NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 5,212,169: 1,823,091 1,377,992 515,330 1,516,965 609,621 439,745 43,802 937,536 224,210 63,408 652,874: 9,762 9,971
Old : 5,212,169: 1,823,091 1,377,992 515,330 1,516,965 609,621 439,745 43,802 937,536 224,210 63,408 652,874: 9,762 9,971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 120,834: 78,241 73,917 -33,667 77,134 18,533 22,319 801 -2,358 77,508 -7,977 -41,746: 2,004 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 26.4 9.9 29.1 11.7 8.4 0.8 18.0 4.3 1.2 12.5: 0.2 0.2
Old : 100.0: 35.0 26.4 9.9 29.1 11.7 8.4 0.8 18.0 4.3 1.2 12.5: 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 : 226: 110 106 11 21 28 24 8 29 25 15 35:
Old : 226: 110 106 11 21 28 24 8 29 25 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 : 23.6 22.6 41.0 38.6 16.1 19.1 22.9 28.5
Old : 23.6 22.6 41.0 38.6 16.1 19.1 22.9 28.5
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 20, 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 : 246,077: 149,755 171,358 44,244 35,230 30,264 1,090 343 2,747 1,417 543 975: 15,585 4,617
Old : 246,077: 149,755 171,358 44,244 35,230 30,264 1,090 343 2,747 1,417 543 975: 15,585 4,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 905: 251 2,832 -583 -3,937 1,413 -1,838 126 620 955 -736 488: -401 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 69.6 18.0 14.3 12.3 0.4 0.1 1.1 0.6 0.2 0.4: 6.3 1.9
Old : 100.0: 60.9 69.6 18.0 14.3 12.3 0.4 0.1 1.1 0.6 0.2 0.4: 6.3 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 : 46: 24 30 5 . 8 . . . . . .:
Old : 46: 24 30 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 : 46.7 59.9 64.7 73.3 42.6 48.0 51.9 58.9
Old : 46.7 59.9 64.7 73.3 42.6 48.0 51.9 58.9
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 20, 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 : 142,998: 91,741 71,748 17,137 36,685 27,610 1,337 523 3,140 86 0 224: 1,723 3,068
Old : 142,998: 91,741 71,748 17,137 36,685 27,610 1,337 523 3,140 86 0 224: 1,723 3,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 13,933: 10,305 13,165 4,941 3,071 -1,119 68 -170 329 -121 0 28: -498 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 50.2 12.0 25.7 19.3 0.9 0.4 2.2 0.1 0.0 0.2: 1.2 2.1
Old : 100.0: 64.2 50.2 12.0 25.7 19.3 0.9 0.4 2.2 0.1 0.0 0.2: 1.2 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 : 38: 21 21 . 7 9 . . . . 0 .:
Old : 38: 21 21 . 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 41.2 79.3 61.4 41.6 35.0 54.8 44.6
Old : 56.5 41.2 79.3 61.4 41.6 35.0 54.8 44.6
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 20, 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 : 226,755: 163,313 97,555 16,160 75,549 33,354 5,217 13,871 447 602 0 217: 7,445 5,762
Old : 226,755: 163,313 97,555 16,160 75,549 33,354 5,217 13,871 447 602 0 217: 7,445 5,762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 4,258: 5,253 4,268 -692 -5,220 376 31 5,755 -1,609 180 0 0: 719 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 43.0 7.1 33.3 14.7 2.3 6.1 0.2 0.3 0.0 0.1: 3.3 2.5
Old : 100.0: 72.0 43.0 7.1 33.3 14.7 2.3 6.1 0.2 0.3 0.0 0.1: 3.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 21 4 9 11 . . . . 0 .:
Old : 39: 17 21 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 : 53.7 42.5 75.6 63.1 47.5 31.9 57.6 45.8
Old : 53.7 42.5 75.6 63.1 47.5 31.9 57.6 45.8
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 20, 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 : 707,763: 555,300 221,788 12,053 351,264 119,441 1,870 22 10,934 79 0 448: 7,638 3,866
Old : 707,763: 555,300 221,788 12,053 351,264 119,441 1,870 22 10,934 79 0 448: 7,638 3,866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 11,350: 9,534 2,431 -703 7,800 2,130 340 -306 1,002 79 -95 -17: -1,015 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 31.3 1.7 49.6 16.9 0.3 0.0 1.5 0.0 0.0 0.1: 1.1 0.5
Old : 100.0: 78.5 31.3 1.7 49.6 16.9 0.3 0.0 1.5 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: 35 25 6 13 17 . . 4 . 0 .:
Old : 61: 35 25 6 13 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 : 33.9 43.6 56.1 65.5 26.2 39.6 40.7 52.9
Old : 33.9 43.6 56.1 65.5 26.2 39.6 40.7 52.9
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 20, 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 : 201,097: 131,015 169,980 47,556 5,489 11,337 2,140 3,477 1,602 1,159 0 0: 6,288 9,212
Old : 201,097: 131,015 169,980 47,556 5,489 11,337 2,140 3,477 1,602 1,159 0 0: 6,288 9,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 720: -383 -1,407 -1,362 -369 1,362 2,140 1,676 -397 279 0 0: -919 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 84.5 23.6 2.7 5.6 1.1 1.7 0.8 0.6 0.0 0.0: 3.1 4.6
Old : 100.0: 65.2 84.5 23.6 2.7 5.6 1.1 1.7 0.8 0.6 0.0 0.0: 3.1 4.6
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: 24 25 . . . . . . . 0 0:
Old : 43: 24 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 57.0 70.8 74.1 49.1 57.0 62.9 67.8
Old : 54.5 57.0 70.8 74.1 49.1 57.0 62.9 67.8
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 20, 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 : 259,592: 199,742 173,966 35,164 70,552 5,771 6,937 299 5,301 0 732 0: 6,677 2,971
Old : 259,592: 199,742 173,966 35,164 70,552 5,771 6,937 299 5,301 0 732 0: 6,677 2,971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,833: -4,544 -5,206 302 1,579 -90 -24 -60 -149 0 0 0: 672 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 67.0 13.5 27.2 2.2 2.7 0.1 2.0 0.0 0.3 0.0: 2.6 1.1
Old : 100.0: 76.9 67.0 13.5 27.2 2.2 2.7 0.1 2.0 0.0 0.3 0.0: 2.6 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 : 53: 28 26 5 11 4 . . . 0 . 0:
Old : 53: 28 26 5 11 4 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 32.9 56.2 53.2 35.5 31.6 51.6 49.6
Old : 38.4 32.9 56.2 53.2 35.5 31.6 51.6 49.6
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 20, 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 : 101,472: 76,691 38,663 6,917 41,264 9,040 864 0 4,325 0 1,982 62: 3,573 6,136
Old : 101,472: 76,691 38,663 6,917 41,264 9,040 864 0 4,325 0 1,982 62: 3,573 6,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 3,335: 5,752 2,427 1,766 -242 -1,511 -4,600 0 3,372 0 1,111 -354: -1,090 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 38.1 6.8 40.7 8.9 0.9 0.0 4.3 0.0 2.0 0.1: 3.5 6.0
Old : 100.0: 75.6 38.1 6.8 40.7 8.9 0.9 0.0 4.3 0.0 2.0 0.1: 3.5 6.0
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 : 37: 17 17 5 8 8 . 0 . 0 . .:
Old : 37: 17 17 5 8 8 . 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 : 56.3 39.9 77.7 59.7 50.1 38.5 63.7 50.8
Old : 56.3 39.9 77.7 59.7 50.1 38.5 63.7 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 1,204,881: 117,175 155,295 201,624 119,615 85,014 226,403 212,858 281,388 20,909 117,712 186,406: 85,963 46,594
Old : 1,204,881: 117,175 155,295 201,624 119,615 85,014 226,403 212,858 281,388 20,909 117,712 186,406: 85,963 46,594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 10,745: -1,255 110 446 -3,705 -5,703 14,886 -540 10,861 -6,113 11,783 -5,884: 3,507 3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.9 16.7 9.9 7.1 18.8 17.7 23.4 1.7 9.8 15.5: 7.1 3.9
Old : 100.0: 9.7 12.9 16.7 9.9 7.1 18.8 17.7 23.4 1.7 9.8 15.5: 7.1 3.9
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 : 311: 45 43 23 12 27 82 44 75 39 51 74:
Old : 311: 45 43 23 12 27 82 44 75 39 51 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 : 16.1 27.2 27.7 40.4 10.2 19.5 17.2 26.0
Old : 16.1 27.2 27.7 40.4 10.2 19.5 17.2 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 1,526,387: 184,475 165,030 26,015 109,516 697,726 59,798 23,578 228,392 37,775 13,289 286,053: 6,152 2,804
Old : 1,526,387: 184,475 165,030 26,015 109,516 697,726 59,798 23,578 228,392 37,775 13,289 286,053: 6,152 2,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 25,195: 2,448 2,902 271 -1,117 3,416 575 1,195 13,510 302 933 4,170: 503 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.8 1.7 7.2 45.7 3.9 1.5 15.0 2.5 0.9 18.7: 0.4 0.2
Old : 100.0: 12.1 10.8 1.7 7.2 45.7 3.9 1.5 15.0 2.5 0.9 18.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 140: 41 38 7 19 25 27 15 35 18 10 24:
Old : 140: 41 38 7 19 25 27 15 35 18 10 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 : 36.4 38.9 58.0 60.0 4.4 5.4 6.4 7.4
Old : 36.4 38.9 58.0 60.0 4.4 5.4 6.4 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 20, 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 : 124,689: 18,075 15,416 17,352 6,867 24,195 9,903 6,850 1,582 23,226 40,071 27,034: 3,322 2,674
Old : 124,689: 18,075 15,416 17,352 6,867 24,195 9,903 6,850 1,582 23,226 40,071 27,034: 3,322 2,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 6,530: 301 923 -134 177 2,759 1,067 0 582 744 628 1,440: -229 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.4 13.9 5.5 19.4 7.9 5.5 1.3 18.6 32.1 21.7: 2.7 2.1
Old : 100.0: 14.5 12.4 13.9 5.5 19.4 7.9 5.5 1.3 18.6 32.1 21.7: 2.7 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 : 47: 12 12 4 7 11 4 4 5 8 6 12:
Old : 47: 12 12 4 7 11 4 4 5 8 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 : 40.8 48.7 56.9 69.1 31.7 34.7 41.8 44.5
Old : 40.8 48.7 56.9 69.1 31.7 34.7 41.8 44.5
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 20, 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 : 48,419: 2,000 4,958 610 1,608 7,668 16,173 13,424 11,338 5,262 3,835 5,030: 337 558
Old : 48,419: 2,000 4,958 610 1,608 7,668 16,173 13,424 11,338 5,262 3,835 5,030: 337 558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,901: 94 628 43 -157 376 1,726 1,124 -577 -381 -102 627: -7 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 10.2 1.3 3.3 15.8 33.4 27.7 23.4 10.9 7.9 10.4: 0.7 1.2
Old : 100.0: 4.1 10.2 1.3 3.3 15.8 33.4 27.7 23.4 10.9 7.9 10.4: 0.7 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 : 38: 6 11 . . 4 4 10 6 4 . 4:
Old : 38: 6 11 . . 4 4 10 6 4 . 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 : 74.1 46.0 88.8 67.7 41.9 24.8 46.1 34.7
Old : 74.1 46.0 88.8 67.7 41.9 24.8 46.1 34.7
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, November 20, 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 : 2,549,726: 592,625 562,835 213,328 803,209 423,246 281,494 54,203 489,675 322,925 1,242 195,948: 30,485 19,368
Old : 2,549,726: 592,625 562,835 213,328 803,209 423,246 281,494 54,203 489,675 322,925 1,242 195,948: 30,485 19,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,359: 2,077 -1,044 764 27,255 -15,892 15,146 3,437 -11,388 12,468 -627 -1,588: -228 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.1 8.4 31.5 16.6 11.0 2.1 19.2 12.7 0.0 7.7: 1.2 0.8
Old : 100.0: 23.2 22.1 8.4 31.5 16.6 11.0 2.1 19.2 12.7 0.0 7.7: 1.2 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 : 153: 68 62 6 18 24 18 9 25 20 4 17:
Old : 153: 68 62 6 18 24 18 9 25 20 4 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.0 38.1 44.1 12.9 18.1 22.0 28.1
Old : 23.9 26.0 38.1 44.1 12.9 18.1 22.0 28.1
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, November 20, 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 : 1,019,932: 95,823 149,799 299,282 111,975 284,853 79,710 95,342 127,485 23,169 141,748 103,329: 6,281 5,401
Old : 1,019,932: 95,823 149,799 299,282 111,975 284,853 79,710 95,342 127,485 23,169 141,748 103,329: 6,281 5,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 24,900: -1,199 2,816 -778 -6,589 12,944 1,900 7,939 8,825 4,838 1,894 -455: -1,175 -2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.7 29.3 11.0 27.9 7.8 9.3 12.5 2.3 13.9 10.1: 0.6 0.5
Old : 100.0: 9.4 14.7 29.3 11.0 27.9 7.8 9.3 12.5 2.3 13.9 10.1: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 91: 17 19 16 7 18 8 15 16 10 13 17:
Old : 91: 17 19 16 7 18 8 15 16 10 13 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 31.9 59.7 56.4 21.8 22.0 30.2 33.8
Old : 41.7 31.9 59.7 56.4 21.8 22.0 30.2 33.8
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 20, 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 : 31,924: 26,571 26,684 1,205 3,212 1,423 1,800 0 0 375 232 0: 550 373
Old : 31,924: 26,571 26,684 1,205 3,212 1,423 1,800 0 0 375 232 0: 550 373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 49: 65 224 84 -307 -133 0 0 0 0 232 0: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 83.6 3.8 10.1 4.5 5.6 0.0 0.0 1.2 0.7 0.0: 1.7 1.2
Old : 100.0: 83.2 83.6 3.8 10.1 4.5 5.6 0.0 0.0 1.2 0.7 0.0: 1.7 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 : 44: 30 27 . 7 7 . 0 0 . . 0:
Old : 44: 30 27 . 7 7 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 55.7 60.7 69.9 39.1 48.4 50.6 58.0
Old : 42.2 55.7 60.7 69.9 39.1 48.4 50.6 58.0
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, November 20, 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 : 8,430: 5,714 5,323 835 576 1,135 0 600 0 392 350 66: 288 380
Old : 8,430: 5,714 5,323 835 576 1,135 0 600 0 392 350 66: 288 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 78: 91 65 -291 0 -7 0 0 0 275 0 0: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 63.1 9.9 6.8 13.5 0.0 7.1 0.0 4.7 4.2 0.8: 3.4 4.5
Old : 100.0: 67.8 63.1 9.9 6.8 13.5 0.0 7.1 0.0 4.7 4.2 0.8: 3.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 4 . 7 0 . 0 . . .:
Old : 33: 18 18 4 . 7 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 50.0 67.6 68.4 50.7 48.3 64.2 62.0
Old : 53.0 50.0 67.6 68.4 50.7 48.3 64.2 62.0
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 20, 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 : 10,349: 5,253 4,817 2,974 4,865 171 0 0 0 1,416 0 60: 475 436
Old : 10,349: 5,253 4,817 2,974 4,865 171 0 0 0 1,416 0 60: 475 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 10: 0 10 -571 0 0 0 0 0 566 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 46.5 28.7 47.0 1.7 0.0 0.0 0.0 13.7 0.0 0.6: 4.6 4.2
Old : 100.0: 50.8 46.5 28.7 47.0 1.7 0.0 0.0 0.0 13.7 0.0 0.6: 4.6 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 : 28: 13 11 . 7 . 0 0 0 . 0 .:
Old : 28: 13 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 : 55.8 49.2 79.4 74.5 55.5 48.6 69.3 65.9
Old : 55.8 49.2 79.4 74.5 55.5 48.6 69.3 65.9
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 20, 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 : 4,753: 3,794 2,490 55 2,002 86 0 0 0 387 0 0: 431 175
Old : 4,753: 3,794 2,490 55 2,002 86 0 0 0 387 0 0: 431 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 30: 30 50 -249 0 0 0 0 0 249 -25 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 52.4 1.2 42.1 1.8 0.0 0.0 0.0 8.1 0.0 0.0: 9.1 3.7
Old : 100.0: 79.8 52.4 1.2 42.1 1.8 0.0 0.0 0.0 8.1 0.0 0.0: 9.1 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 : 21: 11 10 . 5 . 0 0 0 . 0 0:
Old : 21: 11 10 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 55.8 86.0 84.0 75.6 54.7 82.5 79.2
Old : 76.2 55.8 86.0 84.0 75.6 54.7 82.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012