Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 4,804,738 : : Positions : :1,688,357 1,229,263 412,644 1,372,367 589,414 467,759 48,751 793,879 146,727 62,533 688,477 : : : : Changes from: December 31, 2012 : : 78,227 4,037 14,424 26,430 -3,923 -590 9,939 -31,388 -51,936 1,420 35,328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 25.6 8.6 28.6 12.3 9.7 1.0 16.5 3.1 1.3 14.3 : : : : Number of Traders in Each Category Total Traders: 222 : : 107 102 12 21 30 21 9 24 24 15 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 245,258 : : Positions : : 134,119 170,967 54,123 30,859 26,432 3,113 0 4,298 1,549 93 2,065 : : : : Changes from: December 31, 2012 : : -7,569 5,409 6,481 -3,748 -6,112 942 0 24 1,045 -80 1,202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 69.7 22.1 12.6 10.8 1.3 0.0 1.8 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 22 6 . 7 4 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 145,739 : : Positions : : 101,156 88,898 13,793 28,470 23,748 1,789 0 3,266 1,600 0 184 : : : : Changes from: December 31, 2012 : : -3,992 -7,728 -4,294 -4,540 1,837 -2,927 0 886 -401 0 -457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 61.0 9.5 19.5 16.3 1.2 0.0 2.2 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 21 4 7 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 218,168 : : Positions : : 157,879 106,992 13,801 64,087 30,050 8,914 9,308 820 0 1,000 532 : : : : Changes from: December 31, 2012 : : 1,846 -633 -2,606 -667 -479 884 -223 57 0 -620 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 49.0 6.3 29.4 13.8 4.1 4.3 0.4 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 20 5 8 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 678,684 : : Positions : : 511,900 201,477 40,807 359,552 104,138 2,281 672 9,386 335 0 895 : : : : Changes from: December 31, 2012 : : -29,681 -16,349 8,258 -7,699 -8,481 -658 1 -377 -1,238 0 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 29.7 6.0 53.0 15.3 0.3 0.1 1.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 26 7 12 17 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 183,657 : : Positions : : 109,424 161,674 54,810 5,815 6,563 3,202 1,795 1,280 0 0 0 : : : : Changes from: December 31, 2012 : : -15,304 -13,325 2,737 -1,047 -358 -1,038 83 -388 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 88.0 29.8 3.2 3.6 1.7 1.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 209,708 : : Positions : : 156,849 130,363 31,919 67,293 3,312 7,118 0 4,737 0 862 142 : : : : Changes from: December 31, 2012 : : -21,846 -21,201 -595 -2,877 -576 -421 -108 -372 0 31 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.2 15.2 32.1 1.6 3.4 0.0 2.3 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 . 11 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 79,690 : : Positions : : 48,500 29,033 18,544 41,293 1,318 5,355 0 683 1,484 0 124 : : : : Changes from: December 31, 2012 : : -3,034 -367 -373 -1,244 -299 182 0 -998 151 0 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 36.4 23.3 51.8 1.7 6.7 0.0 0.9 1.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . 7 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 1,210,568 : : Positions : : 143,525 171,698 218,067 52,451 102,964 224,748 308,081 241,887 32,200 104,881 179,487 : : : : Changes from: December 31, 2012 : : 3,742 5,364 646 938 167 7,544 2,065 -2,200 4,719 2,417 4,570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.2 18.0 4.3 8.5 18.6 25.4 20.0 2.7 8.7 14.8 : : : : Number of Traders in Each Category Total Traders: 318 : : 44 39 24 10 27 64 66 78 51 42 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,362,934 : : Positions : : 174,048 165,470 24,422 89,322 644,239 55,816 17,579 181,110 27,643 11,185 250,990 : : : : Changes from: December 31, 2012 : : 7,766 9,824 2,833 2,434 10,063 535 4,675 11,375 5,075 -865 11,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 12.1 1.8 6.6 47.3 4.1 1.3 13.3 2.0 0.8 18.4 : : : : Number of Traders in Each Category Total Traders: 137 : : 41 35 7 17 24 24 16 30 22 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 136,229 : : Positions : : 18,552 17,258 11,552 11,392 29,735 22,801 350 953 23,892 47,689 25,572 : : : : Changes from: December 31, 2012 : : 612 754 0 799 828 300 0 0 -181 -730 1,701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 12.7 8.5 8.4 21.8 16.7 0.3 0.7 17.5 35.0 18.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 12 4 6 10 5 . . 8 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 52,782 : : Positions : : 1,338 6,969 374 2,669 5,379 13,067 12,595 13,209 14,571 6,901 4,399 : : : : Changes from: December 31, 2012 : : -101 308 53 -466 58 -1,479 1,554 1,388 3,913 1,010 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.5 13.2 0.7 5.1 10.2 24.8 23.9 25.0 27.6 13.1 8.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 11 . 4 4 . 9 7 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 2,311,690 : : Positions : : 556,554 490,992 174,850 751,330 359,495 223,568 30,484 441,912 304,910 6,574 207,499 : : : : Changes from: December 31, 2012 : : 11,910 8,894 -3,619 13,789 -2,666 6,413 3,629 8,532 11,613 1,200 14,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 21.2 7.6 32.5 15.6 9.7 1.3 19.1 13.2 0.3 9.0 : : : : Number of Traders in Each Category Total Traders: 137 : : 59 53 . 19 22 16 8 21 17 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 874,372 : : Positions : : 119,598 128,968 206,597 87,435 300,657 41,145 78,221 104,128 8,325 83,598 84,895 : : : : Changes from: December 31, 2012 : : 11,061 4,797 7,373 5,804 3,172 15,901 12,593 1,677 -1,924 9,523 -895 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 14.7 23.6 10.0 34.4 4.7 8.9 11.9 1.0 9.6 9.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 15 16 14 7 18 9 10 12 6 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 29,157 : : Positions : : 25,431 24,002 506 3,002 1,648 580 0 0 375 0 63 : : : : Changes from: December 31, 2012 : : -2,843 -3,203 -247 -341 -109 -140 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.3 1.7 10.3 5.7 2.0 0.0 0.0 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . 5 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 5,257 : : Positions : : 3,829 2,813 629 595 443 0 250 0 13 655 45 : : : : Changes from: December 31, 2012 : : -956 -814 46 -121 -278 0 -110 0 -109 5 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 53.5 12.0 11.3 8.4 0.0 4.8 0.0 0.2 12.5 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 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 8,877 : : Positions : : 4,691 4,077 2,944 4,218 0 0 0 0 730 47 60 : : : : Changes from: December 31, 2012 : : -437 -656 -294 -306 -132 0 0 0 -65 47 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 45.9 33.2 47.5 0.0 0.0 0.0 0.0 8.2 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 5 0 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2013