Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 5,824,177 : : Positions : :2,051,378 1,404,713 238,373 1,568,226 706,506 795,652 74,117 1,187,352 113,248 165,570 705,386 : : : : Changes from: August 13, 2013 : : 30,411 52,139 -1,663 21,408 1,443 -5,383 11,535 42,163 5,050 -53,771 102,003 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 24.1 4.1 26.9 12.1 13.7 1.3 20.4 1.9 2.8 12.1 : : : : Number of Traders in Each Category Total Traders: 227 : : 110 105 10 23 30 25 8 29 22 23 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 832,942 : : Positions : : 82,148 224,849 292,132 47,520 152,063 27,812 119,999 86,713 43,860 53,470 147,325 : : : : Changes from: August 13, 2013 : : 5,063 1,521 8,436 -106 8,634 -8,618 -8,813 4,975 -4,616 7,565 3,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 27.0 35.1 5.7 18.3 3.3 14.4 10.4 5.3 6.4 17.7 : : : : Number of Traders in Each Category Total Traders: 81 : : 22 23 13 6 18 7 8 10 5 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 244,132 : : Positions : : 125,106 171,692 44,960 22,295 35,864 13,296 2,155 3,272 5,056 0 1,244 : : : : Changes from: August 13, 2013 : : -2,704 3,571 -513 -4,597 -242 -1,572 -2,825 -210 1,610 -400 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 70.3 18.4 9.1 14.7 5.4 0.9 1.3 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 27 5 . 6 . . 5 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 179,385 : : Positions : : 115,195 97,457 19,335 43,299 28,656 4,671 960 2,278 545 360 3,299 : : : : Changes from: August 13, 2013 : : -1,029 -1,481 -62 6 62 344 960 -503 -24 122 303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 54.3 10.8 24.1 16.0 2.6 0.5 1.3 0.3 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 26 . 8 10 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 223,440 : : Positions : : 146,191 97,245 2,391 55,085 52,245 10,325 4,314 3,502 959 4,073 1,674 : : : : Changes from: August 13, 2013 : : 158 3,582 60 -4,263 1,187 -332 -180 735 304 1,159 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 43.5 1.1 24.7 23.4 4.6 1.9 1.6 0.4 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 22 . 10 10 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 788,290 : : Positions : : 664,972 181,903 3,806 488,328 107,719 496 1,953 3,938 513 41 1,119 : : : : Changes from: August 13, 2013 : : -2,005 -6,914 25 6,047 -4,763 461 -1,654 190 -144 -185 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 23.1 0.5 61.9 13.7 0.1 0.2 0.5 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 39 30 4 15 17 . 4 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 251,259 : : Positions : : 162,002 217,977 69,501 16,530 6,627 588 248 1,448 0 330 1,108 : : : : Changes from: August 13, 2013 : : 2,086 -908 -4,590 180 31 -533 -1,406 288 -586 330 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 86.8 27.7 6.6 2.6 0.2 0.1 0.6 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 230,699 : : Positions : : 175,917 124,862 21,247 86,928 5,270 17,447 0 2,341 0 887 1,722 : : : : Changes from: August 13, 2013 : : 4,482 1,611 1,333 1,052 1,076 -3,918 0 447 0 -91 -797 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.1 9.2 37.7 2.3 7.6 0.0 1.0 0.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 28 6 9 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 98,757 : : Positions : : 59,786 37,253 16,566 41,842 7,419 4,746 2,659 1,875 2,227 727 572 : : : : Changes from: August 13, 2013 : : -590 3,168 -151 -29 151 1,143 -77 58 757 -43 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 37.7 16.8 42.4 7.5 4.8 2.7 1.9 2.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . 6 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 170,806 : : Positions : : 106,851 103,523 33,437 32,861 5,197 5,850 12,514 8,546 2,927 0 364 : : : : Changes from: August 13, 2013 : : -710 899 1,742 1,707 -671 -54 -124 329 94 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 60.6 19.6 19.2 3.0 3.4 7.3 5.0 1.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 64,326 : : Positions : : 43,604 10,089 4,139 27,529 6,950 0 9,293 1,043 1,199 0 26 : : : : Changes from: August 13, 2013 : : -770 751 0 60 0 0 -1,549 706 60 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 15.7 6.4 42.8 10.8 0.0 14.4 1.6 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 159,088 : : Positions : : 134,291 50,550 17,670 100,071 707 0 525 3,807 0 0 0 : : : : Changes from: August 13, 2013 : : 3,193 3,445 0 -2,662 131 -817 525 -407 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 31.8 11.1 62.9 0.4 0.0 0.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 . 10 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 82,000 : : Positions : : 55,205 59,530 7,413 18,629 0 0 0 0 0 679 0 : : : : Changes from: August 13, 2013 : : 527 1,313 -2,463 -270 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 72.6 9.0 22.7 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 343,771 : : Positions : : 258,231 199,265 38,905 108,073 23,140 0 1,676 4,710 14,020 0 499 : : : : Changes from: August 13, 2013 : : 11,147 5,914 -600 4,099 1,513 -368 -753 738 146 0 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 58.0 11.3 31.4 6.7 0.0 0.5 1.4 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 29 5 8 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 85,009 : : Positions : : 56,370 29,467 4,817 32,490 11,774 4,315 0 2,489 209 423 1,651 : : : : Changes from: August 13, 2013 : : 896 1,350 -151 -218 465 -193 0 275 209 275 394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 34.7 5.7 38.2 13.9 5.1 0.0 2.9 0.2 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 14 . 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 63,290 : : Positions : : 39,380 40,783 5,528 4,639 4,501 0 5,320 612 0 434 0 : : : : Changes from: August 13, 2013 : : -810 -1,299 0 1 30 0 1,585 -500 -984 0 -625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 64.4 8.7 7.3 7.1 0.0 8.4 1.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 4 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 144,998 : : Positions : : 118,663 54,391 7,474 86,430 214 17,463 0 549 0 0 0 : : : : Changes from: August 13, 2013 : : -3,160 -850 -30 -120 0 2,220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 37.5 5.2 59.6 0.1 12.0 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . 6 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 111,874 : : Positions : : 74,838 98,788 10,172 1,298 668 23,223 9,672 797 1,240 0 0 : : : : Changes from: August 13, 2013 : : -2,180 6 90 0 0 2,220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 88.3 9.1 1.2 0.6 20.8 8.6 0.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 20 28 5 . . 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 35,873 : : Positions : : 33,896 31,059 1,360 4,659 0 0 0 0 310 0 0 : : : : Changes from: August 13, 2013 : : 476 780 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 86.6 3.8 13.0 0.0 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 . 4 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 139,937 : : Positions : : 110,520 115,886 3,661 3,415 10,370 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 200 473 -3,089 -2,811 3,129 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 82.8 2.6 2.4 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 69,760 : : Positions : : 43,689 55,093 19,208 6,564 670 658 0 2,638 0 0 0 : : : : Changes from: August 13, 2013 : : 545 57 -120 0 0 -428 0 306 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 79.0 27.5 9.4 1.0 0.9 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 107,749 : : Positions : : 87,464 49,360 6,821 47,621 4,081 0 2,583 1,422 0 706 230 : : : : Changes from: August 13, 2013 : : 2,449 1,966 0 984 86 0 -519 254 0 174 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 45.8 6.3 44.2 3.8 0.0 2.4 1.3 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 103,232 : : Positions : : 79,316 76,353 14,402 16,827 302 2,066 0 657 1,016 0 957 : : : : Changes from: August 13, 2013 : : 2,630 2,099 0 1,120 0 -6 0 10 1,016 -16 -518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.0 14.0 16.3 0.3 2.0 0.0 0.6 1.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 70,856 : : Positions : : 30,263 52,207 33,224 11,418 786 0 1,797 589 0 0 0 : : : : Changes from: August 13, 2013 : : 196 976 63 -570 30 0 280 -310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 73.7 46.9 16.1 1.1 0.0 2.5 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 6 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 18,876 : : Positions : : 16,090 16,104 1,867 1,602 62 0 0 0 0 211 341 : : : : Changes from: August 13, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.3 9.9 8.5 0.3 0.0 0.0 0.0 0.0 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 117,593 : : Positions : : 93,585 80,480 4,254 18,409 13,245 0 495 1,511 0 254 180 : : : : Changes from: August 13, 2013 : : -363 -462 0 0 0 0 459 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 68.4 3.6 15.7 11.3 0.0 0.4 1.3 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 4 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 311,517 : : Positions : : 260,877 106,342 7,314 170,710 20,362 9,350 4,882 2,035 1,723 0 1,238 : : : : Changes from: August 13, 2013 : : 351 3,958 0 -3,567 -172 -743 -1,411 666 -220 -362 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 34.1 2.3 54.8 6.5 3.0 1.6 0.7 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 18 . 13 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 29,862 : : Positions : : 21,679 26,859 3,042 1,257 120 2,870 0 0 124 0 496 : : : : Changes from: August 13, 2013 : : 660 1,290 0 -300 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 89.9 10.2 4.2 0.4 9.6 0.0 0.0 0.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 49,040 : : Positions : : 17,474 44,957 26,436 614 2,576 904 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : -240 510 30 60 0 904 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 91.7 53.9 1.3 5.3 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 5 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 224,460 : : Positions : : 126,699 169,576 63,944 9,333 7,394 7,813 5,653 4,289 8,351 23,858 453 : : : : Changes from: August 13, 2013 : : 2,806 2,709 -575 -1,623 468 22 -298 -397 -122 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 75.5 28.5 4.2 3.3 3.5 2.5 1.9 3.7 10.6 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 25 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 76,472 : : Positions : : 55,790 64,124 0 6,009 755 8,285 0 2,791 3,036 0 0 : : : : Changes from: August 13, 2013 : : 2,959 3,027 0 30 0 -520 0 0 2,488 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 83.9 0.0 7.9 1.0 10.8 0.0 3.6 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 87,740 : : Positions : : 41,896 72,904 36,049 3,314 7,488 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 302 62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 83.1 41.1 3.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 7 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 91,790 : : Positions : : 61,775 50,380 20,072 19,749 1,229 0 15,848 679 791 0 0 : : : : Changes from: August 13, 2013 : : 1,311 -555 -1,026 793 181 0 -644 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 54.9 21.9 21.5 1.3 0.0 17.3 0.7 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 5 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,363,235 : : Positions : : 151,651 211,807 219,075 42,437 127,291 267,016 285,029 294,930 29,129 145,988 210,682 : : : : Changes from: August 13, 2013 : : -3,719 -2,924 613 -3,379 -4,193 3,638 -9,358 4,444 -20,403 -2,521 17,404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 15.5 16.1 3.1 9.3 19.6 20.9 21.6 2.1 10.7 15.5 : : : : Number of Traders in Each Category Total Traders: 316 : : 38 33 21 14 28 69 72 75 36 42 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 382,981 : : Positions : : 75,389 69,223 3,795 44,634 90,365 37,113 8,765 17,048 79,035 76,582 73,002 : : : : Changes from: August 13, 2013 : : 1,045 1,435 -449 899 -1,788 622 250 34 1,414 493 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 18.1 1.0 11.7 23.6 9.7 2.3 4.5 20.6 20.0 19.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 12 14 4 12 16 6 5 12 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 23,929 : : Positions : : 2,533 2,502 3,303 2,184 4,966 1,541 3,431 1,320 4,011 2,755 3,509 : : : : Changes from: August 13, 2013 : : 0 0 587 0 -42 250 650 22 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 10.5 13.8 9.1 20.8 6.4 14.3 5.5 16.8 11.5 14.7 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 4 . . . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 2,694,258 : : Positions : : 404,214 433,339 23,924 870,562 564,203 386,015 72,210 480,761 551,500 10,240 247,062 : : : : Changes from: August 13, 2013 : : -632 361 -1,674 18,566 7,672 26,508 -3,139 -5,128 -12,497 -357 7,195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 16.1 0.9 32.3 20.9 14.3 2.7 17.8 20.5 0.4 9.2 : : : : Number of Traders in Each Category Total Traders: 146 : : 57 56 . 24 27 17 7 22 18 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 964,285 : : Positions : : 177,246 101,598 208,008 123,383 293,007 28,400 55,508 115,087 12,657 144,448 128,027 : : : : Changes from: August 13, 2013 : : 2,664 4,632 -5,708 -7,372 7,104 -2,561 2,193 1,223 1,132 -4,081 987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 10.5 21.6 12.8 30.4 2.9 5.8 11.9 1.3 15.0 13.3 : : : : Number of Traders in Each Category Total Traders: 89 : : 20 20 17 5 21 7 14 16 8 17 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 23,151 : : Positions : : 20,640 18,733 97 2,145 1,319 0 0 0 507 120 125 : : : : Changes from: August 13, 2013 : : 263 332 40 -149 98 0 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.9 0.4 9.3 5.7 0.0 0.0 0.0 2.2 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 25 . 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 14,646 : : Positions : : 12,087 11,661 639 788 1,215 0 0 0 225 190 318 : : : : Changes from: August 13, 2013 : : 636 716 74 -1 71 0 0 0 0 -9 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 79.6 4.4 5.4 8.3 0.0 0.0 0.0 1.5 1.3 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 . . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 8,973 : : Positions : : 3,547 4,474 3,702 2,941 293 0 0 0 805 786 260 : : : : Changes from: August 13, 2013 : : 70 190 0 -105 0 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 49.9 41.3 32.8 3.3 0.0 0.0 0.0 9.0 8.8 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 23, 2013