Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 5,840,407 : : Positions : :2,019,257 1,440,527 232,643 1,733,731 700,145 940,066 53,522 1,071,032 135,823 111,600 715,253 : : : : Changes from: July 9, 2013 : : 26,586 -5,182 -10,033 3,090 8,750 -158 14,554 18,677 -20,084 -13,412 43,513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 24.7 4.0 29.7 12.0 16.1 0.9 18.3 2.3 1.9 12.2 : : : : Number of Traders in Each Category Total Traders: 229 : : 114 104 9 24 31 28 11 32 21 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 856,401 : : Positions : : 68,676 253,234 267,286 49,957 161,002 62,201 115,406 95,178 62,925 42,376 138,198 : : : : Changes from: July 9, 2013 : : 5,770 12,334 1,636 -1,854 6,057 17,191 5,772 -3,979 -10,472 -2,135 9,300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 29.6 31.2 5.8 18.8 7.3 13.5 11.1 7.3 4.9 16.1 : : : : Number of Traders in Each Category Total Traders: 80 : : 21 21 12 8 19 6 8 9 11 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 260,748 : : Positions : : 147,655 171,521 44,531 47,869 26,590 14,554 1,235 5,031 3,428 284 1,940 : : : : Changes from: July 9, 2013 : : 1,281 7,255 1,942 929 -2,688 2,806 -1,322 1,125 209 -99 645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 65.8 17.1 18.4 10.2 5.6 0.5 1.9 1.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 29 4 . 6 4 . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 178,348 : : Positions : : 121,240 96,905 20,373 47,868 25,475 2,429 0 2,066 1,346 455 2,142 : : : : Changes from: July 9, 2013 : : 2,831 771 501 1,465 -821 -569 -217 179 12 455 894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 54.3 11.4 26.8 14.3 1.4 0.0 1.2 0.8 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 9 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 212,320 : : Positions : : 142,319 100,319 3,267 57,588 44,063 10,805 0 1,846 973 1,738 2,364 : : : : Changes from: July 9, 2013 : : -517 -1,493 -5,237 -899 6,665 2,776 0 -1,811 -461 -366 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 47.2 1.5 27.1 20.8 5.1 0.0 0.9 0.5 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 19 . 9 10 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 840,305 : : Positions : : 708,776 246,573 5,985 470,315 112,696 215 1,956 5,331 341 136 1,047 : : : : Changes from: July 9, 2013 : : 5,950 -13,308 1,705 15,392 2,929 -547 493 1,559 62 102 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 29.3 0.7 56.0 13.4 0.0 0.2 0.6 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 41 28 4 16 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 237,945 : : Positions : : 131,107 207,838 87,802 14,664 4,726 3,058 1,360 1,476 529 138 1,355 : : : : Changes from: July 9, 2013 : : -7,679 222 7,049 980 0 -293 -354 69 258 -190 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 87.3 36.9 6.2 2.0 1.3 0.6 0.6 0.2 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 24 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 229,376 : : Positions : : 171,122 133,351 19,114 80,725 2,900 24,193 643 3,058 2,386 372 1,382 : : : : Changes from: July 9, 2013 : : -10,802 -857 -972 1,779 90 7,822 0 -1,650 2,386 -1,656 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 58.1 8.3 35.2 1.3 10.5 0.3 1.3 1.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 28 4 10 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 98,823 : : Positions : : 51,637 38,682 29,581 42,304 4,065 3,443 278 3,946 564 660 1,278 : : : : Changes from: July 9, 2013 : : 3,403 429 -994 -1,220 1,220 -1,433 276 682 -543 372 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 39.1 29.9 42.8 4.1 3.5 0.3 4.0 0.6 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 168,063 : : Positions : : 104,685 103,830 29,947 31,622 7,825 6,963 9,549 7,424 2,280 0 151 : : : : Changes from: July 9, 2013 : : 617 384 -2,266 -148 -281 1,210 488 -189 431 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 61.8 17.8 18.8 4.7 4.1 5.7 4.4 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 68,029 : : Positions : : 49,414 10,755 4,430 30,142 6,736 0 11,833 359 804 0 141 : : : : Changes from: July 9, 2013 : : 5,085 1,118 0 -428 0 0 4,925 -86 307 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 15.8 6.5 44.3 9.9 0.0 17.4 0.5 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 154,448 : : Positions : : 145,163 45,328 0 100,206 862 2,717 1,656 2,013 0 0 0 : : : : Changes from: July 9, 2013 : : 6,603 1,181 0 1,060 0 -3,105 0 257 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 29.3 0.0 64.9 0.6 1.8 1.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 0 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 78,772 : : Positions : : 56,795 55,951 9,820 15,931 0 0 1,388 186 0 648 0 : : : : Changes from: July 9, 2013 : : -4,442 -3,731 2,525 112 0 0 -275 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 71.0 12.5 20.2 0.0 0.0 1.8 0.2 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 356,725 : : Positions : : 322,952 182,931 5,989 154,783 6,682 0 4,280 2,512 12,761 608 1,377 : : : : Changes from: July 9, 2013 : : 4,465 2,735 -428 -3,158 92 -1,987 1,949 -433 182 306 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 51.3 1.7 43.4 1.9 0.0 1.2 0.7 3.6 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 27 . 10 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 86,123 : : Positions : : 57,577 25,205 5,752 34,756 12,564 3,183 0 2,773 746 0 1,123 : : : : Changes from: July 9, 2013 : : 3,211 198 -7 914 720 298 0 165 -84 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 29.3 6.7 40.4 14.6 3.7 0.0 3.2 0.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 . 8 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 64,862 : : Positions : : 41,829 44,265 1,806 2,373 3,618 0 4,525 1,305 230 434 994 : : : : Changes from: July 9, 2013 : : 1,801 4,167 -3,833 672 645 0 -1,871 923 230 -75 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 68.2 2.8 3.7 5.6 0.0 7.0 2.0 0.4 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 151,136 : : Positions : : 137,726 52,564 6,449 94,516 0 4,960 580 0 1,240 0 0 : : : : Changes from: July 9, 2013 : : 1,308 5,383 732 -1,224 -214 1,240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 34.8 4.3 62.5 0.0 3.3 0.4 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 12 . 6 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 99,367 : : Positions : : 74,067 87,850 5,319 783 1,232 15,159 8,516 0 2,666 0 0 : : : : Changes from: July 9, 2013 : : -240 1,856 0 -856 0 1,240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 88.4 5.4 0.8 1.2 15.3 8.6 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 16, 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 41,437 : : Positions : : 39,330 35,784 1,860 4,971 0 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 620 682 248 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.4 4.5 12.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 21 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 134,100 : : Positions : : 101,761 114,298 20,986 5,387 3,236 0 0 0 787 0 237 : : : : Changes from: July 9, 2013 : : 9,027 11,129 2,659 -426 667 0 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 85.2 15.6 4.0 2.4 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 9, 2013 : : 0 0 0 0 0 0 0 0 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 16, 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 72,308 : : Positions : : 45,291 57,512 19,773 6,845 763 1,847 0 1,891 0 1,343 252 : : : : Changes from: July 9, 2013 : : 2 -119 309 308 28 336 0 -180 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 79.5 27.3 9.5 1.1 2.6 0.0 2.6 0.0 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 98,359 : : Positions : : 79,342 51,765 7,805 36,797 2,178 0 263 1,428 0 2,288 416 : : : : Changes from: July 9, 2013 : : 9,197 13,837 6,123 1,485 -2,974 0 82 -321 0 1,918 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 52.6 7.9 37.4 2.2 0.0 0.3 1.5 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 16 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 95,649 : : Positions : : 73,732 75,320 13,701 11,987 462 2,297 0 45 716 0 713 : : : : Changes from: July 9, 2013 : : 11,172 11,940 214 -228 -122 65 0 -138 716 0 713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 78.7 14.3 12.5 0.5 2.4 0.0 0.0 0.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 65,573 : : Positions : : 23,780 40,820 33,373 16,656 1,434 0 1,152 1,264 0 0 0 : : : : Changes from: July 9, 2013 : : -1,079 83 -1,035 -1,550 -31 -495 -248 248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 62.3 50.9 25.4 2.2 0.0 1.8 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 6 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 128,642 : : Positions : : 106,781 91,259 4,325 21,366 9,833 0 61 2,067 0 0 0 : : : : Changes from: July 9, 2013 : : 6,018 3,742 0 276 118 -470 61 423 -72 0 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 70.9 3.4 16.6 7.6 0.0 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 299,686 : : Positions : : 254,034 86,774 3,233 180,526 17,006 11,441 8,426 1,206 2,470 1,169 694 : : : : Changes from: July 9, 2013 : : 7,809 7,830 -428 3,673 4,320 73 -1,259 -210 586 -952 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 29.0 1.1 60.2 5.7 3.8 2.8 0.4 0.8 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 18 . 13 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 32,696 : : Positions : : 23,499 29,134 7,160 2,053 0 310 0 0 341 651 0 : : : : Changes from: July 9, 2013 : : 2,201 2,383 186 0 0 0 0 0 31 651 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.1 21.9 6.3 0.0 0.9 0.0 0.0 1.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 9, 2013 : : 0 0 0 0 0 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 : : 12 12 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 213,926 : : Positions : : 143,958 161,745 33,999 3,971 11,238 8,376 7,188 3,989 6,020 22,502 0 : : : : Changes from: July 9, 2013 : : 4,928 4,390 1,569 2,035 543 144 334 -102 -61 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 75.6 15.9 1.9 5.3 3.9 3.4 1.9 2.8 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 25 6 . 6 . 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 78,106 : : Positions : : 57,876 63,185 2,571 7,167 906 6,882 0 3,222 0 0 0 : : : : Changes from: July 9, 2013 : : -180 -26 0 0 0 583 0 273 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 80.9 3.3 9.2 1.2 8.8 0.0 4.1 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 16, 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 92,978 : : Positions : : 46,550 77,511 35,291 4,025 8,160 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 3,112 3,326 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 83.4 38.0 4.3 8.8 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 16, 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 94,699 : : Positions : : 62,193 51,031 22,563 21,484 2,056 0 15,902 1,136 915 0 0 : : : : Changes from: July 9, 2013 : : -87 1,561 3,403 765 62 0 -1,108 -89 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 53.9 23.8 22.7 2.2 0.0 16.8 1.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 1,406,912 : : Positions : : 168,491 233,472 204,572 52,120 135,726 272,010 273,110 317,463 41,803 148,311 205,148 : : : : Changes from: July 9, 2013 : : 13,783 14,397 1,464 -2,759 1,030 2,345 -1,722 6,185 -11,110 -1,847 12,954 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 16.6 14.5 3.7 9.6 19.3 19.4 22.6 3.0 10.5 14.6 : : : : Number of Traders in Each Category Total Traders: 285 : : 40 34 19 12 26 69 48 71 38 34 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 380,030 : : Positions : : 69,641 66,771 3,587 40,841 90,200 38,611 7,624 15,301 81,801 79,660 75,257 : : : : Changes from: July 9, 2013 : : -120 1,230 91 836 -775 0 724 332 2,512 -277 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 17.6 0.9 10.7 23.7 10.2 2.0 4.0 21.5 21.0 19.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 13 17 4 11 14 5 4 11 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 2,691,493 : : Positions : : 414,673 446,374 24,887 863,172 554,306 336,966 53,660 493,134 577,053 8,085 253,527 : : : : Changes from: July 9, 2013 : : -1,853 2,526 -1,146 1,602 111 -2,119 -667 -143 7,596 0 -4,948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 16.6 0.9 32.1 20.6 12.5 2.0 18.3 21.4 0.3 9.4 : : : : Number of Traders in Each Category Total Traders: 145 : : 57 54 . 24 27 18 7 22 19 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 984,606 : : Positions : : 173,913 101,680 223,937 144,621 296,888 9,241 56,048 122,095 24,211 128,664 130,057 : : : : Changes from: July 9, 2013 : : 2,267 -1,408 1,875 -3,895 4,202 -5,828 13,186 4,406 1,424 -8,115 9,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.3 22.7 14.7 30.2 0.9 5.7 12.4 2.5 13.1 13.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 18 19 17 7 22 5 14 13 11 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 23,371 : : Positions : : 20,794 18,739 48 2,761 998 0 0 120 882 130 125 : : : : Changes from: July 9, 2013 : : 809 464 -62 -1 177 0 0 0 -125 25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 80.2 0.2 11.8 4.3 0.0 0.0 0.5 3.8 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 29 . 6 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 13,748 : : Positions : : 11,632 10,651 504 986 1,139 0 0 0 260 454 67 : : : : Changes from: July 9, 2013 : : 563 701 115 29 89 0 0 0 0 -200 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 77.5 3.7 7.2 8.3 0.0 0.0 0.0 1.9 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 16, 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 9,298 : : Positions : : 3,683 4,654 4,041 3,415 148 0 0 0 930 792 170 : : : : Changes from: July 9, 2013 : : 0 391 595 0 0 0 0 0 0 204 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 50.1 43.5 36.7 1.6 0.0 0.0 0.0 10.0 8.5 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 19, 2013