NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 4,767,309: 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: 20,194 24,468
Old : 4,767,309: 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: 20,194 24,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -207,191: -142,661 -62,444 -18,997 -27,586 1,891 -23,623 359 -50,040 57,851 -37,210 -26,834: -4,778 -5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 25.7 8.4 28.2 12.4 9.8 0.8 17.3 4.2 1.3 13.7: 0.4 0.5
Old : 100.0: 33.8 25.7 8.4 28.2 12.4 9.8 0.8 17.3 4.2 1.3 13.7: 0.4 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 : 214: 105 101 11 22 29 21 8 25 19 16 31:
Old : 214: 105 101 11 22 29 21 8 25 19 16 31:
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 : 23.7 23.3 40.6 40.9 16.1 19.5 22.5 27.8
Old : 23.7 23.3 40.6 40.9 16.1 19.5 22.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 246,024: 141,688 165,558 47,642 34,607 32,544 2,171 0 4,274 504 173 863: 16,338 8,005
Old : 246,024: 141,688 165,558 47,642 34,607 32,544 2,171 0 4,274 504 173 863: 16,338 8,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,516: 1,502 7,231 493 516 2,042 1,017 0 -345 0 -1,172 279: 1,528 -2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 67.3 19.4 14.1 13.2 0.9 0.0 1.7 0.2 0.1 0.4: 6.6 3.3
Old : 100.0: 57.6 67.3 19.4 14.1 13.2 0.9 0.0 1.7 0.2 0.1 0.4: 6.6 3.3
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 : 43: 23 23 5 4 9 . 0 . . . .:
Old : 43: 23 23 5 4 9 . 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 : 44.2 62.9 62.9 76.5 38.4 49.6 49.9 60.9
Old : 44.2 62.9 62.9 76.5 38.4 49.6 49.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 157,999: 105,148 96,626 18,087 33,010 21,911 4,716 0 2,380 2,001 0 641: 3,115 3,431
Old : 157,999: 105,148 96,626 18,087 33,010 21,911 4,716 0 2,380 2,001 0 641: 3,115 3,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,919: 4,317 4,740 -491 -311 1,782 1,097 0 -100 70 0 90: -846 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 61.2 11.4 20.9 13.9 3.0 0.0 1.5 1.3 0.0 0.4: 2.0 2.2
Old : 100.0: 66.5 61.2 11.4 20.9 13.9 3.0 0.0 1.5 1.3 0.0 0.4: 2.0 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 : 37: 18 22 . 8 10 . 0 . . 0 .:
Old : 37: 18 22 . 8 10 . 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 44.9 76.6 65.3 48.5 41.2 60.3 54.3
Old : 53.7 44.9 76.6 65.3 48.5 41.2 60.3 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 220,589: 156,033 107,625 16,407 64,754 30,529 8,030 9,531 763 0 1,620 620: 8,207 5,147
Old : 220,589: 156,033 107,625 16,407 64,754 30,529 8,030 9,531 763 0 1,620 620: 8,207 5,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3,861: 2,848 3,904 702 732 -372 856 -1,182 509 0 769 -465: -217 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 48.8 7.4 29.4 13.8 3.6 4.3 0.3 0.0 0.7 0.3: 3.7 2.3
Old : 100.0: 70.7 48.8 7.4 29.4 13.8 3.6 4.3 0.3 0.0 0.7 0.3: 3.7 2.3
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 : 41: 19 21 5 8 10 . . . 0 . .:
Old : 41: 19 21 5 8 10 . . . 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 : 58.3 41.8 76.6 63.4 54.8 33.4 67.9 52.8
Old : 58.3 41.8 76.6 63.4 54.8 33.4 67.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 711,912: 541,581 217,826 32,549 367,251 112,619 2,939 671 9,763 1,573 0 587: 10,301 3,195
Old : 711,912: 541,581 217,826 32,549 367,251 112,619 2,939 671 9,763 1,573 0 587: 10,301 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 10,751: 2,566 10,037 10,797 4,275 -3,819 -373 0 90 1,136 0 167: 187 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 30.6 4.6 51.6 15.8 0.4 0.1 1.4 0.2 0.0 0.1: 1.4 0.4
Old : 100.0: 76.1 30.6 4.6 51.6 15.8 0.4 0.1 1.4 0.2 0.0 0.1: 1.4 0.4
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 : 62: 33 26 6 13 17 . . 4 . 0 .:
Old : 62: 33 26 6 13 17 . . 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 : 34.7 44.1 56.0 64.0 24.9 40.8 39.3 54.4
Old : 34.7 44.1 56.0 64.0 24.9 40.8 39.3 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 199,113: 124,728 174,999 52,073 6,862 6,921 4,240 1,712 1,668 0 0 0: 9,483 6,951
Old : 199,113: 124,728 174,999 52,073 6,862 6,921 4,240 1,712 1,668 0 0 0: 9,483 6,951
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,582: 1,089 1,710 -63 620 214 480 -1,122 293 -310 0 0: -121 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 87.9 26.2 3.4 3.5 2.1 0.9 0.8 0.0 0.0 0.0: 4.8 3.5
Old : 100.0: 62.6 87.9 26.2 3.4 3.5 2.1 0.9 0.8 0.0 0.0 0.0: 4.8 3.5
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 : 43: 23 25 . . . . . . 0 0 0:
Old : 43: 23 25 . . . . . . 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 55.7 70.6 75.5 46.8 55.7 59.3 66.4
Old : 52.3 55.7 70.6 75.5 46.8 55.7 59.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 234,262: 178,695 151,564 32,514 70,170 3,888 7,539 108 5,109 0 831 173: 6,344 2,419
Old : 234,262: 178,695 151,564 32,514 70,170 3,888 7,539 108 5,109 0 831 173: 6,344 2,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 261: 470 -422 -310 357 248 -377 108 -11 0 -174 0: 241 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 64.7 13.9 30.0 1.7 3.2 0.0 2.2 0.0 0.4 0.1: 2.7 1.0
Old : 100.0: 76.3 64.7 13.9 30.0 1.7 3.2 0.0 2.2 0.0 0.4 0.1: 2.7 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: 26 30 . 11 4 . . . 0 . .:
Old : 53: 26 30 . 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 : 39.8 30.3 58.1 50.8 35.9 28.7 50.4 46.4
Old : 39.8 30.3 58.1 50.8 35.9 28.7 50.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 83,971: 51,534 29,400 18,917 42,537 1,617 5,173 0 1,681 1,333 0 17: 3,699 8,719
Old : 83,971: 51,534 29,400 18,917 42,537 1,617 5,173 0 1,681 1,333 0 17: 3,699 8,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 235: -1,913 -619 1,860 0 0 -445 0 682 -31 0 17: 65 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 35.0 22.5 50.7 1.9 6.2 0.0 2.0 1.6 0.0 0.0: 4.4 10.4
Old : 100.0: 61.4 35.0 22.5 50.7 1.9 6.2 0.0 2.0 1.6 0.0 0.0: 4.4 10.4
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 : 35: 17 15 . 7 5 . 0 . . 0 .:
Old : 35: 17 15 . 7 5 . 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 : 51.6 50.5 73.6 68.8 49.4 47.7 67.0 61.5
Old : 51.6 50.5 73.6 68.8 49.4 47.7 67.0 61.5
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,193,706: 139,783 166,333 217,421 51,513 102,797 217,204 306,017 244,086 27,481 102,464 174,917: 70,017 45,579
Old : 1,193,706: 139,783 166,333 217,421 51,513 102,797 217,204 306,017 244,086 27,481 102,464 174,917: 70,017 45,579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -12,411: -2,410 -823 3,582 -3,839 -669 634 -374 3,662 -12,759 -6,569 -1,331: -3,119 -2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.9 18.2 4.3 8.6 18.2 25.6 20.4 2.3 8.6 14.7: 5.9 3.8
Old : 100.0: 11.7 13.9 18.2 4.3 8.6 18.2 25.6 20.4 2.3 8.6 14.7: 5.9 3.8
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 : 298: 42 36 26 9 28 61 59 77 51 39 66:
Old : 298: 42 36 26 9 28 61 59 77 51 39 66:
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 : 18.3 25.6 29.8 38.8 11.0 16.1 19.2 23.8
Old : 18.3 25.6 29.8 38.8 11.0 16.1 19.2 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,313,724: 166,282 155,645 21,590 86,888 634,176 55,281 12,904 169,735 22,568 12,050 239,486: 4,606 2,840
Old : 1,313,724: 166,282 155,645 21,590 86,888 634,176 55,281 12,904 169,735 22,568 12,050 239,486: 4,606 2,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -125,794: -15,196 -10,432 2,236 -13,168 -28,735 -13,310 -7,398 -29,515 -6,365 -2,144 -34,830: -79 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.8 1.6 6.6 48.3 4.2 1.0 12.9 1.7 0.9 18.2: 0.4 0.2
Old : 100.0: 12.7 11.8 1.6 6.6 48.3 4.2 1.0 12.9 1.7 0.9 18.2: 0.4 0.2
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 : 130: 37 30 7 17 22 23 15 28 18 13 26:
Old : 130: 37 30 7 17 22 23 15 28 18 13 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 : 36.7 39.0 58.6 60.5 3.9 4.2 6.2 6.5
Old : 36.7 39.0 58.6 60.5 3.9 4.2 6.2 6.5
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 132,779: 17,940 16,504 11,552 10,592 28,907 22,501 350 953 24,073 48,419 23,871: 2,983 3,183
Old : 132,779: 17,940 16,504 11,552 10,592 28,907 22,501 350 953 24,073 48,419 23,871: 2,983 3,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -17,157: -6,467 -1,915 -445 1,726 -8,325 -156 -350 -776 109 -7,064 -569: -529 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.4 8.7 8.0 21.8 16.9 0.3 0.7 18.1 36.5 18.0: 2.2 2.4
Old : 100.0: 13.5 12.4 8.7 8.0 21.8 16.9 0.3 0.7 18.1 36.5 18.0: 2.2 2.4
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 : 43: 11 11 4 6 10 5 . . 9 6 11:
Old : 43: 11 11 4 6 10 5 . . 9 6 11:
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 : 42.5 48.2 60.6 74.4 33.8 36.1 44.3 45.9
Old : 42.5 48.2 60.6 74.4 33.8 36.1 44.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,170: 1,439 6,662 321 3,136 5,321 14,547 11,041 11,820 10,657 5,891 4,659: 406 640
Old : 49,170: 1,439 6,662 321 3,136 5,321 14,547 11,041 11,820 10,657 5,891 4,659: 406 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,882: -79 -403 -1 -136 81 -2,198 -2,485 -606 -703 -79 -364: -12 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.5 0.7 6.4 10.8 29.6 22.5 24.0 21.7 12.0 9.5: 0.8 1.3
Old : 100.0: 2.9 13.5 0.7 6.4 10.8 29.6 22.5 24.0 21.7 12.0 9.5: 0.8 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 : 35: 7 10 . 4 4 4 8 7 4 . 5:
Old : 35: 7 10 . 4 4 4 8 7 4 . 5:
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 : 73.7 47.2 87.1 67.4 48.9 29.6 52.3 40.9
Old : 73.7 47.2 87.1 67.4 48.9 29.6 52.3 40.9
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,264,650: 544,644 482,098 178,469 737,541 362,161 217,155 26,855 433,380 293,297 5,374 193,159: 42,385 24,082
Old : 2,264,650: 544,644 482,098 178,469 737,541 362,161 217,155 26,855 433,380 293,297 5,374 193,159: 42,385 24,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -177,309: -45,918 -71,483 3,683 -45,437 -29,790 -2,324 4,393 -32,349 -62,219 5,311 -9,616: 1,224 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.3 7.9 32.6 16.0 9.6 1.2 19.1 13.0 0.2 8.5: 1.9 1.1
Old : 100.0: 24.0 21.3 7.9 32.6 16.0 9.6 1.2 19.1 13.0 0.2 8.5: 1.9 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 : 136: 59 53 4 18 22 18 6 22 16 4 15:
Old : 136: 59 53 4 18 22 18 6 22 16 4 15:
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 : 24.1 26.9 38.2 45.1 12.9 18.9 21.9 28.3
Old : 24.1 26.9 38.2 45.1 12.9 18.9 21.9 28.3
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 838,183: 108,537 124,171 199,224 81,631 297,485 25,244 65,628 102,451 10,249 74,075 85,790: 9,203 6,952
Old : 838,183: 108,537 124,171 199,224 81,631 297,485 25,244 65,628 102,451 10,249 74,075 85,790: 9,203 6,952
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -132,499: 2,264 -19,967 -78,513 -16,645 8,077 -45,500 -44,128 -6,668 -6,273 -44,229 -11,554: 5,668 2,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 14.8 23.8 9.7 35.5 3.0 7.8 12.2 1.2 8.8 10.2: 1.1 0.8
Old : 100.0: 12.9 14.8 23.8 9.7 35.5 3.0 7.8 12.2 1.2 8.8 10.2: 1.1 0.8
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 : 73: 14 15 14 6 17 6 10 9 7 14 15:
Old : 73: 14 15 14 6 17 6 10 9 7 14 15:
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 : 38.2 34.0 58.9 59.3 16.9 19.1 23.5 26.0
Old : 38.2 34.0 58.9 59.3 16.9 19.1 23.5 26.0
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 32,654: 28,274 27,205 753 3,343 1,757 720 0 0 375 0 63: 712 286
Old : 32,654: 28,274 27,205 753 3,343 1,757 720 0 0 375 0 63: 712 286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 24: 0 30 0 0 0 0 0 0 0 0 0: 24 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 83.3 2.3 10.2 5.4 2.2 0.0 0.0 1.1 0.0 0.2: 2.2 0.9
Old : 100.0: 86.6 83.3 2.3 10.2 5.4 2.2 0.0 0.0 1.1 0.0 0.2: 2.2 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 : 43: 29 25 . 8 6 . 0 0 . 0 .:
Old : 43: 29 25 . 8 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 : 44.4 55.1 64.1 73.2 40.4 44.1 48.9 52.7
Old : 44.4 55.1 64.1 73.2 40.4 44.1 48.9 52.7
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,596: 4,295 2,968 0 3,198 156 1,710 0 0 0 0 0: 435 274
Old : 6,596: 4,295 2,968 0 3,198 156 1,710 0 0 0 0 0: 435 274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 -30 0 0 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 45.0 0.0 48.5 2.4 25.9 0.0 0.0 0.0 0.0 0.0: 6.6 4.2
Old : 100.0: 65.1 45.0 0.0 48.5 2.4 25.9 0.0 0.0 0.0 0.0 0.0: 6.6 4.2
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 : 22: 11 11 0 6 . . 0 0 0 0 0:
Old : 22: 11 11 0 6 . . 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 : 64.9 51.7 87.0 78.1 58.2 44.5 63.7 58.2
Old : 64.9 51.7 87.0 78.1 58.2 44.5 63.7 58.2
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,517: 4,785 3,627 583 716 721 0 360 0 122 650 41: 265 402
Old : 6,517: 4,785 3,627 583 716 721 0 360 0 122 650 41: 265 402
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 60: 105 117 0 0 0 0 0 0 0 0 0: -45 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 55.7 8.9 11.0 11.1 0.0 5.5 0.0 1.9 10.0 0.6: 4.1 6.2
Old : 100.0: 73.4 55.7 8.9 11.0 11.1 0.0 5.5 0.0 1.9 10.0 0.6: 4.1 6.2
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 : 34: 18 19 4 . 5 0 . 0 . . .:
Old : 34: 18 19 4 . 5 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 : 48.1 42.8 64.3 62.8 45.4 39.5 59.4 55.9
Old : 48.1 42.8 64.3 62.8 45.4 39.5 59.4 55.9
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 - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,783: 5,128 4,733 3,238 4,524 132 0 0 0 795 0 0: 490 394
Old : 9,783: 5,128 4,733 3,238 4,524 132 0 0 0 795 0 0: 490 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 48.4 33.1 46.2 1.3 0.0 0.0 0.0 8.1 0.0 0.0: 5.0 4.0
Old : 100.0: 52.4 48.4 33.1 46.2 1.3 0.0 0.0 0.0 8.1 0.0 0.0: 5.0 4.0
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 : 30: 15 13 . 7 . 0 0 0 . 0 0:
Old : 30: 15 13 . 7 . 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 : 55.2 49.2 78.3 74.3 55.2 47.1 68.8 65.3
Old : 55.2 49.2 78.3 74.3 55.2 47.1 68.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,448: 3,565 2,167 310 1,994 38 0 0 0 104 0 0: 431 249
Old : 4,448: 3,565 2,167 310 1,994 38 0 0 0 104 0 0: 431 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 84: 2 2 36 0 -9 0 0 0 0 0 0: 55 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 48.7 7.0 44.8 0.9 0.0 0.0 0.0 2.3 0.0 0.0: 9.7 5.6
Old : 100.0: 80.1 48.7 7.0 44.8 0.9 0.0 0.0 0.0 2.3 0.0 0.0: 9.7 5.6
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 : 21: 12 10 . 5 . 0 0 0 . 0 0:
Old : 21: 12 10 . 5 . 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 : 71.7 58.9 83.7 83.5 70.1 58.4 78.6 80.5
Old : 71.7 58.9 83.7 83.5 70.1 58.4 78.6 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013