Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 5,843,001 : : Positions : :1,910,124 1,464,585 252,714 1,930,277 686,460 895,922 34,808 991,058 440,065 66,210 635,968 : : : : Changes from: March 12, 2013 : : 145,060 78,901 -31,101 182,776 35,697 75,249 -13,096 30,232 66,297 2,439 -47,628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 25.1 4.3 33.0 11.7 15.3 0.6 17.0 7.5 1.1 10.9 : : : : Number of Traders in Each Category Total Traders: 222 : : 108 104 11 23 30 23 9 26 28 10 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 317,328 : : Positions : : 172,239 233,048 71,028 48,875 15,915 30,838 3,187 4,019 2,411 1,374 2,513 : : : : Changes from: March 12, 2013 : : -7,591 2,089 2,886 -1,662 856 7,932 1,697 -1,224 939 1,226 -1,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 73.4 22.4 15.4 5.0 9.7 1.0 1.3 0.8 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 27 6 . 6 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 165,407 : : Positions : : 115,984 102,714 9,523 39,053 18,608 9,432 0 869 7,026 0 214 : : : : Changes from: March 12, 2013 : : 3,955 6,671 -125 1,135 1,310 3,130 0 -1,099 338 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 62.1 5.8 23.6 11.2 5.7 0.0 0.5 4.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 19 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 251,431 : : Positions : : 187,788 148,096 5,041 56,564 31,921 14,699 1,908 4,043 0 1,657 612 : : : : Changes from: March 12, 2013 : : 5,059 17,961 451 -2,910 -5 1,499 -5,454 2,943 0 -5,323 430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 58.9 2.0 22.5 12.7 5.8 0.8 1.6 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 16 . 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 804,634 : : Positions : : 631,958 294,151 58,960 406,288 92,084 979 701 8,240 779 0 762 : : : : Changes from: March 12, 2013 : : 1,326 -9,896 2,699 15,056 -1,766 959 -636 479 -1,069 0 762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 36.6 7.3 50.5 11.4 0.1 0.1 1.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 23 5 13 16 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 206,315 : : Positions : : 114,705 177,352 66,083 7,592 6,614 6,548 3,220 573 1,618 0 765 : : : : Changes from: March 12, 2013 : : 2,796 10,955 6,204 1,602 -712 2,696 438 -707 1,618 -553 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 86.0 32.0 3.7 3.2 3.2 1.6 0.3 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 213,941 : : Positions : : 167,304 125,767 28,880 74,643 2,392 6,730 5,671 1,767 702 0 560 : : : : Changes from: March 12, 2013 : : 183 5,683 -1,963 486 248 3,267 -387 -967 702 0 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 58.8 13.5 34.9 1.1 3.1 2.7 0.8 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 . 11 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 95,910 : : Positions : : 51,999 33,313 24,749 48,322 157 9,879 744 2,444 1,738 2,410 1,089 : : : : Changes from: March 12, 2013 : : 9,412 -870 428 485 0 -5,033 744 1,505 -2,208 578 780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 34.7 25.8 50.4 0.2 10.3 0.8 2.5 1.8 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 16 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 1,393,860 : : Positions : : 161,186 203,866 185,860 70,755 113,426 292,933 246,785 318,031 32,892 181,221 206,992 : : : : Changes from: March 12, 2013 : : -16,043 -6,624 -9,946 6,675 6,656 45,040 1,888 48,920 4,350 27,807 -3,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 14.6 13.3 5.1 8.1 21.0 17.7 22.8 2.4 13.0 14.9 : : : : Number of Traders in Each Category Total Traders: 355 : : 43 43 18 19 33 107 39 86 36 78 88 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 1,506,455 : : Positions : : 182,692 202,792 29,086 82,131 662,754 66,585 10,669 238,747 35,067 19,778 286,840 : : : : Changes from: March 12, 2013 : : 15,882 23,903 7,173 87 32,262 814 4,645 42,983 4,746 611 40,111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 13.5 1.9 5.5 44.0 4.4 0.7 15.8 2.3 1.3 19.0 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 36 9 17 25 19 17 30 19 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 268,752 : : Positions : : 41,414 42,273 4,427 22,401 68,758 31,265 166 7,069 53,651 66,433 56,301 : : : : Changes from: March 12, 2013 : : 6,133 5,821 -309 11,653 -2,849 -22 -1,084 5,017 10,716 1,798 8,767 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 15.7 1.6 8.3 25.6 11.6 0.1 2.6 20.0 24.7 20.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 10 14 . 10 12 8 . 7 11 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 69,233 : : Positions : : 9,252 14,432 0 4,717 4,363 27,598 18,753 10,107 3,458 1,737 14,328 : : : : Changes from: March 12, 2013 : : 2,165 3,737 0 387 893 8,593 4,906 2,662 -996 479 2,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 20.8 0.0 6.8 6.3 39.9 27.1 14.6 5.0 2.5 20.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 12 0 5 5 4 9 8 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 2,655,242 : : Positions : : 500,518 493,205 111,001 809,227 434,904 314,277 30,191 536,520 392,331 10,854 318,354 : : : : Changes from: March 12, 2013 : : 13,547 23,439 -17,987 13,120 18,767 17,139 -6,501 39,605 20,350 1,256 27,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 18.6 4.2 30.5 16.4 11.8 1.1 20.2 14.8 0.4 12.0 : : : : Number of Traders in Each Category Total Traders: 146 : : 59 49 . 21 23 18 10 23 20 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 993,552 : : Positions : : 180,796 128,249 209,612 88,493 342,939 43,965 86,044 95,438 11,809 146,240 99,307 : : : : Changes from: March 12, 2013 : : -1,583 -2,953 -2,478 2,139 31,239 32,534 14,641 -6,371 6,514 19,246 4,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 12.9 21.1 8.9 34.5 4.4 8.7 9.6 1.2 14.7 10.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 17 16 16 6 18 8 9 13 9 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 28,443 : : Positions : : 25,470 23,258 210 3,016 1,760 0 0 240 351 0 0 : : : : Changes from: March 12, 2013 : : 2,177 2,242 0 -47 22 0 0 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 81.8 0.7 10.6 6.2 0.0 0.0 0.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 27 . 7 6 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 6,503 : : Positions : : 4,896 3,945 0 2,119 45 1,430 0 0 0 0 0 : : : : Changes from: March 12, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 60.7 0.0 32.6 0.7 22.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 11,678 : : Positions : : 9,406 8,444 978 1,570 485 0 0 0 425 585 10 : : : : Changes from: March 12, 2013 : : 157 188 40 -26 15 0 0 0 0 65 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 72.3 8.4 13.4 4.2 0.0 0.0 0.0 3.6 5.0 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 19, 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 9,928 : : Positions : : 4,810 5,212 2,858 3,485 234 0 0 0 1,392 346 249 : : : : Changes from: March 12, 2013 : : 205 340 120 0 25 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 52.5 28.8 35.1 2.4 0.0 0.0 0.0 14.0 3.5 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 22, 2013