Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 5,170,129 : : Positions : :1,804,431 1,337,402 378,203 1,571,457 610,984 626,388 62,395 815,431 252,661 75,659 654,212 : : : : Changes from: January 22, 2013 : : 10,419 44,624 17,715 42,855 -22,957 60,438 14,028 -7,687 33,082 8,240 2,815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 25.9 7.3 30.4 11.8 12.1 1.2 15.8 4.9 1.5 12.7 : : : : Number of Traders in Each Category Total Traders: 233 : : 115 110 14 23 33 18 14 27 23 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 275,439 : : Positions : : 159,456 189,560 59,513 37,107 25,029 2,324 0 5,123 0 3,047 3,059 : : : : Changes from: January 22, 2013 : : 4,608 5,279 1,134 3,002 -775 -361 -3,980 1,485 -738 286 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 68.8 21.6 13.5 9.1 0.8 0.0 1.9 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 6 . 6 4 0 4 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 161,700 : : Positions : : 105,955 102,106 16,429 33,479 22,823 9,091 0 1,281 2,254 0 151 : : : : Changes from: January 22, 2013 : : -733 2,199 -1,189 1,911 281 3,886 0 -1,058 1,346 0 -542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 63.1 10.2 20.7 14.1 5.6 0.0 0.8 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 . 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 222,685 : : Positions : : 163,116 105,453 12,003 71,717 28,441 10,024 7,933 1,706 187 0 30 : : : : Changes from: January 22, 2013 : : -1,736 -6,475 -2,778 1,689 -1,878 152 975 -3 187 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 47.4 5.4 32.2 12.8 4.5 3.6 0.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . 9 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 749,413 : : Positions : : 568,288 251,550 58,232 381,293 98,322 0 2,837 11,487 0 0 0 : : : : Changes from: January 22, 2013 : : 22,854 12,487 -3,940 6,487 1,825 -214 1,190 528 -671 0 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 33.6 7.8 50.9 13.1 0.0 0.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 23 6 12 15 0 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 201,982 : : Positions : : 125,964 174,334 53,154 7,151 9,018 3,840 3,050 1,518 34 0 214 : : : : Changes from: January 22, 2013 : : 8,116 4,496 -2,293 1,196 2,313 -218 304 28 34 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 86.3 26.3 3.5 4.5 1.9 1.5 0.8 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 28 . 6 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 214,555 : : Positions : : 160,998 131,157 32,472 70,446 4,158 5,783 0 4,981 0 0 0 : : : : Changes from: January 22, 2013 : : 3,058 630 87 422 846 -1,445 0 348 -695 0 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 61.1 15.1 32.8 1.9 2.7 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 28 . 11 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 92,698 : : Positions : : 60,663 35,423 18,643 42,732 2,041 0 549 4,385 552 0 631 : : : : Changes from: January 22, 2013 : : 3,295 1,123 1,068 1,168 -273 -2,061 549 1,232 -424 0 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 38.2 20.1 46.1 2.2 0.0 0.6 4.7 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . 7 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 1,146,846 : : Positions : : 126,987 158,974 209,658 51,491 94,899 228,543 291,784 236,843 23,255 105,939 163,003 : : : : Changes from: January 22, 2013 : : -3,747 1,910 -1,127 717 -7,813 5,001 7,497 -24,863 3,812 -2,205 -4,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 13.9 18.3 4.5 8.3 19.9 25.4 20.7 2.0 9.2 14.2 : : : : Number of Traders in Each Category Total Traders: 295 : : 39 33 22 10 24 68 65 76 41 35 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 165,763 : : Positions : : 30,689 28,046 4,962 12,076 39,427 28,542 0 1,733 27,751 52,380 27,555 : : : : Changes from: January 22, 2013 : : 5,979 5,303 420 -1,000 875 623 0 332 2,297 3,926 -2,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 16.9 3.0 7.3 23.8 17.2 0.0 1.0 16.7 31.6 16.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 14 14 . 7 10 6 0 . 8 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 2,409,858 : : Positions : : 587,085 519,793 143,867 777,845 418,699 265,018 36,482 391,623 322,049 1,335 238,858 : : : : Changes from: January 22, 2013 : : 25,669 18,870 -12,034 6,626 18,163 1,952 5,698 -3,550 13,310 -2,296 16,679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 21.6 6.0 32.3 17.4 11.0 1.5 16.3 13.4 0.1 9.9 : : : : Number of Traders in Each Category Total Traders: 151 : : 63 55 5 20 25 18 8 23 21 4 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 893,238 : : Positions : : 140,802 128,512 204,772 86,939 293,132 46,099 81,631 112,304 2,205 96,151 89,241 : : : : Changes from: January 22, 2013 : : 14,902 -14,566 -32,795 -12,931 -577 -918 5,109 -6,322 -7,709 -7,481 -3,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 14.4 22.9 9.7 32.8 5.2 9.1 12.6 0.2 10.8 10.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 13 15 16 7 19 7 13 11 5 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 31,922 : : Positions : : 27,697 26,420 661 2,941 2,126 195 0 0 375 0 63 : : : : Changes from: January 22, 2013 : : 857 1,174 103 45 154 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.8 2.1 9.2 6.7 0.6 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . 5 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 7,942 : : Positions : : 6,122 4,888 881 955 558 0 140 0 28 940 30 : : : : Changes from: January 22, 2013 : : 404 166 35 273 51 0 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 61.5 11.1 12.0 7.0 0.0 1.8 0.0 0.4 11.8 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : 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 9,231 : : Positions : : 4,640 4,274 3,307 4,023 0 0 0 0 643 251 137 : : : : Changes from: January 22, 2013 : : 21 -111 -30 -90 0 0 0 0 13 189 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 46.3 35.8 43.6 0.0 0.0 0.0 0.0 7.0 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 5 0 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 1, 2013