Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 4,881,057 : : Positions : :1,770,229 1,250,133 387,775 1,457,910 607,328 526,311 43,382 748,569 148,274 76,089 675,083 : : : : Changes from: January 8, 2013 : : 81,872 20,870 -24,869 85,543 17,914 58,552 -5,369 -45,310 1,547 13,556 -13,394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 25.6 7.9 29.9 12.4 10.8 0.9 15.3 3.0 1.6 13.8 : : : : Number of Traders in Each Category Total Traders: 230 : : 108 105 12 22 31 19 11 26 22 20 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 257,896 : : Positions : : 151,217 175,009 55,056 38,184 22,397 1,241 2,356 3,614 618 2,870 2,598 : : : : Changes from: January 8, 2013 : : 17,098 4,042 933 7,325 -4,035 -1,872 2,356 -684 -931 2,777 533 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 67.9 21.3 14.8 8.7 0.5 0.9 1.4 0.2 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 23 6 . 7 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 153,060 : : Positions : : 102,487 97,108 21,880 30,595 21,392 1,827 280 3,355 942 0 215 : : : : Changes from: January 8, 2013 : : 1,331 8,210 8,087 2,125 -2,356 38 280 89 -658 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 63.4 14.3 20.0 14.0 1.2 0.2 2.2 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 . 8 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 221,185 : : Positions : : 160,457 106,892 14,559 70,525 29,741 9,342 7,420 1,010 222 0 310 : : : : Changes from: January 8, 2013 : : 2,578 -100 758 6,438 -309 428 -1,888 190 222 -1,000 -222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 48.3 6.6 31.9 13.4 4.2 3.4 0.5 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 4 9 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 702,695 : : Positions : : 520,663 229,714 61,814 363,327 93,890 3,680 1,994 9,670 1,922 0 155 : : : : Changes from: January 8, 2013 : : 8,763 28,237 21,007 3,775 -10,248 1,399 1,322 284 1,587 0 -740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 32.7 8.8 51.7 13.4 0.5 0.3 1.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 23 7 12 17 . . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 189,571 : : Positions : : 115,826 164,608 53,860 6,785 6,771 3,202 4,254 650 466 0 0 : : : : Changes from: January 8, 2013 : : 6,402 2,934 -950 970 208 0 2,459 -630 466 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 86.8 28.4 3.6 3.6 1.7 2.2 0.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 . 4 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 210,219 : : Positions : : 157,911 128,752 31,835 68,880 3,312 6,370 0 4,822 0 0 0 : : : : Changes from: January 8, 2013 : : 1,062 -1,611 -84 1,587 0 -748 0 85 0 -862 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 61.2 15.1 32.8 1.6 3.0 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 28 . 11 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 86,045 : : Positions : : 55,436 32,528 17,147 41,679 2,496 2,621 0 2,149 976 0 480 : : : : Changes from: January 8, 2013 : : 6,936 3,495 -1,397 386 1,178 -2,734 0 1,466 -508 0 356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 37.8 19.9 48.4 2.9 3.0 0.0 2.5 1.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 1,215,622 : : Positions : : 134,775 157,846 212,899 49,496 109,731 222,269 304,731 257,259 25,079 95,700 188,536 : : : : Changes from: January 8, 2013 : : -8,750 -13,852 -5,168 -2,956 6,767 -2,479 -3,351 15,372 -7,121 -9,180 9,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 13.0 17.5 4.1 9.0 18.3 25.1 21.2 2.1 7.9 15.5 : : : : Number of Traders in Each Category Total Traders: 319 : : 44 40 23 13 30 68 62 74 49 43 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 1,386,954 : : Positions : : 178,005 167,804 24,737 85,494 646,737 61,568 11,201 195,573 13,985 15,421 262,069 : : : : Changes from: January 8, 2013 : : 3,957 2,334 315 -3,828 2,498 5,752 -6,378 14,463 -13,658 4,237 11,079 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 12.1 1.8 6.2 46.6 4.4 0.8 14.1 1.0 1.1 18.9 : : : : Number of Traders in Each Category Total Traders: 145 : : 42 37 8 17 25 28 16 34 17 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 148,727 : : Positions : : 22,676 21,342 6,792 11,327 37,668 22,801 350 1,053 25,101 44,159 29,210 : : : : Changes from: January 8, 2013 : : 4,124 4,084 -4,760 -65 7,933 0 0 100 1,209 -3,530 3,638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 14.3 4.6 7.6 25.3 15.3 0.2 0.7 16.9 29.7 19.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 12 4 6 10 5 . . 8 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 52,089 : : Positions : : 1,469 7,805 179 2,894 5,403 13,471 12,292 12,836 13,026 4,905 5,285 : : : : Changes from: January 8, 2013 : : 131 836 -194 225 25 404 -302 -372 -1,544 -1,996 886 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 15.0 0.3 5.6 10.4 25.9 23.6 24.6 25.0 9.4 10.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 11 . 4 4 . 11 7 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 2,331,829 : : Positions : : 563,482 493,711 169,116 752,705 382,825 221,980 31,475 433,490 311,394 5,317 208,785 : : : : Changes from: January 8, 2013 : : 6,928 2,719 -5,734 1,375 23,330 -1,588 991 -8,422 6,484 -1,257 1,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 21.2 7.3 32.3 16.4 9.5 1.3 18.6 13.4 0.2 9.0 : : : : Number of Traders in Each Category Total Traders: 140 : : 59 53 . 19 22 17 8 23 17 6 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 886,412 : : Positions : : 118,001 133,159 208,353 90,050 296,706 43,317 79,970 110,891 8,309 77,949 91,114 : : : : Changes from: January 8, 2013 : : -1,597 4,191 1,756 2,615 -3,951 2,172 1,749 6,763 -16 -5,649 6,219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.0 23.5 10.2 33.5 4.9 9.0 12.5 0.9 8.8 10.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 15 16 14 7 18 8 11 11 7 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 30,124 : : Positions : : 26,325 24,751 571 3,012 1,886 305 0 0 375 0 63 : : : : Changes from: January 8, 2013 : : 894 749 65 10 238 -275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 82.2 1.9 10.0 6.3 1.0 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 26 . 5 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 7,370 : : Positions : : 5,693 4,697 713 574 543 0 140 0 13 915 45 : : : : Changes from: January 8, 2013 : : 1,864 1,884 84 -21 100 0 -110 0 0 260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 63.7 9.7 7.8 7.4 0.0 1.9 0.0 0.2 12.4 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 9,075 : : Positions : : 4,676 4,285 3,247 4,193 0 0 0 0 630 62 60 : : : : Changes from: January 8, 2013 : : -15 208 303 -25 0 0 0 0 -100 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 47.2 35.8 46.2 0.0 0.0 0.0 0.0 6.9 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 5 0 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 18, 2013