NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,406,706: 1,750,319 1,012,803 256,626 1,019,620 648,200 260,938 114,046 1,073,247 13,662 141,011 362,630: 41,084 35,149
Old : 4,406,706: 1,750,319 1,012,803 256,626 1,019,620 648,200 260,938 114,046 1,073,247 13,662 141,011 362,630: 41,084 35,149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 210,633: 51,078 38,377 10,697 -20,023 56,490 -27,926 -23,768 88,027 -6,028 31,154 33,931: 4,364 6,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 23.0 5.8 23.1 14.7 5.9 2.6 24.4 0.3 3.2 8.2: 0.9 0.8
Old : 100.0: 39.7 23.0 5.8 23.1 14.7 5.9 2.6 24.4 0.3 3.2 8.2: 0.9 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 : 210: 98 90 15 21 33 23 13 34 10 22 27:
Old : 210: 98 90 15 21 33 23 13 34 10 22 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 : 21.9 21.0 36.1 35.2 12.5 16.3 17.3 21.9
Old : 21.9 21.0 36.1 35.2 12.5 16.3 17.3 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 330,420: 180,313 228,890 59,384 27,295 42,592 13,486 5,277 18,727 0 1,124 1,359: 14,559 5,156
Old : 330,420: 180,313 228,890 59,384 27,295 42,592 13,486 5,277 18,727 0 1,124 1,359: 14,559 5,156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -13,269: -15,963 -11,370 8,711 7,803 -10,438 81 -2,231 1,173 0 200 340: 2,827 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 69.3 18.0 8.3 12.9 4.1 1.6 5.7 0.0 0.3 0.4: 4.4 1.6
Old : 100.0: 54.6 69.3 18.0 8.3 12.9 4.1 1.6 5.7 0.0 0.3 0.4: 4.4 1.6
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 : 56: 29 27 5 5 8 6 . 7 0 . .:
Old : 56: 29 27 5 5 8 6 . 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 43.6 55.2 62.5 24.1 38.7 38.9 50.8
Old : 35.6 43.6 55.2 62.5 24.1 38.7 38.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 205,813: 161,193 147,829 5,152 26,985 25,796 7,641 513 1,921 77 0 803: 3,230 1,966
Old : 205,813: 161,193 147,829 5,152 26,985 25,796 7,641 513 1,921 77 0 803: 3,230 1,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -8,737: -3,578 -10,586 -7,377 -426 3,069 -786 513 112 77 -257 -137: -117 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 71.8 2.5 13.1 12.5 3.7 0.2 0.9 0.0 0.0 0.4: 1.6 1.0
Old : 100.0: 78.3 71.8 2.5 13.1 12.5 3.7 0.2 0.9 0.0 0.0 0.4: 1.6 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 : 47: 24 25 . 8 9 . . . . 0 .:
Old : 47: 24 25 . 8 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 : 53.0 47.9 68.4 65.0 47.8 46.1 61.0 58.4
Old : 53.0 47.9 68.4 65.0 47.8 46.1 61.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 338,632: 255,850 120,369 52,940 152,409 17,496 300 33,394 8,518 0 702 89: 3,439 5,655
Old : 338,632: 255,850 120,369 52,940 152,409 17,496 300 33,394 8,518 0 702 89: 3,439 5,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -12,742: -11,048 3,685 1,901 -10,441 -701 -2,370 -2,074 355 0 -811 -31: -848 -2,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 35.5 15.6 45.0 5.2 0.1 9.9 2.5 0.0 0.2 0.0: 1.0 1.7
Old : 100.0: 75.6 35.5 15.6 45.0 5.2 0.1 9.9 2.5 0.0 0.2 0.0: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 22 22 5 10 13 . 5 4 0 . .:
Old : 54: 22 22 5 10 13 . 5 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 : 46.9 39.7 68.0 61.3 46.5 37.4 66.0 56.8
Old : 46.9 39.7 68.0 61.3 46.5 37.4 66.0 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 662,413: 527,836 264,112 24,299 289,508 82,436 1,826 1,939 22,207 678 54 608: 2,523 1,549
Old : 662,413: 527,836 264,112 24,299 289,508 82,436 1,826 1,939 22,207 678 54 608: 2,523 1,549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 34,546: 40,214 24,010 -9,848 2,620 7,131 -4,265 -541 2,649 -386 -646 391: -1,340 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 39.9 3.7 43.7 12.4 0.3 0.3 3.4 0.1 0.0 0.1: 0.4 0.2
Old : 100.0: 79.7 39.9 3.7 43.7 12.4 0.3 0.3 3.4 0.1 0.0 0.1: 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 : 68: 34 27 5 17 20 . . 5 . . .:
Old : 68: 34 27 5 17 20 . . 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 : 33.4 36.1 52.6 53.5 30.1 34.3 41.5 46.3
Old : 33.4 36.1 52.6 53.5 30.1 34.3 41.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 227,021: 152,371 179,448 45,359 10,376 6,071 10,842 22,690 2,978 1,064 0 0: 8,336 5,458
Old : 227,021: 152,371 179,448 45,359 10,376 6,071 10,842 22,690 2,978 1,064 0 0: 8,336 5,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,966: -2,377 -4,731 554 1,390 -950 -995 1,640 450 0 0 0: -648 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 79.0 20.0 4.6 2.7 4.8 10.0 1.3 0.5 0.0 0.0: 3.7 2.4
Old : 100.0: 67.1 79.0 20.0 4.6 2.7 4.8 10.0 1.3 0.5 0.0 0.0: 3.7 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 : 46: 26 26 5 4 4 . . . . 0 0:
Old : 46: 26 26 5 4 4 . . . . 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 : 48.8 56.3 65.3 75.6 45.3 56.0 58.1 71.3
Old : 48.8 56.3 65.3 75.6 45.3 56.0 58.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 370,303: 226,585 273,804 65,416 42,141 16,728 16,770 135 32,172 0 0 0: 12,632 5,323
Old : 370,303: 226,585 273,804 65,416 42,141 16,728 16,770 135 32,172 0 0 0: 12,632 5,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 28,771: 19,716 54,820 12,682 -16,813 -262 3,988 -601 -8,732 0 0 0: 1,379 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 73.9 17.7 11.4 4.5 4.5 0.0 8.7 0.0 0.0 0.0: 3.4 1.4
Old : 100.0: 61.2 73.9 17.7 11.4 4.5 4.5 0.0 8.7 0.0 0.0 0.0: 3.4 1.4
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 : 57: 30 29 8 9 13 . . 5 0 0 0:
Old : 57: 30 29 8 9 13 . . 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 : 31.2 60.3 51.2 71.2 27.8 53.2 41.4 59.8
Old : 31.2 60.3 51.2 71.2 27.8 53.2 41.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 137,834: 77,232 79,402 14,509 16,087 26,788 10,528 3,868 4,886 0 0 0: 3,891 6,803
Old : 137,834: 77,232 79,402 14,509 16,087 26,788 10,528 3,868 4,886 0 0 0: 3,891 6,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -39,720: -52,102 -15,894 4,836 -12,719 834 10,218 -5,699 -5,521 0 0 0: 2,015 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 57.6 10.5 11.7 19.4 7.6 2.8 3.5 0.0 0.0 0.0: 2.8 4.9
Old : 100.0: 56.0 57.6 10.5 11.7 19.4 7.6 2.8 3.5 0.0 0.0 0.0: 2.8 4.9
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 : 41: 16 21 5 8 9 . . . 0 0 0:
Old : 41: 16 21 5 8 9 . . . 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 : 44.0 26.6 65.0 46.1 35.5 25.0 50.3 37.6
Old : 44.0 26.6 65.0 46.1 35.5 25.0 50.3 37.6
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 - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 968,457: 114,312 146,087 221,991 41,788 87,897 116,516 243,214 247,961 27,471 72,867 81,474: 70,835 47,169
Old : 968,457: 114,312 146,087 221,991 41,788 87,897 116,516 243,214 247,961 27,471 72,867 81,474: 70,835 47,169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 29,747: -2,509 -4,157 -3,809 -5,473 4,178 5,775 8,506 18,361 -1,916 -1,253 9,980: -313 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.1 22.9 4.3 9.1 12.0 25.1 25.6 2.8 7.5 8.4: 7.3 4.9
Old : 100.0: 11.8 15.1 22.9 4.3 9.1 12.0 25.1 25.6 2.8 7.5 8.4: 7.3 4.9
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 : 315: 52 43 28 11 32 47 92 71 25 41 54:
Old : 315: 52 43 28 11 32 47 92 71 25 41 54:
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 : 19.7 21.6 30.9 32.9 13.3 12.3 19.7 17.8
Old : 19.7 21.6 30.9 32.9 13.3 12.3 19.7 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Old : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 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: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 7.8
Old : 100.0: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 7.8
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 : 23: 8 9 4 5 5 . . . 0 0 0:
Old : 23: 8 9 4 5 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 : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Old : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 60,965: 34,279 20,380 7,505 20,462 7,431 3,879 4,044 601 0 0 0: 7,270 8,047
Old : 60,965: 34,279 20,380 7,505 20,462 7,431 3,879 4,044 601 0 0 0: 7,270 8,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 16: 0 0 0 0 0 -44 0 16 0 0 0: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0: 11.9 13.2
Old : 100.0: 56.2 33.4 12.3 33.6 12.2 6.4 6.6 1.0 0.0 0.0 0.0: 11.9 13.2
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 : 20: 7 7 4 5 6 . . . 0 0 0:
Old : 20: 7 7 4 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 49.1 77.4 70.9 52.4 47.9 62.3 61.0
Old : 58.9 49.1 77.4 70.9 52.4 47.9 62.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 98,426: 53,507 41,072 15,072 38,069 11,807 4,558 0 2,691 0 0 0: 10,791 4,787
Old : 98,426: 53,507 41,072 15,072 38,069 11,807 4,558 0 2,691 0 0 0: 10,791 4,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 157: 302 0 0 0 0 -302 0 184 0 0 0: -27 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 41.7 15.3 38.7 12.0 4.6 0.0 2.7 0.0 0.0 0.0: 11.0 4.9
Old : 100.0: 54.4 41.7 15.3 38.7 12.0 4.6 0.0 2.7 0.0 0.0 0.0: 11.0 4.9
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 : 29: 12 10 4 8 6 . 0 . 0 0 0:
Old : 29: 12 10 4 8 6 . 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 : 40.7 40.6 62.3 63.9 30.9 37.7 47.0 55.6
Old : 40.7 40.6 62.3 63.9 30.9 37.7 47.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,407,594: 661,547 395,326 127,127 722,590 455,792 283,798 83,823 473,457 174,563 53,582 197,236: 34,074 25,788
Old : 2,407,594: 661,547 395,326 127,127 722,590 455,792 283,798 83,823 473,457 174,563 53,582 197,236: 34,074 25,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 16,715: 16,991 9,856 -1,197 5,576 -22,027 -32,637 7,374 26,541 21,392 -16,651 10,326: -2,674 -4,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.4 5.3 30.0 18.9 11.8 3.5 19.7 7.3 2.2 8.2: 1.4 1.1
Old : 100.0: 27.5 16.4 5.3 30.0 18.9 11.8 3.5 19.7 7.3 2.2 8.2: 1.4 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 : 163: 67 62 13 15 27 20 12 29 18 9 23:
Old : 163: 67 62 13 15 27 20 12 29 18 9 23:
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 : 22.8 29.1 35.2 47.4 12.0 19.5 20.0 29.1
Old : 22.8 29.1 35.2 47.4 12.0 19.5 20.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,019,243: 116,091 172,441 208,055 254,690 311,552 141,982 28,815 115,879 43,098 53,755 77,615: 4,971 4,496
Old : 1,019,243: 116,091 172,441 208,055 254,690 311,552 141,982 28,815 115,879 43,098 53,755 77,615: 4,971 4,496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 28,699: 3,447 7,943 6,197 -10,243 14,364 11,978 280 -2,806 -2,350 21,173 -1,839: -292 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.9 20.4 25.0 30.6 13.9 2.8 11.4 4.2 5.3 7.6: 0.5 0.4
Old : 100.0: 11.4 16.9 20.4 25.0 30.6 13.9 2.8 11.4 4.2 5.3 7.6: 0.5 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 : 89: 18 20 14 9 19 13 7 17 10 12 16:
Old : 89: 18 20 14 9 19 13 7 17 10 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 35.5 54.8 59.4 16.4 25.6 26.3 37.9
Old : 36.7 35.5 54.8 59.4 16.4 25.6 26.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 24,297: 22,527 13,980 629 9,009 478 5 0 40 190 66 137: 291 587
Old : 24,297: 22,527 13,980 629 9,009 478 5 0 40 190 66 137: 291 587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -478: -222 -141 -15 -127 -202 0 0 0 -60 0 0: 21 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 57.5 2.6 37.1 2.0 0.0 0.0 0.2 0.8 0.3 0.6: 1.2 2.4
Old : 100.0: 92.7 57.5 2.6 37.1 2.0 0.0 0.0 0.2 0.8 0.3 0.6: 1.2 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 : 51: 32 26 . 9 6 . 0 . . . .:
Old : 51: 32 26 . 9 6 . 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 : 36.9 38.3 58.4 62.6 24.8 35.0 41.6 48.6
Old : 36.9 38.3 58.4 62.6 24.8 35.0 41.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,504: 9,197 4,051 510 5,672 393 0 35 120 135 0 10: 139 223
Old : 10,504: 9,197 4,051 510 5,672 393 0 35 120 135 0 10: 139 223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 34: 39 9 0 0 15 0 0 0 0 0 0: -20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 38.6 4.9 54.0 3.7 0.0 0.3 1.1 1.3 0.0 0.1: 1.3 2.1
Old : 100.0: 87.6 38.6 4.9 54.0 3.7 0.0 0.3 1.1 1.3 0.0 0.1: 1.3 2.1
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 : 27: 17 13 . 5 . 0 . . . 0 .:
Old : 27: 17 13 . 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 : 53.9 63.7 75.4 84.1 43.0 61.7 59.7 68.3
Old : 53.9 63.7 75.4 84.1 43.0 61.7 59.7 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 7,335: 4,433 4,553 2,000 1,738 485 0 0 0 0 80 0: 417 479
Old : 7,335: 4,433 4,553 2,000 1,738 485 0 0 0 0 80 0: 417 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 55: -35 90 25 -5 -25 0 0 0 0 0 0: 90 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 62.1 27.3 23.7 6.6 0.0 0.0 0.0 0.0 1.1 0.0: 5.7 6.5
Old : 100.0: 60.4 62.1 27.3 23.7 6.6 0.0 0.0 0.0 0.0 1.1 0.0: 5.7 6.5
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 : 28: 15 13 5 5 6 0 0 0 0 . 0:
Old : 28: 15 13 5 5 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 : 55.5 55.8 75.7 76.7 51.4 51.7 68.5 70.2
Old : 55.5 55.8 75.7 76.7 51.4 51.7 68.5 70.2
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 - Futures Only, October 11, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,978: 8,129 4,757 1,341 4,885 220 0 0 0 0 0 0: 1,288 1,116
Old : 10,978: 8,129 4,757 1,341 4,885 220 0 0 0 0 0 0: 1,288 1,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 306: 232 265 -4 26 0 0 0 0 0 0 0: 78 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 43.3 12.2 44.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 10.2
Old : 100.0: 74.0 43.3 12.2 44.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 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 : 29: 15 13 . 6 . 0 0 0 0 0 0:
Old : 29: 15 13 . 6 . 0 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 : 68.2 53.5 78.4 71.9 61.3 53.5 69.4 68.9
Old : 68.2 53.5 78.4 71.9 61.3 53.5 69.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011