NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 2, 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 : 4,834,722: 1,636,786 1,324,536 528,456 1,260,914 597,442 334,127 87,815 956,578 236,259 68,431 524,397: 20,677 14,609
Old : 4,834,722: 1,636,786 1,324,536 528,456 1,260,914 597,442 334,127 87,815 956,578 236,259 68,431 524,397: 20,677 14,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 244,928: -680 108,673 79,878 73,660 -3,020 12,208 -89,318 222,307 -10,542 -11,727 -58,552: 3,329 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 27.4 10.9 26.1 12.4 6.9 1.8 19.8 4.9 1.4 10.8: 0.4 0.3
Old : 100.0: 33.9 27.4 10.9 26.1 12.4 6.9 1.8 19.8 4.9 1.4 10.8: 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 : 221: 108 105 8 23 26 25 11 32 23 15 30:
Old : 221: 108 105 8 23 26 25 11 32 23 15 30:
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 : 23.1 21.5 38.5 35.8 16.3 18.4 22.9 25.5
Old : 23.1 21.5 38.5 35.8 16.3 18.4 22.9 25.5
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, October 2, 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 : 293,681: 184,224 199,569 43,794 29,956 40,434 5,382 14,545 4,925 831 784 1,106: 12,985 2,362
Old : 293,681: 184,224 199,569 43,794 29,956 40,434 5,382 14,545 4,925 831 784 1,106: 12,985 2,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,682: 3,717 -300 -3,012 107 2,520 1,065 2,650 -622 529 -462 -272: -243 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 68.0 14.9 10.2 13.8 1.8 5.0 1.7 0.3 0.3 0.4: 4.4 0.8
Old : 100.0: 62.7 68.0 14.9 10.2 13.8 1.8 5.0 1.7 0.3 0.3 0.4: 4.4 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 : 53: 29 31 5 4 9 . . . . . 4:
Old : 53: 29 31 5 4 9 . . . . . 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 : 48.8 55.9 64.4 70.4 42.3 39.2 50.9 52.4
Old : 48.8 55.9 64.4 70.4 42.3 39.2 50.9 52.4
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, October 2, 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 : 163,977: 103,766 80,429 12,239 34,181 37,315 3,644 4,672 3,484 939 17 620: 1,970 3,259
Old : 163,977: 103,766 80,429 12,239 34,181 37,315 3,644 4,672 3,484 939 17 620: 1,970 3,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 8,180: 7,034 3,450 -1,734 753 2,837 91 900 242 -218 17 251: -323 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 49.0 7.5 20.8 22.8 2.2 2.8 2.1 0.6 0.0 0.4: 1.2 2.0
Old : 100.0: 63.3 49.0 7.5 20.8 22.8 2.2 2.8 2.1 0.6 0.0 0.4: 1.2 2.0
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 : 43: 26 24 4 6 9 . . . . . .:
Old : 43: 26 24 4 6 9 . . . . . .:
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 : 59.9 41.6 76.9 60.5 44.1 31.8 51.3 42.3
Old : 59.9 41.6 76.9 60.5 44.1 31.8 51.3 42.3
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, October 2, 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 : 262,503: 188,939 117,452 17,234 78,944 47,110 1,682 11,621 2,797 756 0 0: 3,985 4,579
Old : 262,503: 188,939 117,452 17,234 78,944 47,110 1,682 11,621 2,797 756 0 0: 3,985 4,579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,364: 2,553 -115 -1,077 3,824 1,596 900 472 -840 506 0 -240: 966 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 44.7 6.6 30.1 17.9 0.6 4.4 1.1 0.3 0.0 0.0: 1.5 1.7
Old : 100.0: 72.0 44.7 6.6 30.1 17.9 0.6 4.4 1.1 0.3 0.0 0.0: 1.5 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 : 53: 27 25 8 8 13 . 4 . . 0 0:
Old : 53: 27 25 8 8 13 . 4 . . 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 : 50.2 41.1 71.4 61.2 43.3 28.4 52.1 43.1
Old : 50.2 41.1 71.4 61.2 43.3 28.4 52.1 43.1
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, October 2, 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 : 685,223: 507,311 223,819 33,841 316,697 124,390 1,645 4,804 12,829 0 109 682: 4,525 1,893
Old : 685,223: 507,311 223,819 33,841 316,697 124,390 1,645 4,804 12,829 0 109 682: 4,525 1,893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -33,123: -30,832 -12,787 8,533 -9,917 -7,314 -124 1,738 -4,132 0 54 -214: 960 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 32.7 4.9 46.2 18.2 0.2 0.7 1.9 0.0 0.0 0.1: 0.7 0.3
Old : 100.0: 74.0 32.7 4.9 46.2 18.2 0.2 0.7 1.9 0.0 0.0 0.1: 0.7 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 : 61: 33 25 8 11 18 . . 4 0 . .:
Old : 61: 33 25 8 11 18 . . 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 : 35.7 42.6 57.2 65.0 24.9 37.3 39.8 50.0
Old : 35.7 42.6 57.2 65.0 24.9 37.3 39.8 50.0
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, October 2, 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 : 216,250: 149,666 187,189 40,465 9,588 14,963 2,407 0 1,029 0 0 0: 7,720 3,481
Old : 216,250: 149,666 187,189 40,465 9,588 14,963 2,407 0 1,029 0 0 0: 7,720 3,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,251: 1,726 2,761 736 1,875 120 1,811 -74 -280 0 0 0: 138 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 86.6 18.7 4.4 6.9 1.1 0.0 0.5 0.0 0.0 0.0: 3.6 1.6
Old : 100.0: 69.2 86.6 18.7 4.4 6.9 1.1 0.0 0.5 0.0 0.0 0.0: 3.6 1.6
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 : 44: 28 29 . . . . 0 . 0 0 0:
Old : 44: 28 29 . . . . 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 : 53.0 55.6 71.1 75.4 44.7 55.6 59.3 67.3
Old : 53.0 55.6 71.1 75.4 44.7 55.6 59.3 67.3
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, October 2, 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 : 298,789: 217,960 212,919 42,729 67,530 5,625 16,793 98 9,592 0 0 0: 6,090 3,025
Old : 298,789: 217,960 212,919 42,729 67,530 5,625 16,793 98 9,592 0 0 0: 6,090 3,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 17,988: 13,200 16,151 1,611 2,334 -335 2,555 -699 726 0 0 0: 231 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 71.3 14.3 22.6 1.9 5.6 0.0 3.2 0.0 0.0 0.0: 2.0 1.0
Old : 100.0: 72.9 71.3 14.3 22.6 1.9 5.6 0.0 3.2 0.0 0.0 0.0: 2.0 1.0
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 : 54: 31 32 6 10 9 . . . 0 0 0:
Old : 54: 31 32 6 10 9 . . . 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 : 33.7 45.5 54.5 61.5 30.0 45.5 48.7 58.8
Old : 33.7 45.5 54.5 61.5 30.0 45.5 48.7 58.8
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, October 2, 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 : 132,043: 102,673 57,764 5,242 51,180 7,042 5,703 1,674 7,898 0 0 0: 3,485 6,485
Old : 132,043: 102,673 57,764 5,242 51,180 7,042 5,703 1,674 7,898 0 0 0: 3,485 6,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,479: 4,675 1,248 -248 2,018 -744 -1,100 899 152 0 0 0: 744 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 43.7 4.0 38.8 5.3 4.3 1.3 6.0 0.0 0.0 0.0: 2.6 4.9
Old : 100.0: 77.8 43.7 4.0 38.8 5.3 4.3 1.3 6.0 0.0 0.0 0.0: 2.6 4.9
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 : 44: 25 21 . 8 8 4 . . 0 0 0:
Old : 44: 25 21 . 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 : 58.8 44.5 73.1 67.5 57.0 40.1 65.6 53.8
Old : 58.8 44.5 73.1 67.5 57.0 40.1 65.6 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, October 2, 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 : 1,191,771: 125,007 163,708 202,383 147,985 74,972 225,063 189,456 289,236 35,700 125,763 158,360: 81,050 42,291
Old : 1,191,771: 125,007 163,708 202,383 147,985 74,972 225,063 189,456 289,236 35,700 125,763 158,360: 81,050 42,291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 95,780: -362 13,151 6,088 37,716 1,639 22,118 -23,368 46,737 -736 2,640 15,860: 4,435 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.7 17.0 12.4 6.3 18.9 15.9 24.3 3.0 10.6 13.3: 6.8 3.5
Old : 100.0: 10.5 13.7 17.0 12.4 6.3 18.9 15.9 24.3 3.0 10.6 13.3: 6.8 3.5
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 : 351: 48 43 22 12 26 91 53 84 46 58 78:
Old : 351: 48 43 22 12 26 91 53 84 46 58 78:
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 : 15.5 24.1 26.9 36.8 10.3 16.7 17.5 24.2
Old : 15.5 24.1 26.9 36.8 10.3 16.7 17.5 24.2
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, October 2, 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 : 1,615,055: 185,393 171,532 25,439 100,214 737,098 53,518 39,311 256,287 45,312 1,724 306,264: 5,744 2,625
Old : 1,615,055: 185,393 171,532 25,439 100,214 737,098 53,518 39,311 256,287 45,312 1,724 306,264: 5,744 2,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 59,653: 5,052 6,014 1,780 9,868 -233 8,341 17,527 42,664 10,260 -6,178 -8,936: 725 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.6 1.6 6.2 45.6 3.3 2.4 15.9 2.8 0.1 19.0: 0.4 0.2
Old : 100.0: 11.5 10.6 1.6 6.2 45.6 3.3 2.4 15.9 2.8 0.1 19.0: 0.4 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 : 144: 36 34 6 18 24 24 21 34 27 8 28:
Old : 144: 36 34 6 18 24 24 21 34 27 8 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 : 36.5 39.7 58.4 61.0 3.4 4.7 5.7 6.7
Old : 36.5 39.7 58.4 61.0 3.4 4.7 5.7 6.7
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, October 2, 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 : 100,644: 13,316 10,313 19,624 3,019 18,734 9,661 300 1,450 17,096 47,731 17,119: 3,644 1,978
Old : 100,644: 13,316 10,313 19,624 3,019 18,734 9,661 300 1,450 17,096 47,731 17,119: 3,644 1,978
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,773: -6,166 -178 3,168 -975 -2,983 3,843 -300 -4,043 3,447 6,858 -8,516: 476 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.2 19.5 3.0 18.6 9.6 0.3 1.4 17.0 47.4 17.0: 3.6 2.0
Old : 100.0: 13.2 10.2 19.5 3.0 18.6 9.6 0.3 1.4 17.0 47.4 17.0: 3.6 2.0
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 : 39: 10 11 4 4 9 4 . 4 6 7 11:
Old : 39: 10 11 4 4 9 4 . 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 : 43.8 57.7 59.6 75.5 37.4 48.1 48.2 53.7
Old : 43.8 57.7 59.6 75.5 37.4 48.1 48.2 53.7
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, October 2, 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 : 32,522: 1,092 1,862 666 1,272 6,093 11,321 10,172 11,144 1,259 1,189 695: 252 95
Old : 32,522: 1,092 1,862 666 1,272 6,093 11,321 10,172 11,144 1,259 1,189 695: 252 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,536: 107 627 363 -478 982 3,425 1,658 1,159 -1,145 919 -1,343: -12 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.7 2.0 3.9 18.7 34.8 31.3 34.3 3.9 3.7 2.1: 0.8 0.3
Old : 100.0: 3.4 5.7 2.0 3.9 18.7 34.8 31.3 34.3 3.9 3.7 2.1: 0.8 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 : 34: 5 10 . 4 . 4 7 6 . . .:
Old : 34: 5 10 . 4 . 4 7 6 . . .:
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 : 75.0 58.2 90.9 80.4 36.6 28.3 40.7 37.7
Old : 75.0 58.2 90.9 80.4 36.6 28.3 40.7 37.7
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, October 2, 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 : 2,490,757: 582,280 536,270 259,845 743,153 436,794 247,682 52,429 483,949 241,791 10,444 205,574: 32,842 22,144
Old : 2,490,757: 582,280 536,270 259,845 743,153 436,794 247,682 52,429 483,949 241,791 10,444 205,574: 32,842 22,144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -96,350: -55,096 -31,681 -10,615 13,886 -20,566 -4,677 -26,269 69,987 -9,778 -34,595 -70,387: 4,782 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.5 10.4 29.8 17.5 9.9 2.1 19.4 9.7 0.4 8.3: 1.3 0.9
Old : 100.0: 23.4 21.5 10.4 29.8 17.5 9.9 2.1 19.4 9.7 0.4 8.3: 1.3 0.9
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 : 148: 67 61 4 18 22 18 10 24 16 7 17:
Old : 148: 67 61 4 18 22 18 10 24 16 7 17:
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 : 25.2 27.2 40.4 43.9 13.8 16.7 22.2 26.2
Old : 25.2 27.2 40.4 43.9 13.8 16.7 22.2 26.2
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, October 2, 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 : 1,001,791: 101,675 152,214 271,409 129,929 314,622 55,750 84,451 122,651 17,425 83,067 110,054: 8,205 4,803
Old : 1,001,791: 101,675 152,214 271,409 129,929 314,622 55,750 84,451 122,651 17,425 83,067 110,054: 8,205 4,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -234,153: -36,173 -9,695 56,362 -75,664 -89,277 -56,458 -1,975 13,524 -32,637 20,898 -94,440: 4,946 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.2 27.1 13.0 31.4 5.6 8.4 12.2 1.7 8.3 11.0: 0.8 0.5
Old : 100.0: 10.1 15.2 27.1 13.0 31.4 5.6 8.4 12.2 1.7 8.3 11.0: 0.8 0.5
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 : 90: 20 20 15 6 17 14 10 14 11 11 18:
Old : 90: 20 20 15 6 17 14 10 14 11 11 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 : 39.6 35.2 58.5 60.2 17.9 19.8 25.0 29.1
Old : 39.6 35.2 58.5 60.2 17.9 19.8 25.0 29.1
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, October 2, 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 : 33,215: 27,717 27,168 1,251 4,116 1,581 1,800 0 0 375 0 0: 491 350
Old : 33,215: 27,717 27,168 1,251 4,116 1,581 1,800 0 0 375 0 0: 491 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 564: 584 449 -195 -3 132 0 0 0 0 0 0: 43 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 81.8 3.8 12.4 4.8 5.4 0.0 0.0 1.1 0.0 0.0: 1.5 1.1
Old : 100.0: 83.4 81.8 3.8 12.4 4.8 5.4 0.0 0.0 1.1 0.0 0.0: 1.5 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 : 44.6 53.5 60.5 70.9 40.2 49.8 50.8 61.2
Old : 44.6 53.5 60.5 70.9 40.2 49.8 50.8 61.2
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, October 2, 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 : 9,395: 6,472 6,496 1,360 690 1,065 0 600 0 156 75 46: 296 423
Old : 9,395: 6,472 6,496 1,360 690 1,065 0 600 0 156 75 46: 296 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -669: -443 -360 -86 -148 -79 0 0 0 -52 0 0: -9 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 69.1 14.5 7.3 11.3 0.0 6.4 0.0 1.7 0.8 0.5: 3.2 4.5
Old : 100.0: 68.9 69.1 14.5 7.3 11.3 0.0 6.4 0.0 1.7 0.8 0.5: 3.2 4.5
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 : 31: 15 14 5 . 7 0 . 0 . . .:
Old : 31: 15 14 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 : 56.5 57.7 71.1 74.4 54.2 56.6 68.7 68.5
Old : 56.5 57.7 71.1 74.4 54.2 56.6 68.7 68.5
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, October 2, 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 : 11,295: 5,731 5,899 4,245 5,143 179 0 0 0 930 0 0: 210 74
Old : 11,295: 5,731 5,899 4,245 5,143 179 0 0 0 930 0 0: 210 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -532: -298 -262 -226 -212 -65 0 0 0 -65 0 0: 122 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 52.2 37.6 45.5 1.6 0.0 0.0 0.0 8.2 0.0 0.0: 1.9 0.7
Old : 100.0: 50.7 52.2 37.6 45.5 1.6 0.0 0.0 0.0 8.2 0.0 0.0: 1.9 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 : 30: 14 13 . 6 . 0 0 0 . 0 0:
Old : 30: 14 13 . 6 . 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 : 59.1 48.0 82.4 71.1 56.6 48.0 75.0 64.2
Old : 59.1 48.0 82.4 71.1 56.6 48.0 75.0 64.2
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, October 2, 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 : 4,865: 4,020 2,461 184 2,070 112 0 0 0 138 25 0: 411 197
Old : 4,865: 4,020 2,461 184 2,070 112 0 0 0 138 25 0: 411 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -467: -519 -327 -26 -218 14 0 0 0 0 0 0: 64 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 50.6 3.8 42.5 2.3 0.0 0.0 0.0 2.8 0.5 0.0: 8.4 4.0
Old : 100.0: 82.6 50.6 3.8 42.5 2.3 0.0 0.0 0.0 2.8 0.5 0.0: 8.4 4.0
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 : 22: 11 9 . 6 4 0 0 0 . . 0:
Old : 22: 11 9 . 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 : 75.1 60.5 86.4 84.5 74.8 59.0 81.5 79.5
Old : 75.1 60.5 86.4 84.5 74.8 59.0 81.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012