Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 5,498,631 : : Positions : :2,173,735 1,358,207 192,316 1,546,020 701,282 654,535 47,489 1,072,400 65,937 151,134 620,668 : : : : Changes from: October 22, 2013 : : 33,930 -35,166 13,834 -35,630 27,177 -27,624 -5,751 -90,312 -56,449 41,834 -4,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 24.7 3.5 28.1 12.8 11.9 0.9 19.5 1.2 2.7 11.3 : : : : Number of Traders in Each Category Total Traders: 227 : : 112 102 11 21 29 21 12 27 20 23 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 672,959 : : Positions : : 61,318 207,367 245,090 53,742 141,482 13,893 39,814 69,242 45,706 64,737 95,519 : : : : Changes from: October 22, 2013 : : -15,357 -6,714 -4,308 -4,461 -2,361 -995 -2,484 -9,800 -2,220 -9,560 -5,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 30.8 36.4 8.0 21.0 2.1 5.9 10.3 6.8 9.6 14.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 22 19 12 7 18 6 8 10 10 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 236,310 : : Positions : : 119,482 159,668 33,057 12,637 41,441 12,215 1,341 9,839 2,224 2,141 1,312 : : : : Changes from: October 22, 2013 : : -1,736 1,950 -870 -2,968 5,553 4,430 -1,173 -1,239 -1,969 1,787 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 67.6 14.0 5.3 17.5 5.2 0.6 4.2 0.9 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 175,743 : : Positions : : 121,202 89,123 10,753 42,328 32,800 3,352 2,269 2,291 10 1,141 1,894 : : : : Changes from: October 22, 2013 : : 4,998 5,546 770 836 1,176 -722 979 -668 -138 -1,295 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 50.7 6.1 24.1 18.7 1.9 1.3 1.3 0.0 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 . 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 240,062 : : Positions : : 164,129 113,817 12,225 63,761 32,120 10,356 12,668 5,243 3,216 455 946 : : : : Changes from: October 22, 2013 : : 8,902 4,166 -5,759 -1,495 3,951 -800 -120 -513 1,907 -428 -1,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 47.4 5.1 26.6 13.4 4.3 5.3 2.2 1.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 17 . 8 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 807,784 : : Positions : : 687,788 191,869 3,608 507,619 96,428 6,253 1,109 1,625 3,429 141 3,305 : : : : Changes from: October 22, 2013 : : 8,264 4,992 0 712 923 -776 1,109 334 85 -96 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 23.8 0.4 62.8 11.9 0.8 0.1 0.2 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 24 . 15 16 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 245,612 : : Positions : : 176,721 211,198 53,345 18,633 2,208 514 1,472 1,882 2,257 7,030 456 : : : : Changes from: October 22, 2013 : : 5,802 2,703 -673 514 90 514 650 575 290 816 456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.0 21.7 7.6 0.9 0.2 0.6 0.8 0.9 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 . 6 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 261,792 : : Positions : : 212,805 136,523 29,992 108,704 5,406 4,041 0 2,472 210 1,612 1,277 : : : : Changes from: October 22, 2013 : : 4,973 4,750 -180 -2,975 1,180 -207 0 311 210 317 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 52.1 11.5 41.5 2.1 1.5 0.0 0.9 0.1 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 27 6 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 70,853 : : Positions : : 34,517 16,293 12,259 38,540 7,139 6,074 0 1,621 1,023 0 665 : : : : Changes from: October 22, 2013 : : 1,521 -416 -178 310 436 -788 0 314 -1,312 0 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 23.0 17.3 54.4 10.1 8.6 0.0 2.3 1.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 171,766 : : Positions : : 111,821 86,512 15,906 44,019 8,255 2,854 19,708 5,524 15,735 495 2,765 : : : : Changes from: October 22, 2013 : : 3,614 -421 -1,879 2,576 948 433 -832 303 -870 381 539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 50.4 9.3 25.6 4.8 1.7 11.5 3.2 9.2 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 23 . 5 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 80,940 : : Positions : : 60,215 21,525 3,566 33,556 3,251 1,368 6,962 4,184 66 0 644 : : : : Changes from: October 22, 2013 : : 2,297 1,689 0 347 93 -464 -98 93 66 0 644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 26.6 4.4 41.5 4.0 1.7 8.6 5.2 0.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 7 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 157,533 : : Positions : : 132,290 45,295 17,609 105,526 123 1,508 0 2,034 0 0 0 : : : : Changes from: October 22, 2013 : : 1,458 -101 0 524 0 -209 0 -424 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 28.8 11.2 67.0 0.1 1.0 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 . 10 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 86,459 : : Positions : : 52,713 62,467 17,350 19,477 1,693 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 4,289 2,911 0 -1,230 1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 72.3 20.1 22.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 20,218 : : Positions : : 16,714 10,604 0 7,614 1,264 278 0 0 1,296 0 0 : : : : Changes from: October 22, 2013 : : 332 1,950 0 -1,140 1,140 30 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 52.4 0.0 37.7 6.3 1.4 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 16 0 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 326,361 : : Positions : : 255,695 192,830 34,207 99,051 23,195 1,868 450 3,608 1,779 2,569 356 : : : : Changes from: October 22, 2013 : : -1,998 7,976 3,675 -1,644 -3,196 1,368 314 -526 735 -1,146 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 59.1 10.5 30.4 7.1 0.6 0.1 1.1 0.5 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 26 5 9 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 88,226 : : Positions : : 52,580 27,037 3,989 16,504 20,162 2,676 11,270 2,476 553 0 1,299 : : : : Changes from: October 22, 2013 : : 2,088 1,289 1,032 -1,685 2,840 -1,256 432 583 -715 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 30.6 4.5 18.7 22.9 3.0 12.8 2.8 0.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 14 . 7 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 56,801 : : Positions : : 32,149 33,597 5,892 1,964 3,727 0 5,327 777 386 0 874 : : : : Changes from: October 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 59.1 10.4 3.5 6.6 0.0 9.4 1.4 0.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 207,517 : : Positions : : 116,759 123,956 8,204 65,172 6,587 64,866 360 0 9,900 8,490 0 : : : : Changes from: October 22, 2013 : : 14,282 35,538 2,239 -4,407 6,467 13,380 360 0 4,620 3,450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 59.7 4.0 31.4 3.2 31.3 0.2 0.0 4.8 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 23 4 8 . 8 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 209,506 : : Positions : : 83,523 184,726 24,849 3,567 2,661 86,300 7,349 420 10,360 8,924 780 : : : : Changes from: October 22, 2013 : : 17,202 38,789 11,069 2,863 767 12,990 -60 420 4,026 3,450 594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 88.2 11.9 1.7 1.3 41.2 3.5 0.2 4.9 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 31 34 8 . . 7 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 42,206 : : Positions : : 39,687 38,027 1,788 2,254 0 0 0 0 0 372 0 : : : : Changes from: October 22, 2013 : : 5,838 7,548 1,230 -724 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 90.1 4.2 5.3 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 131,172 : : Positions : : 99,831 102,417 6,998 3,488 9,336 0 0 0 0 3,165 450 : : : : Changes from: October 22, 2013 : : -153 -409 888 0 -338 0 0 0 0 -107 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 78.1 5.3 2.7 7.1 0.0 0.0 0.0 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 19,225 : : Positions : : 8,783 16,326 1,041 1,036 738 1,698 0 336 3,852 0 0 : : : : Changes from: October 22, 2013 : : 1,140 750 328 120 -58 150 0 150 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 84.9 5.4 5.4 3.8 8.8 0.0 1.7 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 118,968 : : Positions : : 105,019 48,218 0 49,434 6,612 902 1,952 761 669 1,712 535 : : : : Changes from: October 22, 2013 : : 2,387 1,813 0 590 124 102 120 -28 642 0 -322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 40.5 0.0 41.6 5.6 0.8 1.6 0.6 0.6 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 0 7 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 100,075 : : Positions : : 63,725 82,378 23,133 4,130 5,211 3,181 0 270 0 0 0 : : : : Changes from: October 22, 2013 : : -119 737 885 0 -157 514 0 -428 -2,055 0 -650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 82.3 23.1 4.1 5.2 3.2 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 64,514 : : Positions : : 21,872 56,391 34,414 2,402 677 0 2,114 0 0 0 0 : : : : Changes from: October 22, 2013 : : -789 1,634 1,300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 87.4 53.3 3.7 1.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 6 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 26,240 : : Positions : : 22,188 20,044 1,116 4,490 968 723 0 0 910 279 0 : : : : Changes from: October 22, 2013 : : 6,598 3,256 -726 2,766 242 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 76.4 4.3 17.1 3.7 2.8 0.0 0.0 3.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 107,073 : : Positions : : 89,277 77,567 2,331 14,061 9,550 167 546 1,279 0 160 180 : : : : Changes from: October 22, 2013 : : -403 737 0 -180 180 167 -1,608 -41 0 60 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 72.4 2.2 13.1 8.9 0.2 0.5 1.2 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 312,407 : : Positions : : 261,682 94,305 12,970 175,621 15,342 769 9,119 8,546 1,677 1,437 1,435 : : : : Changes from: October 22, 2013 : : 10,833 6,038 2,434 4,999 -397 -725 2,194 94 625 284 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 30.2 4.2 56.2 4.9 0.2 2.9 2.7 0.5 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 17 . 10 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 38,443 : : Positions : : 27,899 31,701 7,797 1,540 182 341 4,589 31 972 0 0 : : : : Changes from: October 22, 2013 : : 2,957 703 574 -780 120 0 3,690 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.5 20.3 4.0 0.5 0.9 11.9 0.1 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 46,028 : : Positions : : 18,966 42,198 23,614 438 1,770 372 792 0 448 0 62 : : : : Changes from: October 22, 2013 : : 1,028 2,580 569 -1,051 631 0 0 0 448 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 91.7 51.3 1.0 3.8 0.8 1.7 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 231,824 : : Positions : : 145,612 153,957 58,369 30,589 9,933 828 9,224 3,725 4,016 22,409 124 : : : : Changes from: October 22, 2013 : : 3,282 4,613 1,196 -821 313 -2,771 3,157 -2,377 510 -1,976 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 66.4 25.2 13.2 4.3 0.4 4.0 1.6 1.7 9.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 69,499 : : Positions : : 45,359 63,492 7,776 0 516 6,450 0 2,140 3,675 0 0 : : : : Changes from: October 22, 2013 : : 155 1,088 365 0 0 -66 0 -88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 91.4 11.2 0.0 0.7 9.3 0.0 3.1 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 80,196 : : Positions : : 35,047 66,088 32,569 1,223 7,686 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 2,497 -417 -2,148 -120 930 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 82.4 40.6 1.5 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CY Open Interest is 32,362 : : Positions : : 9,875 24,034 16,953 6,666 308 0 870 0 4,016 0 0 : : : : Changes from: October 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 74.3 52.4 20.6 1.0 0.0 2.7 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 94,926 : : Positions : : 64,571 48,156 15,897 24,515 2,516 0 10,472 999 2,436 4,380 0 : : : : Changes from: October 22, 2013 : : 2,347 -212 -377 3,797 -216 0 -1,796 168 304 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 50.7 16.7 25.8 2.7 0.0 11.0 1.1 2.6 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 1,261,896 : : Positions : : 146,707 232,961 217,654 26,583 118,336 252,078 271,666 256,843 38,479 143,980 170,039 : : : : Changes from: October 22, 2013 : : -4,296 -5,129 4,994 -616 -911 -6,291 27,188 -505 15,156 -15,608 -6,206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 18.5 17.2 2.1 9.4 20.0 21.5 20.4 3.0 11.4 13.5 : : : : Number of Traders in Each Category Total Traders: 294 : : 43 36 23 12 23 63 64 66 39 32 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 417,798 : : Positions : : 77,901 64,965 6,755 52,942 114,579 50,326 8,189 17,305 77,553 89,984 66,777 : : : : Changes from: October 22, 2013 : : 1,325 1,197 -83 -262 2,192 -2,802 -4,372 3,056 -1,734 -237 2,499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 15.5 1.6 12.7 27.4 12.0 2.0 4.1 18.6 21.5 16.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 15 15 4 13 17 9 . 13 10 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 2,650,275 : : Positions : : 386,304 415,548 26,434 812,015 578,294 354,707 96,588 453,863 550,049 7,915 258,741 : : : : Changes from: October 22, 2013 : : 14,069 5,413 -13,828 -1,142 6,180 3,419 11,234 4,980 12,553 -18 -9,052 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 15.7 1.0 30.6 21.8 13.4 3.6 17.1 20.8 0.3 9.8 : : : : Number of Traders in Each Category Total Traders: 146 : : 56 48 4 24 26 15 10 20 21 6 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 804,382 : : Positions : : 132,350 74,712 201,078 107,160 234,083 51,621 93,967 59,855 8,861 117,120 112,794 : : : : Changes from: October 22, 2013 : : -12,620 -11,819 10,091 -1,273 -18,446 -9,485 6,763 -19,753 -26 -6,379 -14,074 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 9.3 25.0 13.3 29.1 6.4 11.7 7.4 1.1 14.6 14.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 16 17 20 . 22 7 12 13 6 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 23,714 : : Positions : : 21,369 18,954 501 2,932 1,102 0 0 0 355 60 94 : : : : Changes from: October 22, 2013 : : -184 -312 39 15 -2 0 0 0 -114 0 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 79.9 2.1 12.4 4.6 0.0 0.0 0.0 1.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 26 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 16,856 : : Positions : : 13,941 12,237 779 972 1,626 0 0 0 120 1,469 146 : : : : Changes from: October 22, 2013 : : 422 381 -27 -30 102 0 0 0 0 20 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 72.6 4.6 5.8 9.6 0.0 0.0 0.0 0.7 8.7 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 7,501 : : Positions : : 3,832 4,178 2,959 1,656 238 0 0 0 155 1,078 47 : : : : Changes from: October 22, 2013 : : 49 5 50 15 0 0 0 0 0 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 55.7 39.4 22.1 3.2 0.0 0.0 0.0 2.1 14.4 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 6, 2013