Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 5,232,518 : : Positions : :2,172,132 1,263,074 168,828 1,401,834 693,710 559,839 78,787 945,854 45,221 219,935 622,667 : : : : Changes from: November 12, 2013 : : 59,635 40,142 -6,070 -3,717 8,982 2,040 26,029 -28,080 3,637 -2,065 9,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 24.1 3.2 26.8 13.3 10.7 1.5 18.1 0.9 4.2 11.9 : : : : Number of Traders in Each Category Total Traders: 222 : : 107 99 11 21 28 22 10 29 18 23 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 700,509 : : Positions : : 65,198 204,510 254,522 54,735 140,301 12,954 44,139 73,719 53,042 82,358 99,936 : : : : Changes from: November 12, 2013 : : 1,136 -1,481 6,683 -1,451 -13 -1,270 2,006 494 73 7,613 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 29.2 36.3 7.8 20.0 1.8 6.3 10.5 7.6 11.8 14.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 23 20 12 8 19 6 10 11 9 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 227,961 : : Positions : : 110,526 165,666 42,765 8,252 39,563 6,146 1,961 4,380 3,015 497 778 : : : : Changes from: November 12, 2013 : : 4,587 12,283 4,556 523 -912 558 890 683 -458 95 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 72.7 18.8 3.6 17.4 2.7 0.9 1.9 1.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 161,503 : : Positions : : 105,780 80,412 6,938 36,023 35,198 7,582 0 1,433 245 3,127 1,199 : : : : Changes from: November 12, 2013 : : -346 -202 -1,788 -2,011 178 1,175 0 -657 34 700 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 49.8 4.3 22.3 21.8 4.7 0.0 0.9 0.2 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 23 . 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 215,518 : : Positions : : 135,644 112,281 20,501 60,428 25,988 14,527 685 6,564 2,337 2,671 1,292 : : : : Changes from: November 12, 2013 : : -3,029 330 1,590 2,972 210 5,161 -433 354 112 1,440 307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 52.1 9.5 28.0 12.1 6.7 0.3 3.0 1.1 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 16 5 8 9 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 763,129 : : Positions : : 648,310 171,194 266 485,553 95,470 5,992 960 2,543 3,968 0 2,039 : : : : Changes from: November 12, 2013 : : 3,483 473 -3,194 -1,118 4,917 38 942 755 326 -373 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 22.4 0.0 63.6 12.5 0.8 0.1 0.3 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 22 . 16 17 . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 237,726 : : Positions : : 180,933 200,569 40,021 14,858 3,987 4,622 0 1,890 1,871 12,587 559 : : : : Changes from: November 12, 2013 : : 9,425 -2,715 -5,730 -3,032 1,615 -1,370 -623 15 -514 3,181 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 84.4 16.8 6.3 1.7 1.9 0.0 0.8 0.8 5.3 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 23 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 260,990 : : Positions : : 216,420 132,115 17,631 104,866 9,890 1,892 14 5,873 43 0 2,981 : : : : Changes from: November 12, 2013 : : 7,362 6,201 -4,358 1,952 4,131 778 -383 1,553 43 -635 1,433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 50.6 6.8 40.2 3.8 0.7 0.0 2.3 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 24 6 10 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 67,451 : : Positions : : 36,358 17,200 12,725 35,982 5,996 1,272 0 1,791 1,307 0 545 : : : : Changes from: November 12, 2013 : : 2,507 3,180 152 -248 0 -1,811 0 -322 548 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 25.5 18.9 53.3 8.9 1.9 0.0 2.7 1.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 7 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 164,744 : : Positions : : 105,886 86,350 11,612 40,129 7,541 783 18,039 7,450 19,577 0 1,213 : : : : Changes from: November 12, 2013 : : -1,406 4,851 301 -2,766 484 -124 440 371 666 0 -458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 52.4 7.0 24.4 4.6 0.5 10.9 4.5 11.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 24 . 5 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 84,894 : : Positions : : 65,822 21,427 3,284 34,186 2,113 0 12,293 3,218 325 0 483 : : : : Changes from: November 12, 2013 : : 5,177 -730 0 1,378 -552 0 4,948 -761 264 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 25.2 3.9 40.3 2.5 0.0 14.5 3.8 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 7 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 158,842 : : Positions : : 135,739 40,254 16,403 108,837 31 693 0 1,249 0 0 0 : : : : Changes from: November 12, 2013 : : 7,181 140 372 2,655 -61 -119 0 -55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 25.3 10.3 68.5 0.0 0.4 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 15 . 10 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 97,702 : : Positions : : 55,005 68,402 22,073 24,842 2,263 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 285 1,622 -372 9,841 558 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 70.0 22.6 25.4 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 310,621 : : Positions : : 257,772 159,135 31,793 127,571 14,247 0 484 2,069 0 997 1,159 : : : : Changes from: November 12, 2013 : : 1,118 -6,394 -2,667 26,087 2,048 0 -228 -503 -248 908 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 51.2 10.2 41.1 4.6 0.0 0.2 0.7 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 24 5 9 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 91,982 : : Positions : : 57,999 29,709 6,805 15,038 18,117 1,958 12,701 2,024 1,865 0 694 : : : : Changes from: November 12, 2013 : : 5,041 3,424 -96 -1,809 585 744 425 -459 994 0 -513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 32.3 7.4 16.3 19.7 2.1 13.8 2.2 2.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 12 4 7 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 61,931 : : Positions : : 39,452 42,429 5,619 3,450 2,722 1,246 4,243 553 0 1,044 122 : : : : Changes from: November 12, 2013 : : 4,406 5,180 276 304 -795 788 62 -428 0 918 -736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 68.5 9.1 5.6 4.4 2.0 6.9 0.9 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 145,252 : : Positions : : 91,202 71,061 1,383 64,927 1,798 44,008 0 0 5,952 5,084 0 : : : : Changes from: November 12, 2013 : : 2,015 9,325 -1,922 248 1,798 3,038 0 0 5,952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 48.9 1.0 44.7 1.2 30.3 0.0 0.0 4.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 15 . 6 . 4 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 164,555 : : Positions : : 59,041 145,851 13,930 1,246 2,444 72,988 360 0 15,852 14,354 0 : : : : Changes from: November 12, 2013 : : 1,271 10,261 0 0 0 3,038 0 0 5,952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 88.6 8.5 0.8 1.5 44.4 0.2 0.0 9.6 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 22 25 7 . . 9 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 25,421 : : Positions : : 23,740 23,381 1,230 1,200 0 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : -496 -248 0 -248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 92.0 4.8 4.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 119,023 : : Positions : : 85,706 93,920 21,151 3,338 365 0 7,704 0 0 2,860 675 : : : : Changes from: November 12, 2013 : : -545 -418 1,778 0 -620 0 428 0 -73 292 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 78.9 17.8 2.8 0.3 0.0 6.5 0.0 0.0 2.4 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 115,518 : : Positions : : 95,726 43,341 0 47,191 9,416 0 549 1,591 0 79 1,011 : : : : Changes from: November 12, 2013 : : -2,327 -28 0 773 1,687 -310 549 329 -349 -1,633 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 37.5 0.0 40.9 8.2 0.0 0.5 1.4 0.0 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 94,219 : : Positions : : 59,856 77,933 24,041 3,706 4,499 1,942 0 549 34 0 939 : : : : Changes from: November 12, 2013 : : 95 126 -589 0 589 -90 0 254 34 -822 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 82.7 25.5 3.9 4.8 2.1 0.0 0.6 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 23,389 : : Positions : : 18,022 18,472 846 2,378 1,778 1,742 0 0 600 279 0 : : : : Changes from: November 12, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.0 3.6 10.2 7.6 7.4 0.0 0.0 2.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 287,512 : : Positions : : 236,479 78,136 10,155 159,917 20,397 3,726 17,992 3,662 1,114 751 884 : : : : Changes from: November 12, 2013 : : -6,512 -3,422 918 -442 -1,770 188 -121 145 -932 -2,165 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 27.2 3.5 55.6 7.1 1.3 6.3 1.3 0.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 14 . 11 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 29,312 : : Positions : : 24,284 22,334 2,466 1,448 150 0 3,814 806 600 0 0 : : : : Changes from: November 12, 2013 : : 1,290 3,367 1,116 -154 30 0 -806 806 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.2 8.4 4.9 0.5 0.0 13.0 2.7 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233C1 Open Interest is 41,989 : : Positions : : 36,035 33,516 4,494 7,915 310 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 2,721 1,809 0 1,036 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 79.8 10.7 18.9 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233C9 Open Interest is 24,732 : : Positions : : 23,324 9,763 0 12,171 344 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : -1,117 -1,384 0 -186 93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 39.5 0.0 49.2 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 42,564 : : Positions : : 15,814 39,823 22,882 0 1,898 0 420 0 417 0 93 : : : : Changes from: November 12, 2013 : : 0 93 186 0 0 0 0 0 -93 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 93.6 53.8 0.0 4.5 0.0 1.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 15 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 255,664 : : Positions : : 168,000 159,181 49,451 32,222 15,228 0 3,563 4,410 5,160 32,317 979 : : : : Changes from: November 12, 2013 : : 13,286 2,916 272 4,646 -1,246 -350 -730 1,022 -120 1,910 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 62.3 19.3 12.6 6.0 0.0 1.4 1.7 2.0 12.6 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 24 7 . 6 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 80,268 : : Positions : : 40,923 74,119 19,805 0 516 3,940 0 1,839 9,449 0 0 : : : : Changes from: November 12, 2013 : : 610 3,170 2,683 0 0 -31 0 31 730 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 92.3 24.7 0.0 0.6 4.9 0.0 2.3 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 79,573 : : Positions : : 33,901 65,997 34,933 4,439 6,454 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 1,481 5,626 1,858 -302 122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 82.9 43.9 5.6 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 30,285 : : Positions : : 9,503 23,073 15,651 5,457 60 0 870 0 4,016 372 0 : : : : Changes from: November 12, 2013 : : 868 248 -217 62 0 0 0 0 0 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 76.2 51.7 18.0 0.2 0.0 2.9 0.0 13.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 101,188 : : Positions : : 67,454 48,405 15,099 30,740 3,632 0 8,151 1,224 2,438 4,727 0 : : : : Changes from: November 12, 2013 : : 3,272 143 -281 1,864 1,147 0 1,006 122 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 47.8 14.9 30.4 3.6 0.0 8.1 1.2 2.4 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 1,279,061 : : Positions : : 135,225 194,720 220,425 10,053 113,055 249,610 329,382 263,610 37,874 126,393 196,263 : : : : Changes from: November 12, 2013 : : -316 1,325 -4,915 -4,653 -3,043 602 -11,198 4,791 -6,598 4,432 8,581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 15.2 17.2 0.8 8.8 19.5 25.8 20.6 3.0 9.9 15.3 : : : : Number of Traders in Each Category Total Traders: 299 : : 42 33 22 11 24 55 72 74 43 32 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 406,664 : : Positions : : 76,687 61,533 6,742 47,991 122,245 33,961 1,366 20,556 68,573 79,029 71,206 : : : : Changes from: November 12, 2013 : : 2,970 1,803 -2,698 610 1,453 -2,650 -2,902 1,289 -161 -1,466 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 15.1 1.7 11.8 30.1 8.4 0.3 5.1 16.9 19.4 17.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 14 14 5 12 15 7 . 13 12 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 35,480 : : Positions : : 6,004 4,194 7,918 7,029 6,111 489 987 3,170 2,415 5,277 5,194 : : : : Changes from: November 12, 2013 : : 1,479 259 61 868 -61 0 -424 -157 -240 1,255 888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 11.8 22.3 19.8 17.2 1.4 2.8 8.9 6.8 14.9 14.6 : : : : Number of Traders in Each Category Total Traders: 21 : : . . . . 6 . . 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 2,539,207 : : Positions : : 338,160 394,865 27,268 810,058 559,967 348,040 91,000 423,584 573,902 7,262 225,624 : : : : Changes from: November 12, 2013 : : 15,983 10,610 -411 -2,222 10,854 -30,041 -2,204 11,837 20,254 -91 -4,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.6 1.1 31.9 22.1 13.7 3.6 16.7 22.6 0.3 8.9 : : : : Number of Traders in Each Category Total Traders: 139 : : 51 46 5 23 26 14 12 20 18 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 855,715 : : Positions : : 155,475 70,870 190,025 107,126 256,383 48,206 100,086 67,269 8,315 123,771 125,138 : : : : Changes from: November 12, 2013 : : 8,166 -2,170 -10,785 -3,543 11,272 -8,525 -280 1,139 1,052 -3,206 6,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 8.3 22.2 12.5 30.0 5.6 11.7 7.9 1.0 14.5 14.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 16 17 19 . 21 8 12 12 6 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 21,247 : : Positions : : 19,046 17,176 509 2,772 803 0 0 0 545 0 105 : : : : Changes from: November 12, 2013 : : 268 423 -125 -100 16 0 0 0 60 -51 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 80.8 2.4 13.0 3.8 0.0 0.0 0.0 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 27 . 4 6 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 15,477 : : Positions : : 13,284 10,660 796 2,141 948 0 0 0 149 1,275 120 : : : : Changes from: November 12, 2013 : : 415 16 0 365 -55 0 0 0 15 35 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 68.9 5.1 13.8 6.1 0.0 0.0 0.0 1.0 8.2 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 18 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 19, 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 6,318 : : Positions : : 3,145 3,654 2,394 1,118 352 0 0 0 110 773 42 : : : : Changes from: November 12, 2013 : : -30 125 0 -50 114 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 57.8 37.9 17.7 5.6 0.0 0.0 0.0 1.7 12.2 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 22, 2013