Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 5,873,370 : : Positions : :1,807,723 1,433,212 259,247 1,917,191 682,904 953,623 22,817 1,028,258 422,942 68,766 700,018 : : : : Changes from: March 26, 2013 : : -66,031 -54,571 -6,278 -40,030 -7,530 -44,848 -22,047 37,422 805 168 10,818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 24.4 4.4 32.6 11.6 16.2 0.4 17.5 7.2 1.2 11.9 : : : : Number of Traders in Each Category Total Traders: 225 : : 106 103 9 26 31 25 6 26 31 9 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 317,889 : : Positions : : 165,365 219,096 62,847 65,604 17,276 43,855 1,598 5,379 3,160 0 2,015 : : : : Changes from: March 26, 2013 : : -8,824 -17,627 -6,335 14,667 -397 9,064 -1,075 558 1,353 -492 -298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 68.9 19.8 20.6 5.4 13.8 0.5 1.7 1.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 5 . 6 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 179,086 : : Positions : : 120,921 118,378 22,077 36,040 18,710 6,538 0 1,546 6,030 0 0 : : : : Changes from: March 26, 2013 : : 2,009 7,599 9,857 -2,012 173 -4,037 0 815 -1,111 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 66.1 12.3 20.1 10.4 3.7 0.0 0.9 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . 8 10 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 246,997 : : Positions : : 178,008 145,831 9,489 55,245 30,711 17,724 1,492 3,740 0 3,647 588 : : : : Changes from: March 26, 2013 : : -15,111 -9,580 2,805 -1,137 -388 2,909 173 -925 0 128 548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 59.0 3.8 22.4 12.4 7.2 0.6 1.5 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 21 . 9 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 750,145 : : Positions : : 593,057 253,432 46,760 392,838 89,791 2,668 3,158 5,337 153 1,280 517 : : : : Changes from: March 26, 2013 : : -49,890 -33,085 -8,463 -26,047 128 920 2,720 -2,505 -154 -520 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 33.8 6.2 52.4 12.0 0.4 0.4 0.7 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 22 4 13 15 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 232,735 : : Positions : : 133,725 203,519 73,261 8,072 5,660 7,955 3,956 732 1,306 0 1,047 : : : : Changes from: March 26, 2013 : : 11,818 15,529 306 -30 -984 3,403 0 -455 182 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 87.4 31.5 3.5 2.4 3.4 1.7 0.3 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 221,303 : : Positions : : 179,105 125,314 26,247 79,705 2,852 4,192 5,785 3,515 0 0 0 : : : : Changes from: March 26, 2013 : : 4,668 -1,493 -2,789 1,238 310 -1,074 551 904 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 56.6 11.9 36.0 1.3 1.9 2.6 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 23 4 11 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 108,869 : : Positions : : 57,321 42,779 28,465 50,118 415 11,559 3,234 3,737 3,047 210 536 : : : : Changes from: March 26, 2013 : : 6,595 8,245 1,844 184 0 663 226 1,055 239 0 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 39.3 26.1 46.0 0.4 10.6 3.0 3.4 2.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 18 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 1,459,808 : : Positions : : 160,972 246,322 189,845 80,307 110,275 327,188 252,547 357,111 30,789 163,384 202,881 : : : : Changes from: March 26, 2013 : : 3,336 18,379 3,631 2,973 2,682 6,837 -5,108 21,234 -1,950 -2,003 13,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 16.9 13.0 5.5 7.6 22.4 17.3 24.5 2.1 11.2 13.9 : : : : Number of Traders in Each Category Total Traders: 337 : : 41 38 21 17 31 106 35 76 35 58 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 305,214 : : Positions : : 60,432 43,777 5,111 22,852 74,525 39,494 3,599 4,876 57,538 93,361 57,376 : : : : Changes from: March 26, 2013 : : -763 -2,638 3,153 275 -827 671 1,999 -2,848 1,850 5,884 -1,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 14.3 1.7 7.5 24.4 12.9 1.2 1.6 18.9 30.6 18.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 12 14 . 10 12 4 . 6 10 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 2,714,391 : : Positions : : 468,899 459,189 89,505 864,357 434,398 324,144 49,505 577,050 485,298 12,213 301,034 : : : : Changes from: March 26, 2013 : : -39,508 -47,560 -25,551 6,958 1,076 612 -66 26,837 17,414 6,974 -5,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 16.9 3.3 31.8 16.0 11.9 1.8 21.3 17.9 0.4 11.1 : : : : Number of Traders in Each Category Total Traders: 142 : : 57 53 . 22 24 18 8 21 19 6 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 1,008,626 : : Positions : : 178,758 122,990 170,701 177,792 346,035 102,389 39,835 98,270 9,890 124,676 94,043 : : : : Changes from: March 26, 2013 : : 3,301 -4,662 9,127 14,532 16,992 1,826 2,288 11,963 2,250 4,373 2,509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 12.2 16.9 17.6 34.3 10.2 3.9 9.7 1.0 12.4 9.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 18 17 16 7 19 9 5 9 7 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 30,375 : : Positions : : 27,430 24,888 213 3,340 1,804 0 0 120 351 0 0 : : : : Changes from: March 26, 2013 : : 1,037 888 -47 38 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 81.9 0.7 11.0 5.9 0.0 0.0 0.4 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 29 . 6 5 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 5,834 : : Positions : : 4,654 3,670 15 1,471 180 855 0 0 0 0 0 : : : : Changes from: March 26, 2013 : : -332 -320 -7 -573 45 -350 0 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 62.9 0.3 25.2 3.1 14.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 11,812 : : Positions : : 9,810 8,739 753 1,584 491 0 0 0 410 530 30 : : : : Changes from: March 26, 2013 : : -510 -734 -290 64 -192 0 0 0 -15 -55 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.0 6.4 13.4 4.2 0.0 0.0 0.0 3.5 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 9,059 : : Positions : : 4,558 4,647 2,682 3,291 189 0 0 0 1,125 345 155 : : : : Changes from: March 26, 2013 : : -747 -1,170 -296 -364 -45 0 0 0 -387 24 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 51.3 29.6 36.3 2.1 0.0 0.0 0.0 12.4 3.8 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 5, 2013