NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 5,311,300: 1,831,371 1,415,569 486,568 1,551,866 594,941 453,269 45,857 984,931 301,461 58,849 645,405: 13,354 13,882
Old : 5,311,300: 1,831,371 1,415,569 486,568 1,551,866 594,941 453,269 45,857 984,931 301,461 58,849 645,405: 13,354 13,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 99,131: 8,280 37,577 -28,762 34,901 -14,680 13,524 2,055 47,395 77,251 -4,559 -7,469: 3,592 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 26.7 9.2 29.2 11.2 8.5 0.9 18.5 5.7 1.1 12.2: 0.3 0.3
Old : 100.0: 34.5 26.7 9.2 29.2 11.2 8.5 0.9 18.5 5.7 1.1 12.2: 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 : 226: 110 105 9 24 28 24 8 28 24 19 36:
Old : 226: 110 105 9 24 28 24 8 28 24 19 36:
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 : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
Old : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 246,698: 146,516 172,467 44,635 34,601 29,232 3,596 217 2,618 1,321 322 856: 17,924 6,385
Old : 246,698: 146,516 172,467 44,635 34,601 29,232 3,596 217 2,618 1,321 322 856: 17,924 6,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 621: -3,239 1,109 391 -629 -1,032 2,506 -126 -129 -96 -221 -119: 2,339 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 69.9 18.1 14.0 11.8 1.5 0.1 1.1 0.5 0.1 0.3: 7.3 2.6
Old : 100.0: 59.4 69.9 18.1 14.0 11.8 1.5 0.1 1.1 0.5 0.1 0.3: 7.3 2.6
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 : 45: 25 30 5 . 8 . . . . . .:
Old : 45: 25 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 : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
Old : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
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 27, 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 : 143,062: 93,035 71,469 14,515 36,803 27,798 1,503 0 3,638 0 7 248: 2,325 3,099
Old : 143,062: 93,035 71,469 14,515 36,803 27,798 1,503 0 3,638 0 7 248: 2,325 3,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 64: 1,294 -279 -2,622 118 188 166 -523 498 -86 7 24: 602 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 50.0 10.1 25.7 19.4 1.1 0.0 2.5 0.0 0.0 0.2: 1.6 2.2
Old : 100.0: 65.0 50.0 10.1 25.7 19.4 1.1 0.0 2.5 0.0 0.0 0.2: 1.6 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 : 39: 21 21 . 8 9 . 0 . 0 . .:
Old : 39: 21 21 . 8 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 : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
Old : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 227,336: 162,557 99,520 17,851 76,405 33,757 5,031 12,479 314 0 0 0: 7,826 4,861
Old : 227,336: 162,557 99,520 17,851 76,405 33,757 5,031 12,479 314 0 0 0: 7,826 4,861
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 581: -756 1,965 1,691 856 403 -186 -1,392 -133 -602 0 -217: 381 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 43.8 7.9 33.6 14.8 2.2 5.5 0.1 0.0 0.0 0.0: 3.4 2.1
Old : 100.0: 71.5 43.8 7.9 33.6 14.8 2.2 5.5 0.1 0.0 0.0 0.0: 3.4 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: 17 21 4 9 11 . . . 0 0 0:
Old : 38: 17 21 4 9 11 . . . 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 : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
Old : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
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 27, 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 : 714,171: 557,795 218,190 11,945 357,097 122,671 2,796 0 10,681 79 0 448: 7,756 5,084
Old : 714,171: 557,795 218,190 11,945 357,097 122,671 2,796 0 10,681 79 0 448: 7,756 5,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,408: 2,495 -3,598 -108 5,833 3,230 926 -22 -253 0 0 0: 118 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 30.6 1.7 50.0 17.2 0.4 0.0 1.5 0.0 0.0 0.1: 1.1 0.7
Old : 100.0: 78.1 30.6 1.7 50.0 17.2 0.4 0.0 1.5 0.0 0.0 0.1: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 24 6 13 17 . 0 4 . 0 .:
Old : 60: 34 24 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 : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
Old : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
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 27, 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 : 200,779: 128,569 172,786 48,052 6,459 10,438 2,140 3,121 2,296 1,364 0 0: 7,920 5,679
Old : 200,779: 128,569 172,786 48,052 6,459 10,438 2,140 3,121 2,296 1,364 0 0: 7,920 5,679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -318: -2,446 2,806 496 970 -899 0 -356 694 205 0 0: 1,632 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 86.1 23.9 3.2 5.2 1.1 1.6 1.1 0.7 0.0 0.0: 3.9 2.8
Old : 100.0: 64.0 86.1 23.9 3.2 5.2 1.1 1.6 1.1 0.7 0.0 0.0: 3.9 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 : 46: 25 28 . . . . . . . 0 0:
Old : 46: 25 28 . . . . . . . 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 : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
Old : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
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 27, 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 : 260,311: 199,349 174,534 36,567 70,614 6,011 6,993 0 5,170 0 1,042 0: 6,221 2,940
Old : 260,311: 199,349 174,534 36,567 70,614 6,011 6,993 0 5,170 0 1,042 0: 6,221 2,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 719: -393 568 1,403 62 240 56 -299 -131 0 310 0: -456 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 67.0 14.0 27.1 2.3 2.7 0.0 2.0 0.0 0.4 0.0: 2.4 1.1
Old : 100.0: 76.6 67.0 14.0 27.1 2.3 2.7 0.0 2.0 0.0 0.4 0.0: 2.4 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 : 56: 29 27 5 12 4 . 0 . 0 . 0:
Old : 56: 29 27 5 12 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 : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
Old : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
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 27, 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 : 102,217: 75,269 37,335 7,289 41,156 9,102 1,016 0 4,675 0 1,951 62: 4,804 7,936
Old : 102,217: 75,269 37,335 7,289 41,156 9,102 1,016 0 4,675 0 1,951 62: 4,804 7,936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 745: -1,422 -1,328 372 -108 62 152 0 350 0 -31 0: 1,231 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 36.5 7.1 40.3 8.9 1.0 0.0 4.6 0.0 1.9 0.1: 4.7 7.8
Old : 100.0: 73.6 36.5 7.1 40.3 8.9 1.0 0.0 4.6 0.0 1.9 0.1: 4.7 7.8
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 : 37: 15 16 5 9 8 . 0 . 0 . .:
Old : 37: 15 16 5 9 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 : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
Old : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
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 27, 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 : 1,199,193: 114,510 158,282 203,327 105,353 82,328 240,163 220,245 279,262 19,315 133,557 180,633: 79,654 39,532
Old : 1,199,193: 114,510 158,282 203,327 105,353 82,328 240,163 220,245 279,262 19,315 133,557 180,633: 79,654 39,532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -5,688: -2,665 2,987 1,704 -14,262 -2,685 13,759 7,387 -2,125 -1,593 15,845 -5,773: -6,309 -7,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.2 17.0 8.8 6.9 20.0 18.4 23.3 1.6 11.1 15.1: 6.6 3.3
Old : 100.0: 9.5 13.2 17.0 8.8 6.9 20.0 18.4 23.3 1.6 11.1 15.1: 6.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 310: 44 42 24 11 26 88 43 76 36 49 72:
Old : 310: 44 42 24 11 26 88 43 76 36 49 72:
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 : 16.3 28.0 27.9 41.5 10.1 19.6 17.4 26.2
Old : 16.3 28.0 27.9 41.5 10.1 19.6 17.4 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 1,387,745: 165,310 147,117 24,023 104,400 654,605 62,355 16,224 195,666 29,262 14,666 250,161: 6,364 4,905
Old : 1,387,745: 165,310 147,117 24,023 104,400 654,605 62,355 16,224 195,666 29,262 14,666 250,161: 6,364 4,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -138,643: -19,166 -17,912 -1,993 -5,116 -43,122 2,557 -7,354 -32,726 -8,513 1,378 -35,892: 212 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.6 1.7 7.5 47.2 4.5 1.2 14.1 2.1 1.1 18.0: 0.5 0.4
Old : 100.0: 11.9 10.6 1.7 7.5 47.2 4.5 1.2 14.1 2.1 1.1 18.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 124: 37 28 6 18 22 27 12 31 18 6 21:
Old : 124: 37 28 6 18 22 27 12 31 18 6 21:
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 : 37.1 40.0 59.2 61.7 4.5 5.7 6.8 7.8
Old : 37.1 40.0 59.2 61.7 4.5 5.7 6.8 7.8
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 27, 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 : 136,967: 18,558 15,860 12,286 8,292 27,994 10,003 5,746 2,209 35,075 46,449 27,782: 3,059 2,634
Old : 136,967: 18,558 15,860 12,286 8,292 27,994 10,003 5,746 2,209 35,075 46,449 27,782: 3,059 2,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 12,278: 483 444 -5,066 1,425 3,799 100 -1,104 627 11,849 6,378 749: -264 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.6 9.0 6.1 20.4 7.3 4.2 1.6 25.6 33.9 20.3: 2.2 1.9
Old : 100.0: 13.5 11.6 9.0 6.1 20.4 7.3 4.2 1.6 25.6 33.9 20.3: 2.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 13 13 4 7 11 5 . 5 9 6 11:
Old : 50: 13 13 4 7 11 5 . 5 9 6 11:
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 : 42.9 50.9 58.0 71.0 33.0 35.5 42.6 45.9
Old : 42.9 50.9 58.0 71.0 33.0 35.5 42.6 45.9
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 27, 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 : 50,040: 1,941 4,478 359 2,006 8,465 16,617 13,519 11,100 5,487 4,072 5,834: 236 566
Old : 50,040: 1,941 4,478 359 2,006 8,465 16,617 13,519 11,100 5,487 4,072 5,834: 236 566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,621: -59 -480 -251 398 796 444 95 -238 225 237 804: -101 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.9 0.7 4.0 16.9 33.2 27.0 22.2 11.0 8.1 11.7: 0.5 1.1
Old : 100.0: 3.9 8.9 0.7 4.0 16.9 33.2 27.0 22.2 11.0 8.1 11.7: 0.5 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 : 38: 6 11 . 4 4 . 11 6 . . 5:
Old : 38: 6 11 . 4 4 . 11 6 . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 47.1 89.2 69.0 41.9 24.8 46.0 34.8
Old : 75.5 47.1 89.2 69.0 41.9 24.8 46.0 34.8
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 27, 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 : 2,588,868: 622,037 568,254 211,901 817,723 417,710 278,304 59,175 487,019 325,246 1,262 217,287: 29,364 20,438
Old : 2,588,868: 622,037 568,254 211,901 817,723 417,710 278,304 59,175 487,019 325,246 1,262 217,287: 29,364 20,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 39,142: 29,412 5,419 -1,427 14,514 -5,536 -3,190 4,972 -2,656 2,321 20 21,339: -1,121 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.9 8.2 31.6 16.1 10.8 2.3 18.8 12.6 0.0 8.4: 1.1 0.8
Old : 100.0: 24.0 21.9 8.2 31.6 16.1 10.8 2.3 18.8 12.6 0.0 8.4: 1.1 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 : 157: 70 61 6 18 24 17 9 24 22 4 18:
Old : 157: 70 61 6 18 24 17 9 24 22 4 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 : 23.9 25.7 37.6 43.6 13.3 17.8 22.2 27.8
Old : 23.9 25.7 37.6 43.6 13.3 17.8 22.2 27.8
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 27, 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 : 1,034,062: 103,265 154,652 302,599 107,492 285,593 79,806 98,691 131,713 23,520 149,489 101,445: 6,121 4,987
Old : 1,034,062: 103,265 154,652 302,599 107,492 285,593 79,806 98,691 131,713 23,520 149,489 101,445: 6,121 4,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 14,130: 7,442 4,853 3,317 -4,483 740 96 3,349 4,228 351 7,741 -1,884: -160 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.0 29.3 10.4 27.6 7.7 9.5 12.7 2.3 14.5 9.8: 0.6 0.5
Old : 100.0: 10.0 15.0 29.3 10.4 27.6 7.7 9.5 12.7 2.3 14.5 9.8: 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 : 96: 20 20 16 7 18 9 15 15 10 15 18:
Old : 96: 20 20 16 7 18 9 15 15 10 15 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 32.0 59.6 56.2 21.5 22.1 29.5 33.3
Old : 41.6 32.0 59.6 56.2 21.5 22.1 29.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 32,549: 27,179 27,407 1,320 3,454 1,338 1,800 0 0 375 0 0: 537 350
Old : 32,549: 27,179 27,407 1,320 3,454 1,338 1,800 0 0 375 0 0: 537 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 625: 608 723 115 242 -85 0 0 0 0 -232 0: -13 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 84.2 4.1 10.6 4.1 5.5 0.0 0.0 1.2 0.0 0.0: 1.6 1.1
Old : 100.0: 83.5 84.2 4.1 10.6 4.1 5.5 0.0 0.0 1.2 0.0 0.0: 1.6 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 : 44: 30 27 . 8 7 . 0 0 . 0 0:
Old : 44: 30 27 . 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 : 42.6 54.8 61.3 69.2 39.2 47.1 50.1 56.4
Old : 42.6 54.8 61.3 69.2 39.2 47.1 50.1 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, November 27, 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 : 6,342: 4,315 2,534 0 3,461 48 1,635 0 0 0 0 0: 344 299
Old : 6,342: 4,315 2,534 0 3,461 48 1,635 0 0 0 0 0: 344 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 40.0 0.0 54.6 0.8 25.8 0.0 0.0 0.0 0.0 0.0: 5.4 4.7
Old : 100.0: 68.0 40.0 0.0 54.6 0.8 25.8 0.0 0.0 0.0 0.0 0.0: 5.4 4.7
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 : 20: 10 9 0 6 . . 0 0 0 0 0:
Old : 20: 10 9 0 6 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 53.2 89.3 81.4 59.4 49.8 68.3 67.4
Old : 65.7 53.2 89.3 81.4 59.4 49.8 68.3 67.4
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 27, 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 : 8,462: 5,695 5,304 1,120 621 1,166 0 600 0 117 350 66: 298 355
Old : 8,462: 5,695 5,304 1,120 621 1,166 0 600 0 117 350 66: 298 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 32: -19 -19 285 45 31 0 0 0 -275 0 0: 10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 62.7 13.2 7.3 13.8 0.0 7.1 0.0 1.4 4.1 0.8: 3.5 4.2
Old : 100.0: 67.3 62.7 13.2 7.3 13.8 0.0 7.1 0.0 1.4 4.1 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 : 35: 18 18 5 5 7 0 . 0 . . .:
Old : 35: 18 18 5 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 : 52.8 49.4 67.4 67.7 50.5 47.7 64.0 60.9
Old : 52.8 49.4 67.4 67.7 50.5 47.7 64.0 60.9
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 27, 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 : 10,354: 5,253 4,822 3,540 4,865 171 0 0 0 850 0 60: 480 436
Old : 10,354: 5,253 4,822 3,540 4,865 171 0 0 0 850 0 60: 480 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 5: 0 5 566 0 0 0 0 0 -566 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 46.6 34.2 47.0 1.7 0.0 0.0 0.0 8.2 0.0 0.6: 4.6 4.2
Old : 100.0: 50.7 46.6 34.2 47.0 1.7 0.0 0.0 0.0 8.2 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 : 55.7 49.2 79.4 74.5 55.4 48.6 69.3 66.0
Old : 55.7 49.2 79.4 74.5 55.4 48.6 69.3 66.0
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 27, 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 : 4,789: 3,824 2,520 304 2,002 86 0 0 0 138 0 0: 437 181
Old : 4,789: 3,824 2,520 304 2,002 86 0 0 0 138 0 0: 437 181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 36: 30 30 249 0 0 0 0 0 -249 0 0: 6 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 52.6 6.3 41.8 1.8 0.0 0.0 0.0 2.9 0.0 0.0: 9.1 3.8
Old : 100.0: 79.8 52.6 6.3 41.8 1.8 0.0 0.0 0.0 2.9 0.0 0.0: 9.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.6 55.4 86.0 83.4 74.4 54.3 81.2 78.5
Old : 75.6 55.4 86.0 83.4 74.4 54.3 81.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012