Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 5,212,169 : : Positions : :1,823,091 1,377,992 515,330 1,516,965 609,621 439,745 43,802 937,536 224,210 63,408 652,874 : : : : Changes from: November 13, 2012 : : 78,241 73,917 -33,667 77,134 18,533 22,319 801 -2,358 77,508 -7,977 -41,746 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 26.4 9.9 29.1 11.7 8.4 0.8 18.0 4.3 1.2 12.5 : : : : Number of Traders in Each Category Total Traders: 226 : : 110 106 11 21 28 24 8 29 25 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 246,077 : : Positions : : 149,755 171,358 44,244 35,230 30,264 1,090 343 2,747 1,417 543 975 : : : : Changes from: November 13, 2012 : : 251 2,832 -583 -3,937 1,413 -1,838 126 620 955 -736 488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 69.6 18.0 14.3 12.3 0.4 0.1 1.1 0.6 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 30 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 142,998 : : Positions : : 91,741 71,748 17,137 36,685 27,610 1,337 523 3,140 86 0 224 : : : : Changes from: November 13, 2012 : : 10,305 13,165 4,941 3,071 -1,119 68 -170 329 -121 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 50.2 12.0 25.7 19.3 0.9 0.4 2.2 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 226,755 : : Positions : : 163,313 97,555 16,160 75,549 33,354 5,217 13,871 447 602 0 217 : : : : Changes from: November 13, 2012 : : 5,253 4,268 -692 -5,220 376 31 5,755 -1,609 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 43.0 7.1 33.3 14.7 2.3 6.1 0.2 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 21 4 9 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 707,763 : : Positions : : 555,300 221,788 12,053 351,264 119,441 1,870 22 10,934 79 0 448 : : : : Changes from: November 13, 2012 : : 9,534 2,431 -703 7,800 2,130 340 -306 1,002 79 -95 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 31.3 1.7 49.6 16.9 0.3 0.0 1.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 25 6 13 17 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 201,097 : : Positions : : 131,015 169,980 47,556 5,489 11,337 2,140 3,477 1,602 1,159 0 0 : : : : Changes from: November 13, 2012 : : -383 -1,407 -1,362 -369 1,362 2,140 1,676 -397 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 84.5 23.6 2.7 5.6 1.1 1.7 0.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 259,592 : : Positions : : 199,742 173,966 35,164 70,552 5,771 6,937 299 5,301 0 732 0 : : : : Changes from: November 13, 2012 : : -4,544 -5,206 302 1,579 -90 -24 -60 -149 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 67.0 13.5 27.2 2.2 2.7 0.1 2.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 26 5 11 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 101,472 : : Positions : : 76,691 38,663 6,917 41,264 9,040 864 0 4,325 0 1,982 62 : : : : Changes from: November 13, 2012 : : 5,752 2,427 1,766 -242 -1,511 -4,600 0 3,372 0 1,111 -354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 38.1 6.8 40.7 8.9 0.9 0.0 4.3 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 5 8 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 1,156,533 : : Positions : : 112,420 153,869 202,826 117,373 81,643 223,470 211,397 273,137 20,129 113,879 162,907 : : : : Changes from: November 13, 2012 : : -1,531 -183 981 -3,942 -6,028 15,204 548 8,816 -2,925 15,641 -12,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 13.3 17.5 10.1 7.1 19.3 18.3 23.6 1.7 9.8 14.1 : : : : Number of Traders in Each Category Total Traders: 295 : : 45 40 25 10 25 78 43 66 34 44 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 123,362 : : Positions : : 18,013 15,327 17,412 6,858 24,135 9,903 6,850 1,582 22,539 40,071 26,860 : : : : Changes from: November 13, 2012 : : 301 919 -134 175 2,759 1,067 0 582 341 326 1,737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 12.4 14.1 5.6 19.6 8.0 5.6 1.3 18.3 32.5 21.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 12 4 7 11 4 4 5 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 2,549,726 : : Positions : : 592,625 562,835 213,328 803,209 423,246 281,494 54,203 489,675 322,925 1,242 195,948 : : : : Changes from: November 13, 2012 : : 2,077 -1,044 764 27,255 -15,892 15,146 3,437 -11,388 12,468 -627 -1,588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 22.1 8.4 31.5 16.6 11.0 2.1 19.2 12.7 0.0 7.7 : : : : Number of Traders in Each Category Total Traders: 153 : : 68 62 6 18 24 18 9 25 20 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 1,019,932 : : Positions : : 95,823 149,799 299,282 111,975 284,853 79,710 95,342 127,485 23,169 141,748 103,329 : : : : Changes from: November 13, 2012 : : -1,199 2,816 -778 -6,589 12,944 1,900 7,939 8,825 4,838 1,894 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 14.7 29.3 11.0 27.9 7.8 9.3 12.5 2.3 13.9 10.1 : : : : Number of Traders in Each Category Total Traders: 91 : : 17 19 16 7 18 8 15 16 10 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 31,924 : : Positions : : 26,571 26,684 1,205 3,212 1,423 1,800 0 0 375 232 0 : : : : Changes from: November 13, 2012 : : 65 224 84 -307 -133 0 0 0 0 232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 83.6 3.8 10.1 4.5 5.6 0.0 0.0 1.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 7 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 8,430 : : Positions : : 5,714 5,323 835 576 1,135 0 600 0 392 350 66 : : : : Changes from: November 13, 2012 : : 91 65 -291 0 -7 0 0 0 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 63.1 9.9 6.8 13.5 0.0 7.1 0.0 4.7 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 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 10,349 : : Positions : : 5,253 4,817 2,974 4,865 171 0 0 0 1,416 0 60 : : : : Changes from: November 13, 2012 : : 0 10 -571 0 0 0 0 0 566 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 46.5 28.7 47.0 1.7 0.0 0.0 0.0 13.7 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 20, 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 4,753 : : Positions : : 3,794 2,490 55 2,002 86 0 0 0 387 0 0 : : : : Changes from: November 13, 2012 : : 30 50 -249 0 0 0 0 0 249 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 52.4 1.2 42.1 1.8 0.0 0.0 0.0 8.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 26, 2012