NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,091,335: 564,128 114,386 1,634,514 2,884,935 3,334,994 5,083,577 5,083,894: 7,758 7,441 Old : 5,091,335: 564,128 114,386 1,634,514 2,884,935 3,334,994 5,083,577 5,083,894: 7,758 7,441 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : 8,914: -19,986 -13,583 30,663 -923 -7,001 9,754 10,079: -840 -1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 2.2 32.1 56.7 65.5 99.8 99.9: 0.2 0.1 Old : 100.0: 11.1 2.2 32.1 56.7 65.5 99.8 99.9: 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 : : : :# Traders : Number of Traders in Each Category : All : 220: 44 28 61 137 136 206 201: Old : 220: 44 28 61 137 136 206 201: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 245,172: 3,390 1,496 2,614 223,182 236,544 229,186 240,654: 15,986 4,518 Old : 245,172: 3,390 1,496 2,614 223,182 236,544 229,186 240,654: 15,986 4,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : -1,178: 586 670 -100 -2,427 -3,505 -1,941 -2,935: 763 1,757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.6 1.1 91.0 96.5 93.5 98.2: 6.5 1.8 Old : 100.0: 1.4 0.6 1.1 91.0 96.5 93.5 98.2: 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 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 3 4 33 37 38 42: Old : 46: 3 3 4 33 37 38 42: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 129,065: 1,476 693 3,007 122,361 120,926 126,844 124,626: 2,221 4,439 Old : 129,065: 1,476 693 3,007 122,361 120,926 126,844 124,626: 2,221 4,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : -3,009: -386 693 -111 -2,021 -4,454 -2,518 -3,872: -491 863 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.5 2.3 94.8 93.7 98.3 96.6: 1.7 3.4 Old : 100.0: 1.1 0.5 2.3 94.8 93.7 98.3 96.6: 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 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 3 28 29 32 32: Old : 36: 3 1 3 28 29 32 32: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 222,497: 5,608 8,116 2,273 207,890 207,034 215,771 217,423: 6,726 5,074 Old : 222,497: 5,608 8,116 2,273 207,890 207,034 215,771 217,423: 6,726 5,074 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : 3,014: 87 4,152 -783 2,749 -1,493 2,053 1,876: 961 1,138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 3.6 1.0 93.4 93.1 97.0 97.7: 3.0 2.3 Old : 100.0: 2.5 3.6 1.0 93.4 93.1 97.0 97.7: 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 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 1 2 28 34 31 36: Old : 40: 2 1 2 28 34 31 36: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 696,413: 1,530 423 10,397 675,833 680,132 687,760 690,952: 8,653 5,461 Old : 696,413: 1,530 423 10,397 675,833 680,132 687,760 690,952: 8,653 5,461 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : 4,617: -166 45 -719 6,609 5,964 5,724 5,290: -1,107 -673 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.1 1.5 97.0 97.7 98.8 99.2: 1.2 0.8 Old : 100.0: 0.2 0.1 1.5 97.0 97.7 98.8 99.2: 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 : : : :# Traders : Number of Traders in Each Category : All : 61: 1 2 5 52 44 57 49: Old : 61: 1 2 5 52 44 57 49: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 200,377: 880 1,801 1,999 190,291 187,220 193,170 191,020: 7,207 9,357 Old : 200,377: 880 1,801 1,999 190,291 187,220 193,170 191,020: 7,207 9,357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : 3,813: -2,541 1,801 1,646 7,268 -1,770 6,373 1,677: -2,560 2,136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.9 1.0 95.0 93.4 96.4 95.3: 3.6 4.7 Old : 100.0: 0.4 0.9 1.0 95.0 93.4 96.4 95.3: 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 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 2 1 27 29 29 31: Old : 41: 1 2 1 27 29 29 31: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 263,425: 6,961 1,091 5,450 245,009 254,006 257,420 260,547: 6,005 2,878 Old : 263,425: 6,961 1,091 5,450 245,009 254,006 257,420 260,547: 6,005 2,878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : 13,449: -368 298 -1,031 14,848 14,182 13,449 13,449: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.4 2.1 93.0 96.4 97.7 98.9: 2.3 1.1 Old : 100.0: 2.6 0.4 2.1 93.0 96.4 97.7 98.9: 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 : : : :# Traders : Number of Traders in Each Category : All : 54: 2 2 3 38 39 41 43: Old : 54: 2 2 3 38 39 41 43: Other: 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 98,137: 5,464 871 1,369 86,641 88,293 93,474 90,533: 4,663 7,604 Old : 98,137: 5,464 871 1,369 86,641 88,293 93,474 90,533: 4,663 7,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2012 : : -11,205: -626 400 -1,723 -8,840 -9,398 -11,189 -10,721: -16 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.9 1.4 88.3 90.0 95.2 92.3: 4.8 7.7 Old : 100.0: 5.6 0.9 1.4 88.3 90.0 95.2 92.3: 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 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 2 24 27 26 29: Old : 36: 1 1 2 24 27 26 29: Other: 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
Updated November 16, 2012