Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 5,634,657 : : Positions : :2,128,678 1,406,657 169,712 1,589,117 664,921 731,163 69,268 1,126,661 123,432 100,493 667,860 : : : : Changes from: October 8, 2013 : : 149,798 68,910 -32,827 60,479 -4,245 -48,810 9,125 -68,246 56,801 -13,212 57,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 25.0 3.0 28.2 11.8 13.0 1.2 20.0 2.2 1.8 11.9 : : : : Number of Traders in Each Category Total Traders: 225 : : 110 101 10 22 29 21 13 27 23 19 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 719,289 : : Positions : : 76,957 212,618 246,801 57,183 144,400 16,364 42,618 79,068 52,045 79,444 102,746 : : : : Changes from: October 8, 2013 : : 2,123 -2,385 3,477 6,328 -893 2,762 -2,015 9,328 1,551 7,985 4,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 29.6 34.3 7.9 20.1 2.3 5.9 11.0 7.2 11.0 14.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 21 20 11 8 18 5 9 10 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 225,795 : : Positions : : 118,903 153,805 34,005 16,347 34,826 8,257 1,199 8,720 3,857 0 1,617 : : : : Changes from: October 8, 2013 : : 2,159 -232 801 1,455 756 -888 1,199 773 1,205 -226 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 68.1 15.1 7.2 15.4 3.7 0.5 3.9 1.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 4 . 6 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 166,804 : : Positions : : 114,310 86,203 9,711 41,318 30,116 3,752 930 2,161 138 1,613 2,442 : : : : Changes from: October 8, 2013 : : 3,872 -192 465 797 1,658 -872 930 839 -778 436 555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 51.7 5.8 24.8 18.1 2.2 0.6 1.3 0.1 1.0 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 27 . 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 224,414 : : Positions : : 148,248 110,771 18,025 61,742 29,877 11,787 11,693 3,782 1,066 485 1,694 : : : : Changes from: October 8, 2013 : : -1,671 4,074 1,542 -1,210 -543 2,697 365 970 -698 -79 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 49.4 8.0 27.5 13.3 5.3 5.2 1.7 0.5 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 20 . 10 9 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 794,037 : : Positions : : 676,020 178,582 3,608 510,395 93,723 4,951 438 1,604 2,972 1,127 3,549 : : : : Changes from: October 8, 2013 : : 1,664 -3,859 0 4,496 7,471 -1,548 198 107 1,096 60 -541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 22.5 0.5 64.3 11.8 0.6 0.1 0.2 0.4 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 23 . 15 16 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 236,731 : : Positions : : 168,036 207,598 54,088 17,994 2,974 295 0 1,601 1,727 0 0 : : : : Changes from: October 8, 2013 : : 3,857 217 -2,997 214 -214 -491 0 278 453 0 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.7 22.8 7.6 1.3 0.1 0.0 0.7 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 260,269 : : Positions : : 205,768 135,513 30,172 112,408 2,966 10,119 0 1,938 0 1,269 1,688 : : : : Changes from: October 8, 2013 : : 5,273 -558 5,818 13,093 217 -138 0 -1,010 0 -123 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 52.1 11.6 43.2 1.1 3.9 0.0 0.7 0.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 28 6 10 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 69,666 : : Positions : : 33,215 16,591 13,079 38,624 5,847 7,129 0 1,037 2,459 0 299 : : : : Changes from: October 8, 2013 : : 631 -1,488 -2,992 -180 872 3,107 0 29 -666 0 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 23.8 18.8 55.4 8.4 10.2 0.0 1.5 3.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 6 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 163,656 : : Positions : : 99,928 82,918 22,852 41,700 5,175 1,704 19,660 6,513 16,371 0 1,785 : : : : Changes from: October 8, 2013 : : 3,469 2,954 -858 872 1,459 -411 0 -31 2,297 0 596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 50.7 14.0 25.5 3.2 1.0 12.0 4.0 10.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 22 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 76,494 : : Positions : : 57,754 17,168 3,566 33,615 2,572 0 6,684 5,006 0 253 592 : : : : Changes from: October 8, 2013 : : 4,222 3,460 0 2,912 -320 0 -2,360 1,319 0 -550 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 22.4 4.7 43.9 3.4 0.0 8.7 6.5 0.0 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 7 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 153,597 : : Positions : : 126,707 42,675 17,609 104,534 273 1,398 0 2,386 0 0 0 : : : : Changes from: October 8, 2013 : : 1,394 112 0 2,100 -364 726 0 -540 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 27.8 11.5 68.1 0.2 0.9 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 . 10 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 82,372 : : Positions : : 47,795 58,986 17,350 20,707 643 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 4,741 5,981 60 128 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 71.6 21.1 25.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 326,286 : : Positions : : 258,764 186,268 34,031 102,011 24,101 1,736 2,019 3,209 1,377 4,785 115 : : : : Changes from: October 8, 2013 : : -454 -2,574 -2,628 -38 2,068 1,545 368 -1,519 761 1,491 -439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 57.1 10.4 31.3 7.4 0.5 0.6 1.0 0.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 26 4 10 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 83,145 : : Positions : : 50,258 24,680 2,456 18,831 16,401 4,377 10,196 1,647 398 0 1,598 : : : : Changes from: October 8, 2013 : : -3,003 185 -214 -6,851 6,026 1,832 5,136 -512 155 -17 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 29.7 3.0 22.6 19.7 5.3 12.3 2.0 0.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 13 . 6 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 141,952 : : Positions : : 89,978 65,637 5,725 70,779 0 45,526 0 0 0 2,370 0 : : : : Changes from: October 8, 2013 : : 1,021 5,117 600 0 0 5,288 0 0 0 2,370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 46.2 4.0 49.9 0.0 32.1 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 13 . 6 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 139,480 : : Positions : : 55,638 125,429 12,340 704 1,894 67,350 7,409 0 1,240 2,804 0 : : : : Changes from: October 8, 2013 : : 2,982 6,530 600 0 0 5,448 0 0 0 2,370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 89.9 8.8 0.5 1.4 48.3 5.3 0.0 0.9 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 20 6 . . 7 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 29,918 : : Positions : : 28,989 25,709 558 2,978 0 0 0 0 0 372 0 : : : : Changes from: October 8, 2013 : : 1,530 1,564 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 85.9 1.9 10.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 132,536 : : Positions : : 100,157 103,615 3,275 3,661 11,215 0 0 0 291 2,568 441 : : : : Changes from: October 8, 2013 : : 2,470 2,136 209 315 -413 0 0 0 -422 2,568 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 78.2 2.5 2.8 8.5 0.0 0.0 0.0 0.2 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 11,549 : : Positions : : 5,529 9,250 981 856 918 1,488 0 186 240 0 0 : : : : Changes from: October 8, 2013 : : 240 1,140 268 -360 422 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 80.1 8.5 7.4 7.9 12.9 0.0 1.6 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 111,381 : : Positions : : 98,705 47,971 0 47,849 5,289 988 0 665 0 2,352 1,414 : : : : Changes from: October 8, 2013 : : -2,789 2,906 -1,107 -7,285 1,661 58 0 -40 0 -491 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 43.1 0.0 43.0 4.7 0.9 0.0 0.6 0.0 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 0 7 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 100,224 : : Positions : : 65,053 81,857 22,374 4,130 5,544 2,751 0 698 1,331 0 1,103 : : : : Changes from: October 8, 2013 : : 961 2,355 1,640 0 -1,640 -428 0 428 122 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 81.7 22.3 4.1 5.5 2.7 0.0 0.7 1.3 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 16,850 : : Positions : : 13,910 13,902 1,302 2,390 0 573 0 0 910 279 0 : : : : Changes from: October 8, 2013 : : 720 960 0 240 0 573 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 82.5 7.7 14.2 0.0 3.4 0.0 0.0 5.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 105,933 : : Positions : : 89,118 75,019 2,331 13,671 9,370 0 3,465 644 0 490 0 : : : : Changes from: October 8, 2013 : : 2,210 1,652 -30 -1,674 828 0 2,047 -1,050 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 70.8 2.2 12.9 8.8 0.0 3.3 0.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 302,256 : : Positions : : 249,236 93,125 12,739 171,287 14,511 3,696 7,593 7,322 2,077 0 892 : : : : Changes from: October 8, 2013 : : 1,342 6,812 -2,847 83 2,570 3,656 1,123 1,380 1,928 0 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 30.8 4.2 56.7 4.8 1.2 2.5 2.4 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 17 . 11 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 30,148 : : Positions : : 20,530 28,236 7,223 1,540 62 341 0 0 972 0 0 : : : : Changes from: October 8, 2013 : : 5,082 4,302 0 870 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 93.7 24.0 5.1 0.2 1.1 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 41,558 : : Positions : : 16,018 37,818 23,045 1,609 1,139 372 372 0 0 0 0 : : : : Changes from: October 8, 2013 : : 1,140 390 180 1,051 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 91.0 55.5 3.9 2.7 0.9 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 228,614 : : Positions : : 136,516 148,721 61,057 30,718 8,250 1,285 4,870 6,930 3,630 24,752 0 : : : : Changes from: October 8, 2013 : : 902 -1,699 4,557 6,202 -541 -1,481 -142 1,078 0 -264 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 65.1 26.7 13.4 3.6 0.6 2.1 3.0 1.6 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 26 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 66,259 : : Positions : : 45,799 60,956 2,437 0 30 7,985 0 2,471 3,675 0 0 : : : : Changes from: October 8, 2013 : : 359 1,862 2,437 0 30 -121 0 121 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 92.0 3.7 0.0 0.0 12.1 0.0 3.7 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 78,767 : : Positions : : 32,550 65,381 34,507 1,889 6,756 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 2,297 2,417 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 83.0 43.8 2.4 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 88,579 : : Positions : : 61,697 44,421 16,390 20,283 2,209 0 13,559 674 0 4,229 0 : : : : Changes from: October 8, 2013 : : 2,121 1,001 -2,064 -771 490 0 1,352 -26 0 -151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.1 18.5 22.9 2.5 0.0 15.3 0.8 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 5 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 1,266,770 : : Positions : : 152,197 238,186 213,748 26,527 120,705 260,598 240,256 255,069 15,840 163,379 188,591 : : : : Changes from: October 8, 2013 : : 19,835 36,158 -7,971 -320 2,727 -305 -43,794 1,816 -11,603 13,941 13,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 18.8 16.9 2.1 9.5 20.6 19.0 20.1 1.3 12.9 14.9 : : : : Number of Traders in Each Category Total Traders: 295 : : 40 37 23 12 25 73 54 75 31 41 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 404,452 : : Positions : : 70,453 61,084 6,888 52,768 111,602 54,293 12,552 12,753 79,077 86,935 64,288 : : : : Changes from: October 8, 2013 : : -1,686 564 2,263 4,912 727 2,800 2,200 105 -544 -3,632 3,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 15.1 1.7 13.0 27.6 13.4 3.1 3.2 19.6 21.5 15.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 12 14 4 13 17 8 . 10 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 2,574,716 : : Positions : : 372,633 404,651 44,004 822,917 555,759 345,058 83,296 447,081 539,609 7,790 225,354 : : : : Changes from: October 8, 2013 : : 40,195 3,535 -1,747 2,739 -3,985 -44,981 -2,370 21,940 10,416 22 1,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 15.7 1.7 32.0 21.6 13.4 3.2 17.4 21.0 0.3 8.8 : : : : Number of Traders in Each Category Total Traders: 140 : : 52 46 4 24 26 15 11 21 18 6 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 856,066 : : Positions : : 141,831 82,504 200,883 108,917 246,929 53,781 88,432 77,512 7,605 124,147 123,863 : : : : Changes from: October 8, 2013 : : -2,580 1,549 -16,158 -3,472 9,784 9,821 1,438 6,915 1,816 -6,432 2,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 9.6 23.5 12.7 28.8 6.3 10.3 9.1 0.9 14.5 14.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 16 17 18 5 22 5 15 12 6 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 23,033 : : Positions : : 20,840 18,425 274 2,892 1,156 0 0 0 469 60 5 : : : : Changes from: October 8, 2013 : : 690 795 28 -50 43 0 0 0 0 -30 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 80.0 1.2 12.6 5.0 0.0 0.0 0.0 2.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 27 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 16,074 : : Positions : : 13,259 11,627 771 961 1,530 0 0 0 120 1,451 137 : : : : Changes from: October 8, 2013 : : -158 -211 11 25 0 0 0 0 -5 6 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 72.3 4.8 6.0 9.5 0.0 0.0 0.0 0.7 9.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 18 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 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 7,297 : : Positions : : 3,783 4,093 2,909 1,641 238 0 0 0 45 978 47 : : : : Changes from: October 8, 2013 : : 304 304 0 -10 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 56.1 39.9 22.5 3.3 0.0 0.0 0.0 0.6 13.4 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2013