Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,568,414 : : Positions : :1,810,284 1,021,411 234,885 1,151,720 585,422 428,669 221,072 990,223 39,396 119,156 443,303 : : : : Changes from: December 27, 2011 : : -116,016 -49,628 -61,957 -58,651 42,798 -28,887 -47,472 -21,930 24,704 -22,931 12,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 22.4 5.1 25.2 12.8 9.4 4.8 21.7 0.9 2.6 9.7 : : : : Number of Traders in Each Category Total Traders: 218 : : 105 97 13 21 31 20 17 32 12 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 340,079 : : Positions : : 164,790 227,524 82,626 8,742 51,864 15,630 34,580 9,621 374 0 1,184 : : : : Changes from: December 27, 2011 : : 1,433 -3,032 3,052 2,317 5,546 3,688 10,656 1,098 88 0 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 66.9 24.3 2.6 15.3 4.6 10.2 2.8 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 24 9 . 10 6 . 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 167,054 : : Positions : : 113,139 104,808 21,552 36,884 17,721 1,983 0 5,147 177 0 702 : : : : Changes from: December 27, 2011 : : -1,400 -1,422 947 1,365 -889 -60 0 -56 124 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 62.7 12.9 22.1 10.6 1.2 0.0 3.1 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 4 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 325,554 : : Positions : : 232,919 120,924 64,126 153,062 13,037 7,262 28,377 2,400 0 352 62 : : : : Changes from: December 27, 2011 : : 655 146 373 2,473 1,080 1,498 756 186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 37.1 19.7 47.0 4.0 2.2 8.7 0.7 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 22 4 9 10 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 836,615 : : Positions : : 645,037 373,451 29,641 263,440 137,868 744 38,047 19,372 0 443 636 : : : : Changes from: December 27, 2011 : : 20,392 15,336 -3,472 -1,604 13,437 93 3,332 -595 0 -118 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 44.6 3.5 31.5 16.5 0.1 4.5 2.3 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 27 8 14 20 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 239,247 : : Positions : : 151,987 198,556 62,200 7,130 4,791 9,406 18,087 4,932 0 0 0 : : : : Changes from: December 27, 2011 : : -5,291 3,744 8,120 62 203 816 -232 -188 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 83.0 26.0 3.0 2.0 3.9 7.6 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 30 5 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 392,257 : : Positions : : 294,199 297,198 47,949 52,140 17,995 7,090 60 17,712 0 0 0 : : : : Changes from: December 27, 2011 : : 8,921 1,998 -4,857 -31 -248 -1,937 -31 -14 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 75.8 12.2 13.3 4.6 1.8 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 29 7 7 8 6 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 174,777 : : Positions : : 130,770 73,173 6,611 56,178 17,988 8,461 9,994 8,120 0 0 0 : : : : Changes from: December 27, 2011 : : -1,820 -3,889 96 3,369 638 3,096 1,748 -638 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 41.9 3.8 32.1 10.3 4.8 5.7 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 4 7 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,044,828 : : Positions : : 95,717 133,909 213,483 38,428 100,889 151,025 260,014 252,112 30,742 82,893 127,420 : : : : Changes from: December 27, 2011 : : -12,492 -10,658 506 720 3,526 6,578 -8,703 12,845 -6,904 6,273 15,411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 12.8 20.4 3.7 9.7 14.5 24.9 24.1 2.9 7.9 12.2 : : : : Number of Traders in Each Category Total Traders: 317 : : 46 39 27 10 31 52 86 84 46 39 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,933,480 : : Positions : : 221,458 171,952 80,047 67,441 808,078 42,606 120,830 355,469 28,291 9,177 393,256 : : : : Changes from: December 27, 2011 : : 9,942 7,004 595 -682 21,069 1,568 6,822 34,836 2,669 1,386 17,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 8.9 4.1 3.5 41.8 2.2 6.2 18.4 1.5 0.5 20.3 : : : : Number of Traders in Each Category Total Traders: 126 : : 37 34 11 16 25 13 23 26 19 5 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 86,320 : : Positions : : 2,384 4,726 1,783 6,053 7,775 40,816 38,924 28,076 2,854 153 497 : : : : Changes from: December 27, 2011 : : -18 -33 93 600 -107 776 1,782 821 292 20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 5.5 2.1 7.0 9.0 47.3 45.1 32.5 3.3 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 8 . . 5 7 13 13 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 51,331 : : Positions : : 30,656 15,123 12,782 14,805 3,444 0 9,010 1,480 0 0 0 : : : : Changes from: December 27, 2011 : : -3,160 -434 487 -980 -983 0 -542 -310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 29.5 24.9 28.8 6.7 0.0 17.6 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 84,635 : : Positions : : 49,350 36,171 13,077 26,421 9,118 1,065 490 2,868 0 0 0 : : : : Changes from: December 27, 2011 : : -3,231 -2,304 -463 -2,327 0 -984 317 -346 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 42.7 15.5 31.2 10.8 1.3 0.6 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,464,494 : : Positions : : 602,071 398,070 152,781 643,871 508,361 293,389 128,702 500,021 182,240 72,932 187,766 : : : : Changes from: December 27, 2011 : : -91,410 -31,326 11,042 -41,319 -40,267 3,845 -21,366 -31,289 -8,575 12,873 -14,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 16.2 6.2 26.1 20.6 11.9 5.2 20.3 7.4 3.0 7.6 : : : : Number of Traders in Each Category Total Traders: 152 : : 64 55 7 19 25 20 13 27 14 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,097,876 : : Positions : : 114,239 183,461 229,668 323,350 287,916 161,551 40,607 117,464 81,717 41,743 100,218 : : : : Changes from: December 27, 2011 : : -20,703 -24,519 12,306 3,151 -28,505 -57,001 -13,166 -2,348 14,336 -16,631 -17,719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 16.7 20.9 29.5 26.2 14.7 3.7 10.7 7.4 3.8 9.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 18 18 14 10 17 10 11 16 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 20,442 : : Positions : : 18,538 11,493 529 7,776 905 45 0 0 250 36 42 : : : : Changes from: December 27, 2011 : : 703 588 0 115 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 56.2 2.6 38.0 4.4 0.2 0.0 0.0 1.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 28 4 8 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 5,695 : : Positions : : 3,483 3,519 1,340 959 738 0 0 0 0 85 0 : : : : Changes from: December 27, 2011 : : -678 -1,131 -545 -337 -72 0 0 0 0 20 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 61.8 23.5 16.8 13.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 5 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,901 : : Positions : : 4,757 3,205 2,580 4,151 330 0 0 0 45 0 0 : : : : Changes from: December 27, 2011 : : -624 -1,025 -257 -108 -3 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 36.0 29.0 46.6 3.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 4 4 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2012