NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 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 : 4,974,500: 1,752,791 1,287,670 417,217 1,373,523 591,446 491,972 38,453 875,307 140,812 98,323 679,983: 24,972 29,795
Old : 4,974,500: 1,752,791 1,287,670 417,217 1,373,523 591,446 491,972 38,453 875,307 140,812 98,323 679,983: 24,972 29,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -46: 8,433 33,922 -36,067 -12,917 13,521 32,787 -31,076 -17,060 -21,700 -7,606 12,248: 7,792 8,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 25.9 8.4 27.6 11.9 9.9 0.8 17.6 2.8 2.0 13.7: 0.5 0.6
Old : 100.0: 35.2 25.9 8.4 27.6 11.9 9.9 0.8 17.6 2.8 2.0 13.7: 0.5 0.6
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 : 225: 109 107 11 22 30 22 8 25 15 25 30:
Old : 225: 109 107 11 22 30 22 8 25 15 25 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 23.3 39.7 40.5 16.5 19.2 23.0 27.5
Old : 22.9 23.3 39.7 40.5 16.5 19.2 23.0 27.5
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 24, 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 : 239,508: 140,186 158,327 47,149 34,091 30,502 1,154 0 4,619 504 1,345 584: 14,810 10,040
Old : 239,508: 140,186 158,327 47,149 34,091 30,502 1,154 0 4,619 504 1,345 584: 14,810 10,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,765: -679 -1,757 -800 -2,498 564 -782 0 689 -1,224 1,345 -213: -320 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 66.1 19.7 14.2 12.7 0.5 0.0 1.9 0.2 0.6 0.2: 6.2 4.2
Old : 100.0: 58.5 66.1 19.7 14.2 12.7 0.5 0.0 1.9 0.2 0.6 0.2: 6.2 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 : 43: 23 24 5 4 9 . 0 . . . .:
Old : 43: 23 24 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 : 44.1 62.0 62.5 75.7 38.7 49.3 50.6 60.6
Old : 44.1 62.0 62.5 75.7 38.7 49.3 50.6 60.6
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 24, 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 : 152,080: 100,831 91,886 18,578 33,321 20,129 3,619 0 2,480 1,931 0 551: 3,961 3,713
Old : 152,080: 100,831 91,886 18,578 33,321 20,129 3,619 0 2,480 1,931 0 551: 3,961 3,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -3,480: 1,255 -3,150 -4,567 -94 -297 513 0 -712 -288 0 0: 616 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 60.4 12.2 21.9 13.2 2.4 0.0 1.6 1.3 0.0 0.4: 2.6 2.4
Old : 100.0: 66.3 60.4 12.2 21.9 13.2 2.4 0.0 1.6 1.3 0.0 0.4: 2.6 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 : 35: 17 20 . 8 10 . 0 . . 0 .:
Old : 35: 17 20 . 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 : 56.8 48.9 76.9 68.0 51.9 45.1 62.1 57.3
Old : 56.8 48.9 76.9 68.0 51.9 45.1 62.1 57.3
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 24, 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 : 216,728: 153,185 103,721 15,705 64,022 30,901 7,174 10,713 254 0 851 1,085: 8,424 5,181
Old : 216,728: 153,185 103,721 15,705 64,022 30,901 7,174 10,713 254 0 851 1,085: 8,424 5,181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,772: 824 -590 -511 -126 581 856 736 -313 -86 81 -131: 552 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 47.9 7.2 29.5 14.3 3.3 4.9 0.1 0.0 0.4 0.5: 3.9 2.4
Old : 100.0: 70.7 47.9 7.2 29.5 14.3 3.3 4.9 0.1 0.0 0.4 0.5: 3.9 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 : 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 : 59.1 40.8 76.4 62.7 55.3 32.3 67.5 52.3
Old : 59.1 40.8 76.4 62.7 55.3 32.3 67.5 52.3
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 24, 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 : 701,161: 539,015 207,789 21,752 362,976 116,438 3,312 671 9,673 437 0 420: 10,114 3,194
Old : 701,161: 539,015 207,789 21,752 362,976 116,438 3,312 671 9,673 437 0 420: 10,114 3,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 9,658: 5,145 6,934 6,882 6,006 -2,797 320 -277 73 414 -54 -198: -181 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 29.6 3.1 51.8 16.6 0.5 0.1 1.4 0.1 0.0 0.1: 1.4 0.5
Old : 100.0: 76.9 29.6 3.1 51.8 16.6 0.5 0.1 1.4 0.1 0.0 0.1: 1.4 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 : 63: 34 27 7 12 17 . . 4 . 0 .:
Old : 63: 34 27 7 12 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 : 34.9 44.7 56.2 64.3 25.8 41.4 41.4 54.7
Old : 34.9 44.7 56.2 64.3 25.8 41.4 41.4 54.7
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 24, 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 : 197,531: 123,639 173,289 52,136 6,242 6,707 3,760 2,834 1,375 310 0 0: 9,604 7,084
Old : 197,531: 123,639 173,289 52,136 6,242 6,707 3,760 2,834 1,375 310 0 0: 9,604 7,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 4,950: 4,296 5,313 62 403 0 0 -920 446 0 0 0: 146 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 87.7 26.4 3.2 3.4 1.9 1.4 0.7 0.2 0.0 0.0: 4.9 3.6
Old : 100.0: 62.6 87.7 26.4 3.2 3.4 1.9 1.4 0.7 0.2 0.0 0.0: 4.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 25 . . . . . . . 0 0:
Old : 43: 22 25 . . . . . . . 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 : 52.4 56.6 70.7 75.9 47.3 56.6 60.0 67.3
Old : 52.4 56.6 70.7 75.9 47.3 56.6 60.0 67.3
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 24, 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 : 234,001: 178,225 151,986 32,824 69,813 3,640 7,916 0 5,120 0 1,005 173: 6,103 2,264
Old : 234,001: 178,225 151,986 32,824 69,813 3,640 7,916 0 5,120 0 1,005 173: 6,103 2,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,184: 1,087 1,217 -437 963 -92 680 0 -364 0 0 0: 310 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 65.0 14.0 29.8 1.6 3.4 0.0 2.2 0.0 0.4 0.1: 2.6 1.0
Old : 100.0: 76.2 65.0 14.0 29.8 1.6 3.4 0.0 2.2 0.0 0.4 0.1: 2.6 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 29 . 11 . . 0 . 0 . .:
Old : 53: 26 29 . 11 . . 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 : 40.2 30.3 58.2 50.8 36.5 28.8 50.3 46.2
Old : 40.2 30.3 58.2 50.8 36.5 28.8 50.3 46.2
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 24, 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 : 83,736: 53,447 30,019 17,057 42,537 1,617 5,618 0 999 1,364 0 0: 3,634 8,564
Old : 83,736: 53,447 30,019 17,057 42,537 1,617 5,618 0 999 1,364 0 0: 3,634 8,564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 2,938: -89 1,482 3,710 1,089 396 1,231 0 -320 -62 0 0: -1,928 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 35.8 20.4 50.8 1.9 6.7 0.0 1.2 1.6 0.0 0.0: 4.3 10.2
Old : 100.0: 63.8 35.8 20.4 50.8 1.9 6.7 0.0 1.2 1.6 0.0 0.0: 4.3 10.2
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: 16 14 . 7 5 . 0 . . 0 0:
Old : 34: 16 14 . 7 5 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 50.7 73.8 68.6 48.5 48.2 68.6 62.6
Old : 50.8 50.7 73.8 68.6 48.5 48.2 68.6 62.6
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 24, 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 : 1,206,116: 142,193 167,156 213,839 55,352 103,466 216,570 306,390 240,424 40,240 109,033 176,248: 73,135 48,047
Old : 1,206,116: 142,193 167,156 213,839 55,352 103,466 216,570 306,390 240,424 40,240 109,033 176,248: 73,135 48,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,259: 7,508 187 1,894 -10,124 -1,165 1,325 26,860 -9,936 577 -7,186 148: -2,610 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.9 17.7 4.6 8.6 18.0 25.4 19.9 3.3 9.0 14.6: 6.1 4.0
Old : 100.0: 11.8 13.9 17.7 4.6 8.6 18.0 25.4 19.9 3.3 9.0 14.6: 6.1 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 : 324: 49 39 27 10 31 69 61 75 53 44 77:
Old : 324: 49 39 27 10 31 69 61 75 53 44 77:
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 : 18.2 24.8 29.6 37.9 10.7 16.3 18.7 24.1
Old : 18.2 24.8 29.6 37.9 10.7 16.3 18.7 24.1
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 24, 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 : 1,439,517: 181,478 166,077 19,353 100,056 662,912 68,591 20,302 199,250 28,933 14,194 274,316: 4,686 2,413
Old : 1,439,517: 181,478 166,077 19,353 100,056 662,912 68,591 20,302 199,250 28,933 14,194 274,316: 4,686 2,413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 10,064: 3,866 5,434 -1,091 1,417 3,630 5,270 -4,209 -1,152 -7,406 -477 7,541: -595 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.5 1.3 7.0 46.1 4.8 1.4 13.8 2.0 1.0 19.1: 0.3 0.2
Old : 100.0: 12.6 11.5 1.3 7.0 46.1 4.8 1.4 13.8 2.0 1.0 19.1: 0.3 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 : 140: 42 35 7 18 22 25 17 31 22 9 27:
Old : 140: 42 35 7 18 22 25 17 31 22 9 27:
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 : 35.0 38.1 56.6 59.2 3.9 4.8 6.2 6.8
Old : 35.0 38.1 56.6 59.2 3.9 4.8 6.2 6.8
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 24, 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 : 149,937: 24,407 18,419 11,997 8,866 37,232 22,657 700 1,729 23,964 55,483 24,440: 3,511 3,067
Old : 149,937: 24,407 18,419 11,997 8,866 37,232 22,657 700 1,729 23,964 55,483 24,440: 3,511 3,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,892: -155 923 1,235 152 992 -126 0 126 976 956 -1,278: 122 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.3 8.0 5.9 24.8 15.1 0.5 1.2 16.0 37.0 16.3: 2.3 2.0
Old : 100.0: 16.3 12.3 8.0 5.9 24.8 15.1 0.5 1.2 16.0 37.0 16.3: 2.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 13 15 4 8 12 4 . 5 8 10 13:
Old : 53: 13 15 4 8 12 4 . 5 8 10 13:
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 : 38.8 47.7 55.1 73.1 28.9 34.9 39.5 41.9
Old : 38.8 47.7 55.1 73.1 28.9 34.9 39.5 41.9
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 24, 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 : 53,052: 1,518 7,064 322 3,272 5,240 16,744 13,526 12,426 11,360 5,970 5,023: 418 530
Old : 53,052: 1,518 7,064 322 3,272 5,240 16,744 13,526 12,426 11,360 5,970 5,023: 418 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 3,034: -114 212 173 975 -962 1,472 741 866 1,625 1,245 -22: -4 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.3 0.6 6.2 9.9 31.6 25.5 23.4 21.4 11.3 9.5: 0.8 1.0
Old : 100.0: 2.9 13.3 0.6 6.2 9.9 31.6 25.5 23.4 21.4 11.3 9.5: 0.8 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 : 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 : 74.1 46.4 87.3 67.3 50.5 30.9 53.9 42.9
Old : 74.1 46.4 87.3 67.3 50.5 30.9 53.9 42.9
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 24, 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 : 2,441,959: 590,562 553,581 174,786 782,978 391,951 219,479 22,462 465,729 355,516 63 202,775: 41,161 22,420
Old : 2,441,959: 590,562 553,581 174,786 782,978 391,951 219,479 22,462 465,729 355,516 63 202,775: 41,161 22,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -7,619: 8,626 687 -4,277 971 1,941 -1,246 -4,499 -1,330 -10,303 -533 -1,309: 279 -3,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.7 7.2 32.1 16.1 9.0 0.9 19.1 14.6 0.0 8.3: 1.7 0.9
Old : 100.0: 24.2 22.7 7.2 32.1 16.1 9.0 0.9 19.1 14.6 0.0 8.3: 1.7 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 : 145: 62 55 4 18 23 20 5 24 22 . 19:
Old : 145: 62 55 4 18 23 20 5 24 22 . 19:
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 25.9 37.1 43.7 12.6 17.9 21.4 28.0
Old : 23.3 25.9 37.1 43.7 12.6 17.9 21.4 28.0
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 24, 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 : 970,682: 106,273 144,138 277,737 98,276 289,408 70,744 109,756 109,119 16,522 118,304 97,344: 3,535 4,337
Old : 970,682: 106,273 144,138 277,737 98,276 289,408 70,744 109,756 109,119 16,522 118,304 97,344: 3,535 4,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 15,007: 4,467 5,455 -2,395 513 3,436 98 3,338 7,698 -1,891 -9,335 3,311: 283 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.8 28.6 10.1 29.8 7.3 11.3 11.2 1.7 12.2 10.0: 0.4 0.4
Old : 100.0: 10.9 14.8 28.6 10.1 29.8 7.3 11.3 11.2 1.7 12.2 10.0: 0.4 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 : 90: 18 19 15 7 19 9 13 13 10 14 20:
Old : 90: 18 19 15 7 19 9 13 13 10 14 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 : 40.0 32.5 60.3 56.4 19.8 20.4 28.7 28.7
Old : 40.0 32.5 60.3 56.4 19.8 20.4 28.7 28.7
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 24, 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 : 32,630: 28,274 27,175 753 3,343 1,757 720 0 0 375 0 63: 688 292
Old : 32,630: 28,274 27,175 753 3,343 1,757 720 0 0 375 0 63: 688 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 269: 321 311 17 -93 51 -180 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 83.3 2.3 10.2 5.4 2.2 0.0 0.0 1.1 0.0 0.2: 2.1 0.9
Old : 100.0: 86.7 83.3 2.3 10.2 5.4 2.2 0.0 0.0 1.1 0.0 0.2: 2.1 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 : 44.2 55.1 64.2 73.1 40.6 44.0 49.1 52.6
Old : 44.2 55.1 64.2 73.1 40.6 44.0 49.1 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 - Options and Futures Combined, December 24, 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 2,998 0 3,198 156 1,710 0 0 0 0 0: 435 244
Old : 6,596: 4,295 2,998 0 3,198 156 1,710 0 0 0 0 0: 435 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 30: 30 -30 0 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 45.5 0.0 48.5 2.4 25.9 0.0 0.0 0.0 0.0 0.0: 6.6 3.7
Old : 100.0: 65.1 45.5 0.0 48.5 2.4 25.9 0.0 0.0 0.0 0.0 0.0: 6.6 3.7
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 : 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 52.1 87.0 78.5 58.2 44.5 63.7 58.2
Old : 64.9 52.1 87.0 78.5 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 24, 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 : 6,457: 4,680 3,510 583 716 721 0 360 0 122 650 41: 310 459
Old : 6,457: 4,680 3,510 583 716 721 0 360 0 122 650 41: 310 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 95: -52 208 149 -31 -32 0 0 0 30 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 54.4 9.0 11.1 11.2 0.0 5.6 0.0 1.9 10.1 0.6: 4.8 7.1
Old : 100.0: 72.5 54.4 9.0 11.1 11.2 0.0 5.6 0.0 1.9 10.1 0.6: 4.8 7.1
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 : 33: 16 19 4 . 5 0 . 0 . . .:
Old : 33: 16 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 : 48.5 43.0 64.9 63.2 45.8 39.7 59.8 57.2
Old : 48.5 43.0 64.9 63.2 45.8 39.7 59.8 57.2
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 24, 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 18, 2012 :
: 60: 60 70 0 -10 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 24, 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 : 4,364: 3,563 2,165 274 1,994 47 0 0 0 104 0 0: 376 158
Old : 4,364: 3,563 2,165 274 1,994 47 0 0 0 104 0 0: 376 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 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: 81.6 49.6 6.3 45.7 1.1 0.0 0.0 0.0 2.4 0.0 0.0: 8.6 3.6
Old : 100.0: 81.6 49.6 6.3 45.7 1.1 0.0 0.0 0.0 2.4 0.0 0.0: 8.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.0 60.0 84.9 85.1 71.4 59.5 79.3 82.0
Old : 73.0 60.0 84.9 85.1 71.4 59.5 79.3 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012