NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,212,169: 663,955 107,210 1,590,410 2,948,042 3,504,578 5,202,407 5,202,198: 9,762 9,971 Old : 5,212,169: 663,955 107,210 1,590,410 2,948,042 3,504,578 5,202,407 5,202,198: 9,762 9,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 120,834: 99,827 -7,176 -44,104 63,107 169,584 118,830 118,304: 2,004 2,530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 2.1 30.5 56.6 67.2 99.8 99.8: 0.2 0.2 Old : 100.0: 12.7 2.1 30.5 56.6 67.2 99.8 99.8: 0.2 0.2 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 : 226: 49 23 64 140 136 214 202: Old : 226: 49 23 64 140 136 214 202: 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 : 23.6 22.6 41.0 38.6 16.1 19.1 22.9 28.5 Old : 23.6 22.6 41.0 38.6 16.1 19.1 22.9 28.5 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 20, 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 : 246,077: 2,507 886 3,722 224,263 236,852 230,492 241,460: 15,585 4,617 Old : 246,077: 2,507 886 3,722 224,263 236,852 230,492 241,460: 15,585 4,617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 905: -883 -610 1,108 1,081 308 1,306 806: -401 99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.4 1.5 91.1 96.3 93.7 98.1: 6.3 1.9 Old : 100.0: 1.0 0.4 1.5 91.1 96.3 93.7 98.1: 6.3 1.9 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 2 32 38 37 41: Old : 46: 3 3 2 32 38 37 41: 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 : 46.7 59.9 64.7 73.3 42.6 48.0 51.9 58.9 Old : 46.7 59.9 64.7 73.3 42.6 48.0 51.9 58.9 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 20, 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 : 142,998: 1,423 523 3,364 136,488 136,043 141,275 139,930: 1,723 3,068 Old : 142,998: 1,423 523 3,364 136,488 136,043 141,275 139,930: 1,723 3,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 13,933: -53 -170 357 14,127 15,117 14,431 15,304: -498 -1,371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.4 2.4 95.4 95.1 98.8 97.9: 1.2 2.1 Old : 100.0: 1.0 0.4 2.4 95.4 95.1 98.8 97.9: 1.2 2.1 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 : 38: 3 1 3 30 31 34 34: Old : 38: 3 1 3 30 31 34 34: 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 : 56.5 41.2 79.3 61.4 41.6 35.0 54.8 44.6 Old : 56.5 41.2 79.3 61.4 41.6 35.0 54.8 44.6 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 20, 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 : 226,755: 5,819 13,871 664 212,827 206,458 219,310 220,993: 7,445 5,762 Old : 226,755: 5,819 13,871 664 212,827 206,458 219,310 220,993: 7,445 5,762 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 4,258: 211 5,755 -1,609 4,937 -576 3,539 3,570: 719 688 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 6.1 0.3 93.9 91.0 96.7 97.5: 3.3 2.5 Old : 100.0: 2.6 6.1 0.3 93.9 91.0 96.7 97.5: 3.3 2.5 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 : 39: 2 1 2 28 34 31 36: Old : 39: 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 : 53.7 42.5 75.6 63.1 47.5 31.9 57.6 45.8 Old : 53.7 42.5 75.6 63.1 47.5 31.9 57.6 45.8 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 20, 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 : 707,763: 1,949 22 11,382 686,794 692,493 700,125 703,897: 7,638 3,866 Old : 707,763: 1,949 22 11,382 686,794 692,493 700,125 703,897: 7,638 3,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 11,350: 419 -401 985 10,961 12,361 12,365 12,945: -1,015 -1,595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 1.6 97.0 97.8 98.9 99.5: 1.1 0.5 Old : 100.0: 0.3 0.0 1.6 97.0 97.8 98.9 99.5: 1.1 0.5 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: 2 1 5 52 44 57 49: Old : 61: 2 1 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 : 33.9 43.6 56.1 65.5 26.2 39.6 40.7 52.9 Old : 33.9 43.6 56.1 65.5 26.2 39.6 40.7 52.9 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 20, 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 : 201,097: 3,299 3,477 1,602 189,908 186,806 194,809 191,885: 6,288 9,212 Old : 201,097: 3,299 3,477 1,602 189,908 186,806 194,809 191,885: 6,288 9,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 720: 2,419 1,676 -397 -383 -414 1,639 865: -919 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.7 0.8 94.4 92.9 96.9 95.4: 3.1 4.6 Old : 100.0: 1.6 1.7 0.8 94.4 92.9 96.9 95.4: 3.1 4.6 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 : 43: 3 2 1 28 29 32 31: Old : 43: 3 2 1 28 29 32 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 57.0 70.8 74.1 49.1 57.0 62.9 67.8 Old : 54.5 57.0 70.8 74.1 49.1 57.0 62.9 67.8 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 20, 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 : 259,592: 6,937 1,031 5,301 240,677 250,289 252,915 256,621: 6,677 2,971 Old : 259,592: 6,937 1,031 5,301 240,677 250,289 252,915 256,621: 6,677 2,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : -3,833: -24 -60 -149 -4,332 -3,717 -4,505 -3,926: 672 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.4 2.0 92.7 96.4 97.4 98.9: 2.6 1.1 Old : 100.0: 2.7 0.4 2.0 92.7 96.4 97.4 98.9: 2.6 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 : 53: 2 2 3 35 39 38 43: Old : 53: 2 2 3 35 39 38 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 : 38.4 32.9 56.2 53.2 35.5 31.6 51.6 49.6 Old : 38.4 32.9 56.2 53.2 35.5 31.6 51.6 49.6 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 20, 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 : 101,472: 864 1,982 4,387 92,648 88,967 97,899 95,336: 3,573 6,136 Old : 101,472: 864 1,982 4,387 92,648 88,967 97,899 95,336: 3,573 6,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 3,335: -4,600 1,111 3,018 6,007 674 4,425 4,803: -1,090 -1,468 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 2.0 4.3 91.3 87.7 96.5 94.0: 3.5 6.0 Old : 100.0: 0.9 2.0 4.3 91.3 87.7 96.5 94.0: 3.5 6.0 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 : 37: 1 1 2 27 28 29 30: Old : 37: 1 1 2 27 28 29 30: 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 : 56.3 39.9 77.7 59.7 50.1 38.5 63.7 50.8 Old : 56.3 39.9 77.7 59.7 50.1 38.5 63.7 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012