Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 5,326,776 : : Positions : :1,740,336 1,337,116 310,634 1,650,035 624,557 755,904 51,857 882,712 294,400 62,309 689,361 : : : : Changes from: February 26, 2013 : : -101,790 -23,931 -13,710 9,585 -2,412 13,969 -1,967 444 55,521 -482 -64,531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 25.1 5.8 31.0 11.7 14.2 1.0 16.6 5.5 1.2 12.9 : : : : Number of Traders in Each Category Total Traders: 215 : : 104 100 11 23 31 22 10 24 24 11 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 309,529 : : Positions : : 189,923 226,901 67,479 50,331 13,954 8,410 1,257 4,543 1,792 142 3,777 : : : : Changes from: February 26, 2013 : : -8,104 -1,921 2,618 3,722 -7,014 2,509 -280 -2,218 1,208 -1,164 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 73.3 21.8 16.3 4.5 2.7 0.4 1.5 0.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 5 . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 144,708 : : Positions : : 102,529 85,569 9,174 37,367 16,038 6,032 0 1,864 5,773 0 217 : : : : Changes from: February 26, 2013 : : -7,617 -12,437 -2,943 1,582 -3,427 -2,381 0 -139 1,135 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 59.1 6.3 25.8 11.1 4.2 0.0 1.3 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . 7 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 234,998 : : Positions : : 176,396 119,481 11,085 68,087 28,472 10,914 5,160 1,232 0 6,377 0 : : : : Changes from: February 26, 2013 : : -2,452 -8,789 -6,215 -699 -2,603 152 -2,287 127 0 3,965 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 50.8 4.7 29.0 12.1 4.6 2.2 0.5 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 16 . 10 9 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 786,175 : : Positions : : 608,380 299,098 57,248 381,431 92,833 1,289 0 11,715 1,593 0 703 : : : : Changes from: February 26, 2013 : : -21,452 -9,851 -8,741 -16,287 -2,801 -756 -520 272 561 -800 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 38.0 7.3 48.5 11.8 0.2 0.0 1.5 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 22 5 13 16 . 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 190,889 : : Positions : : 109,521 165,692 58,294 6,352 7,024 5,041 2,140 621 261 0 738 : : : : Changes from: February 26, 2013 : : -8,945 -10,358 -3,552 -1,879 164 2,045 -85 -1,211 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 86.8 30.5 3.3 3.7 2.6 1.1 0.3 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 206,771 : : Positions : : 160,240 119,401 31,277 75,061 2,144 5,647 3,852 2,347 0 0 0 : : : : Changes from: February 26, 2013 : : -17,471 -11,804 -190 -2,111 -1,301 2,159 -1,523 -1,108 -1,280 0 -382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 57.7 15.1 36.3 1.0 2.7 1.9 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 23 . 11 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 79,624 : : Positions : : 45,145 30,197 18,355 38,862 205 8,077 0 2,158 1,487 0 496 : : : : Changes from: February 26, 2013 : : -11,249 -6,500 -3,180 -1,782 -1,104 3,797 -2,637 -1,647 635 0 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 37.9 23.1 48.8 0.3 10.1 0.0 2.7 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 . 6 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 1,266,326 : : Positions : : 165,981 186,085 194,383 62,942 106,360 227,761 258,817 251,238 29,322 126,629 220,603 : : : : Changes from: February 26, 2013 : : 9,802 13,095 -3,849 1,624 2,668 10,365 -22,823 13,177 -3,933 24,855 5,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 14.7 15.4 5.0 8.4 18.0 20.4 19.8 2.3 10.0 17.4 : : : : Number of Traders in Each Category Total Traders: 315 : : 39 38 18 18 32 68 53 77 36 60 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 1,315,257 : : Positions : : 136,954 141,950 20,991 68,141 620,696 60,016 5,531 182,569 16,303 19,945 273,759 : : : : Changes from: February 26, 2013 : : -396 7,998 1,945 904 1,035 5,387 639 2,313 2,622 815 5,421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 10.8 1.6 5.2 47.2 4.6 0.4 13.9 1.2 1.5 20.8 : : : : Number of Traders in Each Category Total Traders: 133 : : 36 34 8 18 25 21 14 27 18 16 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 213,351 : : Positions : : 31,266 31,093 2,906 4,507 64,500 30,972 1,250 1,601 35,072 62,264 42,207 : : : : Changes from: February 26, 2013 : : -1,481 907 298 -3,635 4,757 2,532 -250 -1,350 970 1,285 1,930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 14.6 1.4 2.1 30.2 14.5 0.6 0.8 16.4 29.2 19.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 12 . 8 11 6 . 4 8 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 53,165 : : Positions : : 6,997 10,324 0 4,300 3,461 17,131 10,740 8,918 5,336 3,641 11,117 : : : : Changes from: February 26, 2013 : : 47 287 0 474 -87 1,357 1,003 1,793 56 -535 403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 19.4 0.0 8.1 6.5 32.2 20.2 16.8 10.0 6.8 20.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 11 0 6 5 4 8 7 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 2,433,264 : : Positions : : 443,313 387,430 131,485 777,472 408,872 291,118 45,866 440,390 351,509 33,502 318,551 : : : : Changes from: February 26, 2013 : : -54,053 -20,788 15,365 -3,850 -16,591 -2,536 16,726 -11,801 13,986 -4,031 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 15.9 5.4 32.0 16.8 12.0 1.9 18.1 14.4 1.4 13.1 : : : : Number of Traders in Each Category Total Traders: 138 : : 51 48 . 20 22 17 11 24 20 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 882,729 : : Positions : : 156,432 130,897 151,177 86,155 309,359 23,093 74,179 93,831 29,736 72,772 109,231 : : : : Changes from: February 26, 2013 : : 33,292 1,069 5,372 8,235 2,711 -22,900 6,696 11,575 -830 -1,418 7,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 14.8 17.1 9.8 35.0 2.6 8.4 10.6 3.4 8.2 12.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 15 14 15 7 18 6 10 12 8 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 25,647 : : Positions : : 22,890 20,788 210 2,888 1,763 0 0 0 351 0 0 : : : : Changes from: February 26, 2013 : : -2,949 -3,323 -244 -19 -221 0 0 0 -87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 81.1 0.8 11.3 6.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 25 . 7 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 10,859 : : Positions : : 8,989 7,780 793 1,496 443 0 0 0 305 535 15 : : : : Changes from: February 26, 2013 : : 10 263 -225 79 1 0 0 0 305 -390 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 71.6 7.3 13.8 4.1 0.0 0.0 0.0 2.8 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 9,350 : : Positions : : 4,617 4,674 2,618 3,440 209 0 0 0 1,272 361 249 : : : : Changes from: February 26, 2013 : : 84 600 -336 -417 11 0 0 0 152 -287 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 50.0 28.0 36.8 2.2 0.0 0.0 0.0 13.6 3.9 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 8, 2013