Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 5,953,891 : : Positions : :1,873,754 1,487,783 265,525 1,957,221 690,434 998,471 44,864 990,836 422,137 68,598 689,200 : : : : Changes from: March 19, 2013 : : -36,370 23,198 12,811 26,944 3,974 102,549 10,056 -222 -17,928 2,388 53,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 25.0 4.5 32.9 11.6 16.8 0.8 16.6 7.1 1.2 11.6 : : : : Number of Traders in Each Category Total Traders: 228 : : 109 103 10 25 31 25 11 29 29 9 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 322,489 : : Positions : : 174,189 236,723 69,182 50,937 17,673 34,791 2,673 4,821 1,807 492 2,313 : : : : Changes from: March 19, 2013 : : 1,950 3,675 -1,846 2,062 1,758 3,953 -514 802 -604 -882 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 73.4 21.5 15.8 5.5 10.8 0.8 1.5 0.6 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 32 6 . 6 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 171,445 : : Positions : : 118,912 110,779 12,220 38,052 18,537 10,575 0 731 7,141 0 31 : : : : Changes from: March 19, 2013 : : 2,928 8,065 2,697 -1,001 -71 1,143 0 -138 115 0 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 64.6 7.1 22.2 10.8 6.2 0.0 0.4 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 . 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 257,485 : : Positions : : 193,119 155,411 6,684 56,382 31,099 14,815 1,319 4,665 0 3,519 40 : : : : Changes from: March 19, 2013 : : 5,331 7,315 1,643 -182 -822 116 -589 622 0 1,862 -572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 60.4 2.6 21.9 12.1 5.8 0.5 1.8 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 19 . 10 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 808,823 : : Positions : : 642,947 286,517 55,223 418,885 89,663 1,748 438 7,842 307 1,800 454 : : : : Changes from: March 19, 2013 : : 10,989 -7,634 -3,737 12,597 -2,421 769 -263 -398 -472 1,800 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 35.4 6.8 51.8 11.1 0.2 0.1 1.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 23 6 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 217,050 : : Positions : : 121,907 187,990 72,955 8,102 6,644 4,552 3,956 1,187 1,124 0 1,047 : : : : Changes from: March 19, 2013 : : 7,202 10,638 6,872 510 30 -1,996 736 614 -494 0 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 86.6 33.6 3.7 3.1 2.1 1.8 0.5 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 219,221 : : Positions : : 174,437 126,807 29,036 78,467 2,542 5,266 5,234 2,611 0 0 0 : : : : Changes from: March 19, 2013 : : 7,133 1,040 156 3,824 150 -1,464 -437 844 -702 0 -560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 57.8 13.2 35.8 1.2 2.4 2.4 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 23 4 11 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 99,155 : : Positions : : 50,726 34,534 26,621 49,934 415 10,896 3,008 2,682 2,808 210 782 : : : : Changes from: March 19, 2013 : : -1,273 1,221 1,872 1,612 258 1,017 2,264 238 1,070 -2,200 -307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 34.8 26.8 50.4 0.4 11.0 3.0 2.7 2.8 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 1,407,669 : : Positions : : 157,636 227,943 186,214 77,334 107,593 320,351 257,655 335,877 32,739 165,387 189,314 : : : : Changes from: March 19, 2013 : : -438 25,029 -5,280 7,656 1,573 28,579 9,935 29,142 131 -20,187 13,852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 16.2 13.2 5.5 7.6 22.8 18.3 23.9 2.3 11.7 13.4 : : : : Number of Traders in Each Category Total Traders: 336 : : 42 39 20 16 30 108 37 78 30 58 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 306,487 : : Positions : : 61,195 46,415 1,958 22,577 75,352 38,823 1,600 7,724 55,688 87,477 59,011 : : : : Changes from: March 19, 2013 : : 19,781 4,142 -2,600 211 6,823 7,558 1,300 789 2,348 21,199 2,854 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 15.1 0.6 7.4 24.6 12.7 0.5 2.5 18.2 28.5 19.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 12 15 . 10 11 9 . 8 12 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 2,734,495 : : Positions : : 508,407 506,749 115,056 857,399 433,322 323,532 49,571 550,213 467,884 5,239 306,130 : : : : Changes from: March 19, 2013 : : 7,889 13,544 4,055 48,172 -1,582 9,255 19,380 13,693 75,553 -5,615 -12,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 18.5 4.2 31.4 15.8 11.8 1.8 20.1 17.1 0.2 11.2 : : : : Number of Traders in Each Category Total Traders: 154 : : 65 53 4 22 24 18 12 23 20 4 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 960,313 : : Positions : : 175,457 127,652 161,574 163,260 329,043 100,563 37,547 86,307 7,640 120,303 91,534 : : : : Changes from: March 19, 2013 : : -5,339 -597 -48,038 74,767 -13,896 56,598 -48,497 -9,131 -4,169 -25,937 -7,773 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 13.3 16.8 17.0 34.3 10.5 3.9 9.0 0.8 12.5 9.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 19 17 16 7 19 8 6 9 7 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 29,364 : : Positions : : 26,393 24,000 260 3,302 1,808 0 0 120 351 0 0 : : : : Changes from: March 19, 2013 : : 923 742 50 286 48 0 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 81.7 0.9 11.2 6.2 0.0 0.0 0.4 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 29 . 5 5 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 6,444 : : Positions : : 4,986 3,990 22 2,044 135 1,205 0 16 0 0 0 : : : : Changes from: March 19, 2013 : : 90 45 22 -75 90 -225 0 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 61.9 0.3 31.7 2.1 18.7 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 12,870 : : Positions : : 10,320 9,473 1,043 1,520 683 0 0 0 425 585 25 : : : : Changes from: March 19, 2013 : : 914 1,029 65 -50 198 0 0 0 0 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 73.6 8.1 11.8 5.3 0.0 0.0 0.0 3.3 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 26, 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 10,688 : : Positions : : 5,305 5,817 2,978 3,655 234 0 0 0 1,512 321 249 : : : : Changes from: March 19, 2013 : : 495 605 120 170 0 0 0 0 120 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 54.4 27.9 34.2 2.2 0.0 0.0 0.0 14.1 3.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 29, 2013