Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,091,335 : : Positions : :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 : : : : Changes from: November 6, 2012 : : 7,226 -31,791 -16,501 16,438 8,352 21,473 -13,006 -15,294 -41,459 -577 45,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 25.6 10.8 28.3 11.6 8.2 0.8 18.5 2.9 1.4 13.6 : : : : Number of Traders in Each Category Total Traders: 220 : : 108 107 10 21 27 25 9 29 19 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 245,172 : : Positions : : 149,504 168,526 44,827 39,167 28,851 2,928 217 2,127 462 1,279 487 : : : : Changes from: November 6, 2012 : : -3,366 207 1,504 -3,147 -565 682 0 71 -96 670 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 68.7 18.3 16.0 11.8 1.2 0.1 0.9 0.2 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 29 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 129,065 : : Positions : : 81,436 58,583 12,196 33,614 28,729 1,269 693 2,811 207 0 196 : : : : Changes from: November 6, 2012 : : 3,409 -5,084 -5,063 997 -367 -386 693 13 0 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 45.4 9.4 26.0 22.3 1.0 0.5 2.2 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 222,497 : : Positions : : 158,060 93,287 16,852 80,769 32,978 5,186 8,116 2,056 422 0 217 : : : : Changes from: November 6, 2012 : : 3,591 -4,563 -2,035 1,877 1,193 518 4,152 -1,000 -431 0 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 41.9 7.6 36.3 14.8 2.3 3.6 0.9 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 21 5 8 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 696,413 : : Positions : : 545,766 219,357 12,756 343,464 117,311 1,530 328 9,932 0 95 465 : : : : Changes from: November 6, 2012 : : 4,773 599 -241 3,288 2,077 -166 14 -688 0 31 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 31.5 1.8 49.3 16.8 0.2 0.0 1.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 25 7 12 17 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 200,377 : : Positions : : 131,398 171,387 48,918 5,858 9,975 0 1,801 1,999 880 0 0 : : : : Changes from: November 6, 2012 : : 5,984 -2,626 428 0 856 -3,421 1,801 1,646 880 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 85.5 24.4 2.9 5.0 0.0 0.9 1.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 263,425 : : Positions : : 204,286 179,172 34,862 68,973 5,861 6,961 359 5,450 0 732 0 : : : : Changes from: November 6, 2012 : : 10,902 10,507 3,269 2,998 677 -368 359 -1,031 0 -61 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 68.0 13.2 26.2 2.2 2.6 0.1 2.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 26 5 11 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 98,137 : : Positions : : 70,939 36,236 5,151 41,506 10,551 5,464 0 953 0 871 416 : : : : Changes from: November 6, 2012 : : -9,341 -2,852 1,588 -5,459 -1,087 -626 0 -1,723 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 36.9 5.2 42.3 10.8 5.6 0.0 1.0 0.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 5 8 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,150,704 : : Positions : : 113,951 154,052 201,845 121,315 87,671 208,266 210,849 264,321 23,054 98,238 175,073 : : : : Changes from: November 6, 2012 : : -5,999 -3,936 3,320 -19,458 -3,340 -25,234 -6,367 4,172 -1,455 -595 5,464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 13.4 17.5 10.5 7.6 18.1 18.3 23.0 2.0 8.5 15.2 : : : : Number of Traders in Each Category Total Traders: 300 : : 48 41 25 10 28 78 44 70 34 41 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 116,954 : : Positions : : 17,712 14,408 17,546 6,683 21,376 8,836 6,850 1,000 22,198 39,745 25,123 : : : : Changes from: November 6, 2012 : : 368 331 -6,248 2,780 2,818 0 -50 250 -350 -9,196 4,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 12.3 15.0 5.7 18.3 7.6 5.9 0.9 19.0 34.0 21.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 11 4 7 11 . 4 4 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,548,367 : : Positions : : 590,548 563,879 212,564 775,954 439,138 266,348 50,766 501,063 310,457 1,869 197,536 : : : : Changes from: November 6, 2012 : : 9,181 10,483 2,092 13,780 -17,244 9,010 917 9,383 6,156 31 9,114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 22.1 8.3 30.4 17.2 10.5 2.0 19.7 12.2 0.1 7.8 : : : : Number of Traders in Each Category Total Traders: 150 : : 67 62 4 18 22 18 8 25 19 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 995,032 : : Positions : : 97,022 146,983 300,060 118,564 271,909 77,810 87,403 118,660 18,331 139,854 103,784 : : : : Changes from: November 6, 2012 : : 775 3,710 3,823 -1,063 -4,978 -8,472 -2,669 7,729 1,744 -2,887 3,377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 14.8 30.2 11.9 27.3 7.8 8.8 11.9 1.8 14.1 10.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 17 16 16 6 17 9 13 15 11 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 31,875 : : Positions : : 26,506 26,460 1,121 3,519 1,556 1,800 0 0 375 0 0 : : : : Changes from: November 6, 2012 : : 2,893 2,993 255 75 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 83.0 3.5 11.0 4.9 5.6 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 27 . 8 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,352 : : Positions : : 5,623 5,258 1,126 576 1,142 0 600 0 117 350 66 : : : : Changes from: November 6, 2012 : : 95 -260 -175 55 120 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 63.0 13.5 6.9 13.7 0.0 7.2 0.0 1.4 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 5 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,339 : : Positions : : 5,253 4,807 3,545 4,865 171 0 0 0 850 0 60 : : : : Changes from: November 6, 2012 : : -49 -106 -45 5 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 46.5 34.3 47.1 1.7 0.0 0.0 0.0 8.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,723 : : Positions : : 3,764 2,440 304 2,002 86 0 0 0 138 25 0 : : : : Changes from: November 6, 2012 : : 0 0 0 -2 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 16, 2012