NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 5,091,335: 1,744,850 1,304,075 548,997 1,439,831 591,088 417,426 43,001 939,894 146,702 71,385 694,620: 7,758 7,441
Old : 5,091,335: 1,744,850 1,304,075 548,997 1,439,831 591,088 417,426 43,001 939,894 146,702 71,385 694,620: 7,758 7,441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 8,914: 7,226 -31,791 -16,501 16,438 8,352 21,473 -13,006 -15,294 -41,459 -577 45,957: -840 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 25.6 10.8 28.3 11.6 8.2 0.8 18.5 2.9 1.4 13.6: 0.2 0.1
Old : 100.0: 34.3 25.6 10.8 28.3 11.6 8.2 0.8 18.5 2.9 1.4 13.6: 0.2 0.1
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 : 220: 108 107 10 21 27 25 9 29 19 19 32:
Old : 220: 108 107 10 21 27 25 9 29 19 19 32:
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 : 23.5 22.7 40.5 38.7 17.1 19.1 23.6 27.8
Old : 23.5 22.7 40.5 38.7 17.1 19.1 23.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 245,172: 149,504 168,526 44,827 39,167 28,851 2,928 217 2,127 462 1,279 487: 15,986 4,518
Old : 245,172: 149,504 168,526 44,827 39,167 28,851 2,928 217 2,127 462 1,279 487: 15,986 4,518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,178: -3,366 207 1,504 -3,147 -565 682 0 71 -96 670 -171: 763 1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 68.7 18.3 16.0 11.8 1.2 0.1 0.9 0.2 0.5 0.2: 6.5 1.8
Old : 100.0: 61.0 68.7 18.3 16.0 11.8 1.2 0.1 0.9 0.2 0.5 0.2: 6.5 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 : 46: 25 29 5 . 8 . . . . . .:
Old : 46: 25 29 5 . 8 . . . . . .:
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 : 46.3 62.1 65.6 74.8 42.5 49.9 53.6 60.4
Old : 46.3 62.1 65.6 74.8 42.5 49.9 53.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 129,065: 81,436 58,583 12,196 33,614 28,729 1,269 693 2,811 207 0 196: 2,221 4,439
Old : 129,065: 81,436 58,583 12,196 33,614 28,729 1,269 693 2,811 207 0 196: 2,221 4,439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -3,009: 3,409 -5,084 -5,063 997 -367 -386 693 13 0 0 -124: -491 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 45.4 9.4 26.0 22.3 1.0 0.5 2.2 0.2 0.0 0.2: 1.7 3.4
Old : 100.0: 63.1 45.4 9.4 26.0 22.3 1.0 0.5 2.2 0.2 0.0 0.2: 1.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 19 . 7 9 . . . . 0 .:
Old : 36: 19 19 . 7 9 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 42.4 78.6 61.9 40.8 32.2 52.6 42.2
Old : 58.5 42.4 78.6 61.9 40.8 32.2 52.6 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 222,497: 158,060 93,287 16,852 80,769 32,978 5,186 8,116 2,056 422 0 217: 6,726 5,074
Old : 222,497: 158,060 93,287 16,852 80,769 32,978 5,186 8,116 2,056 422 0 217: 6,726 5,074
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,014: 3,591 -4,563 -2,035 1,877 1,193 518 4,152 -1,000 -431 0 217: 961 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 41.9 7.6 36.3 14.8 2.3 3.6 0.9 0.2 0.0 0.1: 3.0 2.3
Old : 100.0: 71.0 41.9 7.6 36.3 14.8 2.3 3.6 0.9 0.2 0.0 0.1: 3.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 17 21 5 8 11 . . . . 0 .:
Old : 40: 17 21 5 8 11 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 45.3 74.8 62.4 48.5 32.8 57.2 44.2
Old : 52.8 45.3 74.8 62.4 48.5 32.8 57.2 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 696,413: 545,766 219,357 12,756 343,464 117,311 1,530 328 9,932 0 95 465: 8,653 5,461
Old : 696,413: 545,766 219,357 12,756 343,464 117,311 1,530 328 9,932 0 95 465: 8,653 5,461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 4,617: 4,773 599 -241 3,288 2,077 -166 14 -688 0 31 -31: -1,107 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 31.5 1.8 49.3 16.8 0.2 0.0 1.4 0.0 0.0 0.1: 1.2 0.8
Old : 100.0: 78.4 31.5 1.8 49.3 16.8 0.2 0.0 1.4 0.0 0.0 0.1: 1.2 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 : 61: 35 25 7 12 17 . . 4 0 . .:
Old : 61: 35 25 7 12 17 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 43.3 56.9 65.5 26.2 39.2 41.1 52.6
Old : 34.4 43.3 56.9 65.5 26.2 39.2 41.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 200,377: 131,398 171,387 48,918 5,858 9,975 0 1,801 1,999 880 0 0: 7,207 9,357
Old : 200,377: 131,398 171,387 48,918 5,858 9,975 0 1,801 1,999 880 0 0: 7,207 9,357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,813: 5,984 -2,626 428 0 856 -3,421 1,801 1,646 880 0 0: -2,560 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 85.5 24.4 2.9 5.0 0.0 0.9 1.0 0.4 0.0 0.0: 3.6 4.7
Old : 100.0: 65.6 85.5 24.4 2.9 5.0 0.0 0.9 1.0 0.4 0.0 0.0: 3.6 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 : 41: 23 24 . . . 0 . . . 0 0:
Old : 41: 23 24 . . . 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 : 54.5 58.2 70.9 74.8 48.6 58.2 63.0 68.9
Old : 54.5 58.2 70.9 74.8 48.6 58.2 63.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 263,425: 204,286 179,172 34,862 68,973 5,861 6,961 359 5,450 0 732 0: 6,005 2,878
Old : 263,425: 204,286 179,172 34,862 68,973 5,861 6,961 359 5,450 0 732 0: 6,005 2,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 13,449: 10,902 10,507 3,269 2,998 677 -368 359 -1,031 0 -61 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 68.0 13.2 26.2 2.2 2.6 0.1 2.1 0.0 0.3 0.0: 2.3 1.1
Old : 100.0: 77.5 68.0 13.2 26.2 2.2 2.6 0.1 2.1 0.0 0.3 0.0: 2.3 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: 31 26 5 11 4 . . . 0 . 0:
Old : 54: 31 26 5 11 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 : 39.7 34.3 56.5 54.1 36.8 32.8 52.3 49.1
Old : 39.7 34.3 56.5 54.1 36.8 32.8 52.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 98,137: 70,939 36,236 5,151 41,506 10,551 5,464 0 953 0 871 416: 4,663 7,604
Old : 98,137: 70,939 36,236 5,151 41,506 10,551 5,464 0 953 0 871 416: 4,663 7,604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -11,205: -9,341 -2,852 1,588 -5,459 -1,087 -626 0 -1,723 0 400 0: -16 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 36.9 5.2 42.3 10.8 5.6 0.0 1.0 0.0 0.9 0.4: 4.8 7.7
Old : 100.0: 72.3 36.9 5.2 42.3 10.8 5.6 0.0 1.0 0.0 0.9 0.4: 4.8 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 : 36: 15 16 5 8 7 . 0 . 0 . .:
Old : 36: 15 16 5 8 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 : 53.0 42.7 78.6 63.1 47.3 40.9 65.6 53.7
Old : 53.0 42.7 78.6 63.1 47.3 40.9 65.6 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,150,704: 113,951 154,052 201,845 121,315 87,671 208,266 210,849 264,321 23,054 98,238 175,073: 76,523 39,185
Old : 1,150,704: 113,951 154,052 201,845 121,315 87,671 208,266 210,849 264,321 23,054 98,238 175,073: 76,523 39,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -25,237: -5,999 -3,936 3,320 -19,458 -3,340 -25,234 -6,367 4,172 -1,455 -595 5,464: -2,165 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.4 17.5 10.5 7.6 18.1 18.3 23.0 2.0 8.5 15.2: 6.7 3.4
Old : 100.0: 9.9 13.4 17.5 10.5 7.6 18.1 18.3 23.0 2.0 8.5 15.2: 6.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 300: 48 41 25 10 28 78 44 70 34 41 59:
Old : 300: 48 41 25 10 28 78 44 70 34 41 59:
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 : 17.1 28.4 29.4 41.5 10.6 20.4 17.7 27.1
Old : 17.1 28.4 29.4 41.5 10.6 20.4 17.7 27.1
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 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 116,954: 17,712 14,408 17,546 6,683 21,376 8,836 6,850 1,000 22,198 39,745 25,123: 3,163 1,769
Old : 116,954: 17,712 14,408 17,546 6,683 21,376 8,836 6,850 1,000 22,198 39,745 25,123: 3,163 1,769
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,529: 368 331 -6,248 2,780 2,818 0 -50 250 -350 -9,196 4,469: 222 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 15.0 5.7 18.3 7.6 5.9 0.9 19.0 34.0 21.5: 2.7 1.5
Old : 100.0: 15.1 12.3 15.0 5.7 18.3 7.6 5.9 0.9 19.0 34.0 21.5: 2.7 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 : 43: 12 11 4 7 11 . 4 4 6 7 11:
Old : 43: 12 11 4 7 11 . 4 4 6 7 11:
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 : 41.6 48.9 57.1 69.8 34.0 37.3 44.1 47.3
Old : 41.6 48.9 57.1 69.8 34.0 37.3 44.1 47.3
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 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,548,367: 590,548 563,879 212,564 775,954 439,138 266,348 50,766 501,063 310,457 1,869 197,536: 30,713 18,162
Old : 2,548,367: 590,548 563,879 212,564 775,954 439,138 266,348 50,766 501,063 310,457 1,869 197,536: 30,713 18,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 26,029: 9,181 10,483 2,092 13,780 -17,244 9,010 917 9,383 6,156 31 9,114: -1,663 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.1 8.3 30.4 17.2 10.5 2.0 19.7 12.2 0.1 7.8: 1.2 0.7
Old : 100.0: 23.2 22.1 8.3 30.4 17.2 10.5 2.0 19.7 12.2 0.1 7.8: 1.2 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 : 150: 67 62 4 18 22 18 8 25 19 6 16:
Old : 150: 67 62 4 18 22 18 8 25 19 6 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 : 24.1 26.4 37.7 44.0 12.5 18.0 21.3 27.5
Old : 24.1 26.4 37.7 44.0 12.5 18.0 21.3 27.5
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 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 995,032: 97,022 146,983 300,060 118,564 271,909 77,810 87,403 118,660 18,331 139,854 103,784: 7,456 7,875
Old : 995,032: 97,022 146,983 300,060 118,564 271,909 77,810 87,403 118,660 18,331 139,854 103,784: 7,456 7,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,485: 775 3,710 3,823 -1,063 -4,978 -8,472 -2,669 7,729 1,744 -2,887 3,377: -513 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.8 30.2 11.9 27.3 7.8 8.8 11.9 1.8 14.1 10.4: 0.7 0.8
Old : 100.0: 9.8 14.8 30.2 11.9 27.3 7.8 8.8 11.9 1.8 14.1 10.4: 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 : 86: 17 16 16 6 17 9 13 15 11 11 18:
Old : 86: 17 16 16 6 17 9 13 15 11 11 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 32.3 60.6 56.5 22.4 22.3 31.0 33.6
Old : 42.0 32.3 60.6 56.5 22.4 22.3 31.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,875: 26,506 26,460 1,121 3,519 1,556 1,800 0 0 375 0 0: 517 340
Old : 31,875: 26,506 26,460 1,121 3,519 1,556 1,800 0 0 375 0 0: 517 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,008: 2,893 2,993 255 75 -80 0 0 0 0 0 0: -60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 83.0 3.5 11.0 4.9 5.6 0.0 0.0 1.2 0.0 0.0: 1.6 1.1
Old : 100.0: 83.2 83.0 3.5 11.0 4.9 5.6 0.0 0.0 1.2 0.0 0.0: 1.6 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 : 44: 28 27 . 8 7 . 0 0 . 0 0:
Old : 44: 28 27 . 8 7 . 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 : 42.4 54.2 60.2 69.3 39.0 47.2 49.9 57.1
Old : 42.4 54.2 60.2 69.3 39.0 47.2 49.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,352: 5,623 5,258 1,126 576 1,142 0 600 0 117 350 66: 278 360
Old : 8,352: 5,623 5,258 1,126 576 1,142 0 600 0 117 350 66: 278 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 27: 95 -260 -175 55 120 0 0 0 0 100 0: -13 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 63.0 13.5 6.9 13.7 0.0 7.2 0.0 1.4 4.2 0.8: 3.3 4.3
Old : 100.0: 67.3 63.0 13.5 6.9 13.7 0.0 7.2 0.0 1.4 4.2 0.8: 3.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 18 5 . 7 0 . 0 . . .:
Old : 34: 18 18 5 . 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 : 53.8 51.8 69.0 70.0 51.3 50.1 64.8 63.3
Old : 53.8 51.8 69.0 70.0 51.3 50.1 64.8 63.3
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 - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,339: 5,253 4,807 3,545 4,865 171 0 0 0 850 0 60: 460 436
Old : 10,339: 5,253 4,807 3,545 4,865 171 0 0 0 850 0 60: 460 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -256: -49 -106 -45 5 -50 0 0 0 0 0 0: -112 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 46.5 34.3 47.1 1.7 0.0 0.0 0.0 8.2 0.0 0.6: 4.4 4.2
Old : 100.0: 50.8 46.5 34.3 47.1 1.7 0.0 0.0 0.0 8.2 0.0 0.6: 4.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 11 . 7 . 0 0 0 . 0 .:
Old : 28: 13 11 . 7 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 49.2 79.5 74.5 55.6 48.6 69.5 66.0
Old : 55.9 49.2 79.5 74.5 55.6 48.6 69.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,723: 3,764 2,440 304 2,002 86 0 0 0 138 25 0: 431 170
Old : 4,723: 3,764 2,440 304 2,002 86 0 0 0 138 25 0: 431 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2: 0 0 0 -2 2 0 0 0 0 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0: 9.1 3.6
Old : 100.0: 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0: 9.1 3.6
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 : 22: 11 9 . 5 . 0 0 0 . . 0:
Old : 22: 11 9 . 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 : 76.7 56.2 85.9 84.6 76.7 55.0 83.7 80.3
Old : 76.7 56.2 85.9 84.6 76.7 55.0 83.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012