Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 4,767,926 : : Positions : :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 : : : : Changes from: December 20, 2011 : : 9,915 -4,531 9,213 38,231 -27,725 34,936 4,118 3,898 -9,324 4,256 -13,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 22.5 6.2 25.4 11.4 9.6 5.6 21.2 0.3 3.0 9.0 : : : : Number of Traders in Each Category Total Traders: 221 : : 106 97 15 21 33 25 14 36 10 17 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 324,208 : : Positions : : 163,357 230,556 79,574 6,425 46,318 11,942 23,924 8,523 286 0 1,366 : : : : Changes from: December 20, 2011 : : -849 -3,640 -188 1,622 -534 -471 -146 2,056 -179 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 71.1 24.5 2.0 14.3 3.7 7.4 2.6 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 27 8 . 10 6 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 168,180 : : Positions : : 114,539 106,230 20,605 35,519 18,610 2,043 0 5,203 53 0 826 : : : : Changes from: December 20, 2011 : : -424 2,538 633 -553 745 1,772 0 367 -27 0 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 63.2 12.3 21.1 11.1 1.2 0.0 3.1 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 30 4 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 321,844 : : Positions : : 232,264 120,778 63,753 150,589 11,957 5,764 27,621 2,214 0 352 62 : : : : Changes from: December 20, 2011 : : 1,597 823 -176 -772 -331 428 -824 217 0 120 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 37.5 19.8 46.8 3.7 1.8 8.6 0.7 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 22 4 9 11 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 806,089 : : Positions : : 624,645 358,115 33,113 265,044 124,431 651 34,715 19,967 0 561 665 : : : : Changes from: December 20, 2011 : : 6,438 3,214 2,966 -1,845 1,845 0 8,769 -1,422 0 -277 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 44.4 4.1 32.9 15.4 0.1 4.3 2.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 26 8 14 20 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 236,141 : : Positions : : 157,278 194,812 54,080 7,068 4,588 8,590 18,319 5,120 0 0 0 : : : : Changes from: December 20, 2011 : : 4,281 4,164 3,229 62 155 -868 -1,364 443 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 82.5 22.9 3.0 1.9 3.6 7.8 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 30 5 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 390,244 : : Positions : : 285,278 295,200 52,806 52,171 18,243 9,027 91 17,726 0 0 0 : : : : Changes from: December 20, 2011 : : 2,923 -6,374 -4,478 523 -249 -871 70 -557 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 75.6 13.5 13.4 4.7 2.3 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 December 27, 2011 : 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 173,366 : : Positions : : 132,590 77,062 6,515 52,809 17,350 5,365 8,246 8,758 0 0 0 : : : : Changes from: December 20, 2011 : : 6,215 -4,933 -1,460 8,280 -1,079 -1,191 242 675 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 44.5 3.8 30.5 10.0 3.1 4.8 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 19 4 7 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 1,025,312 : : Positions : : 108,209 144,567 212,976 37,708 97,364 144,447 268,716 239,267 37,646 76,619 112,008 : : : : Changes from: December 20, 2011 : : -4,033 -9,459 -3,669 -1,818 4,044 -1,506 6,722 8,528 3,479 -2,823 -14,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 14.1 20.8 3.7 9.5 14.1 26.2 23.3 3.7 7.5 10.9 : : : : Number of Traders in Each Category Total Traders: 301 : : 50 42 26 11 32 51 80 75 38 37 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 1,845,483 : : Positions : : 211,516 164,948 79,452 68,124 787,009 41,039 114,009 320,633 25,621 7,791 376,021 : : : : Changes from: December 20, 2011 : : -27,318 -26,596 -3,623 -745 -54,261 1,588 -4,298 -53,896 -4,619 -2,437 -53,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 8.9 4.3 3.7 42.6 2.2 6.2 17.4 1.4 0.4 20.4 : : : : Number of Traders in Each Category Total Traders: 126 : : 37 33 11 16 25 12 24 24 18 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 30,472 : : Positions : : 565 1,857 2,827 2,501 3,763 6,567 1,871 2,560 6,740 10,304 5,179 : : : : Changes from: December 20, 2011 : : 0 723 1,000 -44 149 0 965 -15 -8 -644 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.9 6.1 9.3 8.2 12.3 21.6 6.1 8.4 22.1 33.8 17.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . . 4 4 . . 4 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 83,362 : : Positions : : 2,401 4,759 1,690 5,453 7,882 40,040 37,142 27,255 2,562 133 502 : : : : Changes from: December 20, 2011 : : -26 5 488 126 -431 -265 -589 1,571 -466 2 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 5.7 2.0 6.5 9.5 48.0 44.6 32.7 3.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 6 8 . 4 5 7 12 13 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 55,176 : : Positions : : 33,816 15,557 12,295 15,785 4,427 0 9,552 1,790 0 0 0 : : : : Changes from: December 20, 2011 : : 548 248 0 0 0 0 -62 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 28.2 22.3 28.6 8.0 0.0 17.3 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 89,733 : : Positions : : 52,581 38,475 13,540 28,748 9,118 2,049 173 3,214 0 0 0 : : : : Changes from: December 20, 2011 : : -40 118 0 52 0 62 -148 94 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 42.9 15.1 32.0 10.2 2.3 0.2 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 2,630,674 : : Positions : : 693,481 429,396 141,739 685,190 548,628 289,544 150,068 531,310 190,815 60,059 201,850 : : : : Changes from: December 20, 2011 : : 11,980 5,421 -23,821 5,920 205 26,997 -695 -4,733 -9,471 -7,044 3,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 16.3 5.4 26.0 20.9 11.0 5.7 20.2 7.3 2.3 7.7 : : : : Number of Traders in Each Category Total Traders: 168 : : 76 61 11 17 26 21 15 30 16 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 1,197,798 : : Positions : : 134,942 207,980 217,362 320,199 316,421 218,552 53,773 119,812 67,381 58,374 117,937 : : : : Changes from: December 20, 2011 : : 4,771 3,718 1,506 2,827 -4,227 17,077 11,988 -6,507 1,478 6,808 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 17.4 18.1 26.7 26.4 18.2 4.5 10.0 5.6 4.9 9.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 21 22 14 10 19 15 8 18 10 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 19,821 : : Positions : : 17,835 10,905 529 7,661 987 45 0 0 250 36 42 : : : : Changes from: December 20, 2011 : : 149 136 0 0 4 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 55.0 2.7 38.7 5.0 0.2 0.0 0.0 1.3 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 December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 9,454 : : Positions : : 8,278 3,464 463 5,163 283 0 0 0 145 90 0 : : : : Changes from: December 20, 2011 : : 111 -69 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 36.6 4.9 54.6 3.0 0.0 0.0 0.0 1.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : 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 7,031 : : Positions : : 4,161 4,650 1,885 1,296 810 0 0 0 0 65 25 : : : : Changes from: December 20, 2011 : : -20 10 -30 -60 174 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 66.1 26.8 18.4 11.5 0.0 0.0 0.0 0.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 5 6 8 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,894 : : Positions : : 5,381 4,230 2,837 4,259 333 0 0 0 40 0 0 : : : : Changes from: December 20, 2011 : : -75 -105 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 42.8 28.7 43.0 3.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 5 4 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2011