Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 5,064,419 : : Positions : :1,794,012 1,292,778 360,488 1,528,602 633,941 565,950 48,367 823,118 219,579 67,419 651,397 : : : : Changes from: January 15, 2013 : : 23,783 42,645 -27,287 70,692 26,613 39,639 4,985 74,549 71,305 -8,670 -23,686 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 25.5 7.1 30.2 12.5 11.2 1.0 16.3 4.3 1.3 12.9 : : : : Number of Traders in Each Category Total Traders: 231 : : 110 105 14 23 32 16 15 26 25 17 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 268,268 : : Positions : : 154,848 184,281 58,379 34,105 25,804 2,685 3,980 3,638 738 2,761 2,642 : : : : Changes from: January 15, 2013 : : 3,631 9,272 3,323 -4,079 3,407 1,444 1,624 24 120 -109 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 68.7 21.8 12.7 9.6 1.0 1.5 1.4 0.3 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 6 . 7 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 158,335 : : Positions : : 106,688 99,907 17,618 31,568 22,542 5,205 0 2,339 908 0 693 : : : : Changes from: January 15, 2013 : : 4,201 2,799 -4,262 973 1,150 3,378 -280 -1,016 -34 0 478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 63.1 11.1 19.9 14.2 3.3 0.0 1.5 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 24 . 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 227,867 : : Positions : : 164,852 111,928 14,781 70,028 30,319 9,872 6,958 1,709 0 0 0 : : : : Changes from: January 15, 2013 : : 4,395 5,036 222 -497 578 530 -462 699 -222 0 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 49.1 6.5 30.7 13.3 4.3 3.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 4 9 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 725,999 : : Positions : : 545,434 239,063 62,172 374,806 96,497 214 1,647 10,959 671 0 248 : : : : Changes from: January 15, 2013 : : 24,771 9,349 358 11,479 2,607 -3,466 -347 1,289 -1,251 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 32.9 8.6 51.6 13.3 0.0 0.2 1.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 24 6 13 16 . . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 193,941 : : Positions : : 117,848 169,838 55,447 5,955 6,705 4,058 2,746 1,490 0 0 0 : : : : Changes from: January 15, 2013 : : 2,022 5,230 1,587 -830 -66 856 -1,508 840 -466 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 87.6 28.6 3.1 3.5 2.1 1.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 211,946 : : Positions : : 157,940 130,527 32,385 70,024 3,312 7,228 0 4,633 695 0 210 : : : : Changes from: January 15, 2013 : : 29 1,775 550 1,144 0 858 0 -189 695 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 61.6 15.3 33.0 1.6 3.4 0.0 2.2 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 28 . 11 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 88,552 : : Positions : : 57,368 34,300 17,575 41,564 2,314 2,061 0 3,153 976 0 480 : : : : Changes from: January 15, 2013 : : 1,932 1,772 428 -115 -182 -560 0 1,004 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 38.7 19.8 46.9 2.6 2.3 0.0 3.6 1.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 1,217,919 : : Positions : : 133,325 158,610 208,386 51,237 106,235 224,930 284,999 270,016 20,714 108,664 191,631 : : : : Changes from: January 15, 2013 : : -1,450 764 -4,514 1,742 -3,496 2,662 -19,732 12,757 -4,365 12,964 3,095 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 13.0 17.1 4.2 8.7 18.5 23.4 22.2 1.7 8.9 15.7 : : : : Number of Traders in Each Category Total Traders: 318 : : 45 42 22 14 30 68 56 79 49 49 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 1,416,684 : : Positions : : 181,195 173,971 25,901 85,910 652,414 58,484 12,608 207,257 21,390 16,079 265,539 : : : : Changes from: January 15, 2013 : : 3,190 6,167 1,164 416 5,677 -3,084 1,407 11,685 7,404 657 3,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 12.3 1.8 6.1 46.1 4.1 0.9 14.6 1.5 1.1 18.7 : : : : Number of Traders in Each Category Total Traders: 147 : : 43 37 9 17 25 27 18 36 19 14 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 157,846 : : Positions : : 24,710 22,752 4,501 13,081 38,593 27,919 0 1,401 25,870 48,454 29,695 : : : : Changes from: January 15, 2013 : : 2,034 1,411 -2,291 1,754 925 5,118 -350 348 769 4,295 485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 14.4 2.9 8.3 24.4 17.7 0.0 0.9 16.4 30.7 18.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 13 . 7 10 6 0 . 8 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 52,382 : : Positions : : 1,743 7,742 167 3,051 5,290 13,573 12,629 12,929 13,008 4,801 5,275 : : : : Changes from: January 15, 2013 : : 274 -64 -13 157 -113 101 337 93 -19 -104 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 14.8 0.3 5.8 10.1 25.9 24.1 24.7 24.8 9.2 10.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 11 . 4 4 4 10 7 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 2,348,650 : : Positions : : 561,416 500,923 155,901 771,219 400,536 263,066 30,784 395,173 308,739 3,631 222,179 : : : : Changes from: January 15, 2013 : : -2,066 7,212 -13,215 18,514 17,711 41,086 -691 -38,317 -2,655 -1,686 13,394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 21.3 6.6 32.8 17.1 11.2 1.3 16.8 13.1 0.2 9.5 : : : : Number of Traders in Each Category Total Traders: 143 : : 60 55 . 19 22 18 7 23 19 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 934,443 : : Positions : : 125,900 143,078 237,567 99,870 293,709 47,017 76,522 118,626 9,914 103,632 92,472 : : : : Changes from: January 15, 2013 : : 7,899 9,919 29,214 9,820 -2,997 3,700 -3,448 7,735 1,605 25,683 1,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 15.3 25.4 10.7 31.4 5.0 8.2 12.7 1.1 11.1 9.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 14 15 14 7 18 8 11 12 8 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 30,547 : : Positions : : 26,840 25,246 558 2,896 1,972 195 0 0 375 0 63 : : : : Changes from: January 15, 2013 : : 515 495 -13 -116 86 -110 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.6 1.8 9.5 6.5 0.6 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . 5 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 7,467 : : Positions : : 5,718 4,722 846 682 507 0 140 0 13 940 45 : : : : Changes from: January 15, 2013 : : 25 25 133 108 -36 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 63.2 11.3 9.1 6.8 0.0 1.9 0.0 0.2 12.6 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 9,105 : : Positions : : 4,619 4,385 3,337 4,113 0 0 0 0 630 62 60 : : : : Changes from: January 15, 2013 : : -57 100 90 -80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 48.2 36.7 45.2 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 25, 2013