Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 5,765,215 : : Positions : :2,012,221 1,456,900 202,453 1,593,546 664,960 844,681 82,557 1,202,957 151,054 87,506 671,815 : : : : Changes from: September 10, 2013 : : 54,292 41,318 20,402 67,786 -35,133 -46,043 -1,880 77,770 59,170 -19,899 -52,719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 25.3 3.5 27.6 11.5 14.7 1.4 20.9 2.6 1.5 11.7 : : : : Number of Traders in Each Category Total Traders: 229 : : 113 104 12 21 30 24 12 31 31 11 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 775,973 : : Positions : : 67,218 224,313 286,942 48,936 145,938 16,488 117,334 77,993 66,084 46,349 114,954 : : : : Changes from: September 10, 2013 : : -325 2,599 1,607 243 -460 -4,539 -947 1,311 4,108 -411 -1,987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 28.9 37.0 6.3 18.8 2.1 15.1 10.1 8.5 6.0 14.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 21 23 14 7 20 6 9 10 9 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 231,340 : : Positions : : 113,956 163,587 41,179 15,272 38,178 8,343 195 7,034 4,024 0 1,472 : : : : Changes from: September 10, 2013 : : 5,288 1,525 641 996 -539 -2,968 -177 846 36 0 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 70.7 17.8 6.6 16.5 3.6 0.1 3.0 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 29 5 . 6 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 169,412 : : Positions : : 112,450 93,486 15,394 37,947 28,933 5,114 0 1,605 567 964 2,457 : : : : Changes from: September 10, 2013 : : 5,215 2,391 -956 -570 1,282 -1,161 0 -525 -205 215 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 55.2 9.1 22.4 17.1 3.0 0.0 0.9 0.3 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 26 . 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 206,757 : : Positions : : 136,456 87,749 13,618 60,734 35,531 7,761 9,025 3,552 1,452 2,108 766 : : : : Changes from: September 10, 2013 : : -37 -5,303 309 793 -1,649 -1,200 -214 -301 37 438 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 42.4 6.6 29.4 17.2 3.8 4.4 1.7 0.7 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 10 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 799,686 : : Positions : : 683,422 186,264 4,466 505,400 97,877 1,912 1,830 2,269 114 210 1,637 : : : : Changes from: September 10, 2013 : : 7,856 7,418 -65 4,131 -347 1,034 -76 -510 -287 -11 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 23.3 0.6 63.2 12.2 0.2 0.2 0.3 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 36 27 . 17 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 255,799 : : Positions : : 175,267 220,886 63,425 16,572 6,745 1,316 0 826 1,926 809 324 : : : : Changes from: September 10, 2013 : : 8,901 6,525 1,069 604 62 181 0 -150 0 809 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.4 24.8 6.5 2.6 0.5 0.0 0.3 0.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 256,761 : : Positions : : 208,702 141,392 26,549 102,859 2,298 10,653 0 2,029 280 372 1,745 : : : : Changes from: September 10, 2013 : : 17,101 14,645 1,402 7,832 128 2,584 0 -669 -198 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 55.1 10.3 40.1 0.9 4.1 0.0 0.8 0.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 31 5 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 95,264 : : Positions : : 57,716 35,478 15,911 40,860 8,735 4,201 1,702 1,800 2,300 0 333 : : : : Changes from: September 10, 2013 : : 973 2,715 -98 -244 434 401 -775 355 422 0 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 37.2 16.7 42.9 9.2 4.4 1.8 1.9 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 . 6 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 169,218 : : Positions : : 100,400 96,964 32,707 33,792 5,442 2,469 18,097 7,537 10,276 706 989 : : : : Changes from: September 10, 2013 : : -2,344 -4,315 238 -1,642 693 -1,034 4,462 -598 1,146 706 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 57.3 19.3 20.0 3.2 1.5 10.7 4.5 6.1 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 69,762 : : Positions : : 50,918 13,639 3,857 27,847 5,357 0 10,987 3,102 0 0 0 : : : : Changes from: September 10, 2013 : : 2,573 2,782 0 1,347 -1,231 0 -239 1,669 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 19.6 5.5 39.9 7.7 0.0 15.7 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 7 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 153,413 : : Positions : : 126,070 44,142 17,640 101,437 768 233 0 2,907 0 0 0 : : : : Changes from: September 10, 2013 : : 4,563 -926 0 5,808 0 233 -219 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 28.8 11.5 66.1 0.5 0.2 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 . 10 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 77,158 : : Positions : : 49,081 54,831 12,763 18,495 155 0 0 0 0 589 0 : : : : Changes from: September 10, 2013 : : 137 -285 -248 112 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 71.1 16.5 24.0 0.2 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 351,776 : : Positions : : 277,967 203,951 36,920 103,834 27,717 375 1,501 3,932 15 4,238 452 : : : : Changes from: September 10, 2013 : : 1,250 7,092 471 -4,895 4,502 375 -621 55 15 504 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 58.0 10.5 29.5 7.9 0.1 0.4 1.1 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 38 30 6 7 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 80,401 : : Positions : : 54,980 27,315 3,706 29,442 9,111 3,551 0 2,143 0 464 2,003 : : : : Changes from: September 10, 2013 : : -927 34 -271 -117 27 324 -1,121 -265 0 -371 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 34.0 4.6 36.6 11.3 4.4 0.0 2.7 0.0 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 58,830 : : Positions : : 34,514 38,132 6,001 2,425 3,283 0 6,568 383 0 0 0 : : : : Changes from: September 10, 2013 : : 510 885 365 -918 -89 0 595 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 64.8 10.2 4.1 5.6 0.0 11.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 145,032 : : Positions : : 101,599 54,416 6,210 77,517 0 36,425 10,013 0 0 0 0 : : : : Changes from: September 10, 2013 : : -2,437 5,095 -124 -1,271 0 5,886 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 37.5 4.3 53.4 0.0 25.1 6.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 17 . 6 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 123,110 : : Positions : : 61,195 107,607 6,479 712 3,038 51,676 10,583 0 0 600 0 : : : : Changes from: September 10, 2013 : : -58 7,316 1,147 0 0 6,107 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 87.4 5.3 0.6 2.5 42.0 8.6 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 22 6 . . 5 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 36,409 : : Positions : : 35,144 31,431 1,144 4,524 0 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 837 961 124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 86.3 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . 5 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 135,916 : : Positions : : 107,692 112,756 1,862 3,215 10,133 0 0 0 559 0 759 : : : : Changes from: September 10, 2013 : : 3,795 3,979 154 0 1 0 0 0 -85 0 534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 83.0 1.4 2.4 7.5 0.0 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 65,357 : : Positions : : 40,097 51,265 18,488 6,632 214 1,683 0 2,019 401 0 491 : : : : Changes from: September 10, 2013 : : -310 676 0 0 0 850 0 -475 401 0 491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.4 28.3 10.1 0.3 2.6 0.0 3.1 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 113,861 : : Positions : : 103,969 50,221 770 52,960 2,993 260 0 1,372 0 3,373 344 : : : : Changes from: September 10, 2013 : : 7,455 1,837 -1,020 4,724 -482 260 -1,027 392 0 897 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 44.1 0.7 46.5 2.6 0.2 0.0 1.2 0.0 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 6 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 104,376 : : Positions : : 67,893 83,076 20,912 4,566 7,568 190 0 1,407 502 0 1,103 : : : : Changes from: September 10, 2013 : : -8,702 12,207 7,367 -13,123 7,385 -798 0 266 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 79.6 20.0 4.4 7.3 0.2 0.0 1.3 0.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 68,897 : : Positions : : 27,407 57,530 33,423 4,405 1,995 0 1,754 0 0 0 0 : : : : Changes from: September 10, 2013 : : 823 2,568 1,024 -423 -214 0 -360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 83.5 48.5 6.4 2.9 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 7 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 17,535 : : Positions : : 15,378 15,962 1,030 688 62 240 0 0 161 373 210 : : : : Changes from: September 10, 2013 : : 4,288 4,317 310 0 0 0 0 0 0 373 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 91.0 5.9 3.9 0.4 1.4 0.0 0.0 0.9 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 117,624 : : Positions : : 97,660 81,247 3,446 18,178 10,317 0 2,019 2,268 0 0 0 : : : : Changes from: September 10, 2013 : : 1,427 5,161 0 -3,515 91 0 -66 529 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 69.1 2.9 15.5 8.8 0.0 1.7 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 4 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 306,763 : : Positions : : 264,906 101,299 7,876 169,398 18,844 3,064 6,479 3,663 1,320 151 849 : : : : Changes from: September 10, 2013 : : 8,483 -182 -1,689 4,806 567 -2,427 435 1,616 666 151 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 33.0 2.6 55.2 6.1 1.0 2.1 1.2 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 16 . 12 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 29,951 : : Positions : : 21,135 27,175 6,382 916 330 694 360 0 620 210 0 : : : : Changes from: September 10, 2013 : : 5,736 8,520 2,108 -248 0 124 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 90.7 21.3 3.1 1.1 2.3 1.2 0.0 2.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233C1 Open Interest is 38,939 : : Positions : : 35,978 30,317 1,712 7,127 310 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 1,339 302 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 77.9 4.4 18.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 45,499 : : Positions : : 17,509 42,129 23,468 334 2,188 360 0 0 480 0 0 : : : : Changes from: September 10, 2013 : : 1,949 1,705 0 124 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 92.6 51.6 0.7 4.8 0.8 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 227,543 : : Positions : : 138,317 158,485 63,154 20,912 8,073 3,082 4,048 6,785 2,361 23,832 0 : : : : Changes from: September 10, 2013 : : 967 -2,728 2,007 4,898 1,358 -980 0 186 124 214 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 69.7 27.8 9.2 3.5 1.4 1.8 3.0 1.0 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 27 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 67,322 : : Positions : : 47,626 61,034 0 1,456 755 8,859 0 1,885 3,017 0 0 : : : : Changes from: September 10, 2013 : : 983 32 0 62 0 62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 90.7 0.0 2.2 1.1 13.2 0.0 2.8 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 82,972 : : Positions : : 37,244 69,000 36,589 2,254 7,008 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 14 14 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 83.2 44.1 2.7 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 89,572 : : Positions : : 58,940 46,613 19,579 21,769 896 0 12,521 770 431 3,373 0 : : : : Changes from: September 10, 2013 : : 279 124 214 0 0 0 187 -32 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 52.0 21.9 24.3 1.0 0.0 14.0 0.9 0.5 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 1,325,431 : : Positions : : 135,562 201,876 217,687 34,902 121,246 272,539 263,646 280,902 21,770 180,242 206,657 : : : : Changes from: September 10, 2013 : : -7,056 -8 -3,700 -4,383 -4,070 2,521 -8,771 18,871 -1,814 9,803 7,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 15.2 16.4 2.6 9.1 20.6 19.9 21.2 1.6 13.6 15.6 : : : : Number of Traders in Each Category Total Traders: 291 : : 38 36 20 15 26 69 52 72 28 45 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 398,291 : : Positions : : 76,012 67,768 6,997 41,338 108,164 35,380 12,632 15,532 85,517 85,956 64,875 : : : : Changes from: September 10, 2013 : : 1,920 1,552 2,492 5,212 6,887 5,384 2,606 -442 3,805 4,621 -790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 17.0 1.8 10.4 27.2 8.9 3.2 3.9 21.5 21.6 16.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 12 15 6 11 17 6 5 13 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 26,366 : : Positions : : 3,623 2,977 1,506 2,226 7,231 325 3,606 971 5,404 2,551 3,986 : : : : Changes from: September 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 11.3 5.7 8.4 27.4 1.2 13.7 3.7 20.5 9.7 15.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . 4 6 . . . 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 2,674,190 : : Positions : : 375,282 425,698 32,919 877,890 574,338 436,299 79,385 432,584 526,224 10,795 250,943 : : : : Changes from: September 10, 2013 : : 833 2,689 317 14,230 15,523 57,808 10,941 -37,301 -31,129 10 27,098 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 15.9 1.2 32.8 21.5 16.3 3.0 16.2 19.7 0.4 9.4 : : : : Number of Traders in Each Category Total Traders: 148 : : 58 53 4 23 27 18 7 23 17 8 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 914,042 : : Positions : : 135,749 87,142 196,448 118,857 292,098 17,126 54,204 108,156 25,476 114,494 135,614 : : : : Changes from: September 10, 2013 : : -652 183 -2,146 517 662 -1,229 2,443 422 1,915 -5,801 6,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 9.5 21.5 13.0 32.0 1.9 5.9 11.8 2.8 12.5 14.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 17 19 18 6 22 5 16 14 10 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,950 : : Positions : : 20,744 18,891 92 2,073 1,218 0 0 0 553 125 0 : : : : Changes from: September 10, 2013 : : 811 757 0 10 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 82.3 0.4 9.0 5.3 0.0 0.0 0.0 2.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . 6 7 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 17,228 : : Positions : : 14,107 12,536 899 961 1,642 0 0 0 190 1,553 129 : : : : Changes from: September 10, 2013 : : 354 405 -48 -27 25 0 0 0 0 13 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 72.8 5.2 5.6 9.5 0.0 0.0 0.0 1.1 9.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 16 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 17, 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 8,134 : : Positions : : 3,441 4,101 3,186 2,320 254 0 0 0 745 911 213 : : : : Changes from: September 10, 2013 : : 315 205 0 14 0 0 0 0 0 36 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 50.4 39.2 28.5 3.1 0.0 0.0 0.0 9.2 11.2 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 20, 2013