Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 5,570,371 : : Positions : :1,765,064 1,385,684 283,815 1,747,501 650,763 820,673 47,904 960,826 373,768 63,771 683,596 : : : : Changes from: March 5, 2013 : : 24,728 48,568 -26,819 97,466 26,206 64,769 -3,953 78,114 79,368 1,462 -5,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 24.9 5.1 31.4 11.7 14.7 0.9 17.2 6.7 1.1 12.3 : : : : Number of Traders in Each Category Total Traders: 220 : : 104 100 11 23 30 22 9 26 28 12 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 314,290 : : Positions : : 179,830 230,959 68,142 50,537 15,059 22,906 1,490 5,243 1,472 148 3,549 : : : : Changes from: March 5, 2013 : : -10,093 4,058 663 206 1,105 14,496 233 700 -320 6 -228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 73.5 21.7 16.1 4.8 7.3 0.5 1.7 0.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 28 6 . 6 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 157,202 : : Positions : : 112,029 96,043 9,648 37,918 17,298 6,302 0 1,968 6,688 0 216 : : : : Changes from: March 5, 2013 : : 9,500 10,474 474 551 1,260 270 0 104 915 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 61.1 6.1 24.1 11.0 4.0 0.0 1.3 4.3 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 12, 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 242,238 : : Positions : : 182,729 130,135 4,590 59,474 31,926 13,200 7,362 1,100 0 6,980 182 : : : : Changes from: March 5, 2013 : : 6,333 10,654 -6,495 -8,613 3,454 2,286 2,202 -132 0 603 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 53.7 1.9 24.6 13.2 5.4 3.0 0.5 0.0 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 16 . 10 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 799,125 : : Positions : : 630,632 304,047 56,261 391,232 93,850 20 1,337 7,761 1,848 0 0 : : : : Changes from: March 5, 2013 : : 22,252 4,949 -987 9,801 1,017 -1,269 1,337 -3,954 255 0 -703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 38.0 7.0 49.0 11.7 0.0 0.2 1.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 24 4 13 15 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 196,072 : : Positions : : 111,909 166,397 59,879 5,990 7,326 3,852 2,782 1,280 0 553 792 : : : : Changes from: March 5, 2013 : : 2,388 705 1,585 -362 302 -1,189 642 659 -261 553 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 84.9 30.5 3.1 3.7 2.0 1.4 0.7 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 212,091 : : Positions : : 167,121 120,084 30,843 74,157 2,144 3,463 6,058 2,734 0 0 0 : : : : Changes from: March 5, 2013 : : 6,881 683 -434 -904 0 -2,184 2,206 387 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 56.6 14.5 35.0 1.0 1.6 2.9 1.3 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 12, 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 92,524 : : Positions : : 42,587 34,183 24,321 47,837 157 14,912 0 939 3,946 1,832 309 : : : : Changes from: March 5, 2013 : : -2,558 3,986 5,966 8,975 -48 6,835 0 -1,219 2,459 1,832 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 36.9 26.3 51.7 0.2 16.1 0.0 1.0 4.3 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 17 . 6 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 1,308,042 : : Positions : : 177,229 210,490 195,807 64,080 106,769 247,893 244,898 269,111 28,542 153,414 210,108 : : : : Changes from: March 5, 2013 : : 11,248 24,405 1,424 1,137 409 20,132 -13,919 17,874 -781 26,785 -10,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 16.1 15.0 4.9 8.2 19.0 18.7 20.6 2.2 11.7 16.1 : : : : Number of Traders in Each Category Total Traders: 337 : : 43 42 19 18 33 79 51 85 33 71 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 1,361,829 : : Positions : : 166,811 178,889 21,913 82,043 630,492 65,771 6,024 195,765 30,322 19,168 246,730 : : : : Changes from: March 5, 2013 : : 29,857 36,939 922 13,902 9,795 5,756 493 13,196 14,019 -777 -27,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 13.1 1.6 6.0 46.3 4.8 0.4 14.4 2.2 1.4 18.1 : : : : Number of Traders in Each Category Total Traders: 135 : : 38 36 8 18 25 22 14 28 18 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 240,025 : : Positions : : 35,281 36,452 4,736 10,749 71,608 31,287 1,250 2,052 42,936 64,635 47,534 : : : : Changes from: March 5, 2013 : : 4,015 5,359 1,831 6,242 7,108 315 0 451 7,864 2,371 5,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 15.2 2.0 4.5 29.8 13.0 0.5 0.9 17.9 26.9 19.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 12 4 8 12 7 . 4 11 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 53,578 : : Positions : : 7,087 10,695 0 4,330 3,470 19,005 13,847 7,445 4,454 1,258 11,959 : : : : Changes from: March 5, 2013 : : 90 371 0 29 9 1,874 3,108 -1,473 -883 -2,383 842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 20.0 0.0 8.1 6.5 35.5 25.8 13.9 8.3 2.3 22.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 8 11 0 5 5 4 8 7 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 2,536,002 : : Positions : : 486,971 469,766 128,988 796,107 416,137 297,138 36,692 496,915 371,981 9,598 291,062 : : : : Changes from: March 5, 2013 : : 43,658 82,336 -2,497 18,635 7,265 6,020 -9,174 56,525 20,472 -23,904 -27,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 18.5 5.1 31.4 16.4 11.7 1.4 19.6 14.7 0.4 11.5 : : : : Number of Traders in Each Category Total Traders: 138 : : 52 48 . 21 23 18 10 24 19 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 929,862 : : Positions : : 182,379 131,202 212,090 86,354 311,700 11,431 71,403 101,809 5,295 126,994 95,046 : : : : Changes from: March 5, 2013 : : 25,947 305 60,913 199 2,341 -11,662 -2,776 7,978 -24,441 54,222 -14,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 14.1 22.8 9.3 33.5 1.2 7.7 10.9 0.6 13.7 10.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 17 16 16 6 18 7 8 11 5 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 26,025 : : Positions : : 23,293 21,016 210 3,063 1,738 0 0 0 351 0 0 : : : : Changes from: March 5, 2013 : : 403 228 0 175 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 80.8 0.8 11.8 6.7 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 25 . 7 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 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 11,456 : : Positions : : 9,249 8,256 938 1,596 470 0 0 0 425 520 30 : : : : Changes from: March 5, 2013 : : 260 476 145 100 27 0 0 0 120 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 72.1 8.2 13.9 4.1 0.0 0.0 0.0 3.7 4.5 0.3 : : : : 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 12, 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 9,578 : : Positions : : 4,605 4,872 2,738 3,485 209 0 0 0 1,392 361 249 : : : : Changes from: March 5, 2013 : : -12 198 120 45 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 50.9 28.6 36.4 2.2 0.0 0.0 0.0 14.5 3.8 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 15, 2013