Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 5,281,435 : : Positions : :1,800,550 1,295,471 318,060 1,594,458 651,517 684,552 46,691 870,606 202,778 68,878 723,274 : : : : Changes from: February 12, 2013 : : 63,292 9,071 -23,643 59,510 -10,218 37,392 -15,112 3,039 -53,300 -28,515 63,628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 24.5 6.0 30.2 12.3 13.0 0.9 16.5 3.8 1.3 13.7 : : : : Number of Traders in Each Category Total Traders: 227 : : 112 105 11 25 32 23 9 24 18 20 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 308,894 : : Positions : : 190,940 222,623 66,134 45,406 18,984 6,280 0 5,893 0 2,893 3,280 : : : : Changes from: February 12, 2013 : : 12,311 13,967 -1,084 595 2,023 1,801 -420 382 0 -1,150 703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 72.1 21.4 14.7 6.1 2.0 0.0 1.9 0.0 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 22 5 . 6 4 0 . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 156,203 : : Positions : : 107,678 94,807 12,335 36,230 19,403 7,234 0 2,036 4,238 0 434 : : : : Changes from: February 12, 2013 : : -387 286 -1,734 -1,216 523 1,090 0 -195 65 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 60.7 7.9 23.2 12.4 4.6 0.0 1.3 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 . 8 10 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 238,226 : : Positions : : 172,809 124,593 16,912 67,049 31,132 10,182 5,758 2,042 0 1,622 0 : : : : Changes from: February 12, 2013 : : 11,189 11,173 0 2 428 0 -477 383 0 1,622 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 52.3 7.1 28.1 13.1 4.3 2.4 0.9 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 . 9 9 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 792,666 : : Positions : : 614,253 294,242 57,904 390,031 93,864 1,402 870 11,926 47 52 759 : : : : Changes from: February 12, 2013 : : 30,840 21,179 -4,102 4,834 3,907 568 -89 746 47 -2 266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 37.1 7.3 49.2 11.8 0.2 0.1 1.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 25 6 12 15 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 200,472 : : Positions : : 119,066 174,576 61,430 8,279 5,847 2,996 2,795 985 388 0 952 : : : : Changes from: February 12, 2013 : : -688 -771 0 -188 0 -372 -403 248 -178 0 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 87.1 30.6 4.1 2.9 1.5 1.4 0.5 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 209,930 : : Positions : : 163,799 120,179 32,056 76,381 2,887 910 1,498 5,758 721 0 416 : : : : Changes from: February 12, 2013 : : 4,109 3,630 -240 -128 180 -710 0 412 371 0 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 57.2 15.3 36.4 1.4 0.4 0.7 2.7 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 24 . 11 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 85,882 : : Positions : : 51,604 34,439 20,949 40,930 1,091 5,934 0 1,740 734 0 698 : : : : Changes from: February 12, 2013 : : 2,489 2,083 151 334 31 -185 0 -97 -38 0 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 40.1 24.4 47.7 1.3 6.9 0.0 2.0 0.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . 7 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 1,199,688 : : Positions : : 144,030 165,665 208,756 56,652 94,877 213,290 295,975 228,900 45,086 108,503 193,235 : : : : Changes from: February 12, 2013 : : -6,413 -11,535 1,493 586 3,336 -8,526 4,712 -10,363 7,614 1,823 13,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 13.8 17.4 4.7 7.9 17.8 24.7 19.1 3.8 9.0 16.1 : : : : Number of Traders in Each Category Total Traders: 298 : : 41 34 20 13 29 62 61 73 34 45 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 195,098 : : Positions : : 31,376 28,855 7,653 8,596 53,701 28,402 250 2,178 28,291 57,404 38,875 : : : : Changes from: February 12, 2013 : : 707 2,003 514 95 7,595 -2,393 0 627 -158 -3,835 7,334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 14.8 3.9 4.4 27.5 14.6 0.1 1.1 14.5 29.4 19.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 12 . 7 11 5 . . 6 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 2,453,494 : : Positions : : 548,541 489,205 122,845 785,344 415,454 314,046 38,761 428,606 315,754 11,332 262,110 : : : : Changes from: February 12, 2013 : : 3,618 606 -4,165 9,500 4,692 14,389 -1,368 33,549 2,501 7,388 7,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 19.9 5.0 32.0 16.9 12.8 1.6 17.5 12.9 0.5 10.7 : : : : Number of Traders in Each Category Total Traders: 142 : : 55 51 . 20 23 19 9 25 18 7 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 942,461 : : Positions : : 169,333 133,710 197,932 83,328 310,295 39,619 80,789 121,391 4,363 112,533 94,631 : : : : Changes from: February 12, 2013 : : 4,854 3,236 1,802 -4,194 9,051 -4,696 -1,753 5,849 2,328 2,088 1,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 14.2 21.0 8.8 32.9 4.2 8.6 12.9 0.5 11.9 10.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 15 16 16 7 19 8 12 12 5 17 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 28,425 : : Positions : : 24,780 23,372 413 2,832 1,984 0 0 0 438 0 0 : : : : Changes from: February 12, 2013 : : 75 152 55 0 -54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.2 1.5 10.0 7.0 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 19, 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 7,025 : : Positions : : 5,146 4,078 0 2,475 120 1,690 0 0 0 0 0 : : : : Changes from: February 12, 2013 : : 60 30 -10 20 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 58.0 0.0 35.2 1.7 24.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 19, 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 9,939 : : Positions : : 8,126 6,878 988 1,158 459 0 0 0 0 820 40 : : : : Changes from: February 12, 2013 : : 750 897 134 -13 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 69.2 9.9 11.7 4.6 0.0 0.0 0.0 0.0 8.3 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 19, 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 8,954 : : Positions : : 4,583 4,281 2,954 3,665 198 0 0 0 718 251 127 : : : : Changes from: February 12, 2013 : : 120 135 0 -60 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 47.8 33.0 40.9 2.2 0.0 0.0 0.0 8.0 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 22, 2013