NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 1, 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 : 4,454,338: 1,807,815 999,776 259,480 1,101,893 583,737 294,734 212,715 1,018,285 31,943 87,425 414,617: 43,727 35,890
Old : 4,454,338: 1,807,815 999,776 259,480 1,101,893 583,737 294,734 212,715 1,018,285 31,943 87,425 414,617: 43,727 35,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -165,323: -85,319 -96,274 -7,995 11,408 -38,900 39,307 46,271 -39,454 7,174 -10,403 -41,720: 1,584 3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 22.4 5.8 24.7 13.1 6.6 4.8 22.9 0.7 2.0 9.3: 1.0 0.8
Old : 100.0: 40.6 22.4 5.8 24.7 13.1 6.6 4.8 22.9 0.7 2.0 9.3: 1.0 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 : 213: 99 92 12 26 35 25 14 36 13 16 24:
Old : 213: 99 92 12 26 35 25 14 36 13 16 24:
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 21.8 35.9 38.2 13.2 17.2 18.6 24.3
Old : 21.9 21.8 35.9 38.2 13.2 17.2 18.6 24.3
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, November 1, 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 : 342,996: 182,701 258,116 55,621 9,935 51,685 17,630 41 15,656 1,285 0 766: 17,652 6,797
Old : 342,996: 182,701 258,116 55,621 9,935 51,685 17,630 41 15,656 1,285 0 766: 17,652 6,797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,855: 6,196 6,151 -6,067 -12,531 9,069 -6,761 -279 1,017 676 -198 -709: 434 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 75.3 16.2 2.9 15.1 5.1 0.0 4.6 0.4 0.0 0.2: 5.1 2.0
Old : 100.0: 53.3 75.3 16.2 2.9 15.1 5.1 0.0 4.6 0.4 0.0 0.2: 5.1 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 : 54: 29 28 5 4 8 7 . 6 . 0 .:
Old : 54: 29 28 5 4 8 7 . 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 : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1
Old : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1
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, November 1, 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 : 203,282: 155,784 149,153 6,200 22,783 25,458 8,889 265 2,576 144 0 618: 3,613 2,429
Old : 203,282: 155,784 149,153 6,200 22,783 25,458 8,889 265 2,576 144 0 618: 3,613 2,429
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,017: -7,127 1,022 1,625 -5,029 2,439 800 0 279 144 -15 -78: 901 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 73.4 3.0 11.2 12.5 4.4 0.1 1.3 0.1 0.0 0.3: 1.8 1.2
Old : 100.0: 76.6 73.4 3.0 11.2 12.5 4.4 0.1 1.3 0.1 0.0 0.3: 1.8 1.2
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 : 48: 25 27 5 6 9 . . . . 0 .:
Old : 48: 25 27 5 6 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 42.3 69.0 59.7 48.2 40.9 57.5 53.8
Old : 53.0 42.3 69.0 59.7 48.2 40.9 57.5 53.8
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, November 1, 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 : 373,985: 288,825 138,768 58,273 166,804 16,304 67 36,922 7,207 0 3,394 370: 2,939 4,216
Old : 373,985: 288,825 138,768 58,273 166,804 16,304 67 36,922 7,207 0 3,394 370: 2,939 4,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 15,770: 13,835 12,278 733 7,249 148 67 -2,576 80 0 1,514 370: 537 -3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 37.1 15.6 44.6 4.4 0.0 9.9 1.9 0.0 0.9 0.1: 0.8 1.1
Old : 100.0: 77.2 37.1 15.6 44.6 4.4 0.0 9.9 1.9 0.0 0.9 0.1: 0.8 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 : 55: 23 26 6 8 12 . 5 . 0 . .:
Old : 55: 23 26 6 8 12 . 5 . 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 : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1
Old : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1
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, November 1, 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 : 737,396: 597,175 289,114 26,694 323,050 88,230 850 13,173 20,242 952 0 90: 3,163 3,497
Old : 737,396: 597,175 289,114 26,694 323,050 88,230 850 13,173 20,242 952 0 90: 3,163 3,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 26,993: 23,592 17,122 2,019 4,392 2,178 0 2,121 -955 -194 0 -271: 624 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 39.2 3.6 43.8 12.0 0.1 1.8 2.7 0.1 0.0 0.0: 0.4 0.5
Old : 100.0: 81.0 39.2 3.6 43.8 12.0 0.1 1.8 2.7 0.1 0.0 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 36 29 7 15 19 . 4 4 . 0 .:
Old : 68: 36 29 7 15 19 . 4 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 : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6
Old : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6
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, November 1, 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 : 239,392: 158,024 197,449 47,757 13,640 6,910 13,408 12,063 4,205 1,889 0 0: 7,199 5,125
Old : 239,392: 158,024 197,449 47,757 13,640 6,910 13,408 12,063 4,205 1,889 0 0: 7,199 5,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,579: 1,790 4,223 859 1,545 -155 -2,848 -5,039 2,060 35 0 0: -162 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 82.5 19.9 5.7 2.9 5.6 5.0 1.8 0.8 0.0 0.0: 3.0 2.1
Old : 100.0: 66.0 82.5 19.9 5.7 2.9 5.6 5.0 1.8 0.8 0.0 0.0: 3.0 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 : 49: 28 29 4 4 6 . . . . 0 0:
Old : 49: 28 29 4 4 6 . . . . 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 : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0
Old : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0
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, November 1, 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 : 437,483: 283,473 336,538 74,795 39,185 25,630 13,861 356 32,610 0 0 0: 7,114 3,164
Old : 437,483: 283,473 336,538 74,795 39,185 25,630 13,861 356 32,610 0 0 0: 7,114 3,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 16,158: 17,922 16,609 1,384 -1,018 2,761 -2,665 152 -1,634 0 0 0: -1,610 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 76.9 17.1 9.0 5.9 3.2 0.1 7.5 0.0 0.0 0.0: 1.6 0.7
Old : 100.0: 64.8 76.9 17.1 9.0 5.9 3.2 0.1 7.5 0.0 0.0 0.0: 1.6 0.7
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 : 62: 36 28 9 8 12 . . 5 0 0 0:
Old : 62: 36 28 9 8 12 . . 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 : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1
Old : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1
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, November 1, 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 : 166,708: 86,827 119,519 37,170 16,659 18,759 14,523 2,155 4,626 0 0 0: 4,803 4,990
Old : 166,708: 86,827 119,519 37,170 16,659 18,759 14,523 2,155 4,626 0 0 0: 4,803 4,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 12,476: 11,866 13,994 3,826 4,845 -4,935 1,783 0 -757 0 0 0: 693 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 71.7 22.3 10.0 11.3 8.7 1.3 2.8 0.0 0.0 0.0: 2.9 3.0
Old : 100.0: 52.1 71.7 22.3 10.0 11.3 8.7 1.3 2.8 0.0 0.0 0.0: 2.9 3.0
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 : 44: 20 22 6 7 9 . . 4 0 0 0:
Old : 44: 20 22 6 7 9 . . 4 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 : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7
Old : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7
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, November 1, 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 : 960,199: 102,035 139,433 221,751 39,178 85,011 115,681 238,850 270,318 24,984 64,374 76,086: 64,333 46,949
Old : 960,199: 102,035 139,433 221,751 39,178 85,011 115,681 238,850 270,318 24,984 64,374 76,086: 64,333 46,949
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -17,128: -5,345 -2,143 -3,815 -1,743 -308 -4,408 -3,013 6,345 3,913 -4,363 -14,430: 920 2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.5 23.1 4.1 8.9 12.0 24.9 28.2 2.6 6.7 7.9: 6.7 4.9
Old : 100.0: 10.6 14.5 23.1 4.1 8.9 12.0 24.9 28.2 2.6 6.7 7.9: 6.7 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 : 313: 58 46 25 14 30 43 99 77 27 32 46:
Old : 313: 58 46 25 14 30 43 99 77 27 32 46:
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 : 21.2 22.5 33.8 34.1 13.1 12.6 19.6 18.6
Old : 21.2 22.5 33.8 34.1 13.1 12.6 19.6 18.6
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, November 1, 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 : 59,223: 35,143 17,881 12,946 20,191 5,604 618 8,256 2,538 0 0 0: 2,374 4,753
Old : 59,223: 35,143 17,881 12,946 20,191 5,604 618 8,256 2,538 0 0 0: 2,374 4,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,808: -1,918 -1,350 -630 -385 -1,080 -480 -1,168 -180 0 0 0: -520 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 30.2 21.9 34.1 9.5 1.0 13.9 4.3 0.0 0.0 0.0: 4.0 8.0
Old : 100.0: 59.3 30.2 21.9 34.1 9.5 1.0 13.9 4.3 0.0 0.0 0.0: 4.0 8.0
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 : 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 : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
Old : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
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, November 1, 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 : 57,550: 31,748 18,857 7,032 19,658 7,130 3,723 3,564 581 0 0 0: 7,336 7,760
Old : 57,550: 31,748 18,857 7,032 19,658 7,130 3,723 3,564 581 0 0 0: 7,336 7,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,200: -2,064 -1,423 -500 -996 -394 -16 0 -100 0 0 0: -126 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 32.8 12.2 34.2 12.4 6.5 6.2 1.0 0.0 0.0 0.0: 12.7 13.5
Old : 100.0: 55.2 32.8 12.2 34.2 12.4 6.5 6.2 1.0 0.0 0.0 0.0: 12.7 13.5
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 : 20: 7 7 4 5 7 . . . 0 0 0:
Old : 20: 7 7 4 5 7 . . . 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 : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6
Old : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6
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, November 1, 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 : 92,989: 51,556 39,363 13,904 35,654 11,097 3,859 0 2,635 0 0 0: 9,938 4,240
Old : 92,989: 51,556 39,363 13,904 35,654 11,097 3,859 0 2,635 0 0 0: 9,938 4,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -5,307: -1,976 -1,459 -1,168 -2,415 -710 -424 0 -176 0 0 0: -853 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 42.3 15.0 38.3 11.9 4.1 0.0 2.8 0.0 0.0 0.0: 10.7 4.6
Old : 100.0: 55.4 42.3 15.0 38.3 11.9 4.1 0.0 2.8 0.0 0.0 0.0: 10.7 4.6
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 : 29: 11 11 4 8 6 . 0 . 0 0 0:
Old : 29: 11 11 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 : 42.0 41.3 63.9 64.6 31.2 37.7 48.4 56.4
Old : 42.0 41.3 63.9 64.6 31.2 37.7 48.4 56.4
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, November 1, 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 : 2,388,800: 673,655 412,289 126,552 699,813 442,113 274,887 83,156 493,953 185,796 78,249 158,162: 33,682 21,065
Old : 2,388,800: 673,655 412,289 126,552 699,813 442,113 274,887 83,156 493,953 185,796 78,249 158,162: 33,682 21,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -101,281: -42,672 -23,273 -785 -39,059 -20,581 -4,055 -4,658 -4,785 616 20,078 -29,538: 519 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.3 5.3 29.3 18.5 11.5 3.5 20.7 7.8 3.3 6.6: 1.4 0.9
Old : 100.0: 28.2 17.3 5.3 29.3 18.5 11.5 3.5 20.7 7.8 3.3 6.6: 1.4 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 : 166: 71 63 11 17 27 20 12 28 17 10 21:
Old : 166: 71 63 11 17 27 20 12 28 17 10 21:
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 : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3
Old : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, November 1, 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 : 1,050,908: 126,537 167,132 217,886 245,505 331,418 125,083 35,530 124,267 28,959 50,607 91,770: 4,988 4,679
Old : 1,050,908: 126,537 167,132 217,886 245,505 331,418 125,083 35,530 124,267 28,959 50,607 91,770: 4,988 4,679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -56,331: 4,756 -25,277 12,078 14,241 -19,462 -31,963 6,989 -15,514 -4,219 -8,507 -2,143: 136 -6,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.9 20.7 23.4 31.5 11.9 3.4 11.8 2.8 4.8 8.7: 0.5 0.4
Old : 100.0: 12.0 15.9 20.7 23.4 31.5 11.9 3.4 11.8 2.8 4.8 8.7: 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 : 84: 17 20 13 10 20 12 8 18 7 10 14:
Old : 84: 17 20 13 10 20 12 8 18 7 10 14:
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 : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7
Old : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7
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 - Futures Only, November 1, 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 : 24,589: 22,677 14,223 765 9,350 547 5 0 40 180 66 167: 208 196
Old : 24,589: 22,677 14,223 765 9,350 547 5 0 40 180 66 167: 208 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -105: -145 -78 0 -60 20 0 0 0 -10 0 30: 0 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 57.8 3.1 38.0 2.2 0.0 0.0 0.2 0.7 0.3 0.7: 0.8 0.8
Old : 100.0: 92.2 57.8 3.1 38.0 2.2 0.0 0.0 0.2 0.7 0.3 0.7: 0.8 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 : 54: 33 28 . 10 6 . 0 . . . .:
Old : 54: 33 28 . 10 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 : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2
Old : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2
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, November 1, 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 : 9,365: 8,281 3,435 409 5,239 342 0 0 0 120 0 0: 213 349
Old : 9,365: 8,281 3,435 409 5,239 342 0 0 0 120 0 0: 213 349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,304: -1,066 -651 -111 -523 -66 0 -35 -120 -15 0 -10: 84 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 36.7 4.4 55.9 3.7 0.0 0.0 0.0 1.3 0.0 0.0: 2.3 3.7
Old : 100.0: 88.4 36.7 4.4 55.9 3.7 0.0 0.0 0.0 1.3 0.0 0.0: 2.3 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 : 25: 15 12 . 5 . 0 0 0 . 0 0:
Old : 25: 15 12 . 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 : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6
Old : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6
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, November 1, 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 : 6,630: 4,073 4,275 1,749 1,526 484 40 0 0 0 70 0: 284 275
Old : 6,630: 4,073 4,275 1,749 1,526 484 40 0 0 0 70 0: 284 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -920: -324 -449 -451 -232 -35 40 0 0 0 -10 0: -150 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 64.5 26.4 23.0 7.3 0.6 0.0 0.0 0.0 1.1 0.0: 4.3 4.1
Old : 100.0: 61.4 64.5 26.4 23.0 7.3 0.6 0.0 0.0 0.0 1.1 0.0: 4.3 4.1
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 : 29: 16 13 4 5 5 . 0 0 0 . 0:
Old : 29: 16 13 4 5 5 . 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 : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0
Old : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0
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, November 1, 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 : 10,534: 7,025 4,641 1,995 4,620 165 0 0 0 0 0 0: 1,349 1,108
Old : 10,534: 7,025 4,641 1,995 4,620 165 0 0 0 0 0 0: 1,349 1,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,195: -976 -672 -311 -433 -32 0 0 0 0 0 0: 124 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 44.1 18.9 43.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 10.5
Old : 100.0: 66.7 44.1 18.9 43.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 10.5
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 : 29: 18 13 . 6 . 0 0 0 0 0 0:
Old : 29: 18 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 : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3
Old : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011