NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 5,082,421: 1,737,624 1,335,866 565,498 1,423,393 582,736 395,953 56,007 955,188 188,161 71,962 648,663: 8,598 8,606
Old : 5,082,421: 1,737,624 1,335,866 565,498 1,423,393 582,736 395,953 56,007 955,188 188,161 71,962 648,663: 8,598 8,606
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -58,286: -6,102 -28,556 777 -32,254 3,370 9,081 469 -48,756 -51,610 13,018 42,296: -7,342 -7,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 26.3 11.1 28.0 11.5 7.8 1.1 18.8 3.7 1.4 12.8: 0.2 0.2
Old : 100.0: 34.2 26.3 11.1 28.0 11.5 7.8 1.1 18.8 3.7 1.4 12.8: 0.2 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 : 220: 108 108 9 22 27 24 9 30 17 19 32:
Old : 220: 108 108 9 22 27 24 9 30 17 19 32:
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 22.8 41.2 38.8 16.9 19.2 23.6 27.8
Old : 24.1 22.8 41.2 38.8 16.9 19.2 23.6 27.8
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, November 6, 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 : 246,350: 152,870 168,319 43,323 42,314 29,416 2,246 217 2,056 558 609 658: 15,223 2,761
Old : 246,350: 152,870 168,319 43,323 42,314 29,416 2,246 217 2,056 558 609 658: 15,223 2,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -25,988: -16,479 -15,283 998 -50 -7,091 -1,837 -2,220 234 -1,764 -275 -89: 40 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 68.3 17.6 17.2 11.9 0.9 0.1 0.8 0.2 0.2 0.3: 6.2 1.1
Old : 100.0: 62.1 68.3 17.6 17.2 11.9 0.9 0.1 0.8 0.2 0.2 0.3: 6.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 27 5 . 8 . . . . . .:
Old : 47: 26 27 5 . 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 : 47.4 62.9 65.9 75.2 43.4 49.1 53.3 59.0
Old : 47.4 62.9 65.9 75.2 43.4 49.1 53.3 59.0
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 132,074: 78,027 63,667 17,259 32,617 29,096 1,655 0 2,798 207 0 320: 2,712 3,576
Old : 132,074: 78,027 63,667 17,259 32,617 29,096 1,655 0 2,798 207 0 320: 2,712 3,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -21,378: -14,951 -13,682 -3,172 -3,645 -735 -1,573 -3,561 -784 -600 0 0: 437 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 48.2 13.1 24.7 22.0 1.3 0.0 2.1 0.2 0.0 0.2: 2.1 2.7
Old : 100.0: 59.1 48.2 13.1 24.7 22.0 1.3 0.0 2.1 0.2 0.0 0.2: 2.1 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 : 36: 20 20 . 7 9 . 0 . . 0 .:
Old : 36: 20 20 . 7 9 . 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 : 61.3 41.5 80.3 63.2 43.1 32.4 54.1 43.6
Old : 61.3 41.5 80.3 63.2 43.1 32.4 54.1 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, November 6, 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 : 219,483: 154,469 97,850 18,887 78,892 31,785 4,668 3,964 3,056 853 0 0: 5,765 3,936
Old : 219,483: 154,469 97,850 18,887 78,892 31,785 4,668 3,964 3,056 853 0 0: 5,765 3,936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -22,329: -12,562 -18,028 -4,906 761 -2,568 -2,440 -862 -292 208 -1,081 0: 231 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 44.6 8.6 35.9 14.5 2.1 1.8 1.4 0.4 0.0 0.0: 2.6 1.8
Old : 100.0: 70.4 44.6 8.6 35.9 14.5 2.1 1.8 1.4 0.4 0.0 0.0: 2.6 1.8
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 : 41: 19 23 4 9 11 . . . . 0 0:
Old : 41: 19 23 4 9 11 . . . . 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 : 52.2 45.2 75.1 63.6 47.7 33.0 58.4 44.3
Old : 52.2 45.2 75.1 63.6 47.7 33.0 58.4 44.3
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, November 6, 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 : 691,796: 540,993 218,758 12,997 340,176 115,234 1,696 314 10,620 0 64 496: 9,760 6,134
Old : 691,796: 540,993 218,758 12,997 340,176 115,234 1,696 314 10,620 0 64 496: 9,760 6,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -28,341: -21,700 -11,305 2,192 -3,749 -8,825 1,696 -2,903 -3,320 0 -87 31: 1,585 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 31.6 1.9 49.2 16.7 0.2 0.0 1.5 0.0 0.0 0.1: 1.4 0.9
Old : 100.0: 78.2 31.6 1.9 49.2 16.7 0.2 0.0 1.5 0.0 0.0 0.1: 1.4 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 : 59: 33 24 7 12 17 . . 4 0 . .:
Old : 59: 33 24 7 12 17 . . 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 : 34.5 42.5 57.5 65.0 26.9 38.1 41.7 51.7
Old : 34.5 42.5 57.5 65.0 26.9 38.1 41.7 51.7
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, November 6, 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 : 196,564: 125,414 174,013 48,490 5,858 9,119 3,421 0 353 0 0 0: 9,767 7,221
Old : 196,564: 125,414 174,013 48,490 5,858 9,119 3,421 0 353 0 0 0: 9,767 7,221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -12,584: -12,803 -9,147 4,212 -635 -3,842 -2,066 0 -369 0 0 0: 2,284 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 88.5 24.7 3.0 4.6 1.7 0.0 0.2 0.0 0.0 0.0: 5.0 3.7
Old : 100.0: 63.8 88.5 24.7 3.0 4.6 1.7 0.0 0.2 0.0 0.0 0.0: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 25 . . . . 0 . 0 0 0:
Old : 39: 23 25 . . . . 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 : 54.6 59.8 71.0 77.1 48.0 59.8 61.1 70.3
Old : 54.6 59.8 71.0 77.1 48.0 59.8 61.1 70.3
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, November 6, 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 : 249,976: 193,384 168,665 31,593 65,975 5,184 7,329 0 6,481 0 793 0: 6,005 2,878
Old : 249,976: 193,384 168,665 31,593 65,975 5,184 7,329 0 6,481 0 793 0: 6,005 2,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -28,830: -26,362 -25,663 -1,109 -1,430 -770 1,319 0 -1,231 0 793 0: -677 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 67.5 12.6 26.4 2.1 2.9 0.0 2.6 0.0 0.3 0.0: 2.4 1.2
Old : 100.0: 77.4 67.5 12.6 26.4 2.1 2.9 0.0 2.6 0.0 0.3 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 : 54: 30 27 5 11 4 . 0 . 0 . 0:
Old : 54: 30 27 5 11 4 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 32.4 57.1 52.8 37.4 31.1 53.3 48.5
Old : 40.4 32.4 57.1 52.8 37.4 31.1 53.3 48.5
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, November 6, 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 : 109,342: 80,280 39,088 3,563 46,965 11,638 6,090 0 2,676 0 471 416: 4,679 8,088
Old : 109,342: 80,280 39,088 3,563 46,965 11,638 6,090 0 2,676 0 471 416: 4,679 8,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -12,708: -13,134 -9,856 -812 -3,875 -198 558 0 -896 0 471 416: 1,358 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 35.7 3.3 43.0 10.6 5.6 0.0 2.4 0.0 0.4 0.4: 4.3 7.4
Old : 100.0: 73.4 35.7 3.3 43.0 10.6 5.6 0.0 2.4 0.0 0.4 0.4: 4.3 7.4
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 : 36: 15 16 4 9 7 . 0 . 0 . .:
Old : 36: 15 16 4 9 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 : 61.6 44.1 80.8 64.1 55.9 37.1 68.3 52.5
Old : 61.6 44.1 80.8 64.1 55.9 37.1 68.3 52.5
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, November 6, 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 : 1,215,016: 124,222 159,163 197,867 142,444 93,784 236,091 219,030 266,125 29,080 108,035 183,431: 84,416 43,003
Old : 1,215,016: 124,222 159,163 197,867 142,444 93,784 236,091 219,030 266,125 29,080 108,035 183,431: 84,416 43,003
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,755: -13,850 -16,030 2,020 -7,797 -1,456 -20,954 -1,200 17,555 1,031 -9,232 6,632: 1,268 3,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.1 16.3 11.7 7.7 19.4 18.0 21.9 2.4 8.9 15.1: 6.9 3.5
Old : 100.0: 10.2 13.1 16.3 11.7 7.7 19.4 18.0 21.9 2.4 8.9 15.1: 6.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 318: 48 43 24 11 28 82 48 80 45 43 74:
Old : 318: 48 43 24 11 28 82 48 80 45 43 74:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 28.8 28.2 41.4 10.1 21.1 16.7 27.8
Old : 16.4 28.8 28.2 41.4 10.1 21.1 16.7 27.8
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, November 6, 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 : 1,489,204: 179,753 161,022 25,434 109,008 692,806 58,067 22,026 210,239 38,704 11,665 278,329: 5,870 4,108
Old : 1,489,204: 179,753 161,022 25,434 109,008 692,806 58,067 22,026 210,239 38,704 11,665 278,329: 5,870 4,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,199: 1,757 999 -1,168 -732 -3,619 -1,385 -571 -964 85 -658 4,404: -309 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.8 1.7 7.3 46.5 3.9 1.5 14.1 2.6 0.8 18.7: 0.4 0.3
Old : 100.0: 12.1 10.8 1.7 7.3 46.5 3.9 1.5 14.1 2.6 0.8 18.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 139: 40 36 6 18 23 26 16 32 21 9 25:
Old : 139: 40 36 6 18 23 26 16 32 21 9 25:
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 39.3 58.4 60.5 4.4 5.4 6.6 7.4
Old : 36.4 39.3 58.4 60.5 4.4 5.4 6.6 7.4
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, November 6, 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 : 116,599: 17,406 14,158 23,734 3,907 18,618 8,836 6,900 750 22,656 48,464 21,294: 3,306 2,509
Old : 116,599: 17,406 14,158 23,734 3,907 18,618 8,836 6,900 750 22,656 48,464 21,294: 3,306 2,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 365: 301 1,134 -134 1,211 98 275 0 -50 506 -1,393 -675: 45 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.1 20.4 3.4 16.0 7.6 5.9 0.6 19.4 41.6 18.3: 2.8 2.2
Old : 100.0: 14.9 12.1 20.4 3.4 16.0 7.6 5.9 0.6 19.4 41.6 18.3: 2.8 2.2
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: 11 11 4 7 10 . 4 . 7 7 12:
Old : 43: 11 11 4 7 10 . 4 . 7 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 : 44.4 52.8 60.0 72.1 39.3 45.0 49.8 52.7
Old : 44.4 52.8 60.0 72.1 39.3 45.0 49.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 46,116: 1,912 4,462 966 2,293 7,569 13,385 11,997 11,740 5,862 3,223 4,405: 276 426
Old : 46,116: 1,912 4,462 966 2,293 7,569 13,385 11,997 11,740 5,862 3,223 4,405: 276 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,250: -15 331 24 234 191 -1,287 -1,975 271 195 257 1,866: 4 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.7 2.1 5.0 16.4 29.0 26.0 25.5 12.7 7.0 9.6: 0.6 0.9
Old : 100.0: 4.1 9.7 2.1 5.0 16.4 29.0 26.0 25.5 12.7 7.0 9.6: 0.6 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 : 35: 6 10 . 4 4 . 9 6 . . 4:
Old : 35: 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 : 73.8 48.0 88.8 70.1 39.3 23.5 44.7 34.4
Old : 73.8 48.0 88.8 70.1 39.3 23.5 44.7 34.4
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, November 6, 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 : 2,522,338: 581,367 553,396 210,472 762,174 456,382 257,338 49,849 491,680 304,301 1,838 188,422: 32,376 18,597
Old : 2,522,338: 581,367 553,396 210,472 762,174 456,382 257,338 49,849 491,680 304,301 1,838 188,422: 32,376 18,597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 9,840: 5,375 8,793 -16,572 10,832 -2,565 10,986 0 -4,501 19,152 0 -2,901: 866 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.9 8.3 30.2 18.1 10.2 2.0 19.5 12.1 0.1 7.5: 1.3 0.7
Old : 100.0: 23.0 21.9 8.3 30.2 18.1 10.2 2.0 19.5 12.1 0.1 7.5: 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 : 148: 64 60 4 19 23 19 7 25 19 6 15:
Old : 148: 64 60 4 19 23 19 7 25 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 : 24.3 27.0 38.0 44.6 12.4 18.0 21.1 27.2
Old : 24.3 27.0 38.0 44.6 12.4 18.0 21.1 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 991,547: 96,247 143,273 296,237 119,627 276,887 86,282 90,072 110,931 16,587 142,741 100,407: 7,969 7,609
Old : 991,547: 96,247 143,273 296,237 119,627 276,887 86,282 90,072 110,931 16,587 142,741 100,407: 7,969 7,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 27,767: 738 2,615 1,461 95 -385 25,228 3,618 2,448 -1,987 18,353 505: -241 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.4 29.9 12.1 27.9 8.7 9.1 11.2 1.7 14.4 10.1: 0.8 0.8
Old : 100.0: 9.7 14.4 29.9 12.1 27.9 8.7 9.1 11.2 1.7 14.4 10.1: 0.8 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 : 86: 17 15 16 6 17 9 13 15 9 14 19:
Old : 86: 17 15 16 6 17 9 13 15 9 14 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 : 42.3 33.2 60.9 57.2 22.4 22.3 31.2 33.7
Old : 42.3 33.2 60.9 57.2 22.4 22.3 31.2 33.7
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, November 6, 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 : 28,867: 23,613 23,467 866 3,444 1,636 1,800 0 0 375 0 0: 577 320
Old : 28,867: 23,613 23,467 866 3,444 1,636 1,800 0 0 375 0 0: 577 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,790: -2,247 -2,305 -320 -134 -185 0 0 0 0 0 0: -38 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 81.3 3.0 11.9 5.7 6.2 0.0 0.0 1.3 0.0 0.0: 2.0 1.1
Old : 100.0: 81.8 81.3 3.0 11.9 5.7 6.2 0.0 0.0 1.3 0.0 0.0: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 26 . 8 7 . 0 0 . 0 0:
Old : 43: 27 26 . 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 : 46.6 53.6 63.3 70.1 43.1 50.3 54.5 61.2
Old : 46.6 53.6 63.3 70.1 43.1 50.3 54.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 8,325: 5,528 5,518 1,301 521 1,022 0 600 0 117 250 66: 291 348
Old : 8,325: 5,528 5,518 1,301 521 1,022 0 600 0 117 250 66: 291 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,854: -1,104 -1,709 -382 63 -212 0 0 0 -39 75 -1: -116 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 66.3 15.6 6.3 12.3 0.0 7.2 0.0 1.4 3.0 0.8: 3.5 4.2
Old : 100.0: 66.4 66.3 15.6 6.3 12.3 0.0 7.2 0.0 1.4 3.0 0.8: 3.5 4.2
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 : 34: 18 17 5 . 7 0 . 0 . . .:
Old : 34: 18 17 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 : 53.3 56.3 68.5 72.5 50.8 54.5 64.3 66.1
Old : 53.3 56.3 68.5 72.5 50.8 54.5 64.3 66.1
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, November 6, 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 : 10,595: 5,302 4,913 3,590 4,860 221 0 0 0 850 0 60: 572 541
Old : 10,595: 5,302 4,913 3,590 4,860 221 0 0 0 850 0 60: 572 541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,327: -1,100 -1,262 -356 -443 16 0 0 0 -95 0 0: 208 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 46.4 33.9 45.9 2.1 0.0 0.0 0.0 8.0 0.0 0.6: 5.4 5.1
Old : 100.0: 50.0 46.4 33.9 45.9 2.1 0.0 0.0 0.0 8.0 0.0 0.6: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . 7 . 0 0 0 . 0 .:
Old : 27: 12 11 . 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 : 56.5 48.5 79.6 72.6 54.7 47.4 70.4 64.4
Old : 56.5 48.5 79.6 72.6 54.7 47.4 70.4 64.4
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 4,721: 3,764 2,440 304 2,004 84 0 0 0 138 25 0: 431 168
Old : 4,721: 3,764 2,440 304 2,004 84 0 0 0 138 25 0: 431 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -485: -397 -231 7 -206 -24 0 0 0 0 0 0: -71 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0: 9.1 3.6
Old : 100.0: 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0: 9.1 3.6
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 : 22: 11 9 . 5 . 0 0 0 . . 0:
Old : 22: 11 9 . 5 . 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 56.2 85.9 84.6 76.7 55.1 83.7 80.4
Old : 76.7 56.2 85.9 84.6 76.7 55.1 83.7 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012