NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,606,410: 1,849,788 1,072,688 269,301 1,031,732 662,296 248,938 162,251 1,083,592 19,095 128,276 430,230: 43,170 35,345
Old : 4,606,410: 1,849,788 1,072,688 269,301 1,031,732 662,296 248,938 162,251 1,083,592 19,095 128,276 430,230: 43,170 35,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 199,704: 99,469 59,885 12,675 12,112 14,096 -12,000 48,205 10,345 5,433 -12,735 67,600: 2,086 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 23.3 5.8 22.4 14.4 5.4 3.5 23.5 0.4 2.8 9.3: 0.9 0.8
Old : 100.0: 40.2 23.3 5.8 22.4 14.4 5.4 3.5 23.5 0.4 2.8 9.3: 0.9 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 : 217: 98 92 15 22 33 25 13 35 10 23 28:
Old : 217: 98 92 15 22 33 25 13 35 10 23 28:
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 : 21.7 21.1 35.7 36.0 12.3 15.9 17.3 21.6
Old : 21.7 21.1 35.7 36.0 12.3 15.9 17.3 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 339,939: 176,661 248,237 62,041 20,520 44,067 21,419 2,033 17,340 0 583 1,356: 17,055 5,803
Old : 339,939: 176,661 248,237 62,041 20,520 44,067 21,419 2,033 17,340 0 583 1,356: 17,055 5,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 9,519: -3,652 19,347 2,657 -6,775 1,475 7,933 -3,244 -1,387 0 -541 -3: 2,496 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 73.0 18.3 6.0 13.0 6.3 0.6 5.1 0.0 0.2 0.4: 5.0 1.7
Old : 100.0: 52.0 73.0 18.3 6.0 13.0 6.3 0.6 5.1 0.0 0.2 0.4: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 28 5 4 8 7 . 7 0 . .:
Old : 56: 28 28 5 4 8 7 . 7 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 42.2 55.0 60.7 24.8 36.6 37.4 47.7
Old : 34.3 42.2 55.0 60.7 24.8 36.6 37.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 203,850: 162,696 145,211 4,575 28,961 22,793 6,178 265 2,794 0 47 756: 4,058 3,023
Old : 203,850: 162,696 145,211 4,575 28,961 22,793 6,178 265 2,794 0 47 756: 4,058 3,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,963: 1,503 -2,618 -577 1,976 -3,003 -1,463 -248 873 -77 47 -47: 828 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 71.2 2.2 14.2 11.2 3.0 0.1 1.4 0.0 0.0 0.4: 2.0 1.5
Old : 100.0: 79.8 71.2 2.2 14.2 11.2 3.0 0.1 1.4 0.0 0.0 0.4: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 25 25 . 9 9 4 . . 0 . .:
Old : 49: 25 25 . 9 9 4 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 46.0 69.3 62.8 48.6 44.5 60.8 56.9
Old : 52.9 46.0 69.3 62.8 48.6 44.5 60.8 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 349,324: 266,178 118,582 55,073 163,484 16,510 300 35,023 7,261 0 3,293 122: 3,880 5,049
Old : 349,324: 266,178 118,582 55,073 163,484 16,510 300 35,023 7,261 0 3,293 122: 3,880 5,049
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 10,692: 10,328 -1,787 2,133 11,075 -986 0 1,629 -1,257 0 2,591 33: 441 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 33.9 15.8 46.8 4.7 0.1 10.0 2.1 0.0 0.9 0.0: 1.1 1.4
Old : 100.0: 76.2 33.9 15.8 46.8 4.7 0.1 10.0 2.1 0.0 0.9 0.0: 1.1 1.4
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 : 53: 21 23 6 8 12 . 5 . 0 . .:
Old : 53: 21 23 6 8 12 . 5 . 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 : 51.2 42.0 72.1 61.6 48.0 40.1 68.6 58.6
Old : 51.2 42.0 72.1 61.6 48.0 40.1 68.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 685,413: 551,455 261,697 24,523 302,583 88,695 850 14,972 15,342 754 0 783: 3,011 1,341
Old : 685,413: 551,455 261,697 24,523 302,583 88,695 850 14,972 15,342 754 0 783: 3,011 1,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 23,000: 23,619 -2,415 224 13,075 6,259 -976 13,033 -6,865 76 -54 175: 488 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 38.2 3.6 44.1 12.9 0.1 2.2 2.2 0.1 0.0 0.1: 0.4 0.2
Old : 100.0: 80.5 38.2 3.6 44.1 12.9 0.1 2.2 2.2 0.1 0.0 0.1: 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 : 68: 35 28 6 16 20 . 4 5 . 0 .:
Old : 68: 35 28 6 16 20 . 4 5 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.1 55.4 54.1 32.3 32.5 43.6 44.1
Old : 34.9 36.1 55.4 54.1 32.3 32.5 43.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 230,611: 153,395 185,826 47,030 10,593 6,409 13,928 20,498 2,038 2,274 0 0: 5,537 5,247
Old : 230,611: 153,395 185,826 47,030 10,593 6,409 13,928 20,498 2,038 2,274 0 0: 5,537 5,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,590: 1,024 6,378 1,671 217 338 3,086 -2,192 -940 1,210 0 0: -2,799 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 80.6 20.4 4.6 2.8 6.0 8.9 0.9 1.0 0.0 0.0: 2.4 2.3
Old : 100.0: 66.5 80.6 20.4 4.6 2.8 6.0 8.9 0.9 1.0 0.0 0.0: 2.4 2.3
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 : 50: 29 28 5 4 5 . . . . 0 0:
Old : 50: 29 28 5 4 5 . . . . 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 : 47.9 54.8 64.2 73.6 44.1 54.6 56.5 69.1
Old : 47.9 54.8 64.2 73.6 44.1 54.6 56.5 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 399,629: 241,987 302,210 73,578 41,477 20,902 21,924 136 31,566 0 0 0: 9,672 3,338
Old : 399,629: 241,987 302,210 73,578 41,477 20,902 21,924 136 31,566 0 0 0: 9,672 3,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 29,326: 15,402 28,406 8,162 -664 4,174 5,154 1 -606 0 0 0: -2,960 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 75.6 18.4 10.4 5.2 5.5 0.0 7.9 0.0 0.0 0.0: 2.4 0.8
Old : 100.0: 60.6 75.6 18.4 10.4 5.2 5.5 0.0 7.9 0.0 0.0 0.0: 2.4 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 : 60: 33 29 9 8 13 . . 5 0 0 0:
Old : 60: 33 29 9 8 13 . . 5 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 : 31.2 61.9 50.0 72.9 26.9 55.6 40.0 62.3
Old : 31.2 61.9 50.0 72.9 26.9 55.6 40.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 135,833: 66,356 85,693 20,297 9,985 27,132 14,460 3,355 3,789 390 0 213: 3,196 5,666
Old : 135,833: 66,356 85,693 20,297 9,985 27,132 14,460 3,355 3,789 390 0 213: 3,196 5,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,001: -10,876 6,291 5,788 -6,102 344 3,932 -513 -1,097 390 0 213: -695 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 63.1 14.9 7.4 20.0 10.6 2.5 2.8 0.3 0.0 0.2: 2.4 4.2
Old : 100.0: 48.9 63.1 14.9 7.4 20.0 10.6 2.5 2.8 0.3 0.0 0.2: 2.4 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 : 45: 21 23 6 7 9 . . . . 0 .:
Old : 45: 21 23 6 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 : 38.9 28.2 58.4 47.8 31.1 22.0 44.2 33.7
Old : 38.9 28.2 58.4 47.8 31.1 22.0 44.2 33.7
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 996,833: 114,129 142,461 222,244 42,685 91,593 121,770 248,131 259,996 28,260 70,542 90,568: 68,273 50,857
Old : 996,833: 114,129 142,461 222,244 42,685 91,593 121,770 248,131 259,996 28,260 70,542 90,568: 68,273 50,857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 28,376: -183 -3,626 253 897 3,696 5,254 4,917 12,035 789 -2,325 9,094: -2,562 3,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.3 22.3 4.3 9.2 12.2 24.9 26.1 2.8 7.1 9.1: 6.8 5.1
Old : 100.0: 11.4 14.3 22.3 4.3 9.2 12.2 24.9 26.1 2.8 7.1 9.1: 6.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 327: 56 44 26 14 33 51 94 72 27 41 54:
Old : 327: 56 44 26 14 33 51 94 72 27 41 54:
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 : 20.8 21.3 32.5 32.5 13.0 12.4 19.1 18.0
Old : 20.8 21.3 32.5 32.5 13.0 12.4 19.1 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Old : 63,573: 37,061 19,231 13,576 20,576 6,684 1,402 9,424 2,718 0 0 0: 2,132 4,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 7.8
Old : 100.0: 58.3 30.3 21.4 32.4 10.5 2.2 14.8 4.3 0.0 0.0 0.0: 3.4 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 : 23: 8 9 4 5 5 . . . 0 0 0:
Old : 23: 8 9 4 5 5 . . . 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 : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Old : 50.2 51.8 78.6 74.4 48.6 44.8 64.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 60,976: 34,230 20,280 7,594 20,462 7,462 3,739 4,044 681 0 0 0: 7,270 8,047
Old : 60,976: 34,230 20,280 7,594 20,462 7,462 3,739 4,044 681 0 0 0: 7,270 8,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 11: -49 -100 89 0 31 -140 0 80 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 33.3 12.5 33.6 12.2 6.1 6.6 1.1 0.0 0.0 0.0: 11.9 13.2
Old : 100.0: 56.1 33.3 12.5 33.6 12.2 6.1 6.6 1.1 0.0 0.0 0.0: 11.9 13.2
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 : 20: 7 7 4 5 7 . . . 0 0 0:
Old : 20: 7 7 4 5 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 : 58.7 49.1 77.2 70.9 52.0 47.9 62.1 60.7
Old : 58.7 49.1 77.2 70.9 52.0 47.9 62.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 98,461: 53,674 40,822 15,072 38,069 11,807 4,141 0 2,976 0 0 0: 10,791 4,787
Old : 98,461: 53,674 40,822 15,072 38,069 11,807 4,141 0 2,976 0 0 0: 10,791 4,787
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 35: 167 -250 0 0 0 -417 0 285 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 41.5 15.3 38.7 12.0 4.2 0.0 3.0 0.0 0.0 0.0: 11.0 4.9
Old : 100.0: 54.5 41.5 15.3 38.7 12.0 4.2 0.0 3.0 0.0 0.0 0.0: 11.0 4.9
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 : 29: 12 11 4 8 6 . 0 . 0 0 0:
Old : 29: 12 11 4 8 6 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 40.5 62.2 63.7 30.9 37.4 46.8 55.3
Old : 40.7 40.5 62.2 63.7 30.9 37.4 46.8 55.3
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,463,139: 681,475 409,457 125,134 730,741 461,388 285,556 85,171 493,092 180,286 54,994 203,848: 32,360 24,448
Old : 2,463,139: 681,475 409,457 125,134 730,741 461,388 285,556 85,171 493,092 180,286 54,994 203,848: 32,360 24,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 55,545: 19,928 14,131 -1,993 8,151 5,596 1,758 1,348 19,635 5,723 1,412 6,612: -1,714 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.6 5.1 29.7 18.7 11.6 3.5 20.0 7.3 2.2 8.3: 1.3 1.0
Old : 100.0: 27.7 16.6 5.1 29.7 18.7 11.6 3.5 20.0 7.3 2.2 8.3: 1.3 1.0
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 : 171: 72 66 13 15 27 20 12 29 17 11 22:
Old : 171: 72 66 13 15 27 20 12 29 17 11 22:
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 : 22.4 28.1 34.7 46.2 12.1 19.1 19.6 28.6
Old : 22.4 28.1 34.7 46.2 12.1 19.1 19.6 28.6
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,063,862: 117,006 179,617 202,366 243,180 340,095 163,142 26,035 123,847 32,785 66,965 79,411: 5,210 4,712
Old : 1,063,862: 117,006 179,617 202,366 243,180 340,095 163,142 26,035 123,847 32,785 66,965 79,411: 5,210 4,712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 44,619: 915 7,176 -5,689 -11,510 28,543 21,160 -2,780 7,968 -10,313 13,210 1,796: 239 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 16.9 19.0 22.9 32.0 15.3 2.4 11.6 3.1 6.3 7.5: 0.5 0.4
Old : 100.0: 11.0 16.9 19.0 22.9 32.0 15.3 2.4 11.6 3.1 6.3 7.5: 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 : 91: 20 20 14 9 19 14 7 19 8 13 16:
Old : 91: 20 20 14 9 19 14 7 19 8 13 16:
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 : 35.1 35.1 53.6 59.1 15.2 22.2 24.0 35.0
Old : 35.1 35.1 53.6 59.1 15.2 22.2 24.0 35.0
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,252: 22,422 13,901 765 9,415 480 5 0 40 190 66 137: 213 213
Old : 24,252: 22,422 13,901 765 9,415 480 5 0 40 190 66 137: 213 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -45: -105 -79 136 406 2 0 0 0 0 0 0: -78 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 57.3 3.2 38.8 2.0 0.0 0.0 0.2 0.8 0.3 0.6: 0.9 0.9
Old : 100.0: 92.5 57.3 3.2 38.8 2.0 0.0 0.0 0.2 0.8 0.3 0.6: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 33 28 . 10 6 . 0 . . . .:
Old : 54: 33 28 . 10 6 . 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 : 36.4 38.6 57.5 63.4 23.8 35.0 40.0 48.9
Old : 36.4 38.6 57.5 63.4 23.8 35.0 40.0 48.9
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,672: 9,302 4,056 520 5,762 408 0 35 120 135 0 10: 177 281
Old : 10,672: 9,302 4,056 520 5,762 408 0 35 120 135 0 10: 177 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 168: 105 5 10 90 15 0 0 0 0 0 0: 38 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 38.0 4.9 54.0 3.8 0.0 0.3 1.1 1.3 0.0 0.1: 1.7 2.6
Old : 100.0: 87.2 38.0 4.9 54.0 3.8 0.0 0.3 1.1 1.3 0.0 0.1: 1.7 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 : 27: 17 13 . 5 . 0 . . . 0 .:
Old : 27: 17 13 . 5 . 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 63.1 76.2 83.0 45.3 61.1 59.8 68.0
Old : 54.5 63.1 76.2 83.0 45.3 61.1 59.8 68.0
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 - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,355: 4,446 4,578 2,020 1,773 485 0 0 0 0 80 0: 404 439
Old : 7,355: 4,446 4,578 2,020 1,773 485 0 0 0 0 80 0: 404 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 20: 13 25 20 35 0 0 0 0 0 0 0: -13 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 62.2 27.5 24.1 6.6 0.0 0.0 0.0 0.0 1.1 0.0: 5.5 6.0
Old : 100.0: 60.4 62.2 27.5 24.1 6.6 0.0 0.0 0.0 0.0 1.1 0.0: 5.5 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 : 29: 16 13 5 5 6 0 0 0 0 . 0:
Old : 29: 16 13 5 5 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 : 55.7 56.1 74.5 77.6 51.8 52.1 69.2 71.1
Old : 55.7 56.1 74.5 77.6 51.8 52.1 69.2 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,372: 8,056 4,946 1,752 5,053 197 0 0 0 0 0 0: 1,367 1,176
Old : 11,372: 8,056 4,946 1,752 5,053 197 0 0 0 0 0 0: 1,367 1,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 394: -73 189 411 168 -23 0 0 0 0 0 0: 79 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 43.5 15.4 44.4 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 10.3
Old : 100.0: 70.8 43.5 15.4 44.4 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 10.3
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 : 29: 15 13 . 6 . 0 0 0 0 0 0:
Old : 29: 15 13 . 6 . 0 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 : 67.7 52.8 78.0 71.4 60.5 52.8 68.8 67.7
Old : 67.7 52.8 78.0 71.4 60.5 52.8 68.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011