Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 5,099,569 : : Positions : :1,721,463 1,318,536 362,621 1,522,417 644,212 632,295 50,411 830,660 236,824 60,858 654,001 : : : : Changes from: January 29, 2013 : : -82,968 -18,866 -15,582 -49,040 33,228 5,907 -11,984 15,229 -15,837 -14,801 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 25.9 7.1 29.9 12.6 12.4 1.0 16.3 4.6 1.2 12.8 : : : : Number of Traders in Each Category Total Traders: 225 : : 111 104 13 23 33 20 12 26 23 14 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 272,198 : : Positions : : 155,686 192,884 64,390 36,527 22,731 2,486 5 4,024 671 4,217 2,979 : : : : Changes from: January 29, 2013 : : -3,770 3,324 4,877 -580 -2,298 162 5 -1,099 671 1,170 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 70.9 23.7 13.4 8.4 0.9 0.0 1.5 0.2 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 6 . 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 150,042 : : Positions : : 104,022 91,606 12,144 36,190 18,414 7,722 0 1,184 4,027 0 62 : : : : Changes from: January 29, 2013 : : -1,933 -10,500 -4,285 2,711 -4,409 -1,369 0 -97 1,773 0 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 61.1 8.1 24.1 12.3 5.1 0.0 0.8 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 22 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 219,537 : : Positions : : 156,316 105,540 13,494 68,185 30,370 9,754 5,326 1,823 0 0 0 : : : : Changes from: January 29, 2013 : : -6,800 87 1,491 -3,532 1,929 -270 -2,607 117 -187 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 48.1 6.1 31.1 13.8 4.4 2.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . 9 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 749,551 : : Positions : : 560,773 254,703 65,967 379,793 97,167 0 3,042 11,546 1,083 120 461 : : : : Changes from: January 29, 2013 : : -7,515 3,153 7,735 -1,500 -1,155 0 205 59 1,083 120 461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 34.0 8.8 50.7 13.0 0.0 0.4 1.5 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 23 6 12 15 0 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 198,266 : : Positions : : 121,093 172,670 57,873 8,405 5,847 3,616 4,122 309 473 0 523 : : : : Changes from: January 29, 2013 : : -4,871 -1,664 4,719 1,254 -3,171 -224 1,072 -1,209 439 0 309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 87.1 29.2 4.2 2.9 1.8 2.1 0.2 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 196,429 : : Positions : : 147,772 113,018 31,464 71,529 3,132 5,114 1,551 4,229 813 0 522 : : : : Changes from: January 29, 2013 : : -13,226 -18,139 -1,008 1,083 -1,026 -669 1,551 -752 813 0 522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 57.5 16.0 36.4 1.6 2.6 0.8 2.2 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 25 . 11 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 81,247 : : Positions : : 47,795 30,694 20,125 40,600 1,057 5,255 0 2,097 558 0 800 : : : : Changes from: January 29, 2013 : : -12,868 -4,729 1,482 -2,132 -984 5,255 -549 -2,288 6 0 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 37.8 24.8 50.0 1.3 6.5 0.0 2.6 0.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . 7 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 1,201,259 : : Positions : : 142,824 172,397 211,047 55,166 95,574 225,459 282,622 262,967 23,096 110,688 175,296 : : : : Changes from: January 29, 2013 : : 15,837 13,423 1,389 3,675 675 -3,084 -9,162 26,124 -159 4,749 12,293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.4 17.6 4.6 8.0 18.8 23.5 21.9 1.9 9.2 14.6 : : : : Number of Traders in Each Category Total Traders: 282 : : 37 32 22 9 26 65 55 81 35 40 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 160,904 : : Positions : : 30,804 26,437 7,006 9,381 38,670 27,635 0 1,300 27,904 57,590 23,425 : : : : Changes from: January 29, 2013 : : 115 -1,609 2,044 -2,695 -757 -907 0 -433 153 5,210 -4,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 16.4 4.4 5.8 24.0 17.2 0.0 0.8 17.3 35.8 14.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 12 . 7 10 6 0 . 6 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 2,363,059 : : Positions : : 543,590 479,191 129,604 787,453 408,211 292,239 39,931 381,782 318,585 1,647 242,336 : : : : Changes from: January 29, 2013 : : -43,495 -40,602 -14,263 9,608 -10,488 27,221 3,449 -9,841 -3,464 312 3,478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 20.3 5.5 33.3 17.3 12.4 1.7 16.2 13.5 0.1 10.3 : : : : Number of Traders in Each Category Total Traders: 140 : : 56 51 . 20 23 17 10 24 19 . 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 905,617 : : Positions : : 158,661 129,442 190,027 82,984 302,143 44,659 89,157 111,467 2,464 93,675 91,537 : : : : Changes from: January 29, 2013 : : 17,859 930 -14,745 -3,955 9,011 -1,440 7,526 -837 259 -2,476 2,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 14.3 21.0 9.2 33.4 4.9 9.8 12.3 0.3 10.3 10.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 15 16 16 7 19 7 12 11 5 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 27,550 : : Positions : : 24,030 22,602 349 2,832 1,915 0 0 0 438 0 0 : : : : Changes from: January 29, 2013 : : -3,667 -3,818 -312 -109 -211 -195 0 0 63 0 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.0 1.3 10.3 7.0 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 28 . 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 7,723 : : Positions : : 6,082 4,654 779 1,325 410 0 0 0 0 680 0 : : : : Changes from: January 29, 2013 : : -40 -234 -102 370 -148 0 -140 0 -28 -260 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 60.3 10.1 17.2 5.3 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 8,264 : : Positions : : 4,148 3,711 2,954 3,725 18 0 0 0 598 251 127 : : : : Changes from: January 29, 2013 : : -492 -563 -353 -298 18 0 0 0 -45 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 44.9 35.7 45.1 0.2 0.0 0.0 0.0 7.2 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 8, 2013