NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 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 : 5,205,223: 1,775,665 1,393,973 514,120 1,411,280 646,174 422,748 43,954 991,854 196,599 60,620 639,480: 18,583 17,888
Old : 5,205,223: 1,775,665 1,393,973 514,120 1,411,280 646,174 422,748 43,954 991,854 196,599 60,620 639,480: 18,583 17,888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 235,524: 65,672 -6,216 -27,186 124,333 27,171 75,868 -29,700 42,633 -30,797 -8,254 93,007: -10,844 -7,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.8 9.9 27.1 12.4 8.1 0.8 19.1 3.8 1.2 12.3: 0.4 0.3
Old : 100.0: 34.1 26.8 9.9 27.1 12.4 8.1 0.8 19.1 3.8 1.2 12.3: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 225: 112 107 8 24 27 25 10 32 25 13 31:
Old : 225: 112 107 8 24 27 25 10 32 25 13 31:
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 22.3 40.2 37.1 15.7 19.0 22.3 26.1
Old : 23.9 22.3 40.2 37.1 15.7 19.0 22.3 26.1
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, October 16, 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 : 260,640: 166,178 176,254 34,984 36,712 38,466 2,806 2,107 2,469 605 451 1,103: 14,029 3,078
Old : 260,640: 166,178 176,254 34,984 36,712 38,466 2,806 2,107 2,469 605 451 1,103: 14,029 3,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -6,946: -5,686 -1,184 -1,656 2,126 -1,016 -396 -6,180 -400 605 -759 561: 1,042 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 67.6 13.4 14.1 14.8 1.1 0.8 0.9 0.2 0.2 0.4: 5.4 1.2
Old : 100.0: 63.8 67.6 13.4 14.1 14.8 1.1 0.8 0.9 0.2 0.2 0.4: 5.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 28 5 . 8 . . . . . .:
Old : 46: 26 28 5 . 8 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 59.9 63.7 73.1 39.3 42.3 47.9 52.6
Old : 46.6 59.9 63.7 73.1 39.3 42.3 47.9 52.6
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, October 16, 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 : 155,509: 96,743 80,561 19,763 34,948 29,870 1,962 3,330 3,720 777 0 474: 2,200 2,606
Old : 155,509: 96,743 80,561 19,763 34,948 29,870 1,962 3,330 3,720 777 0 474: 2,200 2,606
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 4,629: 3,846 2,541 988 1,453 -392 -382 -180 813 -240 0 120: -124 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 51.8 12.7 22.5 19.2 1.3 2.1 2.4 0.5 0.0 0.3: 1.4 1.7
Old : 100.0: 62.2 51.8 12.7 22.5 19.2 1.3 2.1 2.4 0.5 0.0 0.3: 1.4 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 : 40: 22 23 . 7 9 . . . . 0 .:
Old : 40: 22 23 . 7 9 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 37.8 75.0 58.7 41.2 31.6 50.8 44.0
Old : 56.2 37.8 75.0 58.7 41.2 31.6 50.8 44.0
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, October 16, 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 : 242,291: 166,200 114,949 25,787 74,342 37,554 2,794 5,461 3,953 1,556 750 59: 4,388 5,223
Old : 242,291: 166,200 114,949 25,787 74,342 37,554 2,794 5,461 3,953 1,556 750 59: 4,388 5,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -622: -2,447 1,331 1,870 -804 -980 362 -106 82 645 150 59: -213 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 47.4 10.6 30.7 15.5 1.2 2.3 1.6 0.6 0.3 0.0: 1.8 2.2
Old : 100.0: 68.6 47.4 10.6 30.7 15.5 1.2 2.3 1.6 0.6 0.3 0.0: 1.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 17 20 6 8 11 . . . . . .:
Old : 42: 17 20 6 8 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 : 49.8 42.9 72.7 62.9 46.8 30.0 56.2 45.7
Old : 49.8 42.9 72.7 62.9 46.8 30.0 56.2 45.7
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, October 16, 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 : 697,383: 530,529 219,228 18,418 330,603 127,579 829 3,720 14,358 0 149 588: 5,082 1,158
Old : 697,383: 530,529 219,228 18,418 330,603 127,579 829 3,720 14,358 0 149 588: 5,082 1,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 16,419: 20,524 1,088 -14,565 5,029 7,896 -816 1,438 1,304 -33 149 -273: 2,382 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 31.4 2.6 47.4 18.3 0.1 0.5 2.1 0.0 0.0 0.1: 0.7 0.2
Old : 100.0: 76.1 31.4 2.6 47.4 18.3 0.1 0.5 2.1 0.0 0.0 0.1: 0.7 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 : 64: 36 26 8 11 17 . . 4 0 . .:
Old : 64: 36 26 8 11 17 . . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 43.1 55.2 64.4 25.8 37.9 40.8 51.1
Old : 34.1 43.1 55.2 64.4 25.8 37.9 40.8 51.1
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, October 16, 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 : 205,147: 135,428 179,703 42,761 6,761 12,581 4,700 0 692 0 0 0: 8,985 5,410
Old : 205,147: 135,428 179,703 42,761 6,761 12,581 4,700 0 692 0 0 0: 8,985 5,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 6,575: 1,649 6,680 1,978 -1,300 -816 3,883 0 -364 0 0 0: 245 2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 87.6 20.8 3.3 6.1 2.3 0.0 0.3 0.0 0.0 0.0: 4.4 2.6
Old : 100.0: 66.0 87.6 20.8 3.3 6.1 2.3 0.0 0.3 0.0 0.0 0.0: 4.4 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 : 37: 22 25 . . . . 0 . 0 0 0:
Old : 37: 22 25 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 56.3 71.2 76.8 46.9 56.3 61.3 68.3
Old : 54.1 56.3 71.2 76.8 46.9 56.3 61.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 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 : 265,850: 205,604 184,376 33,289 66,467 4,562 9,425 0 7,106 0 0 0: 5,864 3,339
Old : 265,850: 205,604 184,376 33,289 66,467 4,562 9,425 0 7,106 0 0 0: 5,864 3,339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 980: 5,102 -2,984 -720 1,596 119 -5,251 -94 1,490 0 0 0: 240 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 69.4 12.5 25.0 1.7 3.5 0.0 2.7 0.0 0.0 0.0: 2.2 1.3
Old : 100.0: 77.3 69.4 12.5 25.0 1.7 3.5 0.0 2.7 0.0 0.0 0.0: 2.2 1.3
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 : 53: 28 27 6 10 7 . 0 . 0 0 0:
Old : 53: 28 27 6 10 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 : 37.0 39.7 56.2 57.5 34.0 39.7 52.1 55.2
Old : 37.0 39.7 56.2 57.5 34.0 39.7 52.1 55.2
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, October 16, 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 : 121,115: 89,756 50,304 4,435 50,674 11,206 9,870 0 2,467 0 0 0: 3,381 6,464
Old : 121,115: 89,756 50,304 4,435 50,674 11,206 9,870 0 2,467 0 0 0: 3,381 6,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 11,189: 2,461 2,399 -365 4,353 4,729 4,010 0 96 0 0 0: 258 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 41.5 3.7 41.8 9.3 8.1 0.0 2.0 0.0 0.0 0.0: 2.8 5.3
Old : 100.0: 74.1 41.5 3.7 41.8 9.3 8.1 0.0 2.0 0.0 0.0 0.0: 2.8 5.3
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 : 36: 15 17 . 9 7 . 0 . 0 0 0:
Old : 36: 15 17 . 9 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 : 64.4 44.9 82.3 67.8 61.5 36.8 71.0 53.9
Old : 64.4 44.9 82.3 67.8 61.5 36.8 71.0 53.9
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, October 16, 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 : 1,235,042: 143,926 180,041 197,004 146,191 95,218 250,784 214,990 254,432 30,376 128,766 171,581: 91,722 43,823
Old : 1,235,042: 143,926 180,041 197,004 146,191 95,218 250,784 214,990 254,432 30,376 128,766 171,581: 91,722 43,823
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,448: 9,909 7,255 -1,411 -4,718 12,191 13,777 21,137 -43,241 -4,166 -4,784 9,187: 5,203 4,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.6 16.0 11.8 7.7 20.3 17.4 20.6 2.5 10.4 13.9: 7.4 3.5
Old : 100.0: 11.7 14.6 16.0 11.8 7.7 20.3 17.4 20.6 2.5 10.4 13.9: 7.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 346: 48 46 22 10 26 95 54 83 47 50 78:
Old : 346: 48 46 22 10 26 95 54 83 47 50 78:
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 : 15.2 27.0 26.9 39.2 9.7 18.9 16.4 26.2
Old : 15.2 27.0 26.9 39.2 9.7 18.9 16.4 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, October 16, 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 : 1,646,285: 188,746 177,927 22,340 106,065 739,346 51,436 31,122 268,066 52,376 2,816 318,336: 5,637 2,606
Old : 1,646,285: 188,746 177,927 22,340 106,065 739,346 51,436 31,122 268,066 52,376 2,816 318,336: 5,637 2,606
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 7,306: 781 1,857 -1,980 2,031 -624 836 -4,060 2,525 450 -236 5,685: -366 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.8 1.4 6.4 44.9 3.1 1.9 16.3 3.2 0.2 19.3: 0.3 0.2
Old : 100.0: 11.5 10.8 1.4 6.4 44.9 3.1 1.9 16.3 3.2 0.2 19.3: 0.3 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 : 151: 40 36 7 17 24 23 25 35 28 7 29:
Old : 151: 40 36 7 17 24 23 25 35 28 7 29:
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 : 36.2 38.9 57.9 60.3 3.5 4.6 5.7 6.4
Old : 36.2 38.9 57.9 60.3 3.5 4.6 5.7 6.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 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 : 128,219: 16,069 15,558 18,943 6,919 24,799 9,671 350 8,450 19,846 43,648 26,415: 4,026 2,080
Old : 128,219: 16,069 15,558 18,943 6,919 24,799 9,671 350 8,450 19,846 43,648 26,415: 4,026 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 20,900: 1,015 2,776 -444 3,400 4,213 0 50 6,800 2,667 -2,714 6,299: 350 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.1 14.8 5.4 19.3 7.5 0.3 6.6 15.5 34.0 20.6: 3.1 1.6
Old : 100.0: 12.5 12.1 14.8 5.4 19.3 7.5 0.3 6.6 15.5 34.0 20.6: 3.1 1.6
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 : 44: 10 12 . 7 11 4 . 6 7 7 12:
Old : 44: 10 12 . 7 11 4 . 6 7 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 50.9 55.9 69.5 30.4 36.7 39.7 42.0
Old : 40.2 50.9 55.9 69.5 30.4 36.7 39.7 42.0
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, October 16, 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 : 44,493: 3,139 3,557 1,064 2,002 7,467 14,664 12,365 13,076 2,125 2,960 2,688: 269 377
Old : 44,493: 3,139 3,557 1,064 2,002 7,467 14,664 12,365 13,076 2,125 2,960 2,688: 269 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 8,938: 1,307 1,396 423 451 1,349 3,268 994 1,497 -416 1,639 1,496: 14 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.0 2.4 4.5 16.8 33.0 27.8 29.4 4.8 6.7 6.0: 0.6 0.8
Old : 100.0: 7.1 8.0 2.4 4.5 16.8 33.0 27.8 29.4 4.8 6.7 6.0: 0.6 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 : 37: 6 10 . 4 4 4 9 6 . . 4:
Old : 37: 6 10 . 4 4 4 9 6 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 48.5 84.0 70.2 35.7 26.2 39.5 35.4
Old : 67.4 48.5 84.0 70.2 35.7 26.2 39.5 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 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 : 2,585,143: 604,427 565,140 255,674 771,496 460,005 245,749 56,858 510,690 285,323 7,800 192,660: 30,615 20,494
Old : 2,585,143: 604,427 565,140 255,674 771,496 460,005 245,749 56,858 510,690 285,323 7,800 192,660: 30,615 20,494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 67,574: 10,278 11,456 -240 11,903 17,618 -2,505 751 28,077 16,642 -935 -3,047: 751 1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.9 9.9 29.8 17.8 9.5 2.2 19.8 11.0 0.3 7.5: 1.2 0.8
Old : 100.0: 23.4 21.9 9.9 29.8 17.8 9.5 2.2 19.8 11.0 0.3 7.5: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 153: 69 62 4 19 23 17 11 25 17 7 15:
Old : 153: 69 62 4 19 23 17 11 25 17 7 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 27.2 39.5 44.3 13.3 16.7 21.5 26.1
Old : 24.9 27.2 39.5 44.3 13.3 16.7 21.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, October 16, 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 : 1,056,022: 119,287 153,937 279,542 112,090 323,087 59,370 89,885 122,497 30,654 135,102 114,146: 7,439 5,278
Old : 1,056,022: 119,287 153,937 279,542 112,090 323,087 59,370 89,885 122,497 30,654 135,102 114,146: 7,439 5,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 34,740: 15,133 1,725 6,287 -12,400 5,424 8,989 9,288 -4,492 11,774 42,804 -7,657: -718 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.6 26.5 10.6 30.6 5.6 8.5 11.6 2.9 12.8 10.8: 0.7 0.5
Old : 100.0: 11.3 14.6 26.5 10.6 30.6 5.6 8.5 11.6 2.9 12.8 10.8: 0.7 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 : 93: 20 20 16 6 18 11 12 16 12 13 19:
Old : 93: 20 20 16 6 18 11 12 16 12 13 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 34.5 56.7 57.7 17.0 19.1 23.9 28.2
Old : 37.6 34.5 56.7 57.7 17.0 19.1 23.9 28.2
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, October 16, 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 : 30,882: 25,457 25,268 1,038 3,608 1,536 1,800 0 0 375 0 0: 676 470
Old : 30,882: 25,457 25,268 1,038 3,608 1,536 1,800 0 0 375 0 0: 676 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -128: -118 -158 -40 0 -65 0 0 0 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 81.8 3.4 11.7 5.0 5.8 0.0 0.0 1.2 0.0 0.0: 2.2 1.5
Old : 100.0: 82.4 81.8 3.4 11.7 5.0 5.8 0.0 0.0 1.2 0.0 0.0: 2.2 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 : 43: 27 27 . 7 6 . 0 0 . 0 0:
Old : 43: 27 27 . 7 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 : 45.8 52.8 62.3 69.7 41.1 49.2 51.7 60.9
Old : 45.8 52.8 62.3 69.7 41.1 49.2 51.7 60.9
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, October 16, 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 : 9,579: 6,440 6,629 1,505 685 1,095 0 600 0 120 84 73: 346 413
Old : 9,579: 6,440 6,629 1,505 685 1,095 0 600 0 120 84 73: 346 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 204: -31 174 199 -11 1 0 0 0 -31 9 31: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 69.2 15.7 7.2 11.4 0.0 6.3 0.0 1.3 0.9 0.8: 3.6 4.3
Old : 100.0: 67.2 69.2 15.7 7.2 11.4 0.0 6.3 0.0 1.3 0.9 0.8: 3.6 4.3
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 : 31: 15 14 5 . 7 0 . 0 . . .:
Old : 31: 15 14 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 : 56.6 57.1 70.9 74.4 54.3 55.9 68.5 67.8
Old : 56.6 57.1 70.9 74.4 54.3 55.9 68.5 67.8
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, October 16, 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 : 11,472: 5,870 5,800 4,106 5,291 229 0 0 0 855 0 0: 412 152
Old : 11,472: 5,870 5,800 4,106 5,291 229 0 0 0 855 0 0: 412 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 63: 30 -169 -110 138 46 0 0 0 -75 0 0: 172 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 50.6 35.8 46.1 2.0 0.0 0.0 0.0 7.5 0.0 0.0: 3.6 1.3
Old : 100.0: 51.2 50.6 35.8 46.1 2.0 0.0 0.0 0.0 7.5 0.0 0.0: 3.6 1.3
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 : 31: 17 13 . 7 . 0 0 0 . 0 0:
Old : 31: 17 13 . 7 . 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 : 57.9 47.9 79.5 70.6 54.1 47.1 72.3 63.1
Old : 57.9 47.9 79.5 70.6 54.1 47.1 72.3 63.1
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, October 16, 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 : 5,037: 4,081 2,536 184 2,174 112 0 0 0 138 25 0: 522 190
Old : 5,037: 4,081 2,536 184 2,174 112 0 0 0 138 25 0: 522 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 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: 81.0 50.3 3.7 43.2 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.4 3.8
Old : 100.0: 81.0 50.3 3.7 43.2 2.2 0.0 0.0 0.0 2.7 0.5 0.0: 10.4 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 : 22: 11 9 . 6 4 0 0 0 . . 0:
Old : 22: 11 9 . 6 4 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 : 75.9 58.5 84.6 85.2 75.9 57.0 82.0 81.3
Old : 75.9 58.5 84.6 85.2 75.9 57.0 82.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007