Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 5,434,851 : : Positions : :1,842,126 1,361,047 324,344 1,640,450 626,969 741,935 53,824 882,268 238,879 62,791 753,892 : : : : Changes from: February 19, 2013 : : 41,576 65,576 6,284 45,992 -24,548 57,383 7,133 11,662 36,101 -6,087 30,618 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 25.0 6.0 30.2 11.5 13.7 1.0 16.2 4.4 1.2 13.9 : : : : Number of Traders in Each Category Total Traders: 228 : : 112 106 12 24 32 22 12 26 22 17 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 320,137 : : Positions : : 198,027 228,822 64,861 46,609 20,968 5,901 1,537 6,761 584 1,306 3,597 : : : : Changes from: February 19, 2013 : : 7,087 6,199 -1,273 1,203 1,984 -379 1,537 868 584 -1,587 317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 71.5 20.3 14.6 6.5 1.8 0.5 2.1 0.2 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 24 5 . 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 159,717 : : Positions : : 110,146 98,006 12,117 35,785 19,465 8,413 0 2,003 4,638 0 248 : : : : Changes from: February 19, 2013 : : 2,468 3,199 -218 -445 62 1,179 0 -33 400 0 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 61.4 7.6 22.4 12.2 5.3 0.0 1.3 2.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 . 8 10 5 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 245,001 : : Positions : : 178,848 128,270 17,300 68,786 31,075 10,762 7,447 1,105 0 2,412 0 : : : : Changes from: February 19, 2013 : : 6,039 3,677 388 1,737 -57 580 1,689 -937 0 790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 52.4 7.1 28.1 12.7 4.4 3.0 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 17 . 9 9 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 817,358 : : Positions : : 629,832 308,949 65,989 397,718 95,634 2,045 520 11,443 1,032 800 495 : : : : Changes from: February 19, 2013 : : 15,579 14,707 8,085 7,687 1,770 643 -350 -483 985 748 -264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 37.8 8.1 48.7 11.7 0.3 0.1 1.4 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 23 7 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 203,062 : : Positions : : 118,466 176,050 61,846 8,231 6,860 2,996 2,225 1,832 354 0 738 : : : : Changes from: February 19, 2013 : : -600 1,474 416 -48 1,013 0 -570 847 -34 0 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 86.7 30.5 4.1 3.4 1.5 1.1 0.9 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 224,704 : : Positions : : 177,711 131,205 31,467 77,172 3,445 3,488 5,375 3,455 1,280 0 382 : : : : Changes from: February 19, 2013 : : 13,912 11,026 -589 791 558 2,578 3,877 -2,303 559 0 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 58.4 14.0 34.3 1.5 1.6 2.4 1.5 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 28 . 11 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 92,656 : : Positions : : 56,394 36,697 21,535 40,644 1,309 4,280 2,637 3,805 852 0 791 : : : : Changes from: February 19, 2013 : : 4,790 2,258 586 -286 218 -1,654 2,637 2,065 118 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.6 23.2 43.9 1.4 4.6 2.8 4.1 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . 7 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 1,201,674 : : Positions : : 154,341 172,552 202,833 60,773 98,304 213,966 281,656 232,908 32,340 101,123 203,026 : : : : Changes from: February 19, 2013 : : 10,311 6,887 -5,923 4,121 3,427 676 -14,319 4,008 -12,746 -7,380 9,791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 14.4 16.9 5.1 8.2 17.8 23.4 19.4 2.7 8.4 16.9 : : : : Number of Traders in Each Category Total Traders: 279 : : 39 34 20 15 27 60 58 68 35 32 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 209,326 : : Positions : : 32,747 30,186 2,713 8,142 59,638 28,440 1,500 2,951 33,726 60,891 40,248 : : : : Changes from: February 19, 2013 : : 1,371 1,331 -4,940 -454 5,937 38 1,250 773 5,435 3,487 1,373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 14.4 1.3 3.9 28.5 13.6 0.7 1.4 16.1 29.1 19.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 14 . 7 11 5 . 6 7 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 2,485,928 : : Positions : : 497,366 408,218 116,120 781,322 425,463 293,654 29,140 452,191 337,523 37,533 318,023 : : : : Changes from: February 19, 2013 : : -51,175 -80,987 -6,725 -4,022 10,009 -20,392 -9,621 23,585 21,769 26,201 55,913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 16.4 4.7 31.4 17.1 11.8 1.2 18.2 13.6 1.5 12.8 : : : : Number of Traders in Each Category Total Traders: 154 : : 60 54 . 20 23 22 6 25 19 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 845,768 : : Positions : : 123,140 129,828 145,805 77,920 306,648 45,993 67,483 82,256 30,566 74,190 102,013 : : : : Changes from: February 19, 2013 : : -46,193 -3,882 -52,127 -5,408 -3,647 6,374 -13,306 -39,135 26,203 -38,343 7,382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 15.4 17.2 9.2 36.3 5.4 8.0 9.7 3.6 8.8 12.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 14 14 15 7 18 6 10 11 10 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 29,239 : : Positions : : 25,839 24,111 454 2,907 1,984 0 0 0 438 0 0 : : : : Changes from: February 19, 2013 : : 1,059 739 41 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 82.5 1.6 9.9 6.8 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 27 . 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 7,010 : : Positions : : 5,131 4,033 0 2,505 120 1,690 0 0 0 0 0 : : : : Changes from: February 19, 2013 : : -15 -45 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 57.5 0.0 35.7 1.7 24.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 11,000 : : Positions : : 8,979 7,517 1,018 1,417 442 0 0 0 0 925 55 : : : : Changes from: February 19, 2013 : : 853 639 30 259 -17 0 0 0 0 105 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 68.3 9.3 12.9 4.0 0.0 0.0 0.0 0.0 8.4 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . 4 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 9,446 : : Positions : : 4,533 4,074 2,954 3,857 198 0 0 0 1,120 648 237 : : : : Changes from: February 19, 2013 : : -50 -207 0 192 0 0 0 0 402 397 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 43.1 31.3 40.8 2.1 0.0 0.0 0.0 11.9 6.9 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 1, 2013