Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 5,982,319 : : Positions : :2,043,915 1,496,448 206,695 1,911,650 672,476 1,124,907 36,080 992,456 180,128 117,531 737,459 : : : : Changes from: June 11, 2013 : : 18,463 -18,603 -14,917 -14,681 7,854 -1,854 5,360 -43,643 -16,761 16,338 -4,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 25.0 3.5 32.0 11.2 18.8 0.6 16.6 3.0 2.0 12.3 : : : : Number of Traders in Each Category Total Traders: 229 : : 114 105 9 24 29 28 9 29 21 15 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 894,203 : : Positions : : 106,050 263,916 268,563 52,346 170,440 28,165 95,783 117,855 55,119 46,090 146,698 : : : : Changes from: June 11, 2013 : : 8,329 11,439 1,280 1,140 -764 -563 18,530 -8,227 11,855 -9,910 2,904 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 29.5 30.0 5.9 19.1 3.1 10.7 13.2 6.2 5.2 16.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 20 20 12 8 18 8 5 9 13 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 277,663 : : Positions : : 167,406 184,319 45,571 43,860 35,815 6,759 1,331 7,400 1,411 382 1,295 : : : : Changes from: June 11, 2013 : : 5,035 6,824 756 2,150 -591 2,496 -833 -1,453 -809 203 -263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 66.4 16.4 15.8 12.9 2.4 0.5 2.7 0.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 6 . 8 5 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 182,962 : : Positions : : 119,550 100,073 23,658 49,180 25,591 3,993 0 2,872 1,712 0 1,780 : : : : Changes from: June 11, 2013 : : 2,657 605 -236 635 186 -526 0 -262 -620 0 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 54.7 12.9 26.9 14.0 2.2 0.0 1.6 0.9 0.0 1.0 : : : : 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 18, 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 214,014 : : Positions : : 147,593 113,334 11,601 59,125 31,061 11,486 0 2,634 70 1,511 2,220 : : : : Changes from: June 11, 2013 : : 4,529 2,969 2,112 4,788 -619 -783 0 86 70 -460 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 53.0 5.4 27.6 14.5 5.4 0.0 1.2 0.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 857,705 : : Positions : : 714,147 276,369 5,718 454,837 115,053 2,591 2,518 6,753 195 0 301 : : : : Changes from: June 11, 2013 : : 719 10,354 1,570 -10,113 5,660 -1,199 1,101 -280 195 -383 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 32.2 0.7 53.0 13.4 0.3 0.3 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 40 27 4 14 15 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 246,353 : : Positions : : 145,236 211,791 81,318 14,864 4,850 4,515 2,268 1,428 0 529 759 : : : : Changes from: June 11, 2013 : : -371 3,016 2,465 -606 28 -393 -864 181 -461 90 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.0 33.0 6.0 2.0 1.8 0.9 0.6 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 241,729 : : Positions : : 195,323 142,860 20,825 84,393 1,626 13,687 891 3,547 0 1,207 1,448 : : : : Changes from: June 11, 2013 : : 2,368 1,880 -180 101 0 113 62 74 0 -87 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 59.1 8.6 34.9 0.7 5.7 0.4 1.5 0.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 26 . 10 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 104,379 : : Positions : : 54,748 42,295 30,729 45,730 3,083 5,266 0 3,571 724 0 1,826 : : : : Changes from: June 11, 2013 : : 480 2,166 399 -558 558 -243 0 -156 -115 0 272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 40.5 29.4 43.8 3.0 5.0 0.0 3.4 0.7 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 . 6 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 182,573 : : Positions : : 117,111 111,386 34,839 35,454 9,142 5,055 10,596 7,286 1,101 0 721 : : : : Changes from: June 11, 2013 : : 310 5,159 3,980 -1,310 667 -1,111 228 -33 436 0 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.0 19.1 19.4 5.0 2.8 5.8 4.0 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 67,386 : : Positions : : 47,585 11,216 4,721 34,255 7,286 0 8,197 548 0 0 0 : : : : Changes from: June 11, 2013 : : -1,266 57 0 0 0 0 -1,027 248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 16.6 7.0 50.8 10.8 0.0 12.2 0.8 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 18, 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 157,269 : : Positions : : 141,273 39,585 0 106,878 822 5,266 2,214 2,035 0 0 0 : : : : Changes from: June 11, 2013 : : 5,439 4,984 0 943 0 80 0 -530 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 25.2 0.0 68.0 0.5 3.3 1.4 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 0 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 83,551 : : Positions : : 61,769 70,051 7,268 7,995 0 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 1,229 1,346 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 83.8 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: 25 : : 13 17 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 362,755 : : Positions : : 334,341 165,653 984 187,942 2,503 4,955 2,460 1,375 13,185 0 651 : : : : Changes from: June 11, 2013 : : 1,906 2,149 0 191 0 1,010 0 -453 -186 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 45.7 0.3 51.8 0.7 1.4 0.7 0.4 3.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 28 . 10 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 89,395 : : Positions : : 58,010 28,433 6,983 33,252 14,010 1,316 0 4,441 827 0 1,249 : : : : Changes from: June 11, 2013 : : 2,330 1,747 62 -428 615 -1,831 0 1,382 360 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 31.8 7.8 37.2 15.7 1.5 0.0 5.0 0.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 8 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 63,698 : : Positions : : 41,043 41,764 6,720 1,794 3,095 0 4,752 750 0 1,308 240 : : : : Changes from: June 11, 2013 : : 126 -437 -276 0 0 0 -113 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.6 10.5 2.8 4.9 0.0 7.5 1.2 0.0 2.1 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 18, 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 166,861 : : Positions : : 150,815 51,086 5,578 103,024 434 7,812 8,175 0 1,612 0 0 : : : : Changes from: June 11, 2013 : : 6,232 8,382 -620 -1,220 434 7,440 7,564 0 1,612 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 30.6 3.3 61.7 0.3 4.7 4.9 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 11 4 6 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 112,612 : : Positions : : 80,384 92,557 2,834 1,068 732 17,652 5,055 7,440 2,332 4,800 0 : : : : Changes from: June 11, 2013 : : 6,014 8,660 -124 -1,220 0 0 124 7,440 1,612 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 82.2 2.5 0.9 0.7 15.7 4.5 6.6 2.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 23 5 . . 4 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 45,939 : : Positions : : 43,268 39,368 1,440 5,842 0 960 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 2,263 2,077 0 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 85.7 3.1 12.7 0.0 2.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 118,245 : : Positions : : 82,270 98,198 24,240 5,754 2,304 0 0 0 1,028 0 631 : : : : Changes from: June 11, 2013 : : 6,383 7,016 155 0 0 0 0 0 153 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 83.0 20.5 4.9 1.9 0.0 0.0 0.0 0.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 76,535 : : Positions : : 49,111 61,504 19,960 6,971 735 491 0 2,974 234 0 292 : : : : Changes from: June 11, 2013 : : 1,910 2,316 0 0 0 489 0 -369 234 0 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 80.4 26.1 9.1 1.0 0.6 0.0 3.9 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 89,844 : : Positions : : 73,759 44,076 1,713 35,329 5,462 0 1,607 901 472 0 631 : : : : Changes from: June 11, 2013 : : 372 434 0 0 0 0 0 0 0 -247 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 49.1 1.9 39.3 6.1 0.0 1.8 1.0 0.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 87,712 : : Positions : : 64,857 69,128 13,138 9,619 646 2,381 0 327 0 0 0 : : : : Changes from: June 11, 2013 : : 1,078 1,430 0 0 0 -186 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 78.8 15.0 11.0 0.7 2.7 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 129,455 : : Positions : : 105,166 91,748 5,503 21,785 9,777 0 610 2,390 800 395 0 : : : : Changes from: June 11, 2013 : : -2,124 -1,306 0 40 856 0 -1,074 591 0 33 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 70.9 4.3 16.8 7.6 0.0 0.5 1.8 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 274,636 : : Positions : : 242,051 82,729 0 162,538 9,425 12,902 10,750 1,641 0 1,140 1,078 : : : : Changes from: June 11, 2013 : : 16,315 -1,179 0 14,134 916 -3,045 1,100 596 0 797 224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 30.1 0.0 59.2 3.4 4.7 3.9 0.6 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 16 0 12 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 15,215 : : Positions : : 13,432 14,167 1,003 868 0 600 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 651 651 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 93.1 6.6 5.7 0.0 3.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 10,842 : : Positions : : 8,032 8,438 1,880 2,162 62 434 0 0 279 0 0 : : : : Changes from: June 11, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 77.8 17.3 19.9 0.6 4.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 37,376 : : Positions : : 26,103 33,886 6,244 2,148 184 3,720 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 4,405 3,636 -248 0 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 90.7 16.7 5.7 0.5 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 0 0 0 0 0 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 18, 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 208,176 : : Positions : : 134,232 159,336 36,673 695 13,189 13,386 5,576 3,528 1,021 21,524 0 : : : : Changes from: June 11, 2013 : : 563 -3,993 -3,352 335 1,127 713 240 -947 0 486 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 76.5 17.6 0.3 6.3 6.4 2.7 1.7 0.5 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 22 6 . 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 80,461 : : Positions : : 65,309 66,038 2,265 8,675 0 1,323 0 3,246 0 0 0 : : : : Changes from: June 11, 2013 : : 334 -158 0 0 0 -794 0 370 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 82.1 2.8 10.8 0.0 1.6 0.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 87,045 : : Positions : : 49,180 71,856 24,302 4,800 8,588 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 2,294 4,662 1,090 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 82.6 27.9 5.5 9.9 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 18, 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 95,485 : : Positions : : 60,338 54,689 20,981 16,728 2,629 0 14,439 1,270 1,535 0 0 : : : : Changes from: June 11, 2013 : : 1,909 405 -755 863 62 0 -1,189 155 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 57.3 22.0 17.5 2.8 0.0 15.1 1.3 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 18, 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 19,513 : : Positions : : 16,935 17,021 2,244 0 0 0 1,170 0 0 210 0 : : : : Changes from: June 11, 2013 : : 2,697 2,759 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 87.2 11.5 0.0 0.0 0.0 6.0 0.0 0.0 1.1 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 18, 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 1,442,807 : : Positions : : 167,207 242,967 200,327 61,516 136,213 260,358 246,143 355,686 49,723 150,363 208,010 : : : : Changes from: June 11, 2013 : : 8,573 3,324 8,161 -2,807 1,938 -10,108 3,310 4,247 -4,382 -5,123 2,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 16.8 13.9 4.3 9.4 18.0 17.1 24.7 3.4 10.4 14.4 : : : : Number of Traders in Each Category Total Traders: 304 : : 38 35 18 15 28 82 50 79 43 35 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 381,975 : : Positions : : 69,593 64,718 3,690 43,313 89,556 41,832 5,509 14,819 76,749 80,780 80,104 : : : : Changes from: June 11, 2013 : : 285 2,774 -963 726 2,406 -1,750 -2,150 2,419 -1,113 -4,673 1,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 16.9 1.0 11.3 23.4 11.0 1.4 3.9 20.1 21.1 21.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 14 19 . 12 15 5 . 10 9 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 2,841,436 : : Positions : : 435,284 473,025 27,112 910,621 557,198 325,723 34,803 567,361 627,587 10,822 264,266 : : : : Changes from: June 11, 2013 : : 3,556 11,394 -7,127 -4,296 12,736 -8,272 -10,558 -6,408 10,203 -14 10,329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 16.6 1.0 32.0 19.6 11.5 1.2 20.0 22.1 0.4 9.3 : : : : Number of Traders in Each Category Total Traders: 154 : : 61 53 . 25 26 20 7 24 21 7 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 1,064,271 : : Positions : : 178,427 109,025 227,269 118,765 340,054 15,108 94,732 122,055 36,097 134,119 140,916 : : : : Changes from: June 11, 2013 : : -7,078 2,854 10,996 -18,694 17,419 -2,806 36,394 -7,688 12,461 -6,456 10,825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 10.2 21.4 11.2 32.0 1.4 8.9 11.5 3.4 12.6 13.2 : : : : Number of Traders in Each Category Total Traders: 87 : : 18 17 18 6 22 7 14 14 12 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 24,871 : : Positions : : 21,343 20,204 157 2,717 1,411 0 0 120 1,422 0 0 : : : : Changes from: June 11, 2013 : : 559 1,119 0 -364 25 0 0 0 197 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 81.2 0.6 10.9 5.7 0.0 0.0 0.5 5.7 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 18, 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 10,707 : : Positions : : 4,872 8,891 0 1,456 180 5,365 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : -79 2,531 0 -75 -120 2,400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 83.0 0.0 13.6 1.7 50.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 13,001 : : Positions : : 10,987 9,396 191 1,086 1,177 0 0 0 305 848 4 : : : : Changes from: June 11, 2013 : : 862 485 -84 357 37 0 0 0 -5 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 72.3 1.5 8.4 9.1 0.0 0.0 0.0 2.3 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 18, 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 9,091 : : Positions : : 3,629 4,406 3,803 3,638 154 0 0 0 1,010 558 120 : : : : Changes from: June 11, 2013 : : 125 -110 366 186 0 0 0 0 0 520 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 48.5 41.8 40.0 1.7 0.0 0.0 0.0 11.1 6.1 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 21, 2013