NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 4,563,030: 1,829,178 1,019,376 276,805 1,098,548 606,723 308,905 204,102 1,047,820 21,363 121,039 398,927: 73,309 66,495
Old : 4,563,030: 1,829,178 1,019,376 276,805 1,098,548 606,723 308,905 204,102 1,047,820 21,363 121,039 398,927: 73,309 66,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 108,692: 21,363 19,600 17,325 -3,345 22,986 14,171 -8,613 29,535 -10,580 33,614 -15,690: 29,582 30,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 22.3 6.1 24.1 13.3 6.8 4.5 23.0 0.5 2.7 8.7: 1.6 1.5
Old : 100.0: 40.1 22.3 6.1 24.1 13.3 6.8 4.5 23.0 0.5 2.7 8.7: 1.6 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 : 212: 99 92 13 25 34 25 12 35 12 16 22:
Old : 212: 99 92 13 25 34 25 12 35 12 16 22:
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 : 22.4 22.2 36.3 38.5 13.1 17.2 18.9 24.1
Old : 22.4 22.2 36.3 38.5 13.1 17.2 18.9 24.1
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 - Options and Futures Combined, November 8, 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 : 325,399: 181,992 243,023 61,178 14,449 46,134 10,636 3,301 12,822 684 461 766: 11,187 4,443
Old : 325,399: 181,992 243,023 61,178 14,449 46,134 10,636 3,301 12,822 684 461 766: 11,187 4,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -17,597: -709 -15,093 5,557 4,514 -5,551 -6,994 3,260 -2,834 -601 461 0: -6,465 -2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 74.7 18.8 4.4 14.2 3.3 1.0 3.9 0.2 0.1 0.2: 3.4 1.4
Old : 100.0: 55.9 74.7 18.8 4.4 14.2 3.3 1.0 3.9 0.2 0.1 0.2: 3.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 28 6 5 9 6 . 6 . . .:
Old : 56: 28 28 6 5 9 6 . 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 : 34.4 44.6 57.8 66.8 29.8 41.6 45.2 50.5
Old : 34.4 44.6 57.8 66.8 29.8 41.6 45.2 50.5
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 - Options and Futures Combined, November 8, 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 : 178,124: 131,299 126,386 9,342 22,377 24,837 6,163 0 2,462 435 0 248: 3,338 1,814
Old : 178,124: 131,299 126,386 9,342 22,377 24,837 6,163 0 2,462 435 0 248: 3,338 1,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -25,158: -24,485 -22,767 3,142 -406 -621 -2,726 -265 -114 291 0 -370: -275 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 71.0 5.2 12.6 13.9 3.5 0.0 1.4 0.2 0.0 0.1: 1.9 1.0
Old : 100.0: 73.7 71.0 5.2 12.6 13.9 3.5 0.0 1.4 0.2 0.0 0.1: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 24 31 5 6 10 4 0 . . 0 .:
Old : 48: 24 31 5 6 10 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 : 54.5 41.4 69.5 57.9 46.8 39.7 57.9 52.7
Old : 54.5 41.4 69.5 57.9 46.8 39.7 57.9 52.7
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 - Options and Futures Combined, November 8, 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 : 351,872: 262,457 136,752 63,496 158,424 14,442 1,970 29,676 6,408 0 1,598 587: 2,512 3,985
Old : 351,872: 262,457 136,752 63,496 158,424 14,442 1,970 29,676 6,408 0 1,598 587: 2,512 3,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -22,113: -26,368 -2,016 5,223 -8,380 -1,862 1,903 -7,246 -799 0 -1,796 217: -427 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 38.9 18.0 45.0 4.1 0.6 8.4 1.8 0.0 0.5 0.2: 0.7 1.1
Old : 100.0: 74.6 38.9 18.0 45.0 4.1 0.6 8.4 1.8 0.0 0.5 0.2: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 21 22 7 7 12 . 6 . 0 . .:
Old : 54: 21 22 7 7 12 . 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 : 51.0 42.7 72.3 65.9 47.8 40.9 69.0 61.6
Old : 51.0 42.7 72.3 65.9 47.8 40.9 69.0 61.6
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 - Options and Futures Combined, November 8, 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 : 416,205: 277,319 317,751 79,362 41,154 20,387 6,764 8,748 24,462 0 0 0: 7,911 3,703
Old : 416,205: 277,319 317,751 79,362 41,154 20,387 6,764 8,748 24,462 0 0 0: 7,911 3,703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -21,278: -6,154 -18,787 4,567 1,969 -5,243 -7,097 8,392 -8,148 0 0 0: 797 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 76.3 19.1 9.9 4.9 1.6 2.1 5.9 0.0 0.0 0.0: 1.9 0.9
Old : 100.0: 66.6 76.3 19.1 9.9 4.9 1.6 2.1 5.9 0.0 0.0 0.0: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 33 26 8 8 10 . . 5 0 0 0:
Old : 58: 33 26 8 8 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 : 31.8 67.1 50.1 78.9 30.7 63.1 43.8 70.2
Old : 31.8 67.1 50.1 78.9 30.7 63.1 43.8 70.2
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 - Options and Futures Combined, November 8, 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 : 162,530: 82,846 120,690 37,156 7,645 22,745 11,124 503 4,236 0 0 0: 4,423 6,711
Old : 162,530: 82,846 120,690 37,156 7,645 22,745 11,124 503 4,236 0 0 0: 4,423 6,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,178: -3,981 1,171 -14 -9,014 3,986 -3,399 -1,652 -390 0 0 0: -380 1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 74.3 22.9 4.7 14.0 6.8 0.3 2.6 0.0 0.0 0.0: 2.7 4.1
Old : 100.0: 51.0 74.3 22.9 4.7 14.0 6.8 0.3 2.6 0.0 0.0 0.0: 2.7 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 : 38: 15 20 6 6 9 . . . 0 0 0:
Old : 38: 15 20 6 6 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 : 44.6 48.3 64.6 64.0 39.1 45.1 56.6 57.6
Old : 44.6 48.3 64.6 64.0 39.1 45.1 56.6 57.6
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 - Options and Futures Combined, November 8, 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 : 1,004,902: 112,251 144,116 221,743 39,595 95,131 118,781 253,727 268,129 29,298 54,978 85,472: 74,098 63,754
Old : 1,004,902: 112,251 144,116 221,743 39,595 95,131 118,781 253,727 268,129 29,298 54,978 85,472: 74,098 63,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 12,928: 3,378 367 5,047 -113 3,747 -893 15,069 -5,277 4,885 -12,306 -3,796: 5,837 15,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.3 22.1 3.9 9.5 11.8 25.2 26.7 2.9 5.5 8.5: 7.4 6.3
Old : 100.0: 11.2 14.3 22.1 3.9 9.5 11.8 25.2 26.7 2.9 5.5 8.5: 7.4 6.3
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 : 317: 58 52 24 12 30 44 98 82 31 32 49:
Old : 317: 58 52 24 12 30 44 98 82 31 32 49:
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 : 20.0 22.2 31.8 34.0 12.3 13.5 18.5 19.4
Old : 20.0 22.2 31.8 34.0 12.3 13.5 18.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 1,742,567: 204,991 165,612 52,296 68,027 797,987 32,776 73,777 280,972 32,381 14,262 334,061: 7,103 7,869
Old : 1,742,567: 204,991 165,612 52,296 68,027 797,987 32,776 73,777 280,972 32,381 14,262 334,061: 7,103 7,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 34,432: 2,771 5,760 3,924 1,445 2,772 1,331 4,544 11,638 2,939 -477 7,579: 1,478 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.5 3.0 3.9 45.8 1.9 4.2 16.1 1.9 0.8 19.2: 0.4 0.5
Old : 100.0: 11.8 9.5 3.0 3.9 45.8 1.9 4.2 16.1 1.9 0.8 19.2: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 135: 38 37 14 15 26 18 19 27 19 9 23:
Old : 135: 38 37 14 15 26 18 19 27 19 9 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 33.8 54.1 54.8 3.6 3.9 6.0 6.0
Old : 33.4 33.8 54.1 54.8 3.6 3.9 6.0 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 58,303: 2,072 4,695 2,553 2,322 7,186 23,691 23,482 20,047 1,584 0 297: 873 274
Old : 58,303: 2,072 4,695 2,553 2,322 7,186 23,691 23,482 20,047 1,584 0 297: 873 274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 839: 160 202 763 211 128 -689 -11 203 289 0 -2: -14 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.1 4.4 4.0 12.3 40.6 40.3 34.4 2.7 0.0 0.5: 1.5 0.5
Old : 100.0: 3.6 8.1 4.4 4.0 12.3 40.6 40.3 34.4 2.7 0.0 0.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 6 10 . . 5 6 10 11 4 0 4:
Old : 37: 6 10 . . 5 6 10 11 4 0 4:
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 : 73.5 57.4 90.0 76.5 42.7 32.9 46.3 43.3
Old : 73.5 57.4 90.0 76.5 42.7 32.9 46.3 43.3
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 - Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 59,223: 35,143 17,881 13,346 20,191 5,604 618 8,656 2,138 0 0 0: 2,374 4,753
Old : 59,223: 35,143 17,881 13,346 20,191 5,604 618 8,656 2,138 0 0 0: 2,374 4,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 0: 0 0 400 0 0 0 400 -400 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 30.2 22.5 34.1 9.5 1.0 14.6 3.6 0.0 0.0 0.0: 4.0 8.0
Old : 100.0: 59.3 30.2 22.5 34.1 9.5 1.0 14.6 3.6 0.0 0.0 0.0: 4.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 9 5 5 5 . . . 0 0 0:
Old : 24: 8 9 5 5 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
Old : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 57,854: 31,500 19,161 7,156 19,658 7,130 4,151 3,564 581 0 0 0: 7,336 7,760
Old : 57,854: 31,500 19,161 7,156 19,658 7,130 4,151 3,564 581 0 0 0: 7,336 7,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 304: -248 304 124 0 0 428 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 33.1 12.4 34.0 12.3 7.2 6.2 1.0 0.0 0.0 0.0: 12.7 13.4
Old : 100.0: 54.4 33.1 12.4 34.0 12.3 7.2 6.2 1.0 0.0 0.0 0.0: 12.7 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 : 59.2 49.7 77.1 70.4 53.5 47.0 61.8 59.9
Old : 59.2 49.7 77.1 70.4 53.5 47.0 61.8 59.9
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 - Options and Futures Combined, November 8, 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 : 94,679: 53,790 40,799 13,904 35,654 11,097 3,061 0 2,910 0 0 0: 9,917 4,219
Old : 94,679: 53,790 40,799 13,904 35,654 11,097 3,061 0 2,910 0 0 0: 9,917 4,219
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 103: 647 63 0 0 0 -584 0 61 0 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 43.1 14.7 37.7 11.7 3.2 0.0 3.1 0.0 0.0 0.0: 10.5 4.5
Old : 100.0: 56.8 43.1 14.7 37.7 11.7 3.2 0.0 3.1 0.0 0.0 0.0: 10.5 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 : 29: 12 11 4 8 6 . 0 . 0 0 0:
Old : 29: 12 11 4 8 6 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 40.6 64.4 63.5 31.9 37.1 49.2 55.4
Old : 42.8 40.6 64.4 63.5 31.9 37.1 49.2 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 2,410,430: 678,067 426,190 130,562 699,941 453,432 269,333 80,173 503,326 149,290 69,947 133,917: 92,503 43,504
Old : 2,410,430: 678,067 426,190 130,562 699,941 453,432 269,333 80,173 503,326 149,290 69,947 133,917: 92,503 43,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 21,630: 4,412 13,901 4,010 128 11,319 -5,554 -2,983 9,373 -36,506 -8,302 -24,245: 58,821 22,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.7 5.4 29.0 18.8 11.2 3.3 20.9 6.2 2.9 5.6: 3.8 1.8
Old : 100.0: 28.1 17.7 5.4 29.0 18.8 11.2 3.3 20.9 6.2 2.9 5.6: 3.8 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 : 163: 72 63 12 16 27 21 11 28 12 10 16:
Old : 163: 72 63 12 16 27 21 11 28 12 10 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 : 22.3 27.5 35.3 45.5 13.1 18.0 21.0 28.0
Old : 22.3 27.5 35.3 45.5 13.1 18.0 21.0 28.0
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 - Options and Futures Combined, November 8, 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 : 1,088,551: 137,819 175,411 214,846 239,396 346,575 132,471 39,332 129,591 30,908 61,490 92,463: 3,878 4,293
Old : 1,088,551: 137,819 175,411 214,846 239,396 346,575 132,471 39,332 129,591 30,908 61,490 92,463: 3,878 4,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 37,643: 11,282 8,279 -3,040 -6,109 15,157 7,388 3,802 5,324 1,949 10,883 693: -1,110 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.1 19.7 22.0 31.8 12.2 3.6 11.9 2.8 5.6 8.5: 0.4 0.4
Old : 100.0: 12.7 16.1 19.7 22.0 31.8 12.2 3.6 11.9 2.8 5.6 8.5: 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 : 84: 17 20 14 9 20 13 8 19 7 9 15:
Old : 84: 17 20 14 9 20 13 8 19 7 9 15:
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 : 35.3 34.6 53.5 57.2 16.0 21.6 24.5 32.3
Old : 35.3 34.6 53.5 57.2 16.0 21.6 24.5 32.3
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 - Options and Futures Combined, November 8, 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 : 21,719: 19,771 12,360 704 8,273 781 25 0 20 185 56 67: 166 162
Old : 21,719: 19,771 12,360 704 8,273 781 25 0 20 185 56 67: 166 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -2,870: -2,906 -1,863 -61 -1,077 234 20 0 -20 5 -10 -100: -42 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 56.9 3.2 38.1 3.6 0.1 0.0 0.1 0.9 0.3 0.3: 0.8 0.7
Old : 100.0: 91.0 56.9 3.2 38.1 3.6 0.1 0.0 0.1 0.9 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 28 . 10 6 . 0 . . . .:
Old : 54: 31 28 . 10 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 43.0 59.7 65.3 30.4 36.7 43.5 52.4
Old : 39.4 43.0 59.7 65.3 30.4 36.7 43.5 52.4
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 - Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,865: 8,645 3,589 409 5,539 342 87 0 25 150 0 0: 207 370
Old : 9,865: 8,645 3,589 409 5,539 342 87 0 25 150 0 0: 207 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 500: 364 154 0 300 0 87 0 25 30 0 0: -6 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 36.4 4.1 56.1 3.5 0.9 0.0 0.3 1.5 0.0 0.0: 2.1 3.8
Old : 100.0: 87.6 36.4 4.1 56.1 3.5 0.9 0.0 0.3 1.5 0.0 0.0: 2.1 3.8
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 : 26: 15 12 . 5 . . 0 . . 0 0:
Old : 26: 15 12 . 5 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 64.0 81.0 82.8 49.8 63.5 65.3 70.6
Old : 61.2 64.0 81.0 82.8 49.8 63.5 65.3 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 6,714: 4,385 4,520 1,753 1,551 483 0 0 0 0 70 0: 93 90
Old : 6,714: 4,385 4,520 1,753 1,551 483 0 0 0 0 70 0: 93 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 84: 312 245 4 25 -1 -40 0 0 0 0 0: -191 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 67.3 26.1 23.1 7.2 0.0 0.0 0.0 0.0 1.0 0.0: 1.4 1.3
Old : 100.0: 65.3 67.3 26.1 23.1 7.2 0.0 0.0 0.0 0.0 1.0 0.0: 1.4 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 : 28: 16 13 4 5 5 0 0 0 0 . 0:
Old : 28: 16 13 4 5 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 : 59.8 56.8 79.7 81.2 57.7 52.7 70.2 68.3
Old : 59.8 56.8 79.7 81.2 57.7 52.7 70.2 68.3
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 - Options and Futures Combined, November 8, 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 : 10,607: 7,114 4,820 1,995 4,570 165 0 0 0 0 0 0: 1,333 1,052
Old : 10,607: 7,114 4,820 1,995 4,570 165 0 0 0 0 0 0: 1,333 1,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 73: 89 179 0 -50 0 0 0 0 0 0 0: -16 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 45.4 18.8 43.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 9.9
Old : 100.0: 67.1 45.4 18.8 43.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 13 . 6 . 0 0 0 0 0 0:
Old : 29: 18 13 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 50.5 75.6 74.2 54.4 50.5 61.3 66.1
Old : 61.6 50.5 75.6 74.2 54.4 50.5 61.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011