Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,082,421 : : Positions : :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 : : : : Changes from: October 30, 2012 : : -6,102 -28,556 777 -32,254 3,370 9,081 469 -48,756 -51,610 13,018 42,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 26.3 11.1 28.0 11.5 7.8 1.1 18.8 3.7 1.4 12.8 : : : : Number of Traders in Each Category Total Traders: 220 : : 108 108 9 22 27 24 9 30 17 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 246,350 : : Positions : : 152,870 168,319 43,323 42,314 29,416 2,246 217 2,056 558 609 658 : : : : Changes from: October 30, 2012 : : -16,479 -15,283 998 -50 -7,091 -1,837 -2,220 234 -1,764 -275 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 68.3 17.6 17.2 11.9 0.9 0.1 0.8 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 27 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 132,074 : : Positions : : 78,027 63,667 17,259 32,617 29,096 1,655 0 2,798 207 0 320 : : : : Changes from: October 30, 2012 : : -14,951 -13,682 -3,172 -3,645 -735 -1,573 -3,561 -784 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 48.2 13.1 24.7 22.0 1.3 0.0 2.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 219,483 : : Positions : : 154,469 97,850 18,887 78,892 31,785 4,668 3,964 3,056 853 0 0 : : : : Changes from: October 30, 2012 : : -12,562 -18,028 -4,906 761 -2,568 -2,440 -862 -292 208 -1,081 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 44.6 8.6 35.9 14.5 2.1 1.8 1.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 4 9 11 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 691,796 : : Positions : : 540,993 218,758 12,997 340,176 115,234 1,696 314 10,620 0 64 496 : : : : Changes from: October 30, 2012 : : -21,700 -11,305 2,192 -3,749 -8,825 1,696 -2,903 -3,320 0 -87 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 31.6 1.9 49.2 16.7 0.2 0.0 1.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 24 7 12 17 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 196,564 : : Positions : : 125,414 174,013 48,490 5,858 9,119 3,421 0 353 0 0 0 : : : : Changes from: October 30, 2012 : : -12,803 -9,147 4,212 -635 -3,842 -2,066 0 -369 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 88.5 24.7 3.0 4.6 1.7 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 25 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 249,976 : : Positions : : 193,384 168,665 31,593 65,975 5,184 7,329 0 6,481 0 793 0 : : : : Changes from: October 30, 2012 : : -26,362 -25,663 -1,109 -1,430 -770 1,319 0 -1,231 0 793 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 67.5 12.6 26.4 2.1 2.9 0.0 2.6 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 27 5 11 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 109,342 : : Positions : : 80,280 39,088 3,563 46,965 11,638 6,090 0 2,676 0 471 416 : : : : Changes from: October 30, 2012 : : -13,134 -9,856 -812 -3,875 -198 558 0 -896 0 471 416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 35.7 3.3 43.0 10.6 5.6 0.0 2.4 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 4 9 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,215,016 : : Positions : : 124,222 159,163 197,867 142,444 93,784 236,091 219,030 266,125 29,080 108,035 183,431 : : : : Changes from: October 30, 2012 : : -13,850 -16,030 2,020 -7,797 -1,456 -20,954 -1,200 17,555 1,031 -9,232 6,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 13.1 16.3 11.7 7.7 19.4 18.0 21.9 2.4 8.9 15.1 : : : : Number of Traders in Each Category Total Traders: 318 : : 48 43 24 11 28 82 48 80 45 43 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,489,204 : : Positions : : 179,753 161,022 25,434 109,008 692,806 58,067 22,026 210,239 38,704 11,665 278,329 : : : : Changes from: October 30, 2012 : : 1,757 999 -1,168 -732 -3,619 -1,385 -571 -964 85 -658 4,404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 10.8 1.7 7.3 46.5 3.9 1.5 14.1 2.6 0.8 18.7 : : : : Number of Traders in Each Category Total Traders: 139 : : 40 36 6 18 23 26 16 32 21 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 116,599 : : Positions : : 17,406 14,158 23,734 3,907 18,618 8,836 6,900 750 22,656 48,464 21,294 : : : : Changes from: October 30, 2012 : : 301 1,134 -134 1,211 98 275 0 -50 506 -1,393 -675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 12.1 20.4 3.4 16.0 7.6 5.9 0.6 19.4 41.6 18.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 4 7 10 . 4 . 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 46,116 : : Positions : : 1,912 4,462 966 2,293 7,569 13,385 11,997 11,740 5,862 3,223 4,405 : : : : Changes from: October 30, 2012 : : -15 331 24 234 191 -1,287 -1,975 271 195 257 1,866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 9.7 2.1 5.0 16.4 29.0 26.0 25.5 12.7 7.0 9.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 6 10 . 4 4 . 9 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,522,338 : : Positions : : 581,367 553,396 210,472 762,174 456,382 257,338 49,849 491,680 304,301 1,838 188,422 : : : : Changes from: October 30, 2012 : : 5,375 8,793 -16,572 10,832 -2,565 10,986 0 -4,501 19,152 0 -2,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 21.9 8.3 30.2 18.1 10.2 2.0 19.5 12.1 0.1 7.5 : : : : Number of Traders in Each Category Total Traders: 148 : : 64 60 4 19 23 19 7 25 19 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 991,547 : : Positions : : 96,247 143,273 296,237 119,627 276,887 86,282 90,072 110,931 16,587 142,741 100,407 : : : : Changes from: October 30, 2012 : : 738 2,615 1,461 95 -385 25,228 3,618 2,448 -1,987 18,353 505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 14.4 29.9 12.1 27.9 8.7 9.1 11.2 1.7 14.4 10.1 : : : : Number of Traders in Each Category Total Traders: 86 : : 17 15 16 6 17 9 13 15 9 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 28,867 : : Positions : : 23,613 23,467 866 3,444 1,636 1,800 0 0 375 0 0 : : : : Changes from: October 30, 2012 : : -2,247 -2,305 -320 -134 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 81.3 3.0 11.9 5.7 6.2 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . 8 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,325 : : Positions : : 5,528 5,518 1,301 521 1,022 0 600 0 117 250 66 : : : : Changes from: October 30, 2012 : : -1,104 -1,709 -382 63 -212 0 0 0 -39 75 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 66.3 15.6 6.3 12.3 0.0 7.2 0.0 1.4 3.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 5 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,595 : : Positions : : 5,302 4,913 3,590 4,860 221 0 0 0 850 0 60 : : : : Changes from: October 30, 2012 : : -1,100 -1,262 -356 -443 16 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 46.4 33.9 45.9 2.1 0.0 0.0 0.0 8.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,721 : : Positions : : 3,764 2,440 304 2,004 84 0 0 0 138 25 0 : : : : Changes from: October 30, 2012 : : -397 -231 7 -206 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 51.7 6.4 42.4 1.8 0.0 0.0 0.0 2.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 9, 2012