NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 4,688,481: 1,929,249 1,025,995 276,986 1,093,105 629,662 311,645 223,016 1,063,860 13,200 189,142 448,091: 15,788 15,610
Old : 4,688,481: 1,929,249 1,025,995 276,986 1,093,105 629,662 311,645 223,016 1,063,860 13,200 189,142 448,091: 15,788 15,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 68,139: 36,342 -16,066 -7,487 12,946 31,539 -15,818 -9,718 19,991 2,103 29,052 4,538: -3,069 -4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 21.9 5.9 23.3 13.4 6.6 4.8 22.7 0.3 4.0 9.6: 0.3 0.3
Old : 100.0: 41.1 21.9 5.9 23.3 13.4 6.6 4.8 22.7 0.3 4.0 9.6: 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 : 225: 108 100 15 22 34 25 15 37 12 18 26:
Old : 225: 108 100 15 22 34 25 15 37 12 18 26:
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 : 22.2 21.1 37.4 36.8 15.5 16.6 21.1 22.8
Old : 22.2 21.1 37.4 36.8 15.5 16.6 21.1 22.8
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 22, 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 : 334,263: 172,236 260,251 83,404 12,190 41,942 15,472 2,298 10,439 309 24 801: 9,660 6,318
Old : 334,263: 172,236 260,251 83,404 12,190 41,942 15,472 2,298 10,439 309 24 801: 9,660 6,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,055: -3,471 3,245 6,749 2,372 743 6,124 1,177 -3,547 -983 -679 308: -868 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 77.9 25.0 3.6 12.5 4.6 0.7 3.1 0.1 0.0 0.2: 2.9 1.9
Old : 100.0: 51.5 77.9 25.0 3.6 12.5 4.6 0.7 3.1 0.1 0.0 0.2: 2.9 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 : 56: 28 27 8 4 9 5 . 6 . . .:
Old : 56: 28 27 8 4 9 5 . 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 : 37.2 49.2 58.5 68.6 29.5 42.0 46.8 55.2
Old : 37.2 49.2 58.5 68.6 29.5 42.0 46.8 55.2
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 22, 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 : 188,627: 134,483 128,620 18,120 29,581 22,957 5,512 0 3,332 248 518 665: 3,310 2,954
Old : 188,627: 134,483 128,620 18,120 29,581 22,957 5,512 0 3,332 248 518 665: 3,310 2,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 6,522: 1,227 -2,022 4,856 6,957 -1,413 1,289 0 487 -312 518 45: 343 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 68.2 9.6 15.7 12.2 2.9 0.0 1.8 0.1 0.3 0.4: 1.8 1.6
Old : 100.0: 71.3 68.2 9.6 15.7 12.2 2.9 0.0 1.8 0.1 0.3 0.4: 1.8 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 : 49: 23 29 4 7 10 . 0 . . . .:
Old : 49: 23 29 4 7 10 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 41.9 75.7 57.6 48.6 40.1 61.9 52.6
Old : 57.5 41.9 75.7 57.6 48.6 40.1 61.9 52.6
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 22, 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 : 334,160: 246,999 127,772 63,475 150,274 13,435 3,079 33,231 3,646 0 1,199 155: 3,371 4,448
Old : 334,160: 246,999 127,772 63,475 150,274 13,435 3,079 33,231 3,646 0 1,199 155: 3,371 4,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,968: 8,078 6,440 -1,953 -2,031 -340 -143 1,854 -1,149 -832 -593 -124: 431 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 38.2 19.0 45.0 4.0 0.9 9.9 1.1 0.0 0.4 0.0: 1.0 1.3
Old : 100.0: 73.9 38.2 19.0 45.0 4.0 0.9 9.9 1.1 0.0 0.4 0.0: 1.0 1.3
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 : 50: 22 21 7 7 12 . 5 . 0 . .:
Old : 50: 22 21 7 7 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 : 47.4 40.5 68.1 63.6 46.9 38.5 65.9 58.9
Old : 47.4 40.5 68.1 63.6 46.9 38.5 65.9 58.9
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 22, 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 : 793,707: 651,754 329,704 22,748 326,977 93,826 1,067 19,739 17,302 0 0 0: 7,010 6,159
Old : 793,707: 651,754 329,704 22,748 326,977 93,826 1,067 19,739 17,302 0 0 0: 7,010 6,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 54,482: 39,683 40,392 -766 -5,997 12,238 155 2,887 437 -1,436 0 0: 4,171 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 41.5 2.9 41.2 11.8 0.1 2.5 2.2 0.0 0.0 0.0: 0.9 0.8
Old : 100.0: 82.1 41.5 2.9 41.2 11.8 0.1 2.5 2.2 0.0 0.0 0.0: 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 : 68: 36 29 7 15 19 . 4 4 0 0 0:
Old : 68: 36 29 7 15 19 . 4 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 : 42.4 37.6 59.4 53.4 33.7 29.5 46.5 41.7
Old : 42.4 37.6 59.4 53.4 33.7 29.5 46.5 41.7
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 22, 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 : 227,342: 148,103 187,940 45,974 10,500 8,504 8,859 6,409 8,187 1,154 282 821: 5,740 4,699
Old : 227,342: 148,103 187,940 45,974 10,500 8,504 8,859 6,409 8,187 1,154 282 821: 5,740 4,699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,005: -351 -1,781 -1,142 217 637 -2,602 -3,182 1,532 -465 282 821: 565 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 82.7 20.2 4.6 3.7 3.9 2.8 3.6 0.5 0.1 0.4: 2.5 2.1
Old : 100.0: 65.1 82.7 20.2 4.6 3.7 3.9 2.8 3.6 0.5 0.1 0.4: 2.5 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: 27 30 4 5 7 . . . . . .:
Old : 49: 27 30 4 5 7 . . . . . .:
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 : 46.2 51.2 63.2 67.1 41.1 50.7 53.0 61.2
Old : 46.2 51.2 63.2 67.1 41.1 50.7 53.0 61.2
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 22, 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 : 419,596: 281,489 322,072 70,616 43,983 22,650 8,946 0 25,547 0 0 0: 10,348 5,344
Old : 419,596: 281,489 322,072 70,616 43,983 22,650 8,946 0 25,547 0 0 0: 10,348 5,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -946: -790 -2,283 -10,281 487 2,842 -1,150 -9,599 5,690 0 0 0: 2,743 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 76.8 16.8 10.5 5.4 2.1 0.0 6.1 0.0 0.0 0.0: 2.5 1.3
Old : 100.0: 67.1 76.8 16.8 10.5 5.4 2.1 0.0 6.1 0.0 0.0 0.0: 2.5 1.3
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 : 59: 32 26 8 9 10 5 0 5 0 0 0:
Old : 59: 32 26 8 9 10 5 0 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 : 31.0 67.0 49.2 78.0 30.0 63.0 43.3 69.9
Old : 31.0 67.0 49.2 78.0 30.0 63.0 43.3 69.9
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 22, 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 : 180,123: 107,341 119,154 30,760 18,570 24,027 8,513 5,232 6,553 0 0 0: 2,929 6,587
Old : 180,123: 107,341 119,154 30,760 18,570 24,027 8,513 5,232 6,553 0 0 0: 2,929 6,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 9,206: 12,242 -3,864 -7,001 2,032 5,557 -2,343 4,729 1,544 0 0 0: -793 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.2 17.1 10.3 13.3 4.7 2.9 3.6 0.0 0.0 0.0: 1.6 3.7
Old : 100.0: 59.6 66.2 17.1 10.3 13.3 4.7 2.9 3.6 0.0 0.0 0.0: 1.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 19 22 5 8 9 . . . 0 0 0:
Old : 43: 19 22 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 : 44.2 44.4 67.1 60.7 31.1 29.0 46.4 41.6
Old : 44.2 44.4 67.1 60.7 31.1 29.0 46.4 41.6
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, November 22, 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 : 991,038: 104,937 138,155 228,073 40,231 86,158 135,604 279,032 238,692 42,042 69,635 90,470: 65,062 48,665
Old : 991,038: 104,937 138,155 228,073 40,231 86,158 135,604 279,032 238,692 42,042 69,635 90,470: 65,062 48,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -5,897: -7,684 -3,075 1,278 -1,223 529 8,111 1,691 -16,032 2,020 850 7,725: -1,844 3,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 13.9 23.0 4.1 8.7 13.7 28.2 24.1 4.2 7.0 9.1: 6.6 4.9
Old : 100.0: 10.6 13.9 23.0 4.1 8.7 13.7 28.2 24.1 4.2 7.0 9.1: 6.6 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 : 320: 52 42 26 12 32 51 91 74 36 33 51:
Old : 320: 52 42 26 12 32 51 91 74 36 33 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 : 17.9 20.3 30.3 31.9 13.2 15.3 19.8 20.4
Old : 17.9 20.3 30.3 31.9 13.2 15.3 19.8 20.4
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 22, 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 : 60,226: 35,651 17,049 13,346 20,191 5,604 0 10,383 2,370 0 0 0: 3,255 4,629
Old : 60,226: 35,651 17,049 13,346 20,191 5,604 0 10,383 2,370 0 0 0: 3,255 4,629
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 576: 870 1,859 0 0 0 0 428 0 0 0 0: -294 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 28.3 22.2 33.5 9.3 0.0 17.2 3.9 0.0 0.0 0.0: 5.4 7.7
Old : 100.0: 59.2 28.3 22.2 33.5 9.3 0.0 17.2 3.9 0.0 0.0 0.0: 5.4 7.7
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: 9 10 5 5 5 0 . . 0 0 0:
Old : 25: 9 10 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 : 50.2 52.4 78.2 73.1 48.9 44.3 65.2 60.1
Old : 50.2 52.4 78.2 73.1 48.9 44.3 65.2 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 22, 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 15, 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: 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 22, 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 : 93,375: 52,676 38,923 13,904 35,174 11,097 2,838 499 2,862 0 0 0: 9,998 4,820
Old : 93,375: 52,676 38,923 13,904 35,174 11,097 2,838 499 2,862 0 0 0: 9,998 4,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 167: 226 480 0 -480 0 -63 499 -77 0 0 0: 81 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 41.7 14.9 37.7 11.9 3.0 0.5 3.1 0.0 0.0 0.0: 10.7 5.2
Old : 100.0: 56.4 41.7 14.9 37.7 11.9 3.0 0.5 3.1 0.0 0.0 0.0: 10.7 5.2
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: 11 11 4 8 6 . . . 0 0 0:
Old : 29: 11 11 4 8 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 40.6 63.7 64.1 31.1 36.9 48.3 56.0
Old : 41.8 40.6 63.7 64.1 31.1 36.9 48.3 56.0
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 22, 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 : 2,598,339: 694,148 450,196 154,774 700,702 510,994 273,722 101,081 553,934 192,975 76,240 183,226: 34,566 21,966
Old : 2,598,339: 694,148 450,196 154,774 700,702 510,994 273,722 101,081 553,934 192,975 76,240 183,226: 34,566 21,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 61,697: 6,948 6,699 7,482 -708 -1,407 4,491 9,725 17,448 3,536 7,327 11,647: 11,552 10,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.3 6.0 27.0 19.7 10.5 3.9 21.3 7.4 2.9 7.1: 1.3 0.8
Old : 100.0: 26.7 17.3 6.0 27.0 19.7 10.5 3.9 21.3 7.4 2.9 7.1: 1.3 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 : 172: 75 64 11 18 28 22 13 29 14 13 21:
Old : 172: 75 64 11 18 28 22 13 29 14 13 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 : 21.9 27.6 35.2 45.1 11.9 17.1 19.4 26.7
Old : 21.9 27.6 35.2 45.1 11.9 17.1 19.4 26.7
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 22, 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 : 1,146,694: 126,451 201,200 195,618 232,521 372,502 174,440 42,016 135,137 27,807 48,194 110,259: 4,480 4,865
Old : 1,146,694: 126,451 201,200 195,618 232,521 372,502 174,440 42,016 135,137 27,807 48,194 110,259: 4,480 4,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 35,457: -19,356 12,229 -12,703 -3,818 12,429 32,878 -1,747 6,529 -2,786 -9,448 17,700: 766 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.5 17.1 20.3 32.5 15.2 3.7 11.8 2.4 4.2 9.6: 0.4 0.4
Old : 100.0: 11.0 17.5 17.1 20.3 32.5 15.2 3.7 11.8 2.4 4.2 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 : 89: 19 20 14 9 20 15 7 19 10 9 16:
Old : 89: 19 20 14 9 20 15 7 19 10 9 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 : 33.5 33.7 51.1 55.0 15.8 20.4 23.6 29.7
Old : 33.5 33.7 51.1 55.0 15.8 20.4 23.6 29.7
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 22, 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 : 22,437: 20,331 12,888 704 8,349 862 45 0 45 235 56 67: 148 170
Old : 22,437: 20,331 12,888 704 8,349 862 45 0 45 235 56 67: 148 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 512: 404 384 0 16 81 20 0 25 0 0 0: -18 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 57.4 3.1 37.2 3.8 0.2 0.0 0.2 1.0 0.2 0.3: 0.7 0.8
Old : 100.0: 90.6 57.4 3.1 37.2 3.8 0.2 0.0 0.2 1.0 0.2 0.3: 0.7 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 : 55: 31 29 . 10 7 . 0 . . . .:
Old : 55: 31 29 . 10 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 : 39.0 44.2 58.0 66.7 29.2 38.6 43.7 55.5
Old : 39.0 44.2 58.0 66.7 29.2 38.6 43.7 55.5
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 22, 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 : 10,446: 9,244 4,063 454 5,518 342 0 0 0 150 0 0: 256 523
Old : 10,446: 9,244 4,063 454 5,518 342 0 0 0 150 0 0: 256 523
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 144: 171 181 0 -126 0 0 0 0 0 0 0: -27 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 38.9 4.3 52.8 3.3 0.0 0.0 0.0 1.4 0.0 0.0: 2.5 5.0
Old : 100.0: 88.5 38.9 4.3 52.8 3.3 0.0 0.0 0.0 1.4 0.0 0.0: 2.5 5.0
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 : 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 : 59.7 62.6 78.8 81.5 49.9 61.5 63.6 67.3
Old : 59.7 62.6 78.8 81.5 49.9 61.5 63.6 67.3
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, November 22, 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 : 7,243: 4,474 5,038 1,922 1,326 584 0 0 0 0 0 0: 263 295
Old : 7,243: 4,474 5,038 1,922 1,326 584 0 0 0 0 0 0: 263 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 193: 0 328 78 -180 60 0 0 0 0 -70 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 69.6 26.5 18.3 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 4.1
Old : 100.0: 61.8 69.6 26.5 18.3 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 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 : 28: 15 14 6 4 6 0 0 0 0 0 0:
Old : 28: 15 14 6 4 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 : 58.0 56.7 77.2 80.2 55.6 49.8 67.7 65.8
Old : 58.0 56.7 77.2 80.2 55.6 49.8 67.7 65.8
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 22, 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 : 10,612: 6,238 4,709 2,324 4,314 385 0 0 0 0 0 0: 1,665 1,204
Old : 10,612: 6,238 4,709 2,324 4,314 385 0 0 0 0 0 0: 1,665 1,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 134: -108 -80 -52 156 33 0 0 0 0 -20 -5: 266 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 44.4 21.9 40.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 11.3
Old : 100.0: 58.8 44.4 21.9 40.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 11.3
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 : 29: 19 14 . 5 . 0 0 0 0 0 0:
Old : 29: 19 14 . 5 . 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 : 53.2 49.4 71.2 72.0 48.3 49.2 56.0 63.9
Old : 53.2 49.4 71.2 72.0 48.3 49.2 56.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011