NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 4,620,342: 1,892,907 1,042,061 284,473 1,080,159 598,123 327,463 232,734 1,043,869 11,097 160,090 443,553: 18,857 19,753
Old : 4,620,342: 1,892,907 1,042,061 284,473 1,080,159 598,123 327,463 232,734 1,043,869 11,097 160,090 443,553: 18,857 19,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 57,312: 63,729 22,685 7,668 -18,389 -8,600 18,558 28,632 -3,951 -10,266 39,051 44,626: -54,452 -46,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 22.6 6.2 23.4 12.9 7.1 5.0 22.6 0.2 3.5 9.6: 0.4 0.4
Old : 100.0: 41.0 22.6 6.2 23.4 12.9 7.1 5.0 22.6 0.2 3.5 9.6: 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 : 214: 101 98 16 22 34 22 15 35 10 16 21:
Old : 214: 101 98 16 22 34 22 15 35 10 16 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 : 22.7 21.0 37.1 36.6 14.1 16.9 20.1 23.6
Old : 22.7 21.0 37.1 36.6 14.1 16.9 20.1 23.6
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 15, 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 : 329,208: 175,707 257,006 76,655 9,818 41,199 9,348 1,121 13,986 1,292 703 493: 10,528 4,882
Old : 329,208: 175,707 257,006 76,655 9,818 41,199 9,348 1,121 13,986 1,292 703 493: 10,528 4,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,809: -6,285 13,983 15,477 -4,631 -4,935 -1,288 -2,180 1,164 608 242 -273: -659 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 78.1 23.3 3.0 12.5 2.8 0.3 4.2 0.4 0.2 0.1: 3.2 1.5
Old : 100.0: 53.4 78.1 23.3 3.0 12.5 2.8 0.3 4.2 0.4 0.2 0.1: 3.2 1.5
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 : 56: 28 26 8 4 10 4 . 5 . . .:
Old : 56: 28 26 8 4 10 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 : 35.8 48.3 57.3 70.2 28.2 41.7 46.3 56.3
Old : 35.8 48.3 57.3 70.2 28.2 41.7 46.3 56.3
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 15, 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 : 182,105: 133,256 130,642 13,264 22,624 24,370 4,223 0 2,845 560 0 620: 2,967 1,004
Old : 182,105: 133,256 130,642 13,264 22,624 24,370 4,223 0 2,845 560 0 620: 2,967 1,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,981: 1,957 4,256 3,922 247 -467 -1,940 0 383 125 0 372: -371 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 71.7 7.3 12.4 13.4 2.3 0.0 1.6 0.3 0.0 0.3: 1.6 0.6
Old : 100.0: 73.2 71.7 7.3 12.4 13.4 2.3 0.0 1.6 0.3 0.0 0.3: 1.6 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 : 50: 25 31 4 7 10 . 0 . . 0 .:
Old : 50: 25 31 4 7 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 : 55.2 42.2 72.1 58.3 48.3 40.5 58.6 53.1
Old : 55.2 42.2 72.1 58.3 48.3 40.5 58.6 53.1
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 15, 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 : 330,192: 238,921 121,332 65,428 152,305 13,775 3,222 31,377 4,795 832 1,792 279: 2,940 4,537
Old : 330,192: 238,921 121,332 65,428 152,305 13,775 3,222 31,377 4,795 832 1,792 279: 2,940 4,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -21,680: -23,536 -15,420 1,932 -6,119 -667 1,252 1,701 -1,613 832 194 -308: 428 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 36.7 19.8 46.1 4.2 1.0 9.5 1.5 0.3 0.5 0.1: 0.9 1.4
Old : 100.0: 72.4 36.7 19.8 46.1 4.2 1.0 9.5 1.5 0.3 0.5 0.1: 0.9 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 : 54: 21 22 7 7 12 . 6 . . . .:
Old : 54: 21 22 7 7 12 . 6 . . . .:
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 : 49.9 41.8 71.7 64.4 49.6 39.5 67.0 59.8
Old : 49.9 41.8 71.7 64.4 49.6 39.5 67.0 59.8
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, November 15, 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 : 739,225: 612,071 289,312 23,514 332,974 81,588 912 16,852 16,865 1,436 0 0: 2,839 1,634
Old : 739,225: 612,071 289,312 23,514 332,974 81,588 912 16,852 16,865 1,436 0 0: 2,839 1,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,829: 14,896 198 -3,180 9,924 -6,642 62 3,679 -3,377 484 0 -90: -324 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 39.1 3.2 45.0 11.0 0.1 2.3 2.3 0.2 0.0 0.0: 0.4 0.2
Old : 100.0: 82.8 39.1 3.2 45.0 11.0 0.1 2.3 2.3 0.2 0.0 0.0: 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 28 7 15 19 . 4 5 . 0 0:
Old : 68: 34 28 7 15 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 : 39.9 37.9 56.7 53.5 34.4 33.6 46.4 45.4
Old : 39.9 37.9 56.7 53.5 34.4 33.6 46.4 45.4
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 15, 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 : 228,347: 148,454 189,721 47,116 10,283 7,867 11,461 9,591 6,655 1,619 0 0: 5,175 4,230
Old : 228,347: 148,454 189,721 47,116 10,283 7,867 11,461 9,591 6,655 1,619 0 0: 5,175 4,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -11,045: -9,570 -7,728 -641 -3,357 957 -1,947 -2,472 2,450 -270 0 0: -2,024 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 83.1 20.6 4.5 3.4 5.0 4.2 2.9 0.7 0.0 0.0: 2.3 1.9
Old : 100.0: 65.0 83.1 20.6 4.5 3.4 5.0 4.2 2.9 0.7 0.0 0.0: 2.3 1.9
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 : 49: 26 29 4 4 5 4 . 4 . 0 0:
Old : 49: 26 29 4 4 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 : 46.7 51.5 61.6 69.3 41.6 50.8 52.9 63.7
Old : 46.7 51.5 61.6 69.3 41.6 50.8 52.9 63.7
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 15, 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 : 420,542: 282,279 324,355 80,897 43,496 19,808 10,096 9,599 19,857 0 0 0: 7,605 3,427
Old : 420,542: 282,279 324,355 80,897 43,496 19,808 10,096 9,599 19,857 0 0 0: 7,605 3,427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,337: 4,960 6,604 1,535 2,342 -579 3,332 851 -4,605 0 0 0: -306 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 77.1 19.2 10.3 4.7 2.4 2.3 4.7 0.0 0.0 0.0: 1.8 0.8
Old : 100.0: 67.1 77.1 19.2 10.3 4.7 2.4 2.3 4.7 0.0 0.0 0.0: 1.8 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 : 59: 32 26 8 9 11 . . 5 0 0 0:
Old : 59: 32 26 8 9 11 . . 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 : 31.1 67.1 49.0 78.8 30.1 63.5 44.3 70.7
Old : 31.1 67.1 49.0 78.8 30.1 63.5 44.3 70.7
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 15, 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 : 170,917: 95,099 123,018 37,761 16,538 18,470 10,856 503 5,009 0 0 0: 3,722 7,379
Old : 170,917: 95,099 123,018 37,761 16,538 18,470 10,856 503 5,009 0 0 0: 3,722 7,379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 8,387: 12,253 2,328 605 8,893 -4,275 -268 0 773 0 0 0: -701 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 72.0 22.1 9.7 10.8 6.4 0.3 2.9 0.0 0.0 0.0: 2.2 4.3
Old : 100.0: 55.6 72.0 22.1 9.7 10.8 6.4 0.3 2.9 0.0 0.0 0.0: 2.2 4.3
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 : 40: 18 20 5 8 9 . . . 0 0 0:
Old : 40: 18 20 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 : 46.4 46.9 67.0 63.4 40.2 43.4 59.3 57.4
Old : 46.4 46.9 67.0 63.4 40.2 43.4 59.3 57.4
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 15, 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 : 996,935: 112,621 141,230 226,795 41,454 85,629 127,493 277,341 254,724 40,022 68,785 82,745: 66,906 45,027
Old : 996,935: 112,621 141,230 226,795 41,454 85,629 127,493 277,341 254,724 40,022 68,785 82,745: 66,906 45,027
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 25,136: 7,593 1,612 367 2,328 -3,422 11,705 22,354 -8,933 9,957 16,906 10,643: -2,774 -16,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.2 22.7 4.2 8.6 12.8 27.8 25.6 4.0 6.9 8.3: 6.7 4.5
Old : 100.0: 11.3 14.2 22.7 4.2 8.6 12.8 27.8 25.6 4.0 6.9 8.3: 6.7 4.5
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 : 322: 56 44 23 14 29 52 94 71 37 30 51:
Old : 322: 56 44 23 14 29 52 94 71 37 30 51:
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 : 19.5 21.5 31.4 33.7 12.9 14.8 19.4 19.9
Old : 19.5 21.5 31.4 33.7 12.9 14.8 19.4 19.9
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 15, 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 : 59,650: 34,781 15,190 13,346 20,191 5,604 0 9,955 2,370 0 0 0: 3,549 6,340
Old : 59,650: 34,781 15,190 13,346 20,191 5,604 0 9,955 2,370 0 0 0: 3,549 6,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 427: -362 -2,691 0 0 0 -618 1,299 232 0 0 0: 1,175 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 25.5 22.4 33.8 9.4 0.0 16.7 4.0 0.0 0.0 0.0: 5.9 10.6
Old : 100.0: 58.3 25.5 22.4 33.8 9.4 0.0 16.7 4.0 0.0 0.0 0.0: 5.9 10.6
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 : 23: 7 8 5 5 5 0 . . 0 0 0:
Old : 23: 7 8 5 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 : 50.6 52.9 78.9 73.1 49.4 44.7 65.8 60.1
Old : 50.6 52.9 78.9 73.1 49.4 44.7 65.8 60.1
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 15, 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 : 57,794: 31,500 19,053 7,156 19,658 7,130 3,995 3,564 629 0 0 0: 7,384 7,760
Old : 57,794: 31,500 19,053 7,156 19,658 7,130 3,995 3,564 629 0 0 0: 7,384 7,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -60: 0 -108 0 0 0 -156 0 48 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 33.0 12.4 34.0 12.3 6.9 6.2 1.1 0.0 0.0 0.0: 12.8 13.4
Old : 100.0: 54.5 33.0 12.4 34.0 12.3 6.9 6.2 1.1 0.0 0.0 0.0: 12.8 13.4
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 : 20: 6 7 4 5 7 . . . 0 0 0:
Old : 20: 6 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 49.7 77.0 70.5 53.3 47.0 61.6 59.8
Old : 59.0 49.7 77.0 70.5 53.3 47.0 61.6 59.8
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 15, 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 : 93,208: 52,450 38,443 13,904 35,654 11,097 2,901 0 2,939 0 0 0: 9,917 5,075
Old : 93,208: 52,450 38,443 13,904 35,654 11,097 2,901 0 2,939 0 0 0: 9,917 5,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 291: 422 -829 0 0 0 -395 0 264 0 0 0: 0 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 41.2 14.9 38.3 11.9 3.1 0.0 3.2 0.0 0.0 0.0: 10.6 5.4
Old : 100.0: 56.3 41.2 14.9 38.3 11.9 3.1 0.0 3.2 0.0 0.0 0.0: 10.6 5.4
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 : 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 : 41.9 41.2 63.8 64.4 31.2 37.5 48.4 56.1
Old : 41.9 41.2 63.8 64.4 31.2 37.5 48.4 56.1
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 15, 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 : 2,536,642: 687,200 443,497 147,292 701,410 512,401 269,231 91,356 536,486 189,439 68,913 171,579: 23,014 11,000
Old : 2,536,642: 687,200 443,497 147,292 701,410 512,401 269,231 91,356 536,486 189,439 68,913 171,579: 23,014 11,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 126,212: 9,133 17,307 16,730 1,469 58,969 -102 11,183 33,160 40,149 -1,034 37,662: -69,489 -32,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.5 5.8 27.7 20.2 10.6 3.6 21.1 7.5 2.7 6.8: 0.9 0.4
Old : 100.0: 27.1 17.5 5.8 27.7 20.2 10.6 3.6 21.1 7.5 2.7 6.8: 0.9 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 : 169: 74 65 12 16 27 20 13 28 14 12 20:
Old : 169: 74 65 12 16 27 20 13 28 14 12 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 : 22.1 28.2 35.2 45.8 12.0 17.4 19.6 27.1
Old : 22.1 28.2 35.2 45.8 12.0 17.4 19.6 27.1
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, November 15, 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 : 1,111,237: 145,807 188,971 208,321 236,339 360,073 141,562 43,763 128,608 30,593 57,642 92,559: 3,714 3,282
Old : 1,111,237: 145,807 188,971 208,321 236,339 360,073 141,562 43,763 128,608 30,593 57,642 92,559: 3,714 3,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 22,686: 7,988 13,560 -6,525 -3,057 13,498 9,091 4,431 -983 -315 -3,848 96: -164 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.0 18.7 21.3 32.4 12.7 3.9 11.6 2.8 5.2 8.3: 0.3 0.3
Old : 100.0: 13.1 17.0 18.7 21.3 32.4 12.7 3.9 11.6 2.8 5.2 8.3: 0.3 0.3
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 : 86: 17 20 14 9 20 13 9 19 9 8 16:
Old : 86: 17 20 14 9 20 13 9 19 9 8 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 : 35.2 33.9 53.0 56.0 15.4 21.4 24.5 31.6
Old : 35.2 33.9 53.0 56.0 15.4 21.4 24.5 31.6
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 15, 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 : 21,925: 19,927 12,504 704 8,333 781 25 0 20 235 56 67: 166 164
Old : 21,925: 19,927 12,504 704 8,333 781 25 0 20 235 56 67: 166 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 206: 156 144 0 60 0 0 0 0 50 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 57.0 3.2 38.0 3.6 0.1 0.0 0.1 1.1 0.3 0.3: 0.8 0.7
Old : 100.0: 90.9 57.0 3.2 38.0 3.6 0.1 0.0 0.1 1.1 0.3 0.3: 0.8 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 : 54: 31 29 . 10 6 . 0 . . . .:
Old : 54: 31 29 . 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 : 39.1 43.0 58.8 65.3 30.2 36.5 43.5 53.1
Old : 39.1 43.0 58.8 65.3 30.2 36.5 43.5 53.1
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 15, 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 : 10,302: 9,073 3,882 454 5,644 342 0 0 0 150 0 0: 283 434
Old : 10,302: 9,073 3,882 454 5,644 342 0 0 0 150 0 0: 283 434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 437: 428 293 45 105 0 -87 0 -25 0 0 0: 76 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 37.7 4.4 54.8 3.3 0.0 0.0 0.0 1.5 0.0 0.0: 2.7 4.2
Old : 100.0: 88.1 37.7 4.4 54.8 3.3 0.0 0.0 0.0 1.5 0.0 0.0: 2.7 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 : 25: 15 14 . 5 . 0 0 0 . 0 0:
Old : 25: 15 14 . 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 : 63.0 64.0 82.4 82.3 52.4 63.6 67.4 71.1
Old : 63.0 64.0 82.4 82.3 52.4 63.6 67.4 71.1
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 15, 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 : 7,050: 4,474 4,710 1,844 1,506 524 0 0 0 0 70 0: 208 240
Old : 7,050: 4,474 4,710 1,844 1,506 524 0 0 0 0 70 0: 208 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 336: 89 190 91 -45 41 0 0 0 0 0 0: 115 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 66.8 26.2 21.4 7.4 0.0 0.0 0.0 0.0 1.0 0.0: 3.0 3.4
Old : 100.0: 63.5 66.8 26.2 21.4 7.4 0.0 0.0 0.0 0.0 1.0 0.0: 3.0 3.4
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 : 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 : 58.2 57.4 77.7 80.3 56.3 51.4 68.7 66.2
Old : 58.2 57.4 77.7 80.3 56.3 51.4 68.7 66.2
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, November 15, 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 : 10,478: 6,346 4,789 2,376 4,158 352 0 0 0 0 20 5: 1,399 1,154
Old : 10,478: 6,346 4,789 2,376 4,158 352 0 0 0 0 20 5: 1,399 1,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -129: -768 -31 381 -412 187 0 0 0 0 20 5: 66 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 45.7 22.7 39.7 3.4 0.0 0.0 0.0 0.0 0.2 0.0: 13.4 11.0
Old : 100.0: 60.6 45.7 22.7 39.7 3.4 0.0 0.0 0.0 0.0 0.2 0.0: 13.4 11.0
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: 19 15 . 5 . 0 0 0 0 . .:
Old : 30: 19 15 . 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 : 55.4 49.1 73.8 72.4 51.4 48.9 57.9 63.7
Old : 55.4 49.1 73.8 72.4 51.4 48.9 57.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011