Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 5,974,638 : : Positions : :2,056,979 1,460,467 217,131 1,761,703 736,263 952,957 56,975 1,091,064 140,586 98,434 754,259 : : : : Changes from: July 16, 2013 : : 37,722 19,940 -15,512 27,972 36,118 12,891 3,453 20,032 4,763 -13,166 39,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 24.4 3.6 29.5 12.3 16.0 1.0 18.3 2.4 1.6 12.6 : : : : Number of Traders in Each Category Total Traders: 233 : : 115 107 9 24 31 28 11 32 26 13 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 3,913,821 : : Positions : : 633,415 737,951 83,408 50,165 1,234,637 67,239 26,864 793,067 70,622 39,446 1,030,570 : : : : Changes from: July 16, 2013 : : 3,484 23,982 11,441 2,825 657 -3,749 6,305 20,334 20,882 -1,087 3,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 18.9 2.1 1.3 31.5 1.7 0.7 20.3 1.8 1.0 26.3 : : : : Number of Traders in Each Category Total Traders: 117 : : 42 41 13 9 22 14 9 21 15 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 262,246 : : Positions : : 146,799 175,793 44,944 46,079 26,626 16,446 886 5,367 3,517 189 1,885 : : : : Changes from: July 16, 2013 : : -856 4,272 413 -1,790 36 1,892 -349 336 89 -95 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 67.0 17.1 17.6 10.2 6.3 0.3 2.0 1.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 30 4 . 6 5 . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 182,119 : : Positions : : 122,745 104,148 25,181 46,350 22,449 2,227 0 2,406 1,243 455 2,632 : : : : Changes from: July 16, 2013 : : 1,505 7,243 4,808 -1,518 -3,026 -202 0 340 -103 0 490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 57.2 13.8 25.5 12.3 1.2 0.0 1.3 0.7 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 25 . 9 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 215,410 : : Positions : : 138,230 97,297 11,902 64,328 42,644 10,406 0 2,398 942 567 2,228 : : : : Changes from: July 16, 2013 : : -4,089 -3,022 8,635 6,740 -1,419 -399 0 552 -31 -1,171 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 45.2 5.5 29.9 19.8 4.8 0.0 1.1 0.4 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 21 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 815,770 : : Positions : : 689,398 213,193 6,452 483,107 107,431 0 3,089 4,912 434 408 795 : : : : Changes from: July 16, 2013 : : -19,378 -33,380 467 12,792 -5,265 -215 1,133 -419 93 272 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 26.1 0.8 59.2 13.2 0.0 0.4 0.6 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 41 30 4 15 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 248,891 : : Positions : : 147,575 212,984 80,805 14,850 7,936 1,832 1,310 1,651 0 407 895 : : : : Changes from: July 16, 2013 : : 16,468 5,146 -6,997 186 3,210 -1,226 -50 175 -529 269 -460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 85.6 32.5 6.0 3.2 0.7 0.5 0.7 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 230,891 : : Positions : : 169,166 133,755 20,027 81,355 3,393 24,852 396 3,286 1,892 372 1,566 : : : : Changes from: July 16, 2013 : : -1,956 404 913 630 493 659 -247 228 -494 0 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.9 8.7 35.2 1.5 10.8 0.2 1.4 0.8 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 28 4 10 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 100,364 : : Positions : : 57,892 40,014 24,941 42,301 4,625 2,557 338 3,538 872 660 1,061 : : : : Changes from: July 16, 2013 : : 6,255 1,332 -4,640 -3 560 -886 60 -408 308 0 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 39.9 24.9 42.1 4.6 2.5 0.3 3.5 0.9 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 6 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 171,267 : : Positions : : 106,242 107,346 31,289 31,958 7,861 6,342 9,763 7,933 3,185 0 151 : : : : Changes from: July 16, 2013 : : 1,557 3,516 1,342 336 36 -621 214 509 905 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 62.7 18.3 18.7 4.6 3.7 5.7 4.6 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 72,534 : : Positions : : 52,992 12,641 4,430 30,323 6,736 0 13,039 337 1,721 0 111 : : : : Changes from: July 16, 2013 : : 3,578 1,886 0 181 0 0 1,206 -22 917 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 17.4 6.1 41.8 9.3 0.0 18.0 0.5 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 159,089 : : Positions : : 149,293 47,648 725 102,196 862 2,781 1,532 2,070 0 0 0 : : : : Changes from: July 16, 2013 : : 4,130 2,320 725 1,990 0 64 -124 57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 30.0 0.5 64.2 0.5 1.7 1.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 21 . 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 78,569 : : Positions : : 54,358 54,308 9,820 15,862 620 0 0 0 0 648 0 : : : : Changes from: July 16, 2013 : : -2,437 -1,643 0 -69 620 0 -1,388 -186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 69.1 12.5 20.2 0.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 360,009 : : Positions : : 319,022 185,492 10,666 152,546 8,129 0 6,642 2,263 13,433 709 1,252 : : : : Changes from: July 16, 2013 : : -3,930 2,561 4,677 -2,237 1,447 0 2,362 -249 672 101 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 51.5 3.0 42.4 2.3 0.0 1.8 0.6 3.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 28 . 10 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 88,383 : : Positions : : 58,006 30,837 5,872 35,273 12,750 5,401 0 1,900 1,262 0 787 : : : : Changes from: July 16, 2013 : : 429 5,632 120 517 186 2,218 0 -873 516 0 -336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 34.9 6.6 39.9 14.4 6.1 0.0 2.1 1.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 15 . 8 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 66,082 : : Positions : : 43,074 42,621 4,314 2,587 3,769 0 5,980 1,032 444 434 842 : : : : Changes from: July 16, 2013 : : 1,245 -1,644 2,508 214 151 0 1,455 -273 214 0 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 64.5 6.5 3.9 5.7 0.0 9.0 1.6 0.7 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 166,506 : : Positions : : 153,909 59,982 3,724 94,836 1,432 4,356 5,456 1,324 1,240 0 0 : : : : Changes from: July 16, 2013 : : 16,183 7,418 -2,725 320 1,432 -604 4,876 1,324 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 36.0 2.2 57.0 0.9 2.6 3.3 0.8 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 15 . 7 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 116,095 : : Positions : : 90,323 95,457 5,195 3,828 1,108 14,555 13,392 1,324 2,666 0 0 : : : : Changes from: July 16, 2013 : : 16,256 7,607 -124 3,045 -124 -604 4,876 1,324 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 82.2 4.5 3.3 1.0 12.5 11.5 1.1 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 25 4 . . 5 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 45,374 : : Positions : : 43,236 39,721 1,860 5,033 0 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 3,906 3,937 0 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 87.5 4.1 11.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 23 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 138,903 : : Positions : : 108,004 118,533 16,845 4,657 5,117 0 0 0 787 0 237 : : : : Changes from: July 16, 2013 : : 6,243 4,235 -4,141 -730 1,881 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 85.3 12.1 3.4 3.7 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 18,000 : : Positions : : 14,522 13,986 602 1,720 1,209 0 217 0 0 248 0 : : : : Changes from: July 16, 2013 : : 1,131 1,406 -806 -713 837 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 77.7 3.3 9.6 6.7 0.0 1.2 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 72,738 : : Positions : : 45,227 56,668 19,559 6,569 1,315 1,114 0 2,342 0 0 0 : : : : Changes from: July 16, 2013 : : -64 -844 -214 -276 552 -733 0 451 0 -1,343 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 77.9 26.9 9.0 1.8 1.5 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 111,767 : : Positions : : 92,516 59,079 7,712 43,108 2,039 0 755 1,129 0 2,315 354 : : : : Changes from: July 16, 2013 : : 13,174 7,314 -93 6,311 -139 0 492 -299 0 27 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 52.9 6.9 38.6 1.8 0.0 0.7 1.0 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 99,588 : : Positions : : 78,725 77,040 13,608 14,264 28 1,127 0 1,032 0 0 0 : : : : Changes from: July 16, 2013 : : 4,993 1,720 -93 2,277 -434 -1,170 0 987 -716 0 -713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 77.4 13.7 14.3 0.0 1.1 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 66,494 : : Positions : : 24,273 42,389 33,921 16,404 1,006 0 1,213 1,203 0 0 0 : : : : Changes from: July 16, 2013 : : 493 1,569 548 -252 -428 0 61 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 63.7 51.0 24.7 1.5 0.0 1.8 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 6 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 127,542 : : Positions : : 104,057 88,348 4,325 22,310 10,050 0 314 2,311 218 0 248 : : : : Changes from: July 16, 2013 : : -2,724 -2,911 0 944 217 0 253 244 218 0 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.3 3.4 17.5 7.9 0.0 0.2 1.8 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 310,626 : : Positions : : 265,365 94,983 5,143 180,297 16,893 10,372 10,756 1,154 1,954 1,169 1,021 : : : : Changes from: July 16, 2013 : : 11,331 8,209 1,910 -229 -113 -1,069 2,330 -52 -516 0 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 30.6 1.7 58.0 5.4 3.3 3.5 0.4 0.6 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 19 . 13 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 41,035 : : Positions : : 28,277 37,380 8,737 1,805 31 1,550 0 0 465 31 620 : : : : Changes from: July 16, 2013 : : 4,778 8,246 1,577 -248 31 1,240 0 0 124 -620 620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 91.1 21.3 4.4 0.1 3.8 0.0 0.0 1.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 52,289 : : Positions : : 20,533 46,776 26,375 0 3,444 0 0 0 0 589 0 : : : : Changes from: July 16, 2013 : : 1,568 608 -861 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 89.5 50.4 0.0 6.6 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 215,664 : : Positions : : 142,273 164,330 35,440 1,653 12,561 8,853 7,674 3,311 6,050 22,502 183 : : : : Changes from: July 16, 2013 : : -1,685 2,585 1,441 -2,318 1,323 477 486 -678 30 0 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 76.2 16.4 0.8 5.8 4.1 3.6 1.5 2.8 10.4 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 6 . 6 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 78,714 : : Positions : : 58,484 63,521 2,571 7,350 906 6,793 0 3,311 0 0 0 : : : : Changes from: July 16, 2013 : : 608 336 0 183 0 -89 0 89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 80.7 3.3 9.3 1.2 8.6 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 92,947 : : Positions : : 46,217 77,052 35,895 4,025 8,160 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : -333 -459 604 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 82.9 38.6 4.3 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 95,364 : : Positions : : 63,031 51,834 21,927 20,559 2,211 0 16,295 1,010 915 0 0 : : : : Changes from: July 16, 2013 : : 838 803 -636 -925 155 0 393 -126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 54.4 23.0 21.6 2.3 0.0 17.1 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,442,443 : : Positions : : 172,169 239,292 200,719 53,418 143,837 271,046 255,198 316,897 32,231 151,895 239,344 : : : : Changes from: July 16, 2013 : : 2,218 5,017 -147 1,512 2,444 -1,258 -19,019 -8,842 -11,508 3,000 9,889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 16.6 13.9 3.7 10.0 18.8 17.7 22.0 2.2 10.5 16.6 : : : : Number of Traders in Each Category Total Traders: 299 : : 41 39 20 14 29 67 50 73 33 49 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,351,291 : : Positions : : 161,664 169,519 38,985 90,083 588,074 64,736 4,270 196,215 27,595 31,663 269,614 : : : : Changes from: July 16, 2013 : : -70 231 3,446 -32 -2,969 -10,634 -1,285 3,907 2,859 -3,368 1,302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 12.5 2.9 6.7 43.5 4.8 0.3 14.5 2.0 2.3 20.0 : : : : Number of Traders in Each Category Total Traders: 144 : : 38 31 10 18 25 31 11 30 22 14 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 394,989 : : Positions : : 73,729 69,367 3,750 37,790 93,692 33,970 5,597 23,855 82,772 83,878 75,003 : : : : Changes from: July 16, 2013 : : 3,915 572 420 -3,111 3,109 -4,641 -1,294 7,753 -1,456 4,218 -669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 17.6 0.9 9.6 23.7 8.6 1.4 6.0 21.0 21.2 19.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 15 18 4 12 16 5 4 12 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 81,043 : : Positions : : 11,272 13,135 622 4,231 3,770 19,571 12,772 17,753 1,779 3,025 25,946 : : : : Changes from: July 16, 2013 : : 689 2,071 441 206 -81 2,312 1,439 653 -1,265 -1,490 3,487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 16.2 0.8 5.2 4.7 24.1 15.8 21.9 2.2 3.7 32.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 11 16 . 4 5 7 8 13 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,707,340 : : Positions : : 420,231 448,571 24,689 870,293 560,698 323,618 51,125 493,484 593,665 8,460 255,474 : : : : Changes from: July 16, 2013 : : 5,558 2,197 -198 7,121 6,392 -13,348 -2,535 350 16,612 375 1,947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 16.6 0.9 32.1 20.7 12.0 1.9 18.2 21.9 0.3 9.4 : : : : Number of Traders in Each Category Total Traders: 148 : : 61 56 . 24 27 19 6 22 18 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,008,275 : : Positions : : 178,119 102,983 200,493 128,079 322,016 24,305 65,764 115,761 25,006 130,950 138,139 : : : : Changes from: July 16, 2013 : : 4,206 1,303 -23,444 -16,542 25,128 15,064 9,716 -6,334 795 2,286 8,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.2 19.9 12.7 31.9 2.4 6.5 11.5 2.5 13.0 13.7 : : : : Number of Traders in Each Category Total Traders: 88 : : 18 18 17 7 22 7 12 15 12 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 24,586 : : Positions : : 21,938 19,552 43 3,045 1,058 0 0 120 882 130 125 : : : : Changes from: July 16, 2013 : : 1,144 813 -5 284 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 79.5 0.2 12.4 4.3 0.0 0.0 0.5 3.6 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 30 . 6 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 13,964 : : Positions : : 11,653 10,858 568 970 1,104 0 0 0 260 368 233 : : : : Changes from: July 16, 2013 : : 21 207 64 -16 -35 0 0 0 0 -86 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 77.8 4.1 6.9 7.9 0.0 0.0 0.0 1.9 2.6 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 9,508 : : Positions : : 3,653 4,705 4,227 3,415 163 0 0 0 885 912 194 : : : : Changes from: July 16, 2013 : : -30 51 186 0 15 0 0 0 -45 120 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 49.5 44.5 35.9 1.7 0.0 0.0 0.0 9.3 9.6 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 26, 2013