NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, March 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 : 5,953,891: 1,873,754 1,487,783 265,525 1,957,221 690,434 998,471 44,864 990,836 422,137 68,598 689,200: 23,534 24,955 Old : 5,953,891: 1,873,754 1,487,783 265,525 1,957,221 690,434 998,471 44,864 990,836 422,137 68,598 689,200: 23,534 24,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 110,890: -36,370 23,198 12,811 26,944 3,974 102,549 10,056 -222 -17,928 2,388 53,232: -7,156 -8,680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 25.0 4.5 32.9 11.6 16.8 0.8 16.6 7.1 1.2 11.6: 0.4 0.4 Old : 100.0: 31.5 25.0 4.5 32.9 11.6 16.8 0.8 16.6 7.1 1.2 11.6: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 228: 109 103 10 25 31 25 11 29 29 9 33: Old : 228: 109 103 10 25 31 25 11 29 29 9 33: 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 : 24.7 23.9 38.9 41.0 12.7 21.2 20.8 29.6 Old : 24.7 23.9 38.9 41.0 12.7 21.2 20.8 29.6 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, March 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 : 322,489: 174,189 236,723 69,182 50,937 17,673 34,791 2,673 4,821 1,807 492 2,313: 17,713 6,857 Old : 322,489: 174,189 236,723 69,182 50,937 17,673 34,791 2,673 4,821 1,807 492 2,313: 17,713 6,857 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 5,161: 1,950 3,675 -1,846 2,062 1,758 3,953 -514 802 -604 -882 -200: -652 -1,540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 73.4 21.5 15.8 5.5 10.8 0.8 1.5 0.6 0.2 0.7: 5.5 2.1 Old : 100.0: 54.0 73.4 21.5 15.8 5.5 10.8 0.8 1.5 0.6 0.2 0.7: 5.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 29 32 6 . 6 5 . . . . .: Old : 53: 29 32 6 . 6 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 : 38.3 64.0 58.1 79.1 33.3 47.7 44.5 56.8 Old : 38.3 64.0 58.1 79.1 33.3 47.7 44.5 56.8 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, March 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 : 171,445: 118,912 110,779 12,220 38,052 18,537 10,575 0 731 7,141 0 31: 3,298 3,315 Old : 171,445: 118,912 110,779 12,220 38,052 18,537 10,575 0 731 7,141 0 31: 3,298 3,315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 6,038: 2,928 8,065 2,697 -1,001 -71 1,143 0 -138 115 0 -183: -453 -634 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 64.6 7.1 22.2 10.8 6.2 0.0 0.4 4.2 0.0 0.0: 1.9 1.9 Old : 100.0: 69.4 64.6 7.1 22.2 10.8 6.2 0.0 0.4 4.2 0.0 0.0: 1.9 1.9 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 : 39: 18 21 . 8 10 . 0 . . 0 .: Old : 39: 18 21 . 8 10 . 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 : 48.6 42.6 65.8 63.9 38.5 37.8 52.8 53.6 Old : 48.6 42.6 65.8 63.9 38.5 37.8 52.8 53.6 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, March 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 : 257,485: 193,119 155,411 6,684 56,382 31,099 14,815 1,319 4,665 0 3,519 40: 7,063 5,050 Old : 257,485: 193,119 155,411 6,684 56,382 31,099 14,815 1,319 4,665 0 3,519 40: 7,063 5,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 6,054: 5,331 7,315 1,643 -182 -822 116 -589 622 0 1,862 -572: -264 -1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 60.4 2.6 21.9 12.1 5.8 0.5 1.8 0.0 1.4 0.0: 2.7 2.0 Old : 100.0: 75.0 60.4 2.6 21.9 12.1 5.8 0.5 1.8 0.0 1.4 0.0: 2.7 2.0 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 : 48: 22 19 . 10 10 . . . 0 . .: Old : 48: 22 19 . 10 10 . . . 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 : 49.6 50.4 67.7 68.3 46.3 48.7 62.6 60.8 Old : 49.6 50.4 67.7 68.3 46.3 48.7 62.6 60.8 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, March 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 : 808,823: 642,947 286,517 55,223 418,885 89,663 1,748 438 7,842 307 1,800 454: 10,639 3,224 Old : 808,823: 642,947 286,517 55,223 418,885 89,663 1,748 438 7,842 307 1,800 454: 10,639 3,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 4,189: 10,989 -7,634 -3,737 12,597 -2,421 769 -263 -398 -472 1,800 -308: -233 816 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 35.4 6.8 51.8 11.1 0.2 0.1 1.0 0.0 0.2 0.1: 1.3 0.4 Old : 100.0: 79.5 35.4 6.8 51.8 11.1 0.2 0.1 1.0 0.0 0.2 0.1: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 35 23 6 12 16 . . 4 . . .: Old : 61: 35 23 6 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 : 30.8 44.4 51.9 64.5 23.8 37.5 41.7 50.3 Old : 30.8 44.4 51.9 64.5 23.8 37.5 41.7 50.3 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, March 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 : 217,050: 121,907 187,990 72,955 8,102 6,644 4,552 3,956 1,187 1,124 0 1,047: 7,634 8,124 Old : 217,050: 121,907 187,990 72,955 8,102 6,644 4,552 3,956 1,187 1,124 0 1,047: 7,634 8,124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 10,735: 7,202 10,638 6,872 510 30 -1,996 736 614 -494 0 282: -1,775 -2,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 86.6 33.6 3.7 3.1 2.1 1.8 0.5 0.5 0.0 0.5: 3.5 3.7 Old : 100.0: 56.2 86.6 33.6 3.7 3.1 2.1 1.8 0.5 0.5 0.0 0.5: 3.5 3.7 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 : 43: 23 24 . 4 . . . . . 0 .: Old : 43: 23 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 : 58.9 55.8 75.1 74.4 58.5 54.5 69.4 67.7 Old : 58.9 55.8 75.1 74.4 58.5 54.5 69.4 67.7 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, March 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 : 219,221: 174,437 126,807 29,036 78,467 2,542 5,266 5,234 2,611 0 0 0: 5,329 3,560 Old : 219,221: 174,437 126,807 29,036 78,467 2,542 5,266 5,234 2,611 0 0 0: 5,329 3,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 5,280: 7,133 1,040 156 3,824 150 -1,464 -437 844 -702 0 -560: -277 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 57.8 13.2 35.8 1.2 2.4 2.4 1.2 0.0 0.0 0.0: 2.4 1.6 Old : 100.0: 79.6 57.8 13.2 35.8 1.2 2.4 2.4 1.2 0.0 0.0 0.0: 2.4 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 : 51: 25 23 4 11 . . . . 0 0 0: Old : 51: 25 23 4 11 . . . . 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 : 39.6 27.5 60.5 50.1 33.5 27.2 50.9 48.0 Old : 39.6 27.5 60.5 50.1 33.5 27.2 50.9 48.0 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, March 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 : 99,155: 50,726 34,534 26,621 49,934 415 10,896 3,008 2,682 2,808 210 782: 4,225 7,590 Old : 99,155: 50,726 34,534 26,621 49,934 415 10,896 3,008 2,682 2,808 210 782: 4,225 7,590 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 3,245: -1,273 1,221 1,872 1,612 258 1,017 2,264 238 1,070 -2,200 -307: 370 159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 34.8 26.8 50.4 0.4 11.0 3.0 2.7 2.8 0.2 0.8: 4.3 7.7 Old : 100.0: 51.2 34.8 26.8 50.4 0.4 11.0 3.0 2.7 2.8 0.2 0.8: 4.3 7.7 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 : 36: 17 16 . 6 . . . . . . .: Old : 36: 17 16 . 6 . . . . . . .: 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 : 57.6 50.7 81.2 69.8 56.6 48.9 77.4 66.6 Old : 57.6 50.7 81.2 69.8 56.6 48.9 77.4 66.6 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, March 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 : 1,407,669: 157,636 227,943 186,214 77,334 107,593 320,351 257,655 335,877 32,739 165,387 189,314: 77,945 46,566 Old : 1,407,669: 157,636 227,943 186,214 77,334 107,593 320,351 257,655 335,877 32,739 165,387 189,314: 77,945 46,566 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 67,553: -438 25,029 -5,280 7,656 1,573 28,579 9,935 29,142 131 -20,187 13,852: -6 553 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 16.2 13.2 5.5 7.6 22.8 18.3 23.9 2.3 11.7 13.4: 5.5 3.3 Old : 100.0: 11.2 16.2 13.2 5.5 7.6 22.8 18.3 23.9 2.3 11.7 13.4: 5.5 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 : 336: 42 39 20 16 30 108 37 78 30 58 67: Old : 336: 42 39 20 16 30 108 37 78 30 58 67: 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 : 18.5 28.0 28.4 40.2 8.5 15.9 14.0 22.8 Old : 18.5 28.0 28.4 40.2 8.5 15.9 14.0 22.8 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, March 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 : 306,487: 61,195 46,415 1,958 22,577 75,352 38,823 1,600 7,724 55,688 87,477 59,011: 6,736 6,331 Old : 306,487: 61,195 46,415 1,958 22,577 75,352 38,823 1,600 7,724 55,688 87,477 59,011: 6,736 6,331 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 39,010: 19,781 4,142 -2,600 211 6,823 7,558 1,300 789 2,348 21,199 2,854: 1,457 1,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 15.1 0.6 7.4 24.6 12.7 0.5 2.5 18.2 28.5 19.3: 2.2 2.1 Old : 100.0: 20.0 15.1 0.6 7.4 24.6 12.7 0.5 2.5 18.2 28.5 19.3: 2.2 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 12 15 . 10 11 9 . 8 12 9 17: Old : 60: 12 15 . 10 11 9 . 8 12 9 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 : 33.6 43.5 53.9 64.4 27.1 26.8 35.2 33.8 Old : 33.6 43.5 53.9 64.4 27.1 26.8 35.2 33.8 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, March 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 : 2,734,495: 508,407 506,749 115,056 857,399 433,322 323,532 49,571 550,213 467,884 5,239 306,130: 29,951 25,872 Old : 2,734,495: 508,407 506,749 115,056 857,399 433,322 323,532 49,571 550,213 467,884 5,239 306,130: 29,951 25,872 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 79,253: 7,889 13,544 4,055 48,172 -1,582 9,255 19,380 13,693 75,553 -5,615 -12,224: -17,386 3,885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 18.5 4.2 31.4 15.8 11.8 1.8 20.1 17.1 0.2 11.2: 1.1 0.9 Old : 100.0: 18.6 18.5 4.2 31.4 15.8 11.8 1.8 20.1 17.1 0.2 11.2: 1.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 154: 65 53 4 22 24 18 12 23 20 4 22: Old : 154: 65 53 4 22 24 18 12 23 20 4 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 25.1 41.0 41.2 14.2 18.4 22.7 27.3 Old : 28.6 25.1 41.0 41.2 14.2 18.4 22.7 27.3 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, March 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 : 960,313: 175,457 127,652 161,574 163,260 329,043 100,563 37,547 86,307 7,640 120,303 91,534: 8,195 4,667 Old : 960,313: 175,457 127,652 161,574 163,260 329,043 100,563 37,547 86,307 7,640 120,303 91,534: 8,195 4,667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : -33,239: -5,339 -597 -48,038 74,767 -13,896 56,598 -48,497 -9,131 -4,169 -25,937 -7,773: -1,491 -2,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 13.3 16.8 17.0 34.3 10.5 3.9 9.0 0.8 12.5 9.5: 0.9 0.5 Old : 100.0: 18.3 13.3 16.8 17.0 34.3 10.5 3.9 9.0 0.8 12.5 9.5: 0.9 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 : 77: 19 17 16 7 19 8 6 9 7 14 15: Old : 77: 19 17 16 7 19 8 6 9 7 14 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 : 36.2 41.5 54.2 62.5 17.5 16.6 24.9 27.5 Old : 36.2 41.5 54.2 62.5 17.5 16.6 24.9 27.5 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, March 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 : 29,364: 26,393 24,000 260 3,302 1,808 0 0 120 351 0 0: 432 134 Old : 29,364: 26,393 24,000 260 3,302 1,808 0 0 120 351 0 0: 432 134 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 921: 923 742 50 286 48 0 0 -120 0 0 0: 20 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 81.7 0.9 11.2 6.2 0.0 0.0 0.4 1.2 0.0 0.0: 1.5 0.5 Old : 100.0: 89.9 81.7 0.9 11.2 6.2 0.0 0.0 0.4 1.2 0.0 0.0: 1.5 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 : 44: 32 29 . 5 5 0 0 . . 0 0: Old : 44: 32 29 . 5 5 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 : 47.0 42.4 65.4 66.8 42.9 36.9 53.9 52.8 Old : 47.0 42.4 65.4 66.8 42.9 36.9 53.9 52.8 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, March 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 : 6,444: 4,986 3,990 22 2,044 135 1,205 0 16 0 0 0: 80 259 Old : 6,444: 4,986 3,990 22 2,044 135 1,205 0 16 0 0 0: 80 259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : -59: 90 45 22 -75 90 -225 0 16 0 0 0: -52 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 61.9 0.3 31.7 2.1 18.7 0.0 0.2 0.0 0.0 0.0: 1.2 4.0 Old : 100.0: 77.4 61.9 0.3 31.7 2.1 18.7 0.0 0.2 0.0 0.0 0.0: 1.2 4.0 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 : 22: 14 12 . 4 . . 0 . 0 0 0: Old : 22: 14 12 . 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 : 53.2 48.7 82.0 76.0 40.8 32.7 48.9 45.8 Old : 53.2 48.7 82.0 76.0 40.8 32.7 48.9 45.8 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, March 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 : 12,870: 10,320 9,473 1,043 1,520 683 0 0 0 425 585 25: 374 584 Old : 12,870: 10,320 9,473 1,043 1,520 683 0 0 0 425 585 25: 374 584 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 1,192: 914 1,029 65 -50 198 0 0 0 0 0 15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 73.6 8.1 11.8 5.3 0.0 0.0 0.0 3.3 4.5 0.2: 2.9 4.5 Old : 100.0: 80.2 73.6 8.1 11.8 5.3 0.0 0.0 0.0 3.3 4.5 0.2: 2.9 4.5 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 : 27: 17 10 . . 5 0 0 0 . . .: Old : 27: 17 10 . . 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 : 66.6 68.8 79.2 84.0 62.1 65.9 73.5 77.7 Old : 66.6 68.8 79.2 84.0 62.1 65.9 73.5 77.7 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, March 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 : 10,688: 5,305 5,817 2,978 3,655 234 0 0 0 1,512 321 249: 410 412 Old : 10,688: 5,305 5,817 2,978 3,655 234 0 0 0 1,512 321 249: 410 412 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2013 : : 760: 495 605 120 170 0 0 0 0 120 -25 0: 25 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 54.4 27.9 34.2 2.2 0.0 0.0 0.0 14.1 3.0 2.3: 3.8 3.9 Old : 100.0: 49.6 54.4 27.9 34.2 2.2 0.0 0.0 0.0 14.1 3.0 2.3: 3.8 3.9 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: 15 14 . 5 . 0 0 0 . . .: Old : 31: 15 14 . 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 : 59.9 49.8 76.3 73.7 59.9 48.9 74.0 68.2 Old : 59.9 49.8 76.3 73.7 59.9 48.9 74.0 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013