NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 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 : 5,140,707: 1,743,726 1,364,422 564,721 1,455,647 579,366 386,872 55,538 1,003,944 239,771 58,944 606,367: 15,940 16,479
Old : 5,140,707: 1,743,726 1,364,422 564,721 1,455,647 579,366 386,872 55,538 1,003,944 239,771 58,944 606,367: 15,940 16,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -223,215: -94,534 -55,573 28,169 -43,416 -33,196 -26,944 2,181 -33,607 -8,079 -4,060 -53,022: -2,002 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 26.5 11.0 28.3 11.3 7.5 1.1 19.5 4.7 1.1 11.8: 0.3 0.3
Old : 100.0: 33.9 26.5 11.0 28.3 11.3 7.5 1.1 19.5 4.7 1.1 11.8: 0.3 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: 108 107 9 22 26 23 10 30 21 17 31:
Old : 221: 108 107 9 22 26 23 10 30 21 17 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 : 24.1 23.3 41.0 39.3 16.4 19.3 22.6 27.6
Old : 24.1 23.3 41.0 39.3 16.4 19.3 22.6 27.6
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 30, 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 : 272,338: 169,349 183,602 42,325 42,364 36,507 4,083 2,437 1,822 2,322 884 747: 15,183 3,975
Old : 272,338: 169,349 183,602 42,325 42,364 36,507 4,083 2,437 1,822 2,322 884 747: 15,183 3,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,172: 2,781 691 1,222 2,243 -1,193 -857 -300 287 -153 97 117: -1,032 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 67.4 15.5 15.6 13.4 1.5 0.9 0.7 0.9 0.3 0.3: 5.6 1.5
Old : 100.0: 62.2 67.4 15.5 15.6 13.4 1.5 0.9 0.7 0.9 0.3 0.3: 5.6 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 : 49: 27 30 4 4 8 . . . . . 4:
Old : 49: 27 30 4 4 8 . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 59.0 64.1 72.5 40.6 42.2 49.6 52.7
Old : 45.7 59.0 64.1 72.5 40.6 42.2 49.6 52.7
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 30, 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 : 153,452: 92,978 77,349 20,431 36,262 29,831 3,228 3,561 3,582 807 0 320: 2,275 2,547
Old : 153,452: 92,978 77,349 20,431 36,262 29,831 3,228 3,561 3,582 807 0 320: 2,275 2,547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,795: -4,106 -2,813 -129 327 923 1,506 -38 -319 91 0 -3: 242 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 50.4 13.3 23.6 19.4 2.1 2.3 2.3 0.5 0.0 0.2: 1.5 1.7
Old : 100.0: 60.6 50.4 13.3 23.6 19.4 2.1 2.3 2.3 0.5 0.0 0.2: 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 : 42: 25 24 . 7 9 4 . . . 0 .:
Old : 42: 25 24 . 7 9 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 : 57.1 39.3 74.1 60.9 40.1 33.0 49.9 43.6
Old : 57.1 39.3 74.1 60.9 40.1 33.0 49.9 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, October 30, 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 : 241,812: 167,031 115,878 23,793 78,131 34,353 7,108 4,826 3,348 645 1,081 0: 5,534 4,195
Old : 241,812: 167,031 115,878 23,793 78,131 34,353 7,108 4,826 3,348 645 1,081 0: 5,534 4,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,535: -7,077 -4,861 1,959 7,123 -2,051 4,255 -2,008 98 -332 -1,110 0: 613 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 47.9 9.8 32.3 14.2 2.9 2.0 1.4 0.3 0.4 0.0: 2.3 1.7
Old : 100.0: 69.1 47.9 9.8 32.3 14.2 2.9 2.0 1.4 0.3 0.4 0.0: 2.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 23 4 9 11 . . . . . 0:
Old : 43: 20 23 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 : 50.3 43.2 72.8 62.9 45.8 31.8 57.2 45.0
Old : 50.3 43.2 72.8 62.9 45.8 31.8 57.2 45.0
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 30, 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 : 720,137: 562,693 230,063 10,805 343,925 124,059 0 3,217 13,940 0 151 465: 8,175 4,317
Old : 720,137: 562,693 230,063 10,805 343,925 124,059 0 3,217 13,940 0 151 465: 8,175 4,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 13,892: 20,822 7,184 -4,162 9,070 -2,611 0 -334 -185 0 3 -31: 59 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 31.9 1.5 47.8 17.2 0.0 0.4 1.9 0.0 0.0 0.1: 1.1 0.6
Old : 100.0: 78.1 31.9 1.5 47.8 17.2 0.0 0.4 1.9 0.0 0.0 0.1: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 37 26 6 13 17 0 . 4 0 . .:
Old : 62: 37 26 6 13 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 42.1 56.3 64.0 26.2 37.9 40.2 51.1
Old : 34.0 42.1 56.3 64.0 26.2 37.9 40.2 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 30, 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 : 209,148: 138,217 183,160 44,278 6,493 12,961 5,487 0 722 0 0 0: 7,483 5,812
Old : 209,148: 138,217 183,160 44,278 6,493 12,961 5,487 0 722 0 0 0: 7,483 5,812
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 5,110: 3,583 3,882 797 -481 2,414 1,044 0 -950 0 0 0: -1,778 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 87.6 21.2 3.1 6.2 2.6 0.0 0.3 0.0 0.0 0.0: 3.6 2.8
Old : 100.0: 66.1 87.6 21.2 3.1 6.2 2.6 0.0 0.3 0.0 0.0 0.0: 3.6 2.8
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 : 42: 27 27 . 4 4 . 0 . 0 0 0:
Old : 42: 27 27 . 4 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 56.9 69.0 74.8 43.9 56.9 57.4 66.9
Old : 52.0 56.9 69.0 74.8 43.9 56.9 57.4 66.9
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 30, 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 : 278,806: 219,746 194,328 32,702 67,405 5,954 6,010 0 7,712 0 0 0: 6,682 3,407
Old : 278,806: 219,746 194,328 32,702 67,405 5,954 6,010 0 7,712 0 0 0: 6,682 3,407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 2,104: 1,701 2,877 -158 -1,297 1,178 -480 -59 -317 0 0 0: 180 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 69.7 11.7 24.2 2.1 2.2 0.0 2.8 0.0 0.0 0.0: 2.4 1.2
Old : 100.0: 78.8 69.7 11.7 24.2 2.1 2.2 0.0 2.8 0.0 0.0 0.0: 2.4 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 : 53: 30 28 6 10 8 . 0 . 0 0 0:
Old : 53: 30 28 6 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 : 39.3 39.8 57.0 57.5 36.6 38.5 53.3 54.7
Old : 39.3 39.8 57.0 57.5 36.6 38.5 53.3 54.7
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 30, 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 : 122,050: 93,414 48,944 4,375 50,840 11,836 5,532 0 3,572 0 0 0: 3,321 6,858
Old : 122,050: 93,414 48,944 4,375 50,840 11,836 5,532 0 3,572 0 0 0: 3,321 6,858
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -471: -136 -74 -60 -2,005 150 -183 0 -152 0 0 0: -90 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 40.1 3.6 41.7 9.7 4.5 0.0 2.9 0.0 0.0 0.0: 2.7 5.6
Old : 100.0: 76.5 40.1 3.6 41.7 9.7 4.5 0.0 2.9 0.0 0.0 0.0: 2.7 5.6
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 : 39: 19 18 . 10 8 . 0 . 0 0 0:
Old : 39: 19 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 : 61.4 42.8 79.7 64.5 57.4 34.4 67.2 51.2
Old : 61.4 42.8 79.7 64.5 57.4 34.4 67.2 51.2
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 30, 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 : 1,222,771: 138,073 175,194 195,848 150,241 95,239 257,045 220,231 248,571 28,048 117,268 176,800: 83,148 39,229
Old : 1,222,771: 138,073 175,194 195,848 150,241 95,239 257,045 220,231 248,571 28,048 117,268 176,800: 83,148 39,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -33,882: -8,138 -4,656 2,278 3,366 -3,321 -5,667 -3,347 -1,301 -2,896 -13,519 -9,205: -5,633 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.3 16.0 12.3 7.8 21.0 18.0 20.3 2.3 9.6 14.5: 6.8 3.2
Old : 100.0: 11.3 14.3 16.0 12.3 7.8 21.0 18.0 20.3 2.3 9.6 14.5: 6.8 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 : 332: 50 45 24 11 28 85 56 84 45 42 75:
Old : 332: 50 45 24 11 28 85 56 84 45 42 75:
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 : 17.1 30.1 29.0 42.7 9.8 21.5 16.8 28.1
Old : 17.1 30.1 29.0 42.7 9.8 21.5 16.8 28.1
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 30, 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 : 1,490,402: 177,996 160,023 26,603 109,740 696,425 59,452 22,597 211,203 38,619 12,323 273,926: 6,179 4,166
Old : 1,490,402: 177,996 160,023 26,603 109,740 696,425 59,452 22,597 211,203 38,619 12,323 273,926: 6,179 4,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -201,625: -21,037 -25,418 1,255 -3,225 -49,360 7,842 -12,004 -70,854 -17,805 10,805 -53,048: 1,382 1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.7 1.8 7.4 46.7 4.0 1.5 14.2 2.6 0.8 18.4: 0.4 0.3
Old : 100.0: 11.9 10.7 1.8 7.4 46.7 4.0 1.5 14.2 2.6 0.8 18.4: 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 : 137: 39 37 5 19 23 26 16 32 20 8 24:
Old : 137: 39 37 5 19 23 26 16 32 20 8 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.5 58.8 60.7 4.6 5.5 6.7 7.6
Old : 36.6 39.5 58.8 60.7 4.6 5.5 6.7 7.6
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 30, 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 : 116,234: 17,105 13,024 23,868 2,696 18,520 8,561 6,900 800 22,150 49,857 21,969: 3,261 2,468
Old : 116,234: 17,105 13,024 23,868 2,696 18,520 8,561 6,900 800 22,150 49,857 21,969: 3,261 2,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -17,401: -3,409 -1,512 5,931 -5,808 -6,303 -1,060 5,850 -7,100 1,224 3,248 -5,639: -1,045 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.2 20.5 2.3 15.9 7.4 5.9 0.7 19.1 42.9 18.9: 2.8 2.1
Old : 100.0: 14.7 11.2 20.5 2.3 15.9 7.4 5.9 0.7 19.1 42.9 18.9: 2.8 2.1
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 : 42: 11 11 5 6 10 . 4 . 7 6 12:
Old : 42: 11 11 5 6 10 . 4 . 7 6 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 : 44.0 54.5 59.7 73.2 39.0 46.5 49.4 53.4
Old : 44.0 54.5 59.7 73.2 39.0 46.5 49.4 53.4
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 30, 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 : 44,865: 1,926 4,131 942 2,060 7,378 14,672 13,972 11,469 5,667 2,966 2,539: 272 351
Old : 44,865: 1,926 4,131 942 2,060 7,378 14,672 13,972 11,469 5,667 2,966 2,539: 272 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,948: -669 -201 -73 -55 -711 -1,291 -968 30 826 137 -48: -12 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.2 2.1 4.6 16.4 32.7 31.1 25.6 12.6 6.6 5.7: 0.6 0.8
Old : 100.0: 4.3 9.2 2.1 4.6 16.4 32.7 31.1 25.6 12.6 6.6 5.7: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 6 10 . 4 4 . 10 6 . . 4:
Old : 36: 6 10 . 4 4 . 10 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 : 72.2 47.5 87.5 69.1 42.9 25.2 48.2 37.7
Old : 72.2 47.5 87.5 69.1 42.9 25.2 48.2 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 30, 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 : 2,512,498: 575,992 544,603 227,044 751,342 458,947 246,352 49,849 496,181 285,149 1,838 191,323: 31,510 18,415
Old : 2,512,498: 575,992 544,603 227,044 751,342 458,947 246,352 49,849 496,181 285,149 1,838 191,323: 31,510 18,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -128,278: -44,016 -33,479 -28,248 -23,247 -3,540 7,379 -10,911 -36,737 -13,673 -8,236 -10,787: 1,344 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.7 9.0 29.9 18.3 9.8 2.0 19.7 11.3 0.1 7.6: 1.3 0.7
Old : 100.0: 22.9 21.7 9.0 29.9 18.3 9.8 2.0 19.7 11.3 0.1 7.6: 1.3 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 : 149: 65 60 4 19 23 19 7 24 19 6 15:
Old : 149: 65 60 4 19 23 19 7 24 19 6 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 : 25.1 27.3 39.0 44.9 12.7 17.1 21.7 26.9
Old : 25.1 27.3 39.0 44.9 12.7 17.1 21.7 26.9
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 30, 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 : 963,780: 95,509 140,658 294,776 119,532 277,272 61,054 86,454 108,483 18,574 124,388 99,902: 8,210 7,091
Old : 963,780: 95,509 140,658 294,776 119,532 277,272 61,054 86,454 108,483 18,574 124,388 99,902: 8,210 7,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -143,550: -24,766 -22,548 3,444 8,408 -48,102 -60,618 -23,410 -2,562 -3,043 -49,275 -9,749: 1,846 3,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 14.6 30.6 12.4 28.8 6.3 9.0 11.3 1.9 12.9 10.4: 0.9 0.7
Old : 100.0: 9.9 14.6 30.6 12.4 28.8 6.3 9.0 11.3 1.9 12.9 10.4: 0.9 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 : 85: 17 15 16 6 17 9 13 14 10 12 18:
Old : 85: 17 15 16 6 17 9 13 14 10 12 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 : 41.0 33.7 60.1 58.2 20.8 22.6 29.1 33.1
Old : 41.0 33.7 60.1 58.2 20.8 22.6 29.1 33.1
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 30, 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 : 31,657: 25,860 25,772 1,186 3,578 1,821 1,800 0 0 375 0 0: 615 486
Old : 31,657: 25,860 25,772 1,186 3,578 1,821 1,800 0 0 375 0 0: 615 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 719: 494 623 128 -78 63 0 0 0 0 0 0: 34 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 81.4 3.7 11.3 5.8 5.7 0.0 0.0 1.2 0.0 0.0: 1.9 1.5
Old : 100.0: 81.7 81.4 3.7 11.3 5.8 5.7 0.0 0.0 1.2 0.0 0.0: 1.9 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 : 43: 27 27 . 8 6 . 0 0 . 0 0:
Old : 43: 27 27 . 8 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 : 43.9 53.5 62.5 68.9 39.6 50.4 51.1 61.0
Old : 43.9 53.5 62.5 68.9 39.6 50.4 51.1 61.0
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 30, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,179: 6,632 7,227 1,683 458 1,234 0 600 0 156 175 67: 407 418
Old : 10,179: 6,632 7,227 1,683 458 1,234 0 600 0 156 175 67: 407 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 200: 42 173 43 -62 24 0 0 0 36 66 -6: 61 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 71.0 16.5 4.5 12.1 0.0 5.9 0.0 1.5 1.7 0.7: 4.0 4.1
Old : 100.0: 65.2 71.0 16.5 4.5 12.1 0.0 5.9 0.0 1.5 1.7 0.7: 4.0 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 : 34: 17 16 6 . 7 0 . 0 . . .:
Old : 34: 17 16 6 . 7 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 58.8 68.3 74.9 52.8 57.5 66.1 67.6
Old : 55.0 58.8 68.3 74.9 52.8 57.5 66.1 67.6
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 30, 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 : 11,922: 6,402 6,175 3,946 5,303 205 0 0 0 945 0 60: 364 179
Old : 11,922: 6,402 6,175 3,946 5,303 205 0 0 0 945 0 60: 364 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -72: -87 30 -40 -112 10 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 51.8 33.1 44.5 1.7 0.0 0.0 0.0 7.9 0.0 0.5: 3.1 1.5
Old : 100.0: 53.7 51.8 33.1 44.5 1.7 0.0 0.0 0.0 7.9 0.0 0.5: 3.1 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 : 55.4 45.7 77.5 69.5 52.6 44.7 69.7 62.3
Old : 55.4 45.7 77.5 69.5 52.6 44.7 69.7 62.3
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 30, 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 : 5,206: 4,161 2,671 297 2,210 108 0 0 0 138 25 0: 502 192
Old : 5,206: 4,161 2,671 297 2,210 108 0 0 0 138 25 0: 502 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 179: 80 120 113 61 -4 0 0 0 0 0 0: -10 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 51.3 5.7 42.5 2.1 0.0 0.0 0.0 2.7 0.5 0.0: 9.6 3.7
Old : 100.0: 79.9 51.3 5.7 42.5 2.1 0.0 0.0 0.0 2.7 0.5 0.0: 9.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . 5 4 0 0 0 . . 0:
Old : 22: 11 9 . 5 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 : 76.7 56.8 85.7 84.1 76.7 55.3 83.4 80.1
Old : 76.7 56.8 85.7 84.1 76.7 55.3 83.4 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012