Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 6,164,964 : : Positions : :1,931,019 1,493,446 256,711 1,994,762 694,322 963,407 5,233 1,114,435 412,515 70,120 770,723 : : : : Changes from: April 2, 2013 : : 123,296 60,234 -2,536 77,571 11,418 9,784 -17,584 86,177 -10,427 1,354 70,705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 24.2 4.2 32.4 11.3 15.6 0.1 18.1 6.7 1.1 12.5 : : : : Number of Traders in Each Category Total Traders: 225 : : 108 103 9 26 32 27 . 25 31 9 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 280,915 : : Positions : : 149,780 188,808 48,198 58,486 19,217 36,207 1,276 3,062 4,536 105 1,430 : : : : Changes from: April 2, 2013 : : -15,585 -30,288 -14,649 -7,118 1,941 -7,648 -322 -2,317 1,376 105 -585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 67.2 17.2 20.8 6.8 12.9 0.5 1.1 1.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 23 5 . 6 5 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 180,213 : : Positions : : 116,438 115,049 33,202 41,843 19,404 4,856 0 1,260 1,878 0 89 : : : : Changes from: April 2, 2013 : : -4,483 -3,329 11,125 5,803 694 -1,682 0 -286 -4,152 0 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 63.8 18.4 23.2 10.8 2.7 0.0 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 235,869 : : Positions : : 161,868 136,729 12,492 54,504 32,324 18,016 733 2,855 0 2,388 469 : : : : Changes from: April 2, 2013 : : -16,140 -9,102 3,003 -741 1,613 292 -759 -885 0 -1,259 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 58.0 5.3 23.1 13.7 7.6 0.3 1.2 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 18 . 10 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 763,743 : : Positions : : 612,664 243,631 23,255 406,576 101,724 5,281 2,010 5,902 2,807 0 667 : : : : Changes from: April 2, 2013 : : 19,607 -9,801 -23,505 13,738 11,933 2,613 -1,148 565 2,654 -1,280 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 31.9 3.0 53.2 13.3 0.7 0.3 0.8 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 21 4 13 14 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 216,848 : : Positions : : 125,056 190,031 70,486 7,584 3,432 7,425 4,204 638 1,346 0 1,007 : : : : Changes from: April 2, 2013 : : -8,669 -13,488 -2,775 -488 -2,228 -530 248 -94 40 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 87.6 32.5 3.5 1.6 3.4 1.9 0.3 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 22 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 212,611 : : Positions : : 172,887 118,976 23,745 78,118 2,702 5,135 5,245 3,151 0 634 362 : : : : Changes from: April 2, 2013 : : -6,218 -6,338 -2,502 -1,587 -150 943 -540 -364 0 634 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 56.0 11.2 36.7 1.3 2.4 2.5 1.5 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 24 . 11 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 101,630 : : Positions : : 51,540 36,253 28,999 48,931 157 11,017 2,746 2,829 2,010 0 1,219 : : : : Changes from: April 2, 2013 : : -5,781 -6,526 534 -1,187 -258 -542 -488 -908 -1,037 -210 683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 35.7 28.5 48.1 0.2 10.8 2.7 2.8 2.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 . 6 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 1,560,474 : : Positions : : 170,534 259,895 183,259 83,387 118,609 342,898 253,590 379,419 24,737 165,083 250,374 : : : : Changes from: April 2, 2013 : : 7,756 12,939 -1,142 2,570 1,362 12,114 -308 16,993 -6,406 3,591 25,514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 16.7 11.7 5.3 7.6 22.0 16.3 24.3 1.6 10.6 16.0 : : : : Number of Traders in Each Category Total Traders: 358 : : 41 43 20 17 33 104 39 74 40 70 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 1,491,703 : : Positions : : 170,934 186,728 39,000 81,822 656,187 81,014 15,952 228,798 19,392 27,138 291,628 : : : : Changes from: April 2, 2013 : : 2,566 4,730 6,610 9,819 6,324 8,210 1,930 8,678 -86 1,769 13,837 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 12.5 2.6 5.5 44.0 5.4 1.1 15.3 1.3 1.8 19.6 : : : : Number of Traders in Each Category Total Traders: 135 : : 35 36 7 18 24 19 17 30 17 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 333,886 : : Positions : : 62,625 51,769 5,307 27,365 79,088 40,257 8,601 6,553 59,929 80,224 73,170 : : : : Changes from: April 2, 2013 : : 2,058 6,258 349 4,501 4,387 451 5,501 1,111 1,586 -11,789 14,121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 15.5 1.6 8.2 23.7 12.1 2.6 2.0 17.9 24.0 21.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 14 16 . 10 12 4 . 7 10 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 71,474 : : Positions : : 10,032 14,837 0 6,825 4,685 26,334 13,646 12,478 1,974 3,164 15,416 : : : : Changes from: April 2, 2013 : : 292 906 0 166 351 1,999 855 896 449 896 -342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 20.8 0.0 9.5 6.6 36.8 19.1 17.5 2.8 4.4 21.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 10 0 5 5 4 8 9 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 2,820,757 : : Positions : : 467,041 466,265 85,959 869,987 498,332 353,668 56,281 603,975 482,668 13,771 294,582 : : : : Changes from: April 2, 2013 : : -1,858 7,076 -3,546 5,630 63,934 29,524 6,776 26,925 -2,630 1,558 -6,452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 16.5 3.0 30.8 17.7 12.5 2.0 21.4 17.1 0.5 10.4 : : : : Number of Traders in Each Category Total Traders: 148 : : 60 54 . 23 24 20 7 22 20 6 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 1,037,649 : : Positions : : 185,816 116,417 195,081 197,099 338,826 94,171 40,925 104,355 10,529 130,935 104,808 : : : : Changes from: April 2, 2013 : : 7,058 -6,573 24,380 19,307 -7,209 -8,218 1,090 6,085 639 6,259 10,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 11.2 18.8 19.0 32.7 9.1 3.9 10.1 1.0 12.6 10.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 19 18 17 7 19 9 6 9 10 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 27,641 : : Positions : : 25,088 22,451 236 3,267 1,560 0 0 120 0 0 0 : : : : Changes from: April 2, 2013 : : -2,342 -2,437 23 -73 -244 0 0 0 -351 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.2 0.9 11.8 5.6 0.0 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 27 . 6 5 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 6,281 : : Positions : : 5,101 4,121 15 1,471 180 855 0 0 0 0 0 : : : : Changes from: April 2, 2013 : : 447 451 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 65.6 0.2 23.4 2.9 13.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 12,696 : : Positions : : 10,839 9,157 610 1,944 514 0 0 0 385 320 0 : : : : Changes from: April 2, 2013 : : 1,029 418 -143 360 23 0 0 0 -25 -210 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 72.1 4.8 15.3 4.0 0.0 0.0 0.0 3.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 9,065 : : Positions : : 4,558 4,587 2,682 3,357 189 0 0 0 1,125 345 155 : : : : Changes from: April 2, 2013 : : 0 -60 0 66 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 50.6 29.6 37.0 2.1 0.0 0.0 0.0 12.4 3.8 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 17, 2013