NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 9, 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 : 4,969,699: 1,709,993 1,400,189 541,306 1,286,947 619,003 346,880 73,654 949,221 227,396 68,874 546,473: 29,427 25,338
Old : 4,969,699: 1,709,993 1,400,189 541,306 1,286,947 619,003 346,880 73,654 949,221 227,396 68,874 546,473: 29,427 25,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 134,977: 73,207 75,653 12,850 26,033 21,561 12,753 -14,161 -7,357 -8,863 443 22,076: 8,750 10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 28.2 10.9 25.9 12.5 7.0 1.5 19.1 4.6 1.4 11.0: 0.6 0.5
Old : 100.0: 34.4 28.2 10.9 25.9 12.5 7.0 1.5 19.1 4.6 1.4 11.0: 0.6 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 : 223: 109 106 8 24 27 25 11 31 25 13 31:
Old : 223: 109 106 8 24 27 25 11 31 25 13 31:
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 : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
Old : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
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 9, 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 : 267,586: 171,864 177,438 36,640 34,586 39,482 3,202 8,287 2,869 0 1,210 542: 12,987 3,172
Old : 267,586: 171,864 177,438 36,640 34,586 39,482 3,202 8,287 2,869 0 1,210 542: 12,987 3,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -26,095: -12,360 -22,131 -7,154 4,630 -952 -2,180 -6,258 -2,056 -831 426 -564: 2 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 66.3 13.7 12.9 14.8 1.2 3.1 1.1 0.0 0.5 0.2: 4.9 1.2
Old : 100.0: 64.2 66.3 13.7 12.9 14.8 1.2 3.1 1.1 0.0 0.5 0.2: 4.9 1.2
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 : 47: 27 27 4 4 8 . . . 0 . .:
Old : 47: 27 27 4 4 8 . . . 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 : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
Old : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
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 9, 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 : 150,880: 92,897 78,020 18,775 33,495 30,262 2,344 3,510 2,907 1,017 0 354: 2,324 2,332
Old : 150,880: 92,897 78,020 18,775 33,495 30,262 2,344 3,510 2,907 1,017 0 354: 2,324 2,332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -13,097: -10,869 -2,409 6,536 -686 -7,053 -1,300 -1,162 -577 78 -17 -266: 354 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 51.7 12.4 22.2 20.1 1.6 2.3 1.9 0.7 0.0 0.2: 1.5 1.5
Old : 100.0: 61.6 51.7 12.4 22.2 20.1 1.6 2.3 1.9 0.7 0.0 0.2: 1.5 1.5
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 : 40: 23 23 . 7 9 . . . . 0 .:
Old : 40: 23 23 . 7 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 : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 43.8
Old : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 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, October 9, 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 : 242,913: 168,647 113,618 23,917 75,146 38,534 2,432 5,567 3,871 911 600 0: 4,601 5,577
Old : 242,913: 168,647 113,618 23,917 75,146 38,534 2,432 5,567 3,871 911 600 0: 4,601 5,577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -19,590: -20,292 -3,834 6,683 -3,798 -8,576 750 -6,054 1,074 155 600 0: 616 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 46.8 9.8 30.9 15.9 1.0 2.3 1.6 0.4 0.2 0.0: 1.9 2.3
Old : 100.0: 69.4 46.8 9.8 30.9 15.9 1.0 2.3 1.6 0.4 0.2 0.0: 1.9 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 : 42: 18 20 6 8 11 . . . . . 0:
Old : 42: 18 20 6 8 11 . . . . . 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 : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
Old : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
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 9, 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 : 680,964: 510,005 218,140 32,983 325,574 119,683 1,645 2,282 13,054 33 0 861: 2,700 1,370
Old : 680,964: 510,005 218,140 32,983 325,574 119,683 1,645 2,282 13,054 33 0 861: 2,700 1,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,259: 2,694 -5,679 -858 8,877 -4,707 0 -2,522 225 33 -109 179: -1,825 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 32.0 4.8 47.8 17.6 0.2 0.3 1.9 0.0 0.0 0.1: 0.4 0.2
Old : 100.0: 74.9 32.0 4.8 47.8 17.6 0.2 0.3 1.9 0.0 0.0 0.1: 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 : 64: 35 25 8 11 18 . . 4 . 0 .:
Old : 64: 35 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 : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
Old : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
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, October 9, 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 : 198,572: 133,779 173,023 40,783 8,061 13,397 817 0 1,056 0 0 0: 8,740 3,035
Old : 198,572: 133,779 173,023 40,783 8,061 13,397 817 0 1,056 0 0 0: 8,740 3,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -17,678: -15,887 -14,166 318 -1,527 -1,566 -1,590 0 27 0 0 0: 1,020 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 87.1 20.5 4.1 6.7 0.4 0.0 0.5 0.0 0.0 0.0: 4.4 1.5
Old : 100.0: 67.4 87.1 20.5 4.1 6.7 0.4 0.0 0.5 0.0 0.0 0.0: 4.4 1.5
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 : 39: 22 25 4 . . . 0 . 0 0 0:
Old : 39: 22 25 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 : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 68.8
Old : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 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, October 9, 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 : 264,870: 200,502 187,360 34,009 64,871 4,443 14,676 94 5,616 0 0 0: 5,624 2,486
Old : 264,870: 200,502 187,360 34,009 64,871 4,443 14,676 94 5,616 0 0 0: 5,624 2,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -33,919: -17,458 -25,559 -8,720 -2,659 -1,182 -2,117 -4 -3,976 0 0 0: -466 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 70.7 12.8 24.5 1.7 5.5 0.0 2.1 0.0 0.0 0.0: 2.1 0.9
Old : 100.0: 75.7 70.7 12.8 24.5 1.7 5.5 0.0 2.1 0.0 0.0 0.0: 2.1 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 : 52: 28 27 6 10 7 . . . 0 0 0:
Old : 52: 28 27 6 10 7 . . . 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 : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
Old : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
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 9, 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 : 109,926: 87,295 47,905 4,800 46,321 6,477 5,860 0 2,371 0 0 0: 3,123 6,852
Old : 109,926: 87,295 47,905 4,800 46,321 6,477 5,860 0 2,371 0 0 0: 3,123 6,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -22,117: -15,378 -9,859 -442 -4,859 -565 157 -1,674 -5,527 0 0 0: -362 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 43.6 4.4 42.1 5.9 5.3 0.0 2.2 0.0 0.0 0.0: 2.8 6.2
Old : 100.0: 79.4 43.6 4.4 42.1 5.9 5.3 0.0 2.2 0.0 0.0 0.0: 2.8 6.2
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 : 35: 16 17 . 8 7 . 0 . 0 0 0:
Old : 35: 16 17 . 8 7 . 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 : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
Old : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
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 9, 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 : 1,233,595: 134,017 172,786 198,415 150,909 83,027 237,007 193,854 297,673 34,542 133,550 162,394: 86,519 39,401
Old : 1,233,595: 134,017 172,786 198,415 150,909 83,027 237,007 193,854 297,673 34,542 133,550 162,394: 86,519 39,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 41,824: 9,010 9,079 -3,968 2,924 8,055 11,944 4,398 8,438 -1,158 7,787 4,034: 5,469 -2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.0 16.1 12.2 6.7 19.2 15.7 24.1 2.8 10.8 13.2: 7.0 3.2
Old : 100.0: 10.9 14.0 16.1 12.2 6.7 19.2 15.7 24.1 2.8 10.8 13.2: 7.0 3.2
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 : 368: 50 46 22 13 27 99 55 86 47 56 81:
Old : 368: 50 46 22 13 27 99 55 86 47 56 81:
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 : 16.2 25.3 27.0 37.6 9.7 16.4 16.4 24.0
Old : 16.2 25.3 27.0 37.6 9.7 16.4 16.4 24.0
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 9, 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 : 1,638,978: 187,965 176,070 24,321 104,034 739,970 50,600 35,183 265,541 51,926 3,052 312,652: 6,003 2,477
Old : 1,638,978: 187,965 176,070 24,321 104,034 739,970 50,600 35,183 265,541 51,926 3,052 312,652: 6,003 2,477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 23,923: 2,572 4,539 -1,118 3,819 2,872 -2,917 -4,128 9,255 6,614 1,328 6,387: 259 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.7 1.5 6.3 45.1 3.1 2.1 16.2 3.2 0.2 19.1: 0.4 0.2
Old : 100.0: 11.5 10.7 1.5 6.3 45.1 3.1 2.1 16.2 3.2 0.2 19.1: 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 : 149: 37 37 7 17 24 25 22 35 29 7 30:
Old : 149: 37 37 7 17 24 25 22 35 29 7 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 : 36.4 39.4 58.1 60.8 3.5 4.7 5.8 6.6
Old : 36.4 39.4 58.1 60.8 3.5 4.7 5.8 6.6
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 9, 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 : 107,319: 15,054 12,782 19,387 3,519 20,586 9,671 300 1,650 17,179 46,362 20,117: 3,676 2,004
Old : 107,319: 15,054 12,782 19,387 3,519 20,586 9,671 300 1,650 17,179 46,362 20,117: 3,676 2,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 6,675: 1,738 2,470 -236 500 1,851 10 0 200 82 -1,369 2,998: 33 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.9 18.1 3.3 19.2 9.0 0.3 1.5 16.0 43.2 18.7: 3.4 1.9
Old : 100.0: 14.0 11.9 18.1 3.3 19.2 9.0 0.3 1.5 16.0 43.2 18.7: 3.4 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 : 40: 10 11 4 4 9 4 . 5 6 7 12:
Old : 40: 10 11 4 4 9 4 . 5 6 7 12:
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 : 42.8 55.5 58.2 73.8 35.0 44.0 45.3 49.6
Old : 42.8 55.5 58.2 73.8 35.0 44.0 45.3 49.6
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 9, 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 : 35,555: 1,833 2,162 642 1,551 6,118 11,395 11,371 11,580 2,540 1,322 1,193: 255 259
Old : 35,555: 1,833 2,162 642 1,551 6,118 11,395 11,371 11,580 2,540 1,322 1,193: 255 259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 3,033: 741 300 -25 279 25 74 1,198 436 1,282 133 497: 3 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.1 1.8 4.4 17.2 32.0 32.0 32.6 7.1 3.7 3.4: 0.7 0.7
Old : 100.0: 5.2 6.1 1.8 4.4 17.2 32.0 32.0 32.6 7.1 3.7 3.4: 0.7 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 : 37: 6 10 . 4 . 4 9 6 . . 4:
Old : 37: 6 10 . 4 . 4 9 6 . . 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 : 69.0 54.2 86.9 74.9 35.2 25.9 40.0 35.6
Old : 69.0 54.2 86.9 74.9 35.2 25.9 40.0 35.6
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 9, 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 : 2,517,569: 594,149 553,684 255,914 759,593 442,387 248,254 56,107 482,613 268,681 8,735 195,707: 29,864 18,743
Old : 2,517,569: 594,149 553,684 255,914 759,593 442,387 248,254 56,107 482,613 268,681 8,735 195,707: 29,864 18,743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 26,812: 11,869 17,414 -3,931 16,440 5,593 572 3,678 -1,336 26,890 -1,709 -9,867: -2,978 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.0 10.2 30.2 17.6 9.9 2.2 19.2 10.7 0.3 7.8: 1.2 0.7
Old : 100.0: 23.6 22.0 10.2 30.2 17.6 9.9 2.2 19.2 10.7 0.3 7.8: 1.2 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 : 153: 69 62 4 19 23 17 11 25 17 7 17:
Old : 153: 69 62 4 19 23 17 11 25 17 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 : 25.1 27.6 40.1 44.5 13.6 16.9 22.1 26.4
Old : 25.1 27.6 40.1 44.5 13.6 16.9 22.1 26.4
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, October 9, 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 : 1,021,282: 104,154 152,212 273,255 124,490 317,663 50,381 80,597 126,989 18,880 92,298 121,803: 8,157 5,230
Old : 1,021,282: 104,154 152,212 273,255 124,490 317,663 50,381 80,597 126,989 18,880 92,298 121,803: 8,157 5,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 19,491: 2,479 -2 1,846 -5,439 3,041 -5,369 -3,854 4,338 1,455 9,231 11,749: -48 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.9 26.8 12.2 31.1 4.9 7.9 12.4 1.8 9.0 11.9: 0.8 0.5
Old : 100.0: 10.2 14.9 26.8 12.2 31.1 4.9 7.9 12.4 1.8 9.0 11.9: 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 : 92: 20 20 15 6 17 13 11 15 11 13 19:
Old : 92: 20 20 15 6 17 13 11 15 11 13 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 : 38.6 35.4 58.3 60.1 17.4 19.7 24.6 29.3
Old : 38.6 35.4 58.3 60.1 17.4 19.7 24.6 29.3
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 9, 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 : 31,010: 25,575 25,426 1,078 3,608 1,601 1,800 0 0 375 0 0: 581 375
Old : 31,010: 25,575 25,426 1,078 3,608 1,601 1,800 0 0 375 0 0: 581 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,205: -2,142 -1,742 -173 -508 20 0 0 0 0 0 0: 90 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 82.0 3.5 11.6 5.2 5.8 0.0 0.0 1.2 0.0 0.0: 1.9 1.2
Old : 100.0: 82.5 82.0 3.5 11.6 5.2 5.8 0.0 0.0 1.2 0.0 0.0: 1.9 1.2
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 : 43: 27 27 . 7 6 . 0 0 . 0 0:
Old : 43: 27 27 . 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 : 46.0 53.4 62.5 70.2 40.8 49.7 51.4 61.3
Old : 46.0 53.4 62.5 70.2 40.8 49.7 51.4 61.3
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 9, 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 : 9,375: 6,471 6,455 1,306 696 1,094 0 600 0 151 75 42: 311 413
Old : 9,375: 6,471 6,455 1,306 696 1,094 0 600 0 151 75 42: 311 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -20: -1 -41 -54 6 29 0 0 0 -5 0 -4: 15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 68.9 13.9 7.4 11.7 0.0 6.4 0.0 1.6 0.8 0.4: 3.3 4.4
Old : 100.0: 69.0 68.9 13.9 7.4 11.7 0.0 6.4 0.0 1.6 0.8 0.4: 3.3 4.4
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 4 4 7 0 . 0 . . .:
Old : 31: 15 14 4 4 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 : 57.1 57.9 71.7 74.2 54.8 56.7 69.3 68.3
Old : 57.1 57.9 71.7 74.2 54.8 56.7 69.3 68.3
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 9, 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 : 11,409: 5,840 5,969 4,216 5,153 183 0 0 0 930 0 0: 240 104
Old : 11,409: 5,840 5,969 4,216 5,153 183 0 0 0 930 0 0: 240 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 114: 109 70 -29 10 4 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 52.3 37.0 45.2 1.6 0.0 0.0 0.0 8.2 0.0 0.0: 2.1 0.9
Old : 100.0: 51.2 52.3 37.0 45.2 1.6 0.0 0.0 0.0 8.2 0.0 0.0: 2.1 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 : 31: 17 13 . 6 . 0 0 0 . 0 0:
Old : 31: 17 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 : 58.6 47.2 81.2 70.8 55.8 47.1 74.0 64.2
Old : 58.6 47.2 81.2 70.8 55.8 47.1 74.0 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 9, 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 : 5,037: 4,081 2,536 184 2,174 112 0 0 0 138 25 0: 522 190
Old : 5,037: 4,081 2,536 184 2,174 112 0 0 0 138 25 0: 522 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 172: 61 75 0 104 0 0 0 0 0 0 0: 111 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 50.3 3.7 43.2 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.4 3.8
Old : 100.0: 81.0 50.3 3.7 43.2 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.4 3.8
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 : 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 : 75.9 58.5 84.6 85.2 75.9 57.0 82.0 81.3
Old : 75.9 58.5 84.6 85.2 75.9 57.0 82.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012