Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 6,428,752 : : Positions : :1,911,690 1,530,659 273,953 2,044,688 694,221 1,060,269 13,172 1,189,472 399,554 59,570 878,280 : : : : Changes from: April 23, 2013 : : -138,809 -10,312 34,051 -76,094 -10,573 -4,164 6,942 -51,105 20,497 -5,438 -4,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 23.8 4.3 31.8 10.8 16.5 0.2 18.5 6.2 0.9 13.7 : : : : Number of Traders in Each Category Total Traders: 228 : : 112 104 9 25 29 26 6 26 28 13 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 288,668 : : Positions : : 154,308 190,372 44,234 55,984 26,944 40,077 2,443 4,356 3,640 2,172 2,419 : : : : Changes from: April 23, 2013 : : -8,502 -8,494 269 -1,550 5,717 -559 2,443 -79 820 920 757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 65.9 15.3 19.4 9.3 13.9 0.8 1.5 1.3 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 27 7 . 7 5 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 188,218 : : Positions : : 117,955 114,321 35,111 47,030 21,408 4,508 0 1,644 684 0 1,841 : : : : Changes from: April 23, 2013 : : 1,993 1,040 -289 1,646 -271 1,276 0 -1,017 -84 0 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 60.7 18.7 25.0 11.4 2.4 0.0 0.9 0.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 238,192 : : Positions : : 157,096 141,359 16,641 52,132 31,847 20,053 0 3,624 0 2,482 894 : : : : Changes from: April 23, 2013 : : 5,898 3,783 -310 -819 1,129 -1,790 0 -219 -251 432 -801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 59.3 7.0 21.9 13.4 8.4 0.0 1.5 0.0 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 17 4 8 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 819,663 : : Positions : : 670,079 257,890 8,081 429,355 115,030 2,353 3,028 8,832 1,461 339 1,240 : : : : Changes from: April 23, 2013 : : 9,382 2,693 -311 5,738 4,070 -267 -212 1,606 150 339 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 31.5 1.0 52.4 14.0 0.3 0.4 1.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 21 4 13 14 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 243,092 : : Positions : : 140,349 204,807 77,985 14,099 4,894 5,030 5,023 1,651 1,385 1 1,240 : : : : Changes from: April 23, 2013 : : -138 3,225 1,250 -93 -60 422 478 133 99 -351 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 84.3 32.1 5.8 2.0 2.1 2.1 0.7 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 23 . 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 240,125 : : Positions : : 186,398 143,342 22,496 80,466 3,362 17,545 3,767 2,681 110 0 1,886 : : : : Changes from: April 23, 2013 : : 3,340 6,739 61 812 397 3,591 -919 -705 110 -360 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 59.7 9.4 33.5 1.4 7.3 1.6 1.1 0.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 28 . 12 6 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 117,463 : : Positions : : 61,146 44,600 31,492 49,608 2,021 9,972 3,813 4,711 1,720 0 2,313 : : : : Changes from: April 23, 2013 : : 1,000 1,026 1,294 688 62 851 314 861 -182 0 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 38.0 26.8 42.2 1.7 8.5 3.2 4.0 1.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 . 6 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 1,603,688 : : Positions : : 184,728 282,756 189,474 80,608 130,614 344,030 242,597 370,230 28,599 180,012 270,977 : : : : Changes from: April 23, 2013 : : -4,561 -7,135 3,470 5,660 -7,740 3,262 -13,643 -431 -2,935 13,178 -11,010 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 17.6 11.8 5.0 8.1 21.5 15.1 23.1 1.8 11.2 16.9 : : : : Number of Traders in Each Category Total Traders: 357 : : 41 40 18 19 32 115 35 75 40 60 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 1,596,787 : : Positions : : 181,184 199,189 38,097 92,827 676,568 81,310 6,999 279,453 21,935 26,054 313,512 : : : : Changes from: April 23, 2013 : : -8,262 -8,393 -4,234 3,985 -13,896 -6,069 -3,794 -4,154 3,619 -7,016 -20,641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.5 2.4 5.8 42.4 5.1 0.4 17.5 1.4 1.6 19.6 : : : : Number of Traders in Each Category Total Traders: 134 : : 36 33 9 17 25 20 13 28 21 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 352,069 : : Positions : : 66,169 55,882 5,062 32,026 86,581 36,405 9,418 11,497 63,724 74,898 75,724 : : : : Changes from: April 23, 2013 : : -3,850 -3,481 750 -1,334 -2,062 -7,368 779 631 3,581 -3,896 -4,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 15.9 1.4 9.1 24.6 10.3 2.7 3.3 18.1 21.3 21.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 18 4 9 13 5 . 6 9 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 90,698 : : Positions : : 10,434 17,041 50 5,993 5,663 29,946 15,865 22,675 1,539 3,610 19,515 : : : : Changes from: April 23, 2013 : : -72 766 50 237 -88 501 284 2,074 -99 -623 1,012 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 18.8 0.1 6.6 6.2 33.0 17.5 25.0 1.7 4.0 21.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 12 . 5 5 6 11 15 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 2,837,415 : : Positions : : 434,805 478,147 55,464 923,448 507,501 390,774 34,790 596,630 555,924 15,419 261,469 : : : : Changes from: April 23, 2013 : : -54,305 -27,118 -2,244 29,228 -24,729 7,279 -22,430 -27,042 26,682 -2,290 -27,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 16.9 2.0 32.5 17.9 13.8 1.2 21.0 19.6 0.5 9.2 : : : : Number of Traders in Each Category Total Traders: 155 : : 59 56 . 24 25 22 6 28 20 7 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 1,036,518 : : Positions : : 193,127 97,745 208,709 168,815 326,573 46,703 29,616 135,746 4,273 155,934 115,571 : : : : Changes from: April 23, 2013 : : -8,001 -17,167 3,203 -41,163 -18,851 -20,114 -17,529 -7 -12,998 37,549 -30,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 9.4 20.1 16.3 31.5 4.5 2.9 13.1 0.4 15.0 11.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 16 16 19 4 22 8 9 13 5 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 28,114 : : Positions : : 25,478 22,744 340 3,526 1,538 0 0 120 0 0 0 : : : : Changes from: April 23, 2013 : : 87 178 45 50 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 80.9 1.2 12.5 5.5 0.0 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 32 29 . 5 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 6,201 : : Positions : : 4,976 4,011 20 1,471 180 895 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : -155 -230 5 0 0 -80 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 64.7 0.3 23.7 2.9 14.4 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 30, 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 13,361 : : Positions : : 11,222 9,535 674 1,862 695 0 0 0 385 740 30 : : : : Changes from: April 23, 2013 : : 353 112 4 114 -14 0 0 0 0 185 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 71.4 5.0 13.9 5.2 0.0 0.0 0.0 2.9 5.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 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 9,737 : : Positions : : 4,581 4,991 3,084 3,692 219 0 0 0 1,125 78 277 : : : : Changes from: April 23, 2013 : : -7 53 16 15 0 0 0 0 0 23 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 51.3 31.7 37.9 2.2 0.0 0.0 0.0 11.6 0.8 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 3, 2013