0.7 1.0
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 : 53: 32 28 4 8 6 . 0 0 . . .:
Old : 53: 32 28 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 : 35.3 41.4 57.7 63.3 25.3 37.7 39.0 52.6
Old : 35.3 41.4 57.7 63.3 25.3 37.7 39.0 52.6
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 27, 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 : 9,454: 8,278 3,464 463 5,163 283 0 0 0 145 90 0: 285 454
Old : 9,454: 8,278 3,464 463 5,163 283 0 0 0 145 90 0: 285 454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 111: 111 -69 0 180 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 36.6 4.9 54.6 3.0 0.0 0.0 0.0 1.5 1.0 0.0: 3.0 4.8
Old : 100.0: 87.6 36.6 4.9 54.6 3.0 0.0 0.0 0.0 1.5 1.0 0.0: 3.0 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 : 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 : 59.4 65.2 77.6 81.9 48.6 64.4 64.3 70.5
Old : 59.4 65.2 77.6 81.9 48.6 64.4 64.3 70.5
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 27, 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 : 7,031: 4,161 4,650 1,885 1,296 810 0 0 0 0 65 25: 150 185
Old : 7,031: 4,161 4,650 1,885 1,296 810 0 0 0 0 65 25: 150 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 124: -20 10 -30 -60 174 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 66.1 26.8 18.4 11.5 0.0 0.0 0.0 0.0 0.9 0.4: 2.1 2.6
Old : 100.0: 59.2 66.1 26.8 18.4 11.5 0.0 0.0 0.0 0.0 0.9 0.4: 2.1 2.6
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 : 31: 14 14 5 6 8 0 0 0 0 . .:
Old : 31: 14 14 5 6 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 : 55.5 51.2 76.6 77.2 51.9 44.2 64.2 60.0
Old : 55.5 51.2 76.6 77.2 51.9 44.2 64.2 60.0
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 27, 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 : 9,894: 5,381 4,230 2,837 4,259 333 0 0 0 40 0 0: 1,303 1,072
Old : 9,894: 5,381 4,230 2,837 4,259 333 0 0 0 40 0 0: 1,303 1,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -75: -75 -105 0 30 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 42.8 28.7 43.0 3.4 0.0 0.0 0.0 0.4 0.0 0.0: 13.2 10.8
Old : 100.0: 54.4 42.8 28.7 43.0 3.4 0.0 0.0 0.0 0.4 0.0 0.0: 13.2 10.8
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 : 31: 19 14 5 4 4 0 0 0 . 0 0:
Old : 31: 19 14 5 4 4 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 : 53.1 50.6 70.3 74.3 51.3 49.8 64.6 69.4
Old : 53.1 50.6 70.3 74.3 51.3 49.8 64.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011