Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,311,300 : : Positions : :1,831,371 1,415,569 486,568 1,551,866 594,941 453,269 45,857 984,931 301,461 58,849 645,405 : : : : Changes from: November 20, 2012 : : 8,280 37,577 -28,762 34,901 -14,680 13,524 2,055 47,395 77,251 -4,559 -7,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 26.7 9.2 29.2 11.2 8.5 0.9 18.5 5.7 1.1 12.2 : : : : Number of Traders in Each Category Total Traders: 226 : : 110 105 9 24 28 24 8 28 24 19 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 246,698 : : Positions : : 146,516 172,467 44,635 34,601 29,232 3,596 217 2,618 1,321 322 856 : : : : Changes from: November 20, 2012 : : -3,239 1,109 391 -629 -1,032 2,506 -126 -129 -96 -221 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 69.9 18.1 14.0 11.8 1.5 0.1 1.1 0.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 30 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 143,062 : : Positions : : 93,035 71,469 14,515 36,803 27,798 1,503 0 3,638 0 7 248 : : : : Changes from: November 20, 2012 : : 1,294 -279 -2,622 118 188 166 -523 498 -86 7 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 50.0 10.1 25.7 19.4 1.1 0.0 2.5 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 . 8 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 227,336 : : Positions : : 162,557 99,520 17,851 76,405 33,757 5,031 12,479 314 0 0 0 : : : : Changes from: November 20, 2012 : : -756 1,965 1,691 856 403 -186 -1,392 -133 -602 0 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 43.8 7.9 33.6 14.8 2.2 5.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 4 9 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 714,171 : : Positions : : 557,795 218,190 11,945 357,097 122,671 2,796 0 10,681 79 0 448 : : : : Changes from: November 20, 2012 : : 2,495 -3,598 -108 5,833 3,230 926 -22 -253 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 30.6 1.7 50.0 17.2 0.4 0.0 1.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 24 6 13 17 . 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 200,779 : : Positions : : 128,569 172,786 48,052 6,459 10,438 2,140 3,121 2,296 1,364 0 0 : : : : Changes from: November 20, 2012 : : -2,446 2,806 496 970 -899 0 -356 694 205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 86.1 23.9 3.2 5.2 1.1 1.6 1.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 260,311 : : Positions : : 199,349 174,534 36,567 70,614 6,011 6,993 0 5,170 0 1,042 0 : : : : Changes from: November 20, 2012 : : -393 568 1,403 62 240 56 -299 -131 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 67.0 14.0 27.1 2.3 2.7 0.0 2.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 5 12 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 102,217 : : Positions : : 75,269 37,335 7,289 41,156 9,102 1,016 0 4,675 0 1,951 62 : : : : Changes from: November 20, 2012 : : -1,422 -1,328 372 -108 62 152 0 350 0 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 36.5 7.1 40.3 8.9 1.0 0.0 4.6 0.0 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 16 5 9 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,199,193 : : Positions : : 114,510 158,282 203,327 105,353 82,328 240,163 220,245 279,262 19,315 133,557 180,633 : : : : Changes from: November 20, 2012 : : -2,665 2,987 1,704 -14,262 -2,685 13,759 7,387 -2,125 -1,593 15,845 -5,773 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 13.2 17.0 8.8 6.9 20.0 18.4 23.3 1.6 11.1 15.1 : : : : Number of Traders in Each Category Total Traders: 310 : : 44 42 24 11 26 88 43 76 36 49 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,387,745 : : Positions : : 165,310 147,117 24,023 104,400 654,605 62,355 16,224 195,666 29,262 14,666 250,161 : : : : Changes from: November 20, 2012 : : -19,166 -17,912 -1,993 -5,116 -43,122 2,557 -7,354 -32,726 -8,513 1,378 -35,892 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 10.6 1.7 7.5 47.2 4.5 1.2 14.1 2.1 1.1 18.0 : : : : Number of Traders in Each Category Total Traders: 124 : : 37 28 6 18 22 27 12 31 18 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 136,967 : : Positions : : 18,558 15,860 12,286 8,292 27,994 10,003 5,746 2,209 35,075 46,449 27,782 : : : : Changes from: November 20, 2012 : : 483 444 -5,066 1,425 3,799 100 -1,104 627 11,849 6,378 749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 11.6 9.0 6.1 20.4 7.3 4.2 1.6 25.6 33.9 20.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 13 4 7 11 5 . 5 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 50,040 : : Positions : : 1,941 4,478 359 2,006 8,465 16,617 13,519 11,100 5,487 4,072 5,834 : : : : Changes from: November 20, 2012 : : -59 -480 -251 398 796 444 95 -238 225 237 804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.9 8.9 0.7 4.0 16.9 33.2 27.0 22.2 11.0 8.1 11.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 11 . 4 4 . 11 6 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,588,868 : : Positions : : 622,037 568,254 211,901 817,723 417,710 278,304 59,175 487,019 325,246 1,262 217,287 : : : : Changes from: November 20, 2012 : : 29,412 5,419 -1,427 14,514 -5,536 -3,190 4,972 -2,656 2,321 20 21,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 21.9 8.2 31.6 16.1 10.8 2.3 18.8 12.6 0.0 8.4 : : : : Number of Traders in Each Category Total Traders: 157 : : 70 61 6 18 24 17 9 24 22 4 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,034,062 : : Positions : : 103,265 154,652 302,599 107,492 285,593 79,806 98,691 131,713 23,520 149,489 101,445 : : : : Changes from: November 20, 2012 : : 7,442 4,853 3,317 -4,483 740 96 3,349 4,228 351 7,741 -1,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 15.0 29.3 10.4 27.6 7.7 9.5 12.7 2.3 14.5 9.8 : : : : Number of Traders in Each Category Total Traders: 96 : : 20 20 16 7 18 9 15 15 10 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 32,549 : : Positions : : 27,179 27,407 1,320 3,454 1,338 1,800 0 0 375 0 0 : : : : Changes from: November 20, 2012 : : 608 723 115 242 -85 0 0 0 0 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 84.2 4.1 10.6 4.1 5.5 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 8 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 6,342 : : Positions : : 4,315 2,534 0 3,461 48 1,635 0 0 0 0 0 : : : : Changes from: November 20, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 40.0 0.0 54.6 0.8 25.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,462 : : Positions : : 5,695 5,304 1,120 621 1,166 0 600 0 117 350 66 : : : : Changes from: November 20, 2012 : : -19 -19 285 45 31 0 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 62.7 13.2 7.3 13.8 0.0 7.1 0.0 1.4 4.1 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 5 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,354 : : Positions : : 5,253 4,822 3,540 4,865 171 0 0 0 850 0 60 : : : : Changes from: November 20, 2012 : : 0 5 566 0 0 0 0 0 -566 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 46.6 34.2 47.0 1.7 0.0 0.0 0.0 8.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,789 : : Positions : : 3,824 2,520 304 2,002 86 0 0 0 138 0 0 : : : : Changes from: November 20, 2012 : : 30 30 249 0 0 0 0 0 -249 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 52.6 6.3 41.8 1.8 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 5, 2012