NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 4,454,338: 326,677 300,140 1,432,902 2,651,032 2,685,406 4,410,611 4,418,448: 43,727 35,890 Old : 4,454,338: 326,677 300,140 1,432,902 2,651,032 2,685,406 4,410,611 4,418,448: 43,727 35,890 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -165,323: 46,481 35,868 -81,174 -132,214 -123,766 -166,907 -169,072: 1,584 3,749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 6.7 32.2 59.5 60.3 99.0 99.2: 1.0 0.8 Old : 100.0: 7.3 6.7 32.2 59.5 60.3 99.0 99.2: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 213: 38 30 60 135 129 200 194: Old : 213: 38 30 60 135 129 200 194: Other: 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 : 21.9 21.8 35.9 38.2 13.2 17.2 18.6 24.3 Old : 21.9 21.8 35.9 38.2 13.2 17.2 18.6 24.3 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 342,996: 18,915 41 16,422 290,007 319,736 325,344 336,199: 17,652 6,797 Old : 342,996: 18,915 41 16,422 290,007 319,736 325,344 336,199: 17,652 6,797 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 3,855: -6,085 -477 308 9,198 2,689 3,421 2,520: 434 1,335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.0 4.8 84.6 93.2 94.9 98.0: 5.1 2.0 Old : 100.0: 5.5 0.0 4.8 84.6 93.2 94.9 98.0: 5.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 9 1 8 37 37 47 45: Old : 54: 9 1 8 37 37 47 45: Other: 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 : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1 Old : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 203,282: 9,033 265 3,194 187,442 197,394 199,669 200,853: 3,613 2,429 Old : 203,282: 9,033 265 3,194 187,442 197,394 199,669 200,853: 3,613 2,429 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,017: 944 -15 201 -3,063 -1,568 -1,918 -1,382: 901 365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.1 1.6 92.2 97.1 98.2 98.8: 1.8 1.2 Old : 100.0: 4.4 0.1 1.6 92.2 97.1 98.2 98.8: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 4 1 4 34 38 39 42: Old : 48: 4 1 4 34 38 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 42.3 69.0 59.7 48.2 40.9 57.5 53.8 Old : 53.0 42.3 69.0 59.7 48.2 40.9 57.5 53.8 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 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 373,985: 67 40,316 7,577 363,402 321,876 371,046 369,769: 2,939 4,216 Old : 373,985: 67 40,316 7,577 363,402 321,876 371,046 369,769: 2,939 4,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 15,770: 67 -1,062 450 14,716 19,675 15,233 19,063: 537 -3,293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.8 2.0 97.2 86.1 99.2 98.9: 0.8 1.1 Old : 100.0: 0.0 10.8 2.0 97.2 86.1 99.2 98.9: 0.8 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 1 7 4 37 38 41 46: Old : 55: 1 7 4 37 38 41 46: Other: 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 : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1 Old : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE OTC Code-023396 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 737,396: 1,802 13,173 20,332 712,099 700,394 734,233 733,899: 3,163 3,497 Old : 737,396: 1,802 13,173 20,332 712,099 700,394 734,233 733,899: 3,163 3,497 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 26,993: -194 2,121 -1,226 27,789 23,692 26,369 24,587: 624 2,406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 1.8 2.8 96.6 95.0 99.6 99.5: 0.4 0.5 Old : 100.0: 0.2 1.8 2.8 96.6 95.0 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 2 4 5 55 51 60 57: Old : 68: 2 4 5 55 51 60 57: Other: 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 : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6 Old : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 239,392: 15,297 12,063 4,205 212,691 217,999 232,193 234,267: 7,199 5,125 Old : 239,392: 15,297 12,063 4,205 212,691 217,999 232,193 234,267: 7,199 5,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 1,579: -2,813 -5,039 2,060 2,494 5,613 1,741 2,634: -162 -1,055 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 5.0 1.8 88.8 91.1 97.0 97.9: 3.0 2.1 Old : 100.0: 6.4 5.0 1.8 88.8 91.1 97.0 97.9: 3.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 1 2 36 35 40 38: Old : 49: 4 1 2 36 35 40 38: Other: 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 : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0 Old : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE OTC Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 437,483: 13,861 356 32,610 383,898 401,353 430,369 434,319: 7,114 3,164 Old : 437,483: 13,861 356 32,610 383,898 401,353 430,369 434,319: 7,114 3,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 16,158: -2,665 152 -1,634 22,067 18,352 17,768 16,870: -1,610 -712 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.1 7.5 87.8 91.7 98.4 99.3: 1.6 0.7 Old : 100.0: 3.2 0.1 7.5 87.8 91.7 98.4 99.3: 1.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 3 2 5 51 42 56 47: Old : 62: 3 2 5 51 42 56 47: Other: 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 : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1 Old : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE OTC Code-023399 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 166,708: 14,523 2,155 4,626 142,756 154,937 161,905 161,718: 4,803 4,990 Old : 166,708: 14,523 2,155 4,626 142,756 154,937 161,905 161,718: 4,803 4,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 12,476: 1,783 0 -757 10,757 13,904 11,783 13,147: 693 -671 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 1.3 2.8 85.6 92.9 97.1 97.0: 2.9 3.0 Old : 100.0: 8.7 1.3 2.8 85.6 92.9 97.1 97.0: 2.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 2 4 31 33 35 38: Old : 44: 3 2 4 31 33 35 38: Other: 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 : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7 Old : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011