Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,770,117 : : Positions : :1,992,671 1,445,709 242,676 1,730,641 691,395 940,224 38,968 1,052,355 155,907 125,012 671,740 : : : : Changes from: July 2, 2013 : : 41,111 14,190 9,709 -22,912 10,567 -26,422 6,341 58,344 -18,301 11,358 -3,713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 25.1 4.2 30.0 12.0 16.3 0.7 18.2 2.7 2.2 11.6 : : : : Number of Traders in Each Category Total Traders: 226 : : 113 105 9 24 30 25 12 31 24 12 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 830,898 : : Positions : : 62,906 240,900 265,650 51,811 154,945 45,010 109,634 99,157 73,397 44,511 128,898 : : : : Changes from: July 2, 2013 : : -250 6,350 -2,399 212 -1,518 5,170 723 269 2,410 -2,058 -774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 29.0 32.0 6.2 18.6 5.4 13.2 11.9 8.8 5.4 15.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 20 19 12 8 19 6 6 9 11 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 251,974 : : Positions : : 146,374 164,266 42,589 46,940 29,278 11,748 2,557 3,906 3,219 383 1,295 : : : : Changes from: July 2, 2013 : : -21,216 -25,230 -3,816 2,862 -4,582 698 255 -1,457 87 -64 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 65.2 16.9 18.6 11.6 4.7 1.0 1.6 1.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 26 5 . 7 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 175,411 : : Positions : : 118,409 96,134 19,872 46,403 26,296 2,998 217 1,887 1,334 0 1,248 : : : : Changes from: July 2, 2013 : : -6,917 -6,141 -1,481 -3,231 -2,076 -1,630 217 -139 -490 0 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 54.8 11.3 26.5 15.0 1.7 0.1 1.1 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 . 9 9 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 210,802 : : Positions : : 142,836 101,812 8,504 58,487 37,398 8,029 0 3,657 1,434 2,104 1,994 : : : : Changes from: July 2, 2013 : : -11,941 -15,815 -502 -1,129 -610 -3,688 0 57 31 405 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 48.3 4.0 27.7 17.7 3.8 0.0 1.7 0.7 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 . 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 832,420 : : Positions : : 702,826 259,881 4,280 454,923 109,767 762 1,463 3,772 279 34 706 : : : : Changes from: July 2, 2013 : : -34,652 -19,319 -2,015 -16,002 -80 762 69 -3,254 -164 34 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 31.2 0.5 54.7 13.2 0.1 0.2 0.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 25 4 15 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 237,234 : : Positions : : 138,786 207,616 80,753 13,684 4,726 3,351 1,714 1,407 271 328 843 : : : : Changes from: July 2, 2013 : : -10,593 -13,948 -2,386 -1,300 0 -1,131 -430 401 -409 0 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 87.5 34.0 5.8 2.0 1.4 0.7 0.6 0.1 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 23 4 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 231,615 : : Positions : : 181,924 134,208 20,086 78,946 2,810 16,371 643 4,708 0 2,028 1,125 : : : : Changes from: July 2, 2013 : : -25,446 -17,402 -304 -4,896 692 5,366 -11 364 0 406 -229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 57.9 8.7 34.1 1.2 7.1 0.3 2.0 0.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 26 4 10 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 97,402 : : Positions : : 48,234 38,253 30,575 43,524 2,845 4,876 2 3,264 1,107 288 1,526 : : : : Changes from: July 2, 2013 : : -8,810 -7,721 -948 -1,398 -424 1,016 0 -1,297 -225 6 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 39.3 31.4 44.7 2.9 5.0 0.0 3.4 1.1 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 167,720 : : Positions : : 104,068 103,446 32,213 31,770 8,106 5,753 9,061 7,613 1,849 0 151 : : : : Changes from: July 2, 2013 : : -10,673 -9,776 -1,137 -2,123 -366 -187 -1,082 -154 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 61.7 19.2 18.9 4.8 3.4 5.4 4.5 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 64,392 : : Positions : : 44,329 9,637 4,430 30,570 6,736 0 6,908 445 497 0 141 : : : : Changes from: July 2, 2013 : : -7,577 -1,596 -291 -3,134 0 0 -1,355 0 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 15.0 6.9 47.5 10.5 0.0 10.7 0.7 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 152,250 : : Positions : : 138,560 44,147 0 99,146 862 5,822 1,656 1,756 0 0 0 : : : : Changes from: July 2, 2013 : : -8,742 -2,521 0 -5,755 21 572 -558 -279 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 29.0 0.0 65.1 0.6 3.8 1.1 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 19 0 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 82,542 : : Positions : : 61,237 59,682 7,295 15,819 0 0 1,663 62 0 648 0 : : : : Changes from: July 2, 2013 : : -5,161 -7,727 27 2,711 0 0 -918 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 72.3 8.8 19.2 0.0 0.0 2.0 0.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 355,932 : : Positions : : 318,487 180,196 6,417 157,941 6,590 1,987 2,331 2,945 12,579 302 1,315 : : : : Changes from: July 2, 2013 : : -26,497 -16,083 -490 -12,330 -522 636 574 -598 152 -312 -348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 50.6 1.8 44.4 1.9 0.6 0.7 0.8 3.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 27 . 10 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 81,754 : : Positions : : 54,366 25,007 5,759 33,842 11,844 2,885 0 2,608 830 0 1,215 : : : : Changes from: July 2, 2013 : : -4,259 -2,640 -745 -1,635 -1,615 -232 0 -41 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 30.6 7.0 41.4 14.5 3.5 0.0 3.2 1.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 . 7 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 61,008 : : Positions : : 40,028 40,098 5,639 1,701 2,973 0 6,396 382 0 509 1,010 : : : : Changes from: July 2, 2013 : : -5,745 -3,888 -3,010 -93 -275 0 -1,663 -92 0 -348 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 65.7 9.2 2.8 4.9 0.0 10.5 0.6 0.0 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 147,795 : : Positions : : 136,418 47,181 5,717 95,740 214 3,720 580 0 1,240 0 0 : : : : Changes from: July 2, 2013 : : -35,532 -35,333 1,255 -6,485 -1,646 -10,199 -7,936 0 -1,426 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 31.9 3.9 64.8 0.1 2.5 0.4 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 11 . 6 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 98,367 : : Positions : : 74,307 85,994 5,319 1,639 1,232 13,919 8,516 0 2,666 0 0 : : : : Changes from: July 2, 2013 : : -20,784 -40,186 470 -824 -120 -9,840 3,120 -7,440 -720 -4,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 87.4 5.4 1.7 1.3 14.2 8.7 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 25 4 . . 4 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 40,569 : : Positions : : 38,710 35,102 1,612 4,971 0 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -11,124 -12,300 -1,440 -1,770 0 -960 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 86.5 4.0 12.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 20 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 122,881 : : Positions : : 92,734 103,169 18,327 5,813 2,569 0 0 0 700 0 237 : : : : Changes from: July 2, 2013 : : -6,814 -6,051 -1,586 -3 -579 0 0 0 418 0 -438 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 84.0 14.9 4.7 2.1 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 16,470 : : Positions : : 13,391 12,580 1,408 2,433 372 0 217 0 0 248 0 : : : : Changes from: July 2, 2013 : : -870 -54 126 -60 -978 -353 217 -217 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 76.4 8.5 14.8 2.3 0.0 1.3 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 72,301 : : Positions : : 45,289 57,631 19,464 6,537 735 1,511 0 2,071 0 1,312 252 : : : : Changes from: July 2, 2013 : : -4,023 -4,210 -496 -310 0 -403 0 124 0 197 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 79.7 26.9 9.0 1.0 2.1 0.0 2.9 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 84,438 : : Positions : : 70,145 37,928 1,682 35,312 5,152 0 181 1,749 0 370 495 : : : : Changes from: July 2, 2013 : : -5,486 -6,933 93 422 -434 0 -661 553 0 183 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 44.9 2.0 41.8 6.1 0.0 0.2 2.1 0.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 84,596 : : Positions : : 62,560 63,380 13,487 12,215 584 2,232 0 183 0 0 0 : : : : Changes from: July 2, 2013 : : -6,654 -7,049 -341 -374 -62 33 0 -144 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 74.9 15.9 14.4 0.7 2.6 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 123,193 : : Positions : : 100,763 87,517 4,325 21,090 9,715 470 0 1,644 72 0 182 : : : : Changes from: July 2, 2013 : : -9,273 -6,125 -1,178 -992 -62 470 -167 -351 -728 0 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 71.0 3.5 17.1 7.9 0.4 0.0 1.3 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 286,267 : : Positions : : 246,225 78,944 3,661 176,853 12,686 11,368 9,685 1,416 1,884 2,121 1,122 : : : : Changes from: July 2, 2013 : : -9,882 -2,751 93 -4,666 1,624 2,517 -306 -3,144 -224 -782 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 27.6 1.3 61.8 4.4 4.0 3.4 0.5 0.7 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 17 . 13 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 30,247 : : Positions : : 21,298 26,751 6,974 2,053 0 310 0 0 310 0 0 : : : : Changes from: July 2, 2013 : : -3,902 -10,090 -1,750 -2 -60 -3,782 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 88.4 23.1 6.8 0.0 1.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 51,433 : : Positions : : 18,965 46,168 27,236 0 3,444 0 0 0 0 589 0 : : : : Changes from: July 2, 2013 : : -4,114 -4,230 -1,200 0 -1,110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 89.8 53.0 0.0 6.7 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 207,756 : : Positions : : 139,030 157,355 32,430 1,936 10,695 8,232 6,854 4,091 6,081 22,502 0 : : : : Changes from: July 2, 2013 : : -10,983 -11,299 -2,598 -1,876 -127 -203 -992 -159 -428 -358 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 75.7 15.6 0.9 5.1 4.0 3.3 2.0 2.9 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 22 6 . 6 . 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 77,615 : : Positions : : 58,056 63,211 2,571 7,167 906 6,299 0 2,949 0 0 0 : : : : Changes from: July 2, 2013 : : -5,654 -4,099 0 -602 0 2,692 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.4 3.3 9.2 1.2 8.1 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 89,866 : : Positions : : 43,438 74,185 35,291 4,025 8,160 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -5,974 -7,307 -1,736 -527 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 82.6 39.3 4.5 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 93,661 : : Positions : : 62,280 49,470 19,160 20,719 1,994 0 17,010 1,225 1,163 0 0 : : : : Changes from: July 2, 2013 : : -2,708 -6,111 -2,840 291 -31 0 546 -118 -372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 52.8 20.5 22.1 2.1 0.0 18.2 1.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,380,105 : : Positions : : 154,708 219,075 203,108 54,879 134,696 269,665 274,832 311,278 52,913 150,158 192,194 : : : : Changes from: July 2, 2013 : : -1,938 -3,588 705 -1,352 -2,770 5,964 9,703 -5,999 4,386 1,898 -7,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 15.9 14.7 4.0 9.8 19.5 19.9 22.6 3.8 10.9 13.9 : : : : Number of Traders in Each Category Total Traders: 297 : : 38 32 19 15 29 75 55 72 35 37 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 378,200 : : Positions : : 69,761 65,541 3,496 40,005 90,975 38,611 6,900 14,969 79,289 79,937 75,549 : : : : Changes from: July 2, 2013 : : 1,044 1,153 0 1,970 365 -300 500 160 985 -1,856 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 17.3 0.9 10.6 24.1 10.2 1.8 4.0 21.0 21.1 20.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 13 17 4 10 14 5 . 10 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,692,996 : : Positions : : 416,526 443,848 26,033 861,570 554,195 339,085 54,327 493,277 569,457 8,085 258,475 : : : : Changes from: July 2, 2013 : : 1,898 2,664 -730 -1,649 6,676 31,780 16,034 -32,129 -15,747 8 11,684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 16.5 1.0 32.0 20.6 12.6 2.0 18.3 21.1 0.3 9.6 : : : : Number of Traders in Each Category Total Traders: 146 : : 57 54 . 25 27 20 6 24 19 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 967,141 : : Positions : : 171,646 103,088 222,062 148,516 292,686 15,069 42,862 117,689 22,787 136,779 120,791 : : : : Changes from: July 2, 2013 : : 765 -1,143 2,881 5,076 -637 3,886 -842 -700 -3,988 499 1,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.7 23.0 15.4 30.3 1.6 4.4 12.2 2.4 14.1 12.5 : : : : Number of Traders in Each Category Total Traders: 85 : : 18 19 17 7 22 6 13 13 10 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,462 : : Positions : : 19,985 18,275 110 2,762 821 0 0 120 1,007 105 0 : : : : Changes from: July 2, 2013 : : -2,751 -3,342 -271 78 -541 0 0 0 -415 -82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 81.4 0.5 12.3 3.7 0.0 0.0 0.5 4.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 29 . 5 6 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 13,042 : : Positions : : 11,069 9,950 389 957 1,050 0 0 0 260 654 0 : : : : Changes from: July 2, 2013 : : 191 241 75 30 -60 0 0 0 -10 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 76.3 3.0 7.3 8.1 0.0 0.0 0.0 2.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . 4 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,703 : : Positions : : 3,683 4,263 3,446 3,415 148 0 0 0 930 588 170 : : : : Changes from: July 2, 2013 : : 0 96 186 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 49.0 39.6 39.2 1.7 0.0 0.0 0.0 10.7 6.8 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 13, 2013