Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 5,192,806 : : Positions : :1,737,258 1,286,400 341,703 1,534,948 661,735 647,160 61,803 867,567 256,078 97,393 659,646 : : : : Changes from: February 5, 2013 : : 15,795 -32,136 -20,918 12,531 17,523 14,865 11,392 36,907 19,254 36,535 5,645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 24.8 6.6 29.6 12.7 12.5 1.2 16.7 4.9 1.9 12.7 : : : : Number of Traders in Each Category Total Traders: 227 : : 110 104 12 24 33 21 13 26 23 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 293,240 : : Positions : : 178,629 208,656 67,218 44,811 16,961 4,479 420 5,511 0 4,043 2,577 : : : : Changes from: February 5, 2013 : : 22,943 15,772 2,828 8,284 -5,770 1,993 415 1,487 -671 -174 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 71.2 22.9 15.3 5.8 1.5 0.1 1.9 0.0 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 22 5 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 156,135 : : Positions : : 108,065 94,521 14,069 37,446 18,880 6,144 0 2,231 4,173 0 279 : : : : Changes from: February 5, 2013 : : 4,043 2,915 1,925 1,256 466 -1,578 0 1,047 146 0 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 60.5 9.0 24.0 12.1 3.9 0.0 1.4 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . 8 10 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 227,478 : : Positions : : 161,620 113,420 16,912 67,047 30,704 10,182 6,235 1,659 0 0 0 : : : : Changes from: February 5, 2013 : : 5,304 7,880 3,418 -1,138 334 428 909 -164 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 49.9 7.4 29.5 13.5 4.5 2.7 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 9 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 763,935 : : Positions : : 583,413 273,063 62,006 385,197 89,957 834 959 11,180 0 54 493 : : : : Changes from: February 5, 2013 : : 22,640 18,360 -3,961 5,404 -7,210 834 -2,083 -366 -1,083 -66 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 35.7 8.1 50.4 11.8 0.1 0.1 1.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 24 5 12 14 . . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 201,247 : : Positions : : 119,754 175,347 61,430 8,467 5,847 3,368 3,198 737 566 0 768 : : : : Changes from: February 5, 2013 : : -1,339 2,677 3,557 62 0 -248 -924 428 93 0 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 87.1 30.5 4.2 2.9 1.7 1.6 0.4 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 206,077 : : Positions : : 159,690 116,549 32,296 76,509 2,707 1,620 1,498 5,346 350 0 685 : : : : Changes from: February 5, 2013 : : 11,918 3,531 832 4,980 -425 -3,494 -53 1,117 -463 0 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 56.6 15.7 37.1 1.3 0.8 0.7 2.6 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 24 . 11 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 83,175 : : Positions : : 49,115 32,356 20,798 40,596 1,060 6,119 0 1,837 772 0 770 : : : : Changes from: February 5, 2013 : : 1,320 1,662 673 -4 3 864 0 -260 214 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 38.9 25.0 48.8 1.3 7.4 0.0 2.2 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 . 7 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 1,193,809 : : Positions : : 150,443 177,200 207,263 56,066 91,541 221,816 291,263 239,263 37,472 106,680 179,291 : : : : Changes from: February 5, 2013 : : 7,619 4,803 -3,784 900 -4,033 -3,643 8,641 -23,704 14,376 -4,008 3,995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 14.8 17.4 4.7 7.7 18.6 24.4 20.0 3.1 8.9 15.0 : : : : Number of Traders in Each Category Total Traders: 288 : : 39 32 21 11 26 58 58 72 36 39 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 181,071 : : Positions : : 30,669 26,852 7,139 8,501 46,106 30,795 250 1,551 28,449 61,239 31,541 : : : : Changes from: February 5, 2013 : : -135 415 133 -880 7,436 3,160 250 251 545 3,649 8,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 14.8 3.9 4.7 25.5 17.0 0.1 0.9 15.7 33.8 17.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 12 . 7 11 5 . . 6 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 2,391,498 : : Positions : : 544,923 488,599 127,010 775,844 410,762 299,657 40,129 395,057 313,253 3,944 254,955 : : : : Changes from: February 5, 2013 : : 1,333 9,408 -2,594 -11,609 2,551 7,418 198 13,275 -5,332 2,297 12,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 20.4 5.3 32.4 17.2 12.5 1.7 16.5 13.1 0.2 10.7 : : : : Number of Traders in Each Category Total Traders: 141 : : 56 51 . 20 23 18 9 25 18 5 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 926,110 : : Positions : : 164,479 130,474 196,130 87,522 301,244 44,315 82,542 115,542 2,035 110,445 93,157 : : : : Changes from: February 5, 2013 : : 5,818 1,032 6,103 4,538 -899 -344 -6,615 4,075 -429 16,770 1,620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 14.1 21.2 9.5 32.5 4.8 8.9 12.5 0.2 11.9 10.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 15 16 16 6 18 7 12 11 4 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 28,327 : : Positions : : 24,705 23,220 358 2,832 2,038 0 0 0 438 0 0 : : : : Changes from: February 5, 2013 : : 675 618 9 0 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.0 1.3 10.0 7.2 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 27 . 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 6,965 : : Positions : : 5,086 4,048 10 2,455 110 1,690 0 0 0 0 0 : : : : Changes from: February 5, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.1 0.1 35.2 1.6 24.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 9,052 : : Positions : : 7,376 5,981 854 1,171 456 0 0 0 0 820 40 : : : : Changes from: February 5, 2013 : : 1,294 1,327 75 -154 46 0 0 0 0 140 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 66.1 9.4 12.9 5.0 0.0 0.0 0.0 0.0 9.1 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . 5 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 8,654 : : Positions : : 4,463 4,146 2,954 3,725 18 0 0 0 718 251 127 : : : : Changes from: February 5, 2013 : : 315 435 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 47.9 34.1 43.0 0.2 0.0 0.0 0.0 8.3 2.9 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 15, 2013