NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 4,589,794: 1,637,466 1,215,863 448,578 1,187,254 600,462 321,919 177,133 734,271 246,801 80,158 582,949: 17,348 11,704
Old : 4,589,794: 1,637,466 1,215,863 448,578 1,187,254 600,462 321,919 177,133 734,271 246,801 80,158 582,949: 17,348 11,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 10,151: -39,340 25,305 -8,590 -30,673 7,695 -37,884 -4,067 47,230 81,251 1,278 -38,375: -1,836 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 26.5 9.8 25.9 13.1 7.0 3.9 16.0 5.4 1.7 12.7: 0.4 0.3
Old : 100.0: 35.7 26.5 9.8 25.9 13.1 7.0 3.9 16.0 5.4 1.7 12.7: 0.4 0.3
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 : 219: 113 109 8 23 27 23 13 31 20 14 28:
Old : 219: 113 109 8 23 27 23 13 31 20 14 28:
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 : 21.2 21.1 34.9 34.4 15.1 17.5 22.1 24.9
Old : 21.2 21.1 34.9 34.4 15.1 17.5 22.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 289,999: 180,507 199,869 46,806 29,849 37,914 4,317 11,895 5,547 302 1,246 1,378: 13,228 2,301
Old : 289,999: 180,507 199,869 46,806 29,849 37,914 4,317 11,895 5,547 302 1,246 1,378: 13,228 2,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,951: 2,610 3,891 -1,748 -4,132 3,524 1,094 -986 1,477 -2,195 1,037 115: 74 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 68.9 16.1 10.3 13.1 1.5 4.1 1.9 0.1 0.4 0.5: 4.6 0.8
Old : 100.0: 62.2 68.9 16.1 10.3 13.1 1.5 4.1 1.9 0.1 0.4 0.5: 4.6 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 : 51: 28 30 6 . 8 . . . . . 4:
Old : 51: 28 30 6 . 8 . . . . . 4:
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 : 49.0 56.4 64.6 70.3 42.7 41.0 51.9 53.1
Old : 49.0 56.4 64.6 70.3 42.7 41.0 51.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 155,797: 96,732 76,979 13,973 33,428 34,478 3,553 3,772 3,242 1,157 0 369: 2,293 3,529
Old : 155,797: 96,732 76,979 13,973 33,428 34,478 3,553 3,772 3,242 1,157 0 369: 2,293 3,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,615: 1,501 -2,146 -5,331 33 909 793 466 -200 1,092 0 31: -410 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 49.4 9.0 21.5 22.1 2.3 2.4 2.1 0.7 0.0 0.2: 1.5 2.3
Old : 100.0: 62.1 49.4 9.0 21.5 22.1 2.3 2.4 2.1 0.7 0.0 0.2: 1.5 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 : 39: 22 22 4 6 9 . . . . 0 .:
Old : 39: 22 22 4 6 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 : 60.1 41.7 78.0 60.8 44.9 33.4 53.3 43.8
Old : 60.1 41.7 78.0 60.8 44.9 33.4 53.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 258,139: 186,386 117,567 18,311 75,120 45,514 782 11,149 3,637 250 0 240: 3,019 4,912
Old : 258,139: 186,386 117,567 18,311 75,120 45,514 782 11,149 3,637 250 0 240: 3,019 4,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,706: 3,074 3,196 -1,257 -2,049 5,422 782 1,395 1,674 250 0 240: -2,479 -2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 45.5 7.1 29.1 17.6 0.3 4.3 1.4 0.1 0.0 0.1: 1.2 1.9
Old : 100.0: 72.2 45.5 7.1 29.1 17.6 0.3 4.3 1.4 0.1 0.0 0.1: 1.2 1.9
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 : 51: 26 25 7 8 14 . 4 . . 0 .:
Old : 51: 26 25 7 8 14 . 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 : 51.8 40.5 73.1 60.6 44.0 26.5 52.7 40.9
Old : 51.8 40.5 73.1 60.6 44.0 26.5 52.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 718,346: 538,143 236,606 25,308 326,614 131,704 1,769 3,066 16,961 0 55 896: 3,565 2,444
Old : 718,346: 538,143 236,606 25,308 326,614 131,704 1,769 3,066 16,961 0 55 896: 3,565 2,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,109: 2,938 -100 1,852 2,258 2,858 248 -695 -145 -3,277 55 -1,232: -133 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 32.9 3.5 45.5 18.3 0.2 0.4 2.4 0.0 0.0 0.1: 0.5 0.3
Old : 100.0: 74.9 32.9 3.5 45.5 18.3 0.2 0.4 2.4 0.0 0.0 0.1: 0.5 0.3
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 : 66: 36 26 10 11 19 . . 5 0 . .:
Old : 66: 36 26 10 11 19 . . 5 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 : 34.9 42.2 55.4 63.9 23.7 36.8 39.2 48.8
Old : 34.9 42.2 55.4 63.9 23.7 36.8 39.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 211,999: 147,940 184,428 39,729 7,713 14,843 596 74 1,309 0 0 0: 7,582 3,632
Old : 211,999: 147,940 184,428 39,729 7,713 14,843 596 74 1,309 0 0 0: 7,582 3,632
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,337: -18 -1,069 -2,653 0 2,436 558 74 111 -953 0 0: 1,856 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 87.0 18.7 3.6 7.0 0.3 0.0 0.6 0.0 0.0 0.0: 3.6 1.7
Old : 100.0: 69.8 87.0 18.7 3.6 7.0 0.3 0.0 0.6 0.0 0.0 0.0: 3.6 1.7
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 : 43: 27 29 . . . . . . 0 0 0:
Old : 43: 27 29 . . . . . . 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 : 51.9 57.0 71.4 76.7 43.8 56.9 58.9 68.8
Old : 51.9 57.0 71.4 76.7 43.8 56.9 58.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 280,801: 204,760 196,768 41,118 65,196 5,960 14,238 797 8,866 0 0 0: 5,859 3,214
Old : 280,801: 204,760 196,768 41,118 65,196 5,960 14,238 797 8,866 0 0 0: 5,859 3,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -780: -2,652 1,152 10,915 1,105 175 -6,667 5 -3,008 0 0 0: 457 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 70.1 14.6 23.2 2.1 5.1 0.3 3.2 0.0 0.0 0.0: 2.1 1.1
Old : 100.0: 72.9 70.1 14.6 23.2 2.1 5.1 0.3 3.2 0.0 0.0 0.0: 2.1 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 : 55: 31 30 6 10 10 . . 4 0 0 0:
Old : 55: 31 30 6 10 10 . . 4 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 : 33.3 43.2 52.1 59.5 29.1 42.8 46.6 56.4
Old : 33.3 43.2 52.1 59.5 29.1 42.8 46.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 128,564: 97,998 56,516 5,490 49,162 7,786 6,803 775 7,746 0 0 0: 2,741 6,579
Old : 128,564: 97,998 56,516 5,490 49,162 7,786 6,803 775 7,746 0 0 0: 2,741 6,579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,963: -1,930 -3,175 -124 -3,357 217 -4,183 775 3,365 0 0 0: -308 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 44.0 4.3 38.2 6.1 5.3 0.6 6.0 0.0 0.0 0.0: 2.1 5.1
Old : 100.0: 76.2 44.0 4.3 38.2 6.1 5.3 0.6 6.0 0.0 0.0 0.0: 2.1 5.1
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 : 45: 25 21 4 8 8 4 . . 0 0 0:
Old : 45: 25 21 4 8 8 4 . . 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 : 60.1 44.9 74.5 67.3 57.4 41.3 66.1 53.8
Old : 60.1 44.9 74.5 67.3 57.4 41.3 66.1 53.8
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 - Options and Futures Combined, September 25, 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 : 1,095,991: 125,369 150,557 196,296 110,269 73,333 202,944 212,824 242,499 36,436 123,124 142,499: 76,615 40,886
Old : 1,095,991: 125,369 150,557 196,296 110,269 73,333 202,944 212,824 242,499 36,436 123,124 142,499: 76,615 40,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -65,418: -3,811 -2,467 2,869 -2,690 -8,101 -2,414 -5,178 -24,589 -4,034 2,020 -21,148: -4,190 -3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 17.9 10.1 6.7 18.5 19.4 22.1 3.3 11.2 13.0: 7.0 3.7
Old : 100.0: 11.4 13.7 17.9 10.1 6.7 18.5 19.4 22.1 3.3 11.2 13.0: 7.0 3.7
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 : 310: 46 42 20 10 23 73 66 83 43 40 64:
Old : 310: 46 42 20 10 23 73 66 83 43 40 64:
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 : 16.4 22.3 28.3 36.2 11.4 16.3 19.2 24.0
Old : 16.4 22.3 28.3 36.2 11.4 16.3 19.2 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 22,328: 12,813 3,849 4,919 9,684 1,073 365 1,860 694 0 0 0: 2,464 5,168
Old : 22,328: 12,813 3,849 4,919 9,684 1,073 365 1,860 694 0 0 0: 2,464 5,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 0: 0 124 0 0 0 124 0 -124 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 17.2 22.0 43.4 4.8 1.6 8.3 3.1 0.0 0.0 0.0: 11.0 23.1
Old : 100.0: 57.4 17.2 22.0 43.4 4.8 1.6 8.3 3.1 0.0 0.0 0.0: 11.0 23.1
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 : 23: 8 8 . 5 . . . . 0 0 0:
Old : 23: 8 8 . 5 . . . . 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 : 69.7 47.4 85.5 62.0 67.8 44.5 78.7 58.5
Old : 69.7 47.4 85.5 62.0 67.8 44.5 78.7 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 1,555,402: 180,341 165,518 23,659 90,346 737,331 45,177 21,784 213,623 35,052 7,902 315,201: 5,019 3,698
Old : 1,555,402: 180,341 165,518 23,659 90,346 737,331 45,177 21,784 213,623 35,052 7,902 315,201: 5,019 3,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -253,926: -24,603 -26,905 -7,204 21,884 -87,870 457 -31,629 -64,759 -6,659 -1,943 -64,195: 906 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.6 1.5 5.8 47.4 2.9 1.4 13.7 2.3 0.5 20.3: 0.3 0.2
Old : 100.0: 11.6 10.6 1.5 5.8 47.4 2.9 1.4 13.7 2.3 0.5 20.3: 0.3 0.2
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 : 134: 34 31 7 15 22 25 19 32 18 13 24:
Old : 134: 34 31 7 15 22 25 19 32 18 13 24:
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 : 37.1 39.6 59.2 61.5 3.1 4.3 5.1 6.2
Old : 37.1 39.6 59.2 61.5 3.1 4.3 5.1 6.2
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 - Options and Futures Combined, September 25, 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 : 111,417: 19,482 10,491 16,455 3,994 21,718 5,818 600 5,493 13,649 40,873 25,635: 3,167 2,614
Old : 111,417: 19,482 10,491 16,455 3,994 21,718 5,818 600 5,493 13,649 40,873 25,635: 3,167 2,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,475: 771 -11 486 22 602 90 0 660 -330 436 1,952: 245 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.4 14.8 3.6 19.5 5.2 0.5 4.9 12.3 36.7 23.0: 2.8 2.3
Old : 100.0: 17.5 9.4 14.8 3.6 19.5 5.2 0.5 4.9 12.3 36.7 23.0: 2.8 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 : 46: 12 11 8 4 12 4 . . 6 7 11:
Old : 46: 12 11 8 4 12 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 : 38.7 53.4 56.4 73.2 27.2 35.9 34.3 40.4
Old : 38.7 53.4 56.4 73.2 27.2 35.9 34.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 25,817: 3,993 1,630 0 2,319 3,828 2,202 1,472 1,402 6,415 6,562 3,771: 4,206 4,833
Old : 25,817: 3,993 1,630 0 2,319 3,828 2,202 1,472 1,402 6,415 6,562 3,771: 4,206 4,833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.3 0.0 9.0 14.8 8.5 5.7 5.4 24.8 25.4 14.6: 16.3 18.7
Old : 100.0: 15.5 6.3 0.0 9.0 14.8 8.5 5.7 5.4 24.8 25.4 14.6: 16.3 18.7
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 : 20: . . 0 . . 4 . . 5 . 4:
Old : 20: . . 0 . . 4 . . 5 . 4:
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 : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8
Old : 44.9 53.4 65.7 73.0 27.8 33.4 39.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 28,986: 985 1,235 303 1,750 5,111 7,896 8,514 9,985 2,403 270 2,039: 264 81
Old : 28,986: 985 1,235 303 1,750 5,111 7,896 8,514 9,985 2,403 270 2,039: 264 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -34,173: -3,783 -2,682 -1,255 -820 -1,786 -5,254 -7,318 -19,035 -1,282 -420 -1,637: -142 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.3 1.0 6.0 17.6 27.2 29.4 34.4 8.3 0.9 7.0: 0.9 0.3
Old : 100.0: 3.4 4.3 1.0 6.0 17.6 27.2 29.4 34.4 8.3 0.9 7.0: 0.9 0.3
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 : 32: 5 9 . 4 . . 7 5 . . .:
Old : 32: 5 9 . 4 . . 7 5 . . .:
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 : 72.8 61.8 90.8 85.4 32.8 28.8 37.0 35.1
Old : 72.8 61.8 90.8 85.4 32.8 28.8 37.0 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 53,780: 28,248 23,482 12,897 13,948 6,269 0 231 2,316 0 0 0: 4,050 7,534
Old : 53,780: 28,248 23,482 12,897 13,948 6,269 0 231 2,316 0 0 0: 4,050 7,534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 432: 388 372 0 0 0 0 72 -56 0 0 0: 100 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 43.7 24.0 25.9 11.7 0.0 0.4 4.3 0.0 0.0 0.0: 7.5 14.0
Old : 100.0: 52.5 43.7 24.0 25.9 11.7 0.0 0.4 4.3 0.0 0.0 0.0: 7.5 14.0
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 : 23: 13 11 . 4 4 0 . . 0 0 0:
Old : 23: 13 11 . 4 4 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 : 46.7 46.6 68.7 66.9 39.2 39.5 56.1 52.7
Old : 46.7 46.6 68.7 66.9 39.2 39.5 56.1 52.7
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 - Options and Futures Combined, September 25, 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 : 2,587,107: 637,376 567,951 270,460 729,267 457,360 252,359 78,698 413,962 251,569 45,039 275,961: 28,060 18,869
Old : 2,587,107: 637,376 567,951 270,460 729,267 457,360 252,359 78,698 413,962 251,569 45,039 275,961: 28,060 18,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 17,895: 12,208 21,692 25,551 -3,359 -10,807 -22,195 -1,343 8,495 2,165 1,718 1,106: 1,372 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 22.0 10.5 28.2 17.7 9.8 3.0 16.0 9.7 1.7 10.7: 1.1 0.7
Old : 100.0: 24.6 22.0 10.5 28.2 17.7 9.8 3.0 16.0 9.7 1.7 10.7: 1.1 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 : 161: 75 66 7 18 23 18 11 23 15 8 19:
Old : 161: 75 66 7 18 23 18 11 23 15 8 19:
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 : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4
Old : 24.6 26.1 39.3 41.7 14.1 16.1 21.7 24.4
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 - Options and Futures Combined, September 25, 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 : 1,235,944: 137,848 161,909 215,047 205,593 403,899 112,208 86,426 109,127 50,062 62,169 204,494: 3,259 2,327
Old : 1,235,944: 137,848 161,909 215,047 205,593 403,899 112,208 86,426 109,127 50,062 62,169 204,494: 3,259 2,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 49,993: 9,116 -1,466 -826 22,671 9,866 44,480 27,011 -16,213 9,861 15,100 -6,451: 160 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.1 17.4 16.6 32.7 9.1 7.0 8.8 4.1 5.0 16.5: 0.3 0.2
Old : 100.0: 11.2 13.1 17.4 16.6 32.7 9.1 7.0 8.8 4.1 5.0 16.5: 0.3 0.2
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 : 101: 22 21 15 8 18 15 12 18 16 10 18:
Old : 101: 22 21 15 8 18 15 12 18 16 10 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 : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0
Old : 33.8 38.5 52.8 59.5 12.3 19.2 19.5 28.0
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 - Options and Futures Combined, September 25, 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 : 32,651: 27,133 26,719 1,446 4,119 1,449 1,800 0 0 375 0 0: 448 364
Old : 32,651: 27,133 26,719 1,446 4,119 1,449 1,800 0 0 375 0 0: 448 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 855: 636 741 100 -75 112 0 0 0 0 0 0: 7 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 81.8 4.4 12.6 4.4 5.5 0.0 0.0 1.1 0.0 0.0: 1.4 1.1
Old : 100.0: 83.1 81.8 4.4 12.6 4.4 5.5 0.0 0.0 1.1 0.0 0.0: 1.4 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: 30 28 . 7 6 . 0 0 . 0 0:
Old : 44: 30 28 . 7 6 . 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 : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2
Old : 45.7 53.3 61.7 71.2 41.6 49.4 52.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, September 25, 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 : 5,185: 4,051 1,842 46 2,987 120 660 0 0 0 0 0: 308 236
Old : 5,185: 4,051 1,842 46 2,987 120 660 0 0 0 0 0: 308 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 120: 75 120 0 0 0 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 35.5 0.9 57.6 2.3 12.7 0.0 0.0 0.0 0.0 0.0: 5.9 4.6
Old : 100.0: 78.1 35.5 0.9 57.6 2.3 12.7 0.0 0.0 0.0 0.0 0.0: 5.9 4.6
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 : 21: 12 8 . 5 . . 0 0 0 0 0:
Old : 21: 12 8 . 5 . . 0 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 : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5
Old : 73.2 62.7 87.8 82.3 72.1 62.7 82.3 80.5
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 - Options and Futures Combined, September 25, 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 : 10,064: 6,915 6,856 1,446 838 1,144 0 600 0 208 75 46: 305 505
Old : 10,064: 6,915 6,856 1,446 838 1,144 0 600 0 208 75 46: 305 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 195: -35 668 125 -98 105 0 -480 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 68.1 14.4 8.3 11.4 0.0 6.0 0.0 2.1 0.7 0.5: 3.0 5.0
Old : 100.0: 68.7 68.1 14.4 8.3 11.4 0.0 6.0 0.0 2.1 0.7 0.5: 3.0 5.0
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 : 32: 17 15 . 5 7 0 . 0 . . .:
Old : 32: 17 15 . 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 : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2
Old : 55.0 55.8 70.8 73.2 53.0 52.9 68.3 68.2
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 - Options and Futures Combined, September 25, 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 : 11,827: 6,029 6,161 4,471 5,355 244 0 0 0 995 0 0: 88 67
Old : 11,827: 6,029 6,161 4,471 5,355 244 0 0 0 995 0 0: 88 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 181: -24 106 435 125 10 0 0 0 0 0 0: -240 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 52.1 37.8 45.3 2.1 0.0 0.0 0.0 8.4 0.0 0.0: 0.7 0.6
Old : 100.0: 51.0 52.1 37.8 45.3 2.1 0.0 0.0 0.0 8.4 0.0 0.0: 0.7 0.6
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 : 32: 16 15 . 6 4 0 0 0 . 0 0:
Old : 32: 16 15 . 6 4 0 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 : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1
Old : 57.8 48.3 82.0 71.4 55.5 47.9 75.3 65.1
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 - Options and Futures Combined, September 25, 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 : 5,332: 4,539 2,788 210 2,288 98 0 0 0 138 25 0: 347 133
Old : 5,332: 4,539 2,788 210 2,288 98 0 0 0 138 25 0: 347 133
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 118: 100 80 0 35 -3 0 0 0 6 0 0: 15 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 52.3 3.9 42.9 1.8 0.0 0.0 0.0 2.6 0.5 0.0: 6.5 2.5
Old : 100.0: 85.1 52.3 3.9 42.9 1.8 0.0 0.0 0.0 2.6 0.5 0.0: 6.5 2.5
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 : 24: 12 10 . 6 4 0 0 0 . . 0:
Old : 24: 12 10 . 6 4 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 : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4
Old : 77.6 58.6 87.9 82.3 77.1 57.2 84.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012