NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 4,599,408: 1,837,080 993,386 275,666 1,116,745 612,760 291,390 174,455 1,117,423 17,156 134,358 433,398: 14,535 16,883
Old : 4,599,408: 1,837,080 993,386 275,666 1,116,745 612,760 291,390 174,455 1,117,423 17,156 134,358 433,398: 14,535 16,883
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -89,073: -92,169 -32,609 -1,320 23,640 -16,902 -20,255 -48,561 53,563 3,956 -54,784 -14,693: -1,253 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 21.6 6.0 24.3 13.3 6.3 3.8 24.3 0.4 2.9 9.4: 0.3 0.4
Old : 100.0: 39.9 21.6 6.0 24.3 13.3 6.3 3.8 24.3 0.4 2.9 9.4: 0.3 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 : 215: 98 92 13 20 30 28 10 36 13 19 24:
Old : 215: 98 92 13 20 30 28 10 36 13 19 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 : 23.2 22.3 38.6 37.9 15.7 17.3 21.2 23.6
Old : 23.2 22.3 38.6 37.9 15.7 17.3 21.2 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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 338,939: 174,649 264,247 82,153 11,878 43,620 16,061 605 11,595 0 115 713: 10,148 6,166
Old : 338,939: 174,649 264,247 82,153 11,878 43,620 16,061 605 11,595 0 115 713: 10,148 6,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,676: 2,413 3,996 -1,251 -312 1,678 589 -1,693 1,156 -309 91 -88: 488 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 78.0 24.2 3.5 12.9 4.7 0.2 3.4 0.0 0.0 0.2: 3.0 1.8
Old : 100.0: 51.5 78.0 24.2 3.5 12.9 4.7 0.2 3.4 0.0 0.0 0.2: 3.0 1.8
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 : 56: 27 28 8 4 9 5 . 6 0 . .:
Old : 56: 27 28 8 4 9 5 . 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 : 35.5 47.4 57.6 67.5 27.5 42.9 43.7 53.8
Old : 35.5 47.4 57.6 67.5 27.5 42.9 43.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 191,038: 135,008 132,494 19,980 29,859 22,527 4,428 0 2,830 8 0 589: 5,668 2,739
Old : 191,038: 135,008 132,494 19,980 29,859 22,527 4,428 0 2,830 8 0 589: 5,668 2,739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,411: 525 3,874 1,860 278 -430 -1,084 0 -502 -240 -518 -76: 2,358 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 69.4 10.5 15.6 11.8 2.3 0.0 1.5 0.0 0.0 0.3: 3.0 1.4
Old : 100.0: 70.7 69.4 10.5 15.6 11.8 2.3 0.0 1.5 0.0 0.0 0.3: 3.0 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 : 46: 23 29 4 7 10 . 0 . . 0 .:
Old : 46: 23 29 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 : 58.7 44.1 75.9 59.4 49.1 41.7 62.7 55.0
Old : 58.7 44.1 75.9 59.4 49.1 41.7 62.7 55.0
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 29, 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 : 337,248: 247,693 134,739 64,136 149,532 14,208 2,897 28,732 4,270 0 1,077 155: 3,889 4,535
Old : 337,248: 247,693 134,739 64,136 149,532 14,208 2,897 28,732 4,270 0 1,077 155: 3,889 4,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 3,088: 694 6,967 661 -742 773 -182 -4,499 624 0 -122 0: 518 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 40.0 19.0 44.3 4.2 0.9 8.5 1.3 0.0 0.3 0.0: 1.2 1.3
Old : 100.0: 73.4 40.0 19.0 44.3 4.2 0.9 8.5 1.3 0.0 0.3 0.0: 1.2 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 22 5 9 12 . 5 . 0 . .:
Old : 50: 22 22 5 9 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 : 49.4 39.7 68.5 63.6 48.9 37.8 67.5 59.3
Old : 49.4 39.7 68.5 63.6 48.9 37.8 67.5 59.3
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 29, 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 : 798,012: 641,785 328,425 22,429 320,202 105,271 1,005 16,067 24,669 0 0 0: 2,853 3,378
Old : 798,012: 641,785 328,425 22,429 320,202 105,271 1,005 16,067 24,669 0 0 0: 2,853 3,378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,305: -9,969 -1,279 -319 -6,775 11,445 -62 -3,672 7,367 0 0 0: -4,157 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 41.2 2.8 40.1 13.2 0.1 2.0 3.1 0.0 0.0 0.0: 0.4 0.4
Old : 100.0: 80.4 41.2 2.8 40.1 13.2 0.1 2.0 3.1 0.0 0.0 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 36 27 7 15 19 . 4 4 0 0 0:
Old : 67: 36 27 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 : 39.8 37.7 58.4 54.2 30.0 28.7 44.1 41.4
Old : 39.8 37.7 58.4 54.2 30.0 28.7 44.1 41.4
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 29, 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 : 228,259: 150,658 187,817 45,774 10,732 8,303 9,820 9,721 6,801 457 0 0: 6,446 4,885
Old : 228,259: 150,658 187,817 45,774 10,732 8,303 9,820 9,721 6,801 457 0 0: 6,446 4,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 917: 2,555 -123 -200 232 -201 961 3,312 -1,386 -697 -282 -821: 706 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 82.3 20.1 4.7 3.6 4.3 4.3 3.0 0.2 0.0 0.0: 2.8 2.1
Old : 100.0: 66.0 82.3 20.1 4.7 3.6 4.3 4.3 3.0 0.2 0.0 0.0: 2.8 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 32 5 4 7 . . . . 0 0:
Old : 49: 28 32 5 4 7 . . . . 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 : 45.8 50.0 63.1 66.8 41.2 49.6 53.3 61.5
Old : 45.8 50.0 63.1 66.8 41.2 49.6 53.3 61.5
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 29, 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 : 406,892: 279,976 311,029 68,756 44,196 22,748 7,232 2,290 21,161 0 0 0: 7,019 5,468
Old : 406,892: 279,976 311,029 68,756 44,196 22,748 7,232 2,290 21,161 0 0 0: 7,019 5,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -12,704: -1,513 -11,043 -1,860 213 98 -1,714 2,290 -4,386 0 0 0: -3,329 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 76.4 16.9 10.9 5.6 1.8 0.6 5.2 0.0 0.0 0.0: 1.7 1.3
Old : 100.0: 68.8 76.4 16.9 10.9 5.6 1.8 0.6 5.2 0.0 0.0 0.0: 1.7 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 : 60: 33 27 8 9 10 . . 5 0 0 0:
Old : 60: 33 27 8 9 10 . . 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 : 32.0 65.3 48.5 76.7 30.1 61.9 44.2 69.0
Old : 32.0 65.3 48.5 76.7 30.1 61.9 44.2 69.0
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 29, 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 : 179,330: 113,132 112,783 25,562 22,710 24,340 6,008 7,158 7,235 0 0 0: 3,053 5,104
Old : 179,330: 113,132 112,783 25,562 22,710 24,340 6,008 7,158 7,235 0 0 0: 3,053 5,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -793: 5,791 -6,371 -5,198 4,140 313 -2,505 1,926 682 0 0 0: 124 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 62.9 14.3 12.7 13.6 3.4 4.0 4.0 0.0 0.0 0.0: 1.7 2.8
Old : 100.0: 63.1 62.9 14.3 12.7 13.6 3.4 4.0 4.0 0.0 0.0 0.0: 1.7 2.8
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 : 45: 18 24 4 10 9 . . . 0 0 0:
Old : 45: 18 24 4 10 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 : 45.7 42.8 67.8 58.8 29.5 26.5 43.5 38.9
Old : 45.7 42.8 67.8 58.8 29.5 26.5 43.5 38.9
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 29, 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 : 955,095: 103,289 137,133 225,759 37,580 79,240 134,631 270,917 232,543 33,288 67,514 85,172: 61,173 44,996
Old : 955,095: 103,289 137,133 225,759 37,580 79,240 134,631 270,917 232,543 33,288 67,514 85,172: 61,173 44,996
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -35,943: -1,648 -1,022 -2,314 -2,651 -6,918 -973 -8,115 -6,149 -8,754 -2,121 -5,298: -3,889 -3,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.4 23.6 3.9 8.3 14.1 28.4 24.3 3.5 7.1 8.9: 6.4 4.7
Old : 100.0: 10.8 14.4 23.6 3.9 8.3 14.1 28.4 24.3 3.5 7.1 8.9: 6.4 4.7
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 : 313: 51 40 25 14 32 56 86 71 32 32 46:
Old : 313: 51 40 25 14 32 56 86 71 32 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 : 17.9 21.2 30.7 32.6 13.4 16.2 20.1 21.6
Old : 17.9 21.2 30.7 32.6 13.4 16.2 20.1 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 18,482: 565 610 419 524 2,700 7,067 906 350 3,450 9,991 2,789: 1,142 612
Old : 18,482: 565 610 419 524 2,700 7,067 906 350 3,450 9,991 2,789: 1,142 612
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.3 2.3 2.8 14.6 38.2 4.9 1.9 18.7 54.1 15.1: 6.2 3.3
Old : 100.0: 3.1 3.3 2.3 2.8 14.6 38.2 4.9 1.9 18.7 54.1 15.1: 6.2 3.3
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 : 20: . . . . . . . . . 6 7:
Old : 20: . . . . . . . . . 6 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 : 67.1 69.0 79.5 83.6 56.6 55.4 60.5 61.2
Old : 67.1 69.0 79.5 83.6 56.6 55.4 60.5 61.2
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 29, 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 : 60,784: 36,199 18,165 13,346 20,191 5,604 0 9,391 2,928 0 0 0: 2,707 4,505
Old : 60,784: 36,199 18,165 13,346 20,191 5,604 0 9,391 2,928 0 0 0: 2,707 4,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 558: 548 1,116 0 0 0 0 -992 558 0 0 0: -548 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 29.9 22.0 33.2 9.2 0.0 15.4 4.8 0.0 0.0 0.0: 4.5 7.4
Old : 100.0: 59.6 29.9 22.0 33.2 9.2 0.0 15.4 4.8 0.0 0.0 0.0: 4.5 7.4
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 : 26: 10 11 5 5 5 0 . . 0 0 0:
Old : 26: 10 11 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 : 49.7 51.9 77.4 71.7 48.4 43.9 64.6 58.9
Old : 49.7 51.9 77.4 71.7 48.4 43.9 64.6 58.9
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 29, 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 22, 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 29, 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 : 93,330: 52,728 38,923 13,904 35,174 11,097 2,786 499 2,898 0 0 0: 9,917 4,739
Old : 93,330: 52,728 38,923 13,904 35,174 11,097 2,786 499 2,898 0 0 0: 9,917 4,739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -45: 52 0 0 0 0 -52 0 36 0 0 0: -81 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 41.7 14.9 37.7 11.9 3.0 0.5 3.1 0.0 0.0 0.0: 10.6 5.1
Old : 100.0: 56.5 41.7 14.9 37.7 11.9 3.0 0.5 3.1 0.0 0.0 0.0: 10.6 5.1
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: 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 48.4 56.1
Old : 41.8 40.6 63.7 64.1 31.1 36.9 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 29, 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 : 2,503,774: 636,821 411,948 143,040 664,321 505,959 269,715 92,655 570,059 175,609 70,685 168,056: 34,515 20,091
Old : 2,503,774: 636,821 411,948 143,040 664,321 505,959 269,715 92,655 570,059 175,609 70,685 168,056: 34,515 20,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -94,565: -57,327 -38,248 -11,734 -36,381 -5,035 -4,007 -8,426 16,125 -17,366 -5,555 -15,170: -51 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.5 5.7 26.5 20.2 10.8 3.7 22.8 7.0 2.8 6.7: 1.4 0.8
Old : 100.0: 25.4 16.5 5.7 26.5 20.2 10.8 3.7 22.8 7.0 2.8 6.7: 1.4 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 : 157: 69 60 10 17 26 20 14 28 12 11 19:
Old : 157: 69 60 10 17 26 20 14 28 12 11 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 27.5 36.6 45.6 12.2 16.4 19.7 26.0
Old : 22.7 27.5 36.6 45.6 12.2 16.4 19.7 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 1,048,969: 119,564 183,011 218,628 228,033 327,750 171,351 50,286 106,050 14,930 64,914 85,308: 5,388 3,617
Old : 1,048,969: 119,564 183,011 218,628 228,033 327,750 171,351 50,286 106,050 14,930 64,914 85,308: 5,388 3,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -97,725: -6,887 -18,189 23,010 -4,488 -44,752 -3,089 8,270 -29,087 -12,877 16,720 -24,951: 908 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.4 20.8 21.7 31.2 16.3 4.8 10.1 1.4 6.2 8.1: 0.5 0.3
Old : 100.0: 11.4 17.4 20.8 21.7 31.2 16.3 4.8 10.1 1.4 6.2 8.1: 0.5 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 : 83: 17 20 15 8 19 11 10 16 8 8 16:
Old : 83: 17 20 15 8 19 11 10 16 8 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 : 37.8 34.8 56.1 57.8 21.1 22.6 29.8 33.8
Old : 37.8 34.8 56.1 57.8 21.1 22.6 29.8 33.8
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 29, 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 : 22,227: 20,201 12,668 704 8,429 812 45 0 45 250 56 67: 103 150
Old : 22,227: 20,201 12,668 704 8,429 812 45 0 45 250 56 67: 103 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -210: -130 -220 0 80 -50 0 0 0 15 0 0: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 57.0 3.2 37.9 3.7 0.2 0.0 0.2 1.1 0.3 0.3: 0.5 0.7
Old : 100.0: 90.9 57.0 3.2 37.9 3.7 0.2 0.0 0.2 1.1 0.3 0.3: 0.5 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 : 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 : 39.4 44.5 58.5 67.3 29.5 39.1 43.7 56.3
Old : 39.4 44.5 58.5 67.3 29.5 39.1 43.7 56.3
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 29, 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 : 10,598: 9,396 4,215 484 5,482 312 0 0 0 150 90 0: 256 499
Old : 10,598: 9,396 4,215 484 5,482 312 0 0 0 150 90 0: 256 499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 152: 152 152 30 -36 -30 0 0 0 0 90 0: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 39.8 4.6 51.7 2.9 0.0 0.0 0.0 1.4 0.8 0.0: 2.4 4.7
Old : 100.0: 88.7 39.8 4.6 51.7 2.9 0.0 0.0 0.0 1.4 0.8 0.0: 2.4 4.7
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 : 26: 16 14 . 5 . 0 0 0 . . 0:
Old : 26: 16 14 . 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 : 59.3 61.7 78.1 81.1 49.5 60.3 62.2 65.9
Old : 59.3 61.7 78.1 81.1 49.5 60.3 62.2 65.9
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 29, 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 : 7,446: 4,552 5,222 1,992 1,320 594 0 0 0 5 60 30: 273 220
Old : 7,446: 4,552 5,222 1,992 1,320 594 0 0 0 5 60 30: 273 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 203: 78 184 70 -6 10 0 0 0 5 60 30: 10 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 70.1 26.8 17.7 8.0 0.0 0.0 0.0 0.1 0.8 0.4: 3.7 3.0
Old : 100.0: 61.1 70.1 26.8 17.7 8.0 0.0 0.0 0.0 0.1 0.8 0.4: 3.7 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 : 30: 15 14 6 4 7 0 0 0 . . .:
Old : 30: 15 14 6 4 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 : 58.5 55.9 77.0 80.2 56.2 48.9 68.4 66.9
Old : 58.5 55.9 77.0 80.2 56.2 48.9 68.4 66.9
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 29, 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 : 10,628: 6,053 4,534 2,801 4,510 392 0 0 0 0 0 0: 1,382 1,192
Old : 10,628: 6,053 4,534 2,801 4,510 392 0 0 0 0 0 0: 1,382 1,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 16: -185 -175 477 196 7 0 0 0 0 0 0: -283 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 42.7 26.4 42.4 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 11.2
Old : 100.0: 57.0 42.7 26.4 42.4 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.0 11.2
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 : 30: 19 14 4 5 4 0 0 0 0 0 0:
Old : 30: 19 14 4 5 4 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 : 51.2 49.6 70.5 71.9 46.4 49.4 57.3 64.2
Old : 51.2 49.6 70.5 71.9 46.4 49.4 57.3 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011