NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 5,363,922: 1,838,260 1,419,995 536,552 1,499,063 612,562 413,816 53,357 1,037,551 247,850 63,004 659,389: 17,942 19,001
Old : 5,363,922: 1,838,260 1,419,995 536,552 1,499,063 612,562 413,816 53,357 1,037,551 247,850 63,004 659,389: 17,942 19,001
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 158,699: 62,595 26,022 22,432 87,783 -33,612 -8,932 9,403 45,697 51,251 2,384 19,909: -641 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 26.5 10.0 27.9 11.4 7.7 1.0 19.3 4.6 1.2 12.3: 0.3 0.4
Old : 100.0: 34.3 26.5 10.0 27.9 11.4 7.7 1.0 19.3 4.6 1.2 12.3: 0.3 0.4
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 : 227: 112 107 8 23 26 25 12 34 21 15 35:
Old : 227: 112 107 8 23 26 25 12 34 21 15 35:
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 : 24.2 22.5 40.7 37.9 15.8 18.9 22.1 27.1
Old : 24.2 22.5 40.7 37.9 15.8 18.9 22.1 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 271,166: 166,568 182,911 41,103 40,121 37,700 4,940 2,737 1,535 2,475 787 630: 16,215 4,745
Old : 271,166: 166,568 182,911 41,103 40,121 37,700 4,940 2,737 1,535 2,475 787 630: 16,215 4,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 10,526: 390 6,657 6,119 3,409 -766 2,134 630 -934 1,870 336 -473: 2,186 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 67.5 15.2 14.8 13.9 1.8 1.0 0.6 0.9 0.3 0.2: 6.0 1.7
Old : 100.0: 61.4 67.5 15.2 14.8 13.9 1.8 1.0 0.6 0.9 0.3 0.2: 6.0 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 : 46: 26 29 4 4 8 . . . . . .:
Old : 46: 26 29 4 4 8 . . . . . .:
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 : 45.6 58.5 62.8 72.2 39.8 40.8 48.5 52.0
Old : 45.6 58.5 62.8 72.2 39.8 40.8 48.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 155,247: 97,084 80,162 20,560 35,935 28,908 1,722 3,599 3,901 716 0 323: 2,033 2,419
Old : 155,247: 97,084 80,162 20,560 35,935 28,908 1,722 3,599 3,901 716 0 323: 2,033 2,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -262: 341 -399 797 987 -962 -240 269 181 -61 0 -151: -167 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 51.6 13.2 23.1 18.6 1.1 2.3 2.5 0.5 0.0 0.2: 1.3 1.6
Old : 100.0: 62.5 51.6 13.2 23.1 18.6 1.1 2.3 2.5 0.5 0.0 0.2: 1.3 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 : 41: 24 24 . 7 9 . . . . 0 .:
Old : 41: 24 24 . 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 : 56.5 38.0 74.1 60.1 40.1 32.4 50.8 44.1
Old : 56.5 38.0 74.1 60.1 40.1 32.4 50.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 244,347: 174,108 120,739 21,834 71,008 36,404 2,853 6,834 3,250 977 2,191 0: 4,921 3,921
Old : 244,347: 174,108 120,739 21,834 71,008 36,404 2,853 6,834 3,250 977 2,191 0: 4,921 3,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 2,056: 7,908 5,790 -3,953 -3,334 -1,150 59 1,373 -703 -579 1,441 -59: 533 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 49.4 8.9 29.1 14.9 1.2 2.8 1.3 0.4 0.9 0.0: 2.0 1.6
Old : 100.0: 71.3 49.4 8.9 29.1 14.9 1.2 2.8 1.3 0.4 0.9 0.0: 2.0 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 : 43: 20 24 4 9 11 . . . . . 0:
Old : 43: 20 24 4 9 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 : 52.6 42.5 75.1 61.6 45.9 30.1 55.4 43.9
Old : 52.6 42.5 75.1 61.6 45.9 30.1 55.4 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 706,245: 541,871 222,879 14,967 334,855 126,670 0 3,551 14,125 0 148 496: 8,116 3,521
Old : 706,245: 541,871 222,879 14,967 334,855 126,670 0 3,551 14,125 0 148 496: 8,116 3,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 8,862: 11,342 3,651 -3,451 4,252 -909 -829 -169 -233 0 -1 -92: 3,034 2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 31.6 2.1 47.4 17.9 0.0 0.5 2.0 0.0 0.0 0.1: 1.1 0.5
Old : 100.0: 76.7 31.6 2.1 47.4 17.9 0.0 0.5 2.0 0.0 0.0 0.1: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 26 7 12 17 0 . 4 0 . .:
Old : 61: 34 26 7 12 17 0 . 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 : 34.0 42.2 56.0 64.2 26.0 38.2 40.3 51.1
Old : 34.0 42.2 56.0 64.2 26.0 38.2 40.3 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 204,038: 134,634 179,278 43,481 6,974 10,547 4,443 0 1,672 0 0 0: 9,261 5,567
Old : 204,038: 134,634 179,278 43,481 6,974 10,547 4,443 0 1,672 0 0 0: 9,261 5,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,109: -794 -425 720 213 -2,034 -257 0 980 0 0 0: 276 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 87.9 21.3 3.4 5.2 2.2 0.0 0.8 0.0 0.0 0.0: 4.5 2.7
Old : 100.0: 66.0 87.9 21.3 3.4 5.2 2.2 0.0 0.8 0.0 0.0 0.0: 4.5 2.7
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 : 40: 25 26 . . . . 0 . 0 0 0:
Old : 40: 25 26 . . . . 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 : 51.8 55.2 69.4 74.1 45.0 55.2 59.8 66.3
Old : 51.8 55.2 69.4 74.1 45.0 55.2 59.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 276,702: 218,045 191,451 32,860 68,702 4,776 6,490 59 8,029 0 0 0: 6,502 3,685
Old : 276,702: 218,045 191,451 32,860 68,702 4,776 6,490 59 8,029 0 0 0: 6,502 3,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 10,852: 12,441 7,075 -429 2,235 214 -2,935 59 923 0 0 0: 638 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 69.2 11.9 24.8 1.7 2.3 0.0 2.9 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 78.8 69.2 11.9 24.8 1.7 2.3 0.0 2.9 0.0 0.0 0.0: 2.3 1.3
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 : 53: 28 28 6 10 6 . . . 0 0 0:
Old : 53: 28 28 6 10 6 . . . 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 : 39.1 40.1 57.1 58.0 36.4 38.8 53.3 54.8
Old : 39.1 40.1 57.1 58.0 36.4 38.8 53.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, October 23, 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 : 122,521: 93,550 49,018 4,435 52,845 11,686 5,715 0 3,724 0 0 0: 3,411 5,248
Old : 122,521: 93,550 49,018 4,435 52,845 11,686 5,715 0 3,724 0 0 0: 3,411 5,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,406: 3,794 -1,286 0 2,171 480 -4,155 0 1,257 0 0 0: 30 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 40.0 3.6 43.1 9.5 4.7 0.0 3.0 0.0 0.0 0.0: 2.8 4.3
Old : 100.0: 76.4 40.0 3.6 43.1 9.5 4.7 0.0 3.0 0.0 0.0 0.0: 2.8 4.3
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 : 37: 17 18 . 10 8 . 0 . 0 0 0:
Old : 37: 17 18 . 10 8 . 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 : 62.6 43.8 80.3 65.9 58.5 35.4 68.3 52.6
Old : 62.6 43.8 80.3 65.9 58.5 35.4 68.3 52.6
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 23, 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 : 1,256,653: 146,210 179,850 193,570 146,875 98,560 262,712 223,578 249,871 30,944 130,786 186,004: 88,781 41,128
Old : 1,256,653: 146,210 179,850 193,570 146,875 98,560 262,712 223,578 249,871 30,944 130,786 186,004: 88,781 41,128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 21,610: 2,285 -191 -3,434 684 3,342 11,928 8,588 -4,561 568 2,020 14,424: -2,941 -2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.3 15.4 11.7 7.8 20.9 17.8 19.9 2.5 10.4 14.8: 7.1 3.3
Old : 100.0: 11.6 14.3 15.4 11.7 7.8 20.9 17.8 19.9 2.5 10.4 14.8: 7.1 3.3
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 : 361: 53 51 21 12 26 104 49 85 46 54 81:
Old : 361: 53 51 21 12 26 104 49 85 46 54 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 : 15.8 28.8 27.1 40.7 9.6 20.1 16.0 27.2
Old : 15.8 28.8 27.1 40.7 9.6 20.1 16.0 27.2
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 23, 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 : 1,692,027: 199,033 185,441 25,348 112,966 745,785 51,609 34,601 282,056 56,425 1,518 326,974: 4,797 2,686
Old : 1,692,027: 199,033 185,441 25,348 112,966 745,785 51,609 34,601 282,056 56,425 1,518 326,974: 4,797 2,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 45,743: 10,287 7,514 3,007 6,901 6,439 173 3,478 13,990 4,049 -1,298 8,638: -840 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.0 1.5 6.7 44.1 3.1 2.0 16.7 3.3 0.1 19.3: 0.3 0.2
Old : 100.0: 11.8 11.0 1.5 6.7 44.1 3.1 2.0 16.7 3.3 0.1 19.3: 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 : 155: 41 38 7 18 25 24 23 35 29 8 30:
Old : 155: 41 38 7 18 25 24 23 35 29 8 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 : 36.0 39.0 57.5 60.1 3.6 4.9 5.9 6.7
Old : 36.0 39.0 57.5 60.1 3.6 4.9 5.9 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 23, 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 : 133,635: 20,514 14,536 17,937 8,504 24,823 9,621 1,050 7,900 20,926 46,609 27,608: 4,306 2,605
Old : 133,635: 20,514 14,536 17,937 8,504 24,823 9,621 1,050 7,900 20,926 46,609 27,608: 4,306 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 5,416: 4,445 -1,022 -1,006 1,585 24 -50 700 -550 1,080 2,962 1,193: 280 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.9 13.4 6.4 18.6 7.2 0.8 5.9 15.7 34.9 20.7: 3.2 1.9
Old : 100.0: 15.4 10.9 13.4 6.4 18.6 7.2 0.8 5.9 15.7 34.9 20.7: 3.2 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 : 44: 12 12 . 9 11 4 . 4 6 8 12:
Old : 44: 12 12 . 9 11 4 . 4 6 8 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 : 39.2 50.5 54.4 68.5 29.4 36.8 39.2 42.1
Old : 39.2 50.5 54.4 68.5 29.4 36.8 39.2 42.1
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 23, 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 : 46,814: 2,595 4,332 1,015 2,115 8,089 15,962 14,939 11,439 4,841 2,829 2,588: 285 482
Old : 46,814: 2,595 4,332 1,015 2,115 8,089 15,962 14,939 11,439 4,841 2,829 2,588: 285 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 2,321: -544 775 -50 113 622 1,299 2,575 -1,637 2,716 -131 -100: 15 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.3 2.2 4.5 17.3 34.1 31.9 24.4 10.3 6.0 5.5: 0.6 1.0
Old : 100.0: 5.5 9.3 2.2 4.5 17.3 34.1 31.9 24.4 10.3 6.0 5.5: 0.6 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 : 38: 7 10 . 4 4 . 11 6 . . 4:
Old : 38: 7 10 . 4 4 . 11 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 : 71.4 47.5 86.4 69.2 41.7 25.9 46.5 37.3
Old : 71.4 47.5 86.4 69.2 41.7 25.9 46.5 37.3
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 23, 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 : 2,640,776: 620,008 578,082 255,292 774,589 462,487 238,973 60,760 532,918 298,822 10,074 202,110: 30,166 19,756
Old : 2,640,776: 620,008 578,082 255,292 774,589 462,487 238,973 60,760 532,918 298,822 10,074 202,110: 30,166 19,756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 55,633: 15,581 12,942 -382 3,093 2,482 -6,776 3,902 22,228 13,499 2,274 9,450: -449 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 21.9 9.7 29.3 17.5 9.0 2.3 20.2 11.3 0.4 7.7: 1.1 0.7
Old : 100.0: 23.5 21.9 9.7 29.3 17.5 9.0 2.3 20.2 11.3 0.4 7.7: 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 : 158: 69 63 4 19 23 17 12 26 19 7 15:
Old : 158: 69 63 4 19 23 17 12 26 19 7 15:
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 : 24.5 27.2 38.8 44.4 13.2 16.7 21.0 26.1
Old : 24.5 27.2 38.8 44.4 13.2 16.7 21.0 26.1
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 23, 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 : 1,107,330: 120,275 163,206 291,332 111,124 325,374 121,672 109,864 111,045 21,617 173,663 109,651: 6,364 3,403
Old : 1,107,330: 120,275 163,206 291,332 111,124 325,374 121,672 109,864 111,045 21,617 173,663 109,651: 6,364 3,403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 51,308: 988 9,269 11,790 -966 2,287 62,302 19,979 -11,452 -9,037 38,561 -4,495: -1,075 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.7 26.3 10.0 29.4 11.0 9.9 10.0 2.0 15.7 9.9: 0.6 0.3
Old : 100.0: 10.9 14.7 26.3 10.0 29.4 11.0 9.9 10.0 2.0 15.7 9.9: 0.6 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 : 96: 22 22 16 6 18 12 12 16 10 15 18:
Old : 96: 22 22 16 6 18 12 12 16 10 15 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 : 41.9 33.7 59.2 54.9 21.0 19.4 29.2 29.3
Old : 41.9 33.7 59.2 54.9 21.0 19.4 29.2 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 23, 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 : 30,938: 25,366 25,149 1,058 3,656 1,758 1,800 0 0 375 0 0: 581 375
Old : 30,938: 25,366 25,149 1,058 3,656 1,758 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 16, 2012 :
: 56: -91 -119 20 48 222 0 0 0 0 0 0: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.3 3.4 11.8 5.7 5.8 0.0 0.0 1.2 0.0 0.0: 1.9 1.2
Old : 100.0: 82.0 81.3 3.4 11.8 5.7 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 : 45.2 53.4 62.6 69.6 40.7 49.7 51.7 61.1
Old : 45.2 53.4 62.6 69.6 40.7 49.7 51.7 61.1
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 23, 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 : 9,979: 6,590 7,054 1,640 520 1,210 0 600 0 120 109 73: 346 413
Old : 9,979: 6,590 7,054 1,640 520 1,210 0 600 0 120 109 73: 346 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 400: 150 425 135 -165 115 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 70.7 16.4 5.2 12.1 0.0 6.0 0.0 1.2 1.1 0.7: 3.5 4.1
Old : 100.0: 66.0 70.7 16.4 5.2 12.1 0.0 6.0 0.0 1.2 1.1 0.7: 3.5 4.1
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 : 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 : 56.1 59.4 69.9 75.6 53.9 57.4 67.6 68.3
Old : 56.1 59.4 69.9 75.6 53.9 57.4 67.6 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 23, 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 : 11,994: 6,489 6,145 3,986 5,415 195 0 0 0 945 0 60: 319 179
Old : 11,994: 6,489 6,145 3,986 5,415 195 0 0 0 945 0 60: 319 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 522: 619 345 -120 124 -34 0 0 0 90 0 60: -93 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 51.2 33.2 45.1 1.6 0.0 0.0 0.0 7.9 0.0 0.5: 2.7 1.5
Old : 100.0: 54.1 51.2 33.2 45.1 1.6 0.0 0.0 0.0 7.9 0.0 0.5: 2.7 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 : 32: 17 14 . 7 . 0 0 0 . 0 .:
Old : 32: 17 14 . 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 : 55.8 45.9 77.2 69.5 52.6 44.9 70.0 62.4
Old : 55.8 45.9 77.2 69.5 52.6 44.9 70.0 62.4
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 23, 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 : 5,027: 4,081 2,551 184 2,149 112 0 0 0 138 25 0: 512 190
Old : 5,027: 4,081 2,551 184 2,149 112 0 0 0 138 25 0: 512 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -10: 0 15 0 -25 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 50.7 3.7 42.7 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.2 3.8
Old : 100.0: 81.2 50.7 3.7 42.7 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.2 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 : 76.0 58.6 84.8 84.9 76.0 57.1 82.2 80.9
Old : 76.0 58.6 84.8 84.9 76.0 57.1 82.2 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012