Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 6,035,395 : : Positions : :2,025,452 1,515,051 221,612 1,926,331 664,622 1,126,761 30,720 1,036,099 196,889 101,193 741,674 : : : : Changes from: June 4, 2013 : : 85,905 16,170 -1,602 -59,613 8,764 -80,541 5,624 -59,218 -15,724 26,759 -16,523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 25.1 3.7 31.9 11.0 18.7 0.5 17.2 3.3 1.7 12.3 : : : : Number of Traders in Each Category Total Traders: 231 : : 114 103 9 24 29 29 10 30 21 16 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 879,091 : : Positions : : 97,721 252,477 267,283 51,206 171,204 28,728 77,253 126,082 43,264 56,000 143,794 : : : : Changes from: June 4, 2013 : : 18,177 10,021 -290 548 2,609 -5,138 751 -2,101 1,041 2,054 -4,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 28.7 30.4 5.8 19.5 3.3 8.8 14.3 4.9 6.4 16.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 20 20 12 8 18 8 5 9 12 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 271,789 : : Positions : : 162,371 177,495 44,815 41,710 36,406 4,263 2,164 8,853 2,220 179 1,558 : : : : Changes from: June 4, 2013 : : 1,041 -16,081 603 9,783 -3,856 -5,416 1,518 -1,214 -691 61 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 65.3 16.5 15.3 13.4 1.6 0.8 3.3 0.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 27 7 . 9 4 . 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 181,904 : : Positions : : 116,893 99,468 23,894 48,545 25,405 4,519 0 3,134 2,332 0 1,703 : : : : Changes from: June 4, 2013 : : -257 -5,439 -5,443 4 581 -78 0 506 -17 0 404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 54.7 13.1 26.7 14.0 2.5 0.0 1.7 1.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 . 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 206,964 : : Positions : : 143,064 110,365 9,489 54,337 31,680 12,269 0 2,548 0 1,971 1,847 : : : : Changes from: June 4, 2013 : : -11,664 -4,207 -1,039 -1,537 14 4,887 -1,807 -1,838 0 -327 1,022 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 53.3 4.6 26.3 15.3 5.9 0.0 1.2 0.0 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 . 9 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 851,550 : : Positions : : 713,428 266,015 4,148 464,950 109,393 3,790 1,417 7,033 0 383 93 : : : : Changes from: June 4, 2013 : : -5,621 9,482 36 -13,514 12,002 77 -420 -381 -97 383 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 31.2 0.5 54.6 12.8 0.4 0.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 27 . 15 15 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 243,002 : : Positions : : 145,607 208,775 78,853 15,470 4,822 4,908 3,132 1,247 461 439 849 : : : : Changes from: June 4, 2013 : : -6,506 -4,323 -407 -621 0 -324 -1,489 -305 461 28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 85.9 32.4 6.4 2.0 2.0 1.3 0.5 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 23 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 239,478 : : Positions : : 192,955 140,980 21,005 84,292 1,626 13,574 829 3,473 0 1,294 1,510 : : : : Changes from: June 4, 2013 : : -17,089 -10,419 1,368 -4,954 -1,353 -1,807 -2,141 -600 0 -317 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 58.9 8.8 35.2 0.7 5.7 0.3 1.5 0.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 25 . 10 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 102,859 : : Positions : : 54,268 40,129 30,330 46,288 2,525 5,509 0 3,727 839 0 1,554 : : : : Changes from: June 4, 2013 : : -7,605 -7,107 -368 -2,185 189 -349 0 -982 -72 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 39.0 29.5 45.0 2.5 5.4 0.0 3.6 0.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 6 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 177,777 : : Positions : : 116,801 106,227 30,859 36,764 8,475 6,166 10,368 7,319 665 0 572 : : : : Changes from: June 4, 2013 : : -9,469 -9,637 2,934 -363 -3,094 -62 973 -394 -650 0 329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 59.8 17.4 20.7 4.8 3.5 5.8 4.1 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 21 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 68,188 : : Positions : : 48,851 11,159 4,721 34,255 7,286 0 9,224 300 0 0 0 : : : : Changes from: June 4, 2013 : : -5,564 -1,176 -600 1 -780 0 35 -151 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 16.4 6.9 50.2 10.7 0.0 13.5 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 7 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 152,733 : : Positions : : 135,834 34,601 0 105,935 822 5,186 2,214 2,565 0 0 0 : : : : Changes from: June 4, 2013 : : -7,438 -1,297 0 -3,916 185 1,566 -240 38 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 22.7 0.0 69.4 0.5 3.4 1.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 0 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 83,393 : : Positions : : 60,540 68,705 7,268 7,995 0 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -6,911 -5,724 1,104 -1,125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.4 8.7 9.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 360,323 : : Positions : : 332,435 163,504 984 187,751 2,503 3,945 2,460 1,828 13,371 0 620 : : : : Changes from: June 4, 2013 : : -20,614 -15,354 -240 -6,866 -242 3,338 1,377 -1,884 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 45.4 0.3 52.1 0.7 1.1 0.7 0.5 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 28 . 10 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 86,673 : : Positions : : 55,680 26,686 6,921 33,680 13,395 3,147 0 3,059 467 0 1,361 : : : : Changes from: June 4, 2013 : : -2,311 -2,945 -1,127 -2,021 -225 -1,489 0 -40 367 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 30.8 8.0 38.9 15.5 3.6 0.0 3.5 0.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . 8 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 64,036 : : Positions : : 40,917 42,201 6,996 1,794 3,095 0 4,865 814 0 1,308 240 : : : : Changes from: June 4, 2013 : : -5,028 -4,460 -2,727 -150 -1,541 -1,350 -1,105 -603 0 904 -522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 65.9 10.9 2.8 4.8 0.0 7.6 1.3 0.0 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 151,701 : : Positions : : 144,583 42,704 6,198 104,244 0 372 611 0 0 0 0 : : : : Changes from: June 4, 2013 : : -24,318 -36,550 2,276 -7,590 -3,000 -18,577 -3,529 -668 -720 -4,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 28.2 4.1 68.7 0.0 0.2 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 11 . 6 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 97,608 : : Positions : : 74,370 83,897 2,958 2,288 732 17,652 4,931 0 720 4,800 0 : : : : Changes from: June 4, 2013 : : -38,517 -57,844 -9,238 -1,577 -2,257 -14,024 -5,457 -2,201 -806 -6,727 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 86.0 3.0 2.3 0.7 18.1 5.1 0.0 0.7 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 15 23 4 . . 4 4 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 43,676 : : Positions : : 41,005 37,291 1,440 5,780 0 960 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -16,259 -14,601 -1,209 -1,286 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 85.4 3.3 13.2 0.0 2.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 111,679 : : Positions : : 75,887 91,182 24,085 5,754 2,304 0 0 0 875 0 601 : : : : Changes from: June 4, 2013 : : -8,526 -6,197 323 -360 -361 0 0 0 -74 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 81.6 21.6 5.2 2.1 0.0 0.0 0.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 74,418 : : Positions : : 47,201 59,188 19,960 6,971 735 2 0 3,343 0 0 0 : : : : Changes from: June 4, 2013 : : -3,619 -3,384 -1,474 19 -75 2 -2,586 -2 -38 0 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 79.5 26.8 9.4 1.0 0.0 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 89,472 : : Positions : : 73,387 43,642 1,713 35,329 5,462 0 1,607 901 472 247 631 : : : : Changes from: June 4, 2013 : : -5,595 -4,806 -557 688 247 0 -532 -175 -192 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 48.8 1.9 39.5 6.1 0.0 1.8 1.0 0.5 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 87,374 : : Positions : : 63,779 67,698 13,138 9,619 646 2,567 0 327 0 0 0 : : : : Changes from: June 4, 2013 : : -5,045 -7,364 -592 759 -246 340 0 -408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 77.5 15.0 11.0 0.7 2.9 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 129,919 : : Positions : : 107,290 93,054 5,503 21,745 8,921 0 1,684 1,799 800 362 155 : : : : Changes from: June 4, 2013 : : -2,596 -6,541 -780 1,747 -774 -360 955 -507 -300 94 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 71.6 4.2 16.7 6.9 0.0 1.3 1.4 0.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 258,205 : : Positions : : 225,736 83,908 0 148,404 8,509 15,947 9,650 1,045 0 343 854 : : : : Changes from: June 4, 2013 : : -6,031 -11,671 0 6,825 -1,909 213 -602 -2,753 0 -390 786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 32.5 0.0 57.5 3.3 6.2 3.7 0.4 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 16 0 12 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BM Open Interest is 14,564 : : Positions : : 12,781 13,516 1,003 868 0 600 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -6,200 -9,389 -124 868 -93 -620 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 92.8 6.9 6.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 33,306 : : Positions : : 21,698 30,250 6,492 2,148 60 3,720 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -8,236 -13,854 2,387 341 -2,387 -6,266 0 -120 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 90.8 19.5 6.4 0.2 11.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 55,088 : : Positions : : 20,200 48,950 28,684 0 4,554 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -2,999 -4,921 -1,550 0 -620 -249 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 88.9 52.1 0.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 210,072 : : Positions : : 133,669 163,329 40,025 360 12,062 12,673 5,336 4,475 1,021 21,038 0 : : : : Changes from: June 4, 2013 : : -4,243 -11,323 -13,790 360 3,252 6,659 -660 -857 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 77.7 19.1 0.2 5.7 6.0 2.5 2.1 0.5 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 6 . 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 80,249 : : Positions : : 64,975 66,196 2,265 8,675 0 2,117 0 2,876 0 0 0 : : : : Changes from: June 4, 2013 : : -5,333 -7,298 0 -990 0 -2,506 0 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 82.5 2.8 10.8 0.0 2.6 0.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 82,383 : : Positions : : 46,886 67,194 23,212 4,800 8,588 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -3,666 -2,944 1,946 -510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 81.6 28.2 5.8 10.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 17 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 93,809 : : Positions : : 58,429 54,284 21,736 15,865 2,567 0 15,628 1,115 1,535 0 0 : : : : Changes from: June 4, 2013 : : -1,990 -874 1,094 2,472 -188 0 -1,732 360 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 57.9 23.2 16.9 2.7 0.0 16.7 1.2 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 16,692 : : Positions : : 14,238 14,262 2,244 0 0 0 1,170 0 0 210 0 : : : : Changes from: June 4, 2013 : : -6,228 -5,476 -496 0 0 0 -1,395 0 0 -93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 85.4 13.4 0.0 0.0 0.0 7.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 15 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 1,433,839 : : Positions : : 158,634 239,643 192,166 64,323 134,275 270,466 242,833 351,439 54,105 155,486 205,028 : : : : Changes from: June 4, 2013 : : 11,900 -3,427 4,396 1,383 1,791 -25,050 -4,476 -18,987 8,173 -2,349 -2,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 16.7 13.4 4.5 9.4 18.9 16.9 24.5 3.8 10.8 14.3 : : : : Number of Traders in Each Category Total Traders: 305 : : 38 34 19 15 27 83 45 78 47 36 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 379,220 : : Positions : : 69,308 61,944 4,653 42,587 87,150 43,582 7,659 12,400 77,862 85,453 78,927 : : : : Changes from: June 4, 2013 : : 1,190 3,577 -91 1,960 571 7,450 859 0 -332 1,732 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 16.3 1.2 11.2 23.0 11.5 2.0 3.3 20.5 22.5 20.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 14 18 4 11 15 5 . 8 9 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 2,826,223 : : Positions : : 431,728 461,631 34,239 914,917 544,462 333,995 45,361 573,769 617,384 10,836 253,937 : : : : Changes from: June 4, 2013 : : -2,300 5,088 3,296 6,752 -830 4,455 6,612 -11 11,182 -2,206 -2,515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 16.3 1.2 32.4 19.3 11.8 1.6 20.3 21.8 0.4 9.0 : : : : Number of Traders in Each Category Total Traders: 153 : : 59 53 . 24 26 21 7 25 21 7 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 1,029,808 : : Positions : : 185,505 106,171 216,273 137,459 322,635 17,914 58,338 129,743 23,636 140,575 130,091 : : : : Changes from: June 4, 2013 : : -1,061 3,169 -2,613 -10,263 11,024 -4,404 11,631 5,336 -56 -13,035 15,564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 10.3 21.0 13.3 31.3 1.7 5.7 12.6 2.3 13.7 12.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 18 17 19 5 22 8 14 14 12 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 24,005 : : Positions : : 20,784 19,085 157 3,081 1,386 0 0 120 1,225 0 0 : : : : Changes from: June 4, 2013 : : -2,441 -1,817 33 -523 11 0 0 0 292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 79.5 0.7 12.8 5.8 0.0 0.0 0.5 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 31 . 5 6 0 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 8,341 : : Positions : : 4,951 6,360 0 1,531 300 2,965 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -125 650 0 -150 135 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 76.2 0.0 18.4 3.6 35.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 0 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 12,177 : : Positions : : 10,125 8,911 275 729 1,140 0 0 0 310 908 4 : : : : Changes from: June 4, 2013 : : 1,581 1,704 10 -293 139 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 73.2 2.3 6.0 9.4 0.0 0.0 0.0 2.5 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 8,757 : : Positions : : 3,504 4,516 3,437 3,452 154 0 0 0 1,010 38 277 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 51.6 39.2 39.4 1.8 0.0 0.0 0.0 11.5 0.4 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 14, 2013