NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 5,434,851: 1,842,126 1,361,047 324,344 1,640,450 626,969 741,935 53,824 882,268 238,879 62,791 753,892: 24,438 53,610 Old : 5,434,851: 1,842,126 1,361,047 324,344 1,640,450 626,969 741,935 53,824 882,268 238,879 62,791 753,892: 24,438 53,610 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 153,416: 41,576 65,576 6,284 45,992 -24,548 57,383 7,133 11,662 36,101 -6,087 30,618: -5,660 23,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 25.0 6.0 30.2 11.5 13.7 1.0 16.2 4.4 1.2 13.9: 0.4 1.0 Old : 100.0: 33.9 25.0 6.0 30.2 11.5 13.7 1.0 16.2 4.4 1.2 13.9: 0.4 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 : 228: 112 106 12 24 32 22 12 26 22 17 32: Old : 228: 112 106 12 24 32 22 12 26 22 17 32: 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 : 22.3 23.6 38.2 40.2 13.3 20.8 21.5 29.0 Old : 22.3 23.6 38.2 40.2 13.3 20.8 21.5 29.0 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 320,137: 198,027 228,822 64,861 46,609 20,968 5,901 1,537 6,761 584 1,306 3,597: 19,438 10,537 Old : 320,137: 198,027 228,822 64,861 46,609 20,968 5,901 1,537 6,761 584 1,306 3,597: 19,438 10,537 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 11,243: 7,087 6,199 -1,273 1,203 1,984 -379 1,537 868 584 -1,587 317: 2,055 722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 71.5 20.3 14.6 6.5 1.8 0.5 2.1 0.2 0.4 1.1: 6.1 3.3 Old : 100.0: 61.9 71.5 20.3 14.6 6.5 1.8 0.5 2.1 0.2 0.4 1.1: 6.1 3.3 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 : 45: 23 24 5 . 6 . . . . . 4: Old : 45: 23 24 5 . 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 : 38.6 63.0 57.9 77.8 28.9 41.6 39.4 50.6 Old : 38.6 63.0 57.9 77.8 28.9 41.6 39.4 50.6 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 159,717: 110,146 98,006 12,117 35,785 19,465 8,413 0 2,003 4,638 0 248: 2,687 4,210 Old : 159,717: 110,146 98,006 12,117 35,785 19,465 8,413 0 2,003 4,638 0 248: 2,687 4,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 3,514: 2,468 3,199 -218 -445 62 1,179 0 -33 400 0 -186: -158 917 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 61.4 7.6 22.4 12.2 5.3 0.0 1.3 2.9 0.0 0.2: 1.7 2.6 Old : 100.0: 69.0 61.4 7.6 22.4 12.2 5.3 0.0 1.3 2.9 0.0 0.2: 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 : 41: 19 20 . 8 10 5 0 . . 0 .: Old : 41: 19 20 . 8 10 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 : 42.6 46.7 60.4 66.8 35.1 41.6 48.3 55.0 Old : 42.6 46.7 60.4 66.8 35.1 41.6 48.3 55.0 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 245,001: 178,848 128,270 17,300 68,786 31,075 10,762 7,447 1,105 0 2,412 0: 5,911 5,906 Old : 245,001: 178,848 128,270 17,300 68,786 31,075 10,762 7,447 1,105 0 2,412 0: 5,911 5,906 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 6,775: 6,039 3,677 388 1,737 -57 580 1,689 -937 0 790 0: 762 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 52.4 7.1 28.1 12.7 4.4 3.0 0.5 0.0 1.0 0.0: 2.4 2.4 Old : 100.0: 73.0 52.4 7.1 28.1 12.7 4.4 3.0 0.5 0.0 1.0 0.0: 2.4 2.4 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 : 42: 23 17 . 9 9 . . . 0 . 0: Old : 42: 23 17 . 9 9 . . . 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 : 54.9 47.7 74.4 66.3 50.9 40.7 66.8 57.6 Old : 54.9 47.7 74.4 66.3 50.9 40.7 66.8 57.6 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 817,358: 629,832 308,949 65,989 397,718 95,634 2,045 520 11,443 1,032 800 495: 10,888 1,799 Old : 817,358: 629,832 308,949 65,989 397,718 95,634 2,045 520 11,443 1,032 800 495: 10,888 1,799 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 24,692: 15,579 14,707 8,085 7,687 1,770 643 -350 -483 985 748 -264: -1,623 877 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 37.8 8.1 48.7 11.7 0.3 0.1 1.4 0.1 0.1 0.1: 1.3 0.2 Old : 100.0: 77.1 37.8 8.1 48.7 11.7 0.3 0.1 1.4 0.1 0.1 0.1: 1.3 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 : 63: 35 23 7 12 16 . . 4 . . .: Old : 63: 35 23 7 12 16 . . 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 : 36.3 41.8 55.7 62.4 25.1 35.5 41.4 50.4 Old : 36.3 41.8 55.7 62.4 25.1 35.5 41.4 50.4 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,062: 118,466 176,050 61,846 8,231 6,860 2,996 2,225 1,832 354 0 738: 9,970 7,126 Old : 203,062: 118,466 176,050 61,846 8,231 6,860 2,996 2,225 1,832 354 0 738: 9,970 7,126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 2,590: -600 1,474 416 -48 1,013 0 -570 847 -34 0 -214: 1,162 88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 86.7 30.5 4.1 3.4 1.5 1.1 0.9 0.2 0.0 0.4: 4.9 3.5 Old : 100.0: 58.3 86.7 30.5 4.1 3.4 1.5 1.1 0.9 0.2 0.0 0.4: 4.9 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 : 40: 22 24 . 4 . . . . . 0 .: Old : 40: 22 24 . 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 : 56.1 56.3 72.8 78.4 55.4 55.2 68.9 72.5 Old : 56.1 56.3 72.8 78.4 55.4 55.2 68.9 72.5 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 224,704: 177,711 131,205 31,467 77,172 3,445 3,488 5,375 3,455 1,280 0 382: 3,476 3,670 Old : 224,704: 177,711 131,205 31,467 77,172 3,445 3,488 5,375 3,455 1,280 0 382: 3,476 3,670 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 14,774: 13,912 11,026 -589 791 558 2,578 3,877 -2,303 559 0 -34: 93 859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 58.4 14.0 34.3 1.5 1.6 2.4 1.5 0.6 0.0 0.2: 1.5 1.6 Old : 100.0: 79.1 58.4 14.0 34.3 1.5 1.6 2.4 1.5 0.6 0.0 0.2: 1.5 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 : 53: 26 28 . 11 6 . . . . 0 .: Old : 53: 26 28 . 11 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 : 41.2 26.8 62.8 48.9 36.0 26.7 53.5 47.8 Old : 41.2 26.8 62.8 48.9 36.0 26.7 53.5 47.8 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 92,656: 56,394 36,697 21,535 40,644 1,309 4,280 2,637 3,805 852 0 791: 3,690 6,773 Old : 92,656: 56,394 36,697 21,535 40,644 1,309 4,280 2,637 3,805 852 0 791: 3,690 6,773 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 6,774: 4,790 2,258 586 -286 218 -1,654 2,637 2,065 118 0 93: 558 -211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 39.6 23.2 43.9 1.4 4.6 2.8 4.1 0.9 0.0 0.9: 4.0 7.3 Old : 100.0: 60.9 39.6 23.2 43.9 1.4 4.6 2.8 4.1 0.9 0.0 0.9: 4.0 7.3 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 : 37: 19 19 . 7 . . . . . 0 .: Old : 37: 19 19 . 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 : 55.7 46.3 75.5 68.6 55.2 43.0 68.9 59.0 Old : 55.7 46.3 75.5 68.6 55.2 43.0 68.9 59.0 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,201,674: 154,341 172,552 202,833 60,773 98,304 213,966 281,656 232,908 32,340 101,123 203,026: 63,956 51,332 Old : 1,201,674: 154,341 172,552 202,833 60,773 98,304 213,966 281,656 232,908 32,340 101,123 203,026: 63,956 51,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 1,986: 10,311 6,887 -5,923 4,121 3,427 676 -14,319 4,008 -12,746 -7,380 9,791: -7,558 -4,549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 14.4 16.9 5.1 8.2 17.8 23.4 19.4 2.7 8.4 16.9: 5.3 4.3 Old : 100.0: 12.8 14.4 16.9 5.1 8.2 17.8 23.4 19.4 2.7 8.4 16.9: 5.3 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 : 279: 39 34 20 15 27 60 58 68 35 32 61: Old : 279: 39 34 20 15 27 60 58 68 35 32 61: 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 : 19.3 26.0 31.3 38.6 10.6 15.2 17.3 21.6 Old : 19.3 26.0 31.3 38.6 10.6 15.2 17.3 21.6 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 - Futures Only, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 209,326: 32,747 30,186 2,713 8,142 59,638 28,440 1,500 2,951 33,726 60,891 40,248: 8,863 5,770 Old : 209,326: 32,747 30,186 2,713 8,142 59,638 28,440 1,500 2,951 33,726 60,891 40,248: 8,863 5,770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 14,228: 1,371 1,331 -4,940 -454 5,937 38 1,250 773 5,435 3,487 1,373: 4,241 531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 14.4 1.3 3.9 28.5 13.6 0.7 1.4 16.1 29.1 19.2: 4.2 2.8 Old : 100.0: 15.6 14.4 1.3 3.9 28.5 13.6 0.7 1.4 16.1 29.1 19.2: 4.2 2.8 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 : 53: 11 14 . 7 11 5 . 6 7 11 16: Old : 53: 11 14 . 7 11 5 . 6 7 11 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 : 33.3 43.6 53.6 64.3 24.0 26.6 32.1 31.9 Old : 33.3 43.6 53.6 64.3 24.0 26.6 32.1 31.9 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 2,485,928: 497,366 408,218 116,120 781,322 425,463 293,654 29,140 452,191 337,523 37,533 318,023: 45,588 34,038 Old : 2,485,928: 497,366 408,218 116,120 781,322 425,463 293,654 29,140 452,191 337,523 37,533 318,023: 45,588 34,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 32,434: -51,175 -80,987 -6,725 -4,022 10,009 -20,392 -9,621 23,585 21,769 26,201 55,913: -550 11,356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 16.4 4.7 31.4 17.1 11.8 1.2 18.2 13.6 1.5 12.8: 1.8 1.4 Old : 100.0: 20.0 16.4 4.7 31.4 17.1 11.8 1.2 18.2 13.6 1.5 12.8: 1.8 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 : 154: 60 54 . 20 23 22 6 25 19 11 24: Old : 154: 60 54 . 20 23 22 6 25 19 11 24: 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 : 25.4 25.4 37.6 42.2 15.0 19.1 22.7 27.9 Old : 25.4 25.4 37.6 42.2 15.0 19.1 22.7 27.9 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 845,768: 123,140 129,828 145,805 77,920 306,648 45,993 67,483 82,256 30,566 74,190 102,013: 9,347 5,430 Old : 845,768: 123,140 129,828 145,805 77,920 306,648 45,993 67,483 82,256 30,566 74,190 102,013: 9,347 5,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : -96,693: -46,193 -3,882 -52,127 -5,408 -3,647 6,374 -13,306 -39,135 26,203 -38,343 7,382: 4,450 -354 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 15.4 17.2 9.2 36.3 5.4 8.0 9.7 3.6 8.8 12.1: 1.1 0.6 Old : 100.0: 14.6 15.4 17.2 9.2 36.3 5.4 8.0 9.7 3.6 8.8 12.1: 1.1 0.6 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 : 74: 14 14 15 7 18 6 10 11 10 11 17: Old : 74: 14 14 15 7 18 6 10 11 10 11 17: 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 : 33.2 34.6 53.8 57.4 13.7 15.2 21.9 22.7 Old : 33.2 34.6 53.8 57.4 13.7 15.2 21.9 22.7 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 29,239: 25,839 24,111 454 2,907 1,984 0 0 0 438 0 0: 524 237 Old : 29,239: 25,839 24,111 454 2,907 1,984 0 0 0 438 0 0: 524 237 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 814: 1,059 739 41 75 0 0 0 0 0 0 0: -286 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 82.5 1.6 9.9 6.8 0.0 0.0 0.0 1.5 0.0 0.0: 1.8 0.8 Old : 100.0: 88.4 82.5 1.6 9.9 6.8 0.0 0.0 0.0 1.5 0.0 0.0: 1.8 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 : 43: 30 27 . 5 6 0 0 0 . 0 0: Old : 43: 30 27 . 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 : 47.3 47.1 65.6 68.0 42.5 38.3 53.1 51.9 Old : 47.3 47.1 65.6 68.0 42.5 38.3 53.1 51.9 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 7,010: 5,131 4,033 0 2,505 120 1,690 0 0 0 0 0: 69 352 Old : 7,010: 5,131 4,033 0 2,505 120 1,690 0 0 0 0 0: 69 352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : -15: -15 -45 0 30 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 57.5 0.0 35.7 1.7 24.1 0.0 0.0 0.0 0.0 0.0: 1.0 5.0 Old : 100.0: 73.2 57.5 0.0 35.7 1.7 24.1 0.0 0.0 0.0 0.0 0.0: 1.0 5.0 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 : 20: 12 11 0 5 . . 0 0 0 0 0: Old : 20: 12 11 0 5 . . 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 : 55.9 52.3 84.7 78.5 47.3 35.2 55.8 49.7 Old : 55.9 52.3 84.7 78.5 47.3 35.2 55.8 49.7 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,000: 8,979 7,517 1,018 1,417 442 0 0 0 0 925 55: 506 644 Old : 11,000: 8,979 7,517 1,018 1,417 442 0 0 0 0 925 55: 506 644 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 1,061: 853 639 30 259 -17 0 0 0 0 105 15: 180 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 68.3 9.3 12.9 4.0 0.0 0.0 0.0 0.0 8.4 0.5: 4.6 5.9 Old : 100.0: 81.6 68.3 9.3 12.9 4.0 0.0 0.0 0.0 0.0 8.4 0.5: 4.6 5.9 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 : 31: 20 11 . . 4 0 0 0 0 5 .: Old : 31: 20 11 . . 4 0 0 0 0 5 .: 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 : 59.5 58.0 74.5 78.5 52.2 54.4 63.6 67.0 Old : 59.5 58.0 74.5 78.5 52.2 54.4 63.6 67.0 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, February 26, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 9,446: 4,533 4,074 2,954 3,857 198 0 0 0 1,120 648 237: 404 432 Old : 9,446: 4,533 4,074 2,954 3,857 198 0 0 0 1,120 648 237: 404 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2013 : : 492: -50 -207 0 192 0 0 0 0 402 397 110: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 43.1 31.3 40.8 2.1 0.0 0.0 0.0 11.9 6.9 2.5: 4.3 4.6 Old : 100.0: 48.0 43.1 31.3 40.8 2.1 0.0 0.0 0.0 11.9 6.9 2.5: 4.3 4.6 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 : 31: 14 12 . 5 . 0 0 0 . . .: Old : 31: 14 12 . 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 : 56.4 50.6 73.9 73.2 56.3 50.4 70.0 65.9 Old : 56.4 50.6 73.9 73.2 56.3 50.4 70.0 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013