Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 5,647,601 : : Positions : :2,001,595 1,388,783 242,976 1,587,225 713,399 892,566 69,025 1,073,186 107,919 211,885 592,365 : : : : Changes from: July 30, 2013 : : 27,696 -6,051 15,763 -55,892 -17,997 -53,947 -7,902 2,858 -14,130 45,091 -64,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 24.6 4.3 28.1 12.6 15.8 1.2 19.0 1.9 3.8 10.5 : : : : Number of Traders in Each Category Total Traders: 233 : : 113 107 10 24 31 25 11 31 21 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 3,667,799 : : Positions : : 658,610 745,221 71,386 91,600 1,140,145 71,338 22,595 667,397 87,689 29,388 969,420 : : : : Changes from: July 30, 2013 : : 43,556 40,991 -2,008 12,066 -9,755 2,898 -4,388 11,346 -2,094 -5,946 30,001 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 20.3 1.9 2.5 31.1 1.9 0.6 18.2 2.4 0.8 26.4 : : : : Number of Traders in Each Category Total Traders: 112 : : 43 40 8 11 19 13 8 20 17 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 248,166 : : Positions : : 129,592 167,718 42,997 32,407 30,680 16,119 5,066 3,709 5,498 340 1,029 : : : : Changes from: July 30, 2013 : : -14,003 -14,002 -2,256 -7,417 566 -2,771 3,729 -2,739 1,331 -26 -611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 67.6 17.3 13.1 12.4 6.5 2.0 1.5 2.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 26 4 . 6 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 177,048 : : Positions : : 117,453 100,171 20,448 42,428 25,992 4,487 0 2,422 1,154 238 2,270 : : : : Changes from: July 30, 2013 : : -6,115 -5,538 -3,648 -3,690 3,643 1,402 0 -52 -629 -217 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 56.6 11.5 24.0 14.7 2.5 0.0 1.4 0.7 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 . 9 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 218,149 : : Positions : : 141,112 91,797 2,575 60,841 51,397 12,222 2,354 1,899 810 2,142 2,103 : : : : Changes from: July 30, 2013 : : -7,391 -5,280 -5,026 -6,521 4,708 2,461 428 -941 403 -175 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 42.1 1.2 27.9 23.6 5.6 1.1 0.9 0.4 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 21 . 10 10 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 788,038 : : Positions : : 664,096 187,377 3,303 481,340 109,395 0 2,380 2,885 403 238 951 : : : : Changes from: July 30, 2013 : : -42,662 -20,215 -2,325 -23,506 -695 0 -558 -1,186 93 -169 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 23.8 0.4 61.1 13.9 0.0 0.3 0.4 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 38 28 . 16 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 249,432 : : Positions : : 150,400 215,492 79,682 14,379 6,286 1,810 1,868 1,341 775 0 818 : : : : Changes from: July 30, 2013 : : -664 -4,390 -4,116 -899 90 -838 1,868 -57 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 86.4 31.9 5.8 2.5 0.7 0.7 0.5 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 224,676 : : Positions : : 168,954 122,338 20,158 86,884 3,794 21,106 0 2,364 794 372 1,939 : : : : Changes from: July 30, 2013 : : -12,904 -20,382 191 -4,959 308 -9,616 0 490 -1,350 0 284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 54.5 9.0 38.7 1.7 9.4 0.0 1.1 0.4 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 28 4 10 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 87,167 : : Positions : : 45,198 29,734 23,538 41,903 3,840 5,455 276 1,374 1,346 847 714 : : : : Changes from: July 30, 2013 : : -9,158 -7,933 -1,336 -307 -786 838 -279 -772 -171 126 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 34.1 27.0 48.1 4.4 6.3 0.3 1.6 1.5 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 6 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 164,575 : : Positions : : 102,615 102,942 31,850 32,784 5,722 7,049 11,151 8,066 3,190 0 151 : : : : Changes from: July 30, 2013 : : -5,042 -3,934 875 431 -2,383 107 -1,120 414 345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 62.6 19.4 19.9 3.5 4.3 6.8 4.9 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 64,730 : : Positions : : 44,748 9,315 4,139 27,502 6,950 0 11,144 337 1,139 0 86 : : : : Changes from: July 30, 2013 : : -9,344 -4,895 -291 -2,545 0 0 -2,116 0 -684 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 14.4 6.4 42.5 10.7 0.0 17.2 0.5 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 157,981 : : Positions : : 131,352 48,674 18,031 101,077 576 747 610 3,009 0 0 0 : : : : Changes from: July 30, 2013 : : -21,564 -2,820 17,306 -2,130 -186 -258 0 386 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 30.8 11.4 64.0 0.4 0.5 0.4 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 22 . 10 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 77,494 : : Positions : : 52,126 54,160 9,572 18,315 0 0 0 0 0 679 0 : : : : Changes from: July 30, 2013 : : -4,858 -3,852 -248 465 -992 0 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 69.9 12.4 23.6 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 332,338 : : Positions : : 250,613 188,710 40,896 112,284 18,003 0 4,258 3,668 13,704 8 1,277 : : : : Changes from: July 30, 2013 : : -24,311 -5,069 14,596 -5,571 39 0 -2,005 1,432 -35 -464 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 56.8 12.3 33.8 5.4 0.0 1.3 1.1 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 29 5 8 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 82,500 : : Positions : : 54,261 27,525 4,968 33,144 10,828 4,622 0 2,214 0 153 1,238 : : : : Changes from: July 30, 2013 : : -3,635 -5,806 -873 -264 -1,266 -2,806 0 372 -282 153 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 33.4 6.0 40.2 13.1 5.6 0.0 2.7 0.0 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 12 . 8 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 63,959 : : Positions : : 39,638 41,248 5,742 4,824 4,349 0 4,045 1,112 984 434 625 : : : : Changes from: July 30, 2013 : : -7,783 -3,876 -449 402 -461 0 -1,059 60 478 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 64.5 9.0 7.5 6.8 0.0 6.3 1.7 1.5 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 143,038 : : Positions : : 124,113 52,311 7,504 86,550 214 10,083 0 549 0 0 0 : : : : Changes from: July 30, 2013 : : -36,658 -27,533 1,241 -5,052 -806 -5,400 -9,672 -248 -1,240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 36.6 5.2 60.5 0.1 7.0 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 14 . 6 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 105,928 : : Positions : : 76,238 92,842 10,082 1,298 668 15,843 9,672 797 1,240 0 0 : : : : Changes from: July 30, 2013 : : -40,277 -41,714 -154 -1,395 -713 -9,963 -7,936 0 -1,426 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 87.6 9.5 1.2 0.6 15.0 9.1 0.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 19 28 5 . . 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 31,397 : : Positions : : 29,724 26,583 1,240 4,659 0 0 0 0 310 0 0 : : : : Changes from: July 30, 2013 : : -16,302 -16,362 -1,612 -1,428 0 0 0 0 -186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.7 3.9 14.8 0.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 20 . 4 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 134,820 : : Positions : : 107,056 112,344 8,005 6,418 6,551 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -11,507 -8,717 -2,291 -1,050 -309 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 83.3 5.9 4.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 68,947 : : Positions : : 42,994 55,006 18,968 6,564 670 1,566 0 1,852 0 0 0 : : : : Changes from: July 30, 2013 : : -2,910 -3,547 -591 -253 -459 51 0 -148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 79.8 27.5 9.5 1.0 2.3 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 103,109 : : Positions : : 83,087 47,835 7,858 44,353 3,082 0 3,228 898 0 1,174 396 : : : : Changes from: July 30, 2013 : : -8,869 -7,986 366 924 -349 0 55 -107 0 -1,079 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 46.4 7.6 43.0 3.0 0.0 3.1 0.9 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 98,801 : : Positions : : 75,730 72,628 14,100 15,317 302 1,402 0 570 135 0 1,371 : : : : Changes from: July 30, 2013 : : -8,368 -8,720 304 749 0 876 0 -710 -511 0 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 73.5 14.3 15.5 0.3 1.4 0.0 0.6 0.1 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 68,562 : : Positions : : 27,906 49,053 33,161 12,464 756 0 1,187 1,229 0 0 0 : : : : Changes from: July 30, 2013 : : 3,335 5,051 -1,060 -3,510 -372 -188 154 -307 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 71.5 48.4 18.2 1.1 0.0 1.7 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 6 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 116,618 : : Positions : : 93,084 80,855 4,254 16,941 13,245 0 699 1,307 0 192 210 : : : : Changes from: July 30, 2013 : : -5,574 -7,798 -1,302 -359 -217 -128 699 -821 0 -141 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 69.3 3.6 14.5 11.4 0.0 0.6 1.1 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 4 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 304,165 : : Positions : : 257,587 98,289 6,514 172,441 18,077 10,954 9,142 650 1,823 540 814 : : : : Changes from: July 30, 2013 : : -10,106 -2,287 61 -4,236 868 3,816 633 -4,617 269 -176 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 32.3 2.1 56.7 5.9 3.6 3.0 0.2 0.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 18 . 13 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 28,272 : : Positions : : 20,029 25,299 4,242 1,557 0 2,150 0 0 124 0 496 : : : : Changes from: July 30, 2013 : : -8,370 -12,358 -4,309 -279 -93 290 0 0 -341 -31 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 89.5 15.0 5.5 0.0 7.6 0.0 0.0 0.4 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 48,290 : : Positions : : 17,714 44,447 26,406 554 2,576 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -6,163 -5,797 -682 -124 -868 0 0 0 0 -589 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 92.0 54.7 1.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 215,694 : : Positions : : 116,975 163,001 62,703 5,252 8,735 8,129 6,558 4,531 7,582 23,000 453 : : : : Changes from: July 30, 2013 : : -29,935 -9,227 24,968 5,252 -6,057 -92 -1,233 800 488 -98 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 75.6 29.1 2.4 4.0 3.8 3.0 2.1 3.5 10.7 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 23 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 73,700 : : Positions : : 53,746 60,975 0 6,351 755 8,471 0 2,791 0 0 0 : : : : Changes from: July 30, 2013 : : -10,183 -6,156 0 -1,608 0 367 0 -367 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 82.7 0.0 8.6 1.0 11.5 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 87,287 : : Positions : : 40,901 72,753 36,589 3,250 7,552 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -5,660 -5,963 -526 -775 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 83.3 41.9 3.7 8.7 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 August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 89,762 : : Positions : : 59,997 49,507 20,823 19,253 927 0 16,585 686 791 0 0 : : : : Changes from: July 30, 2013 : : -498 -4,459 -1,283 2,358 -1,346 0 511 -170 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 55.2 23.2 21.4 1.0 0.0 18.5 0.8 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,406,414 : : Positions : : 163,231 227,919 219,905 49,100 132,194 265,835 286,613 311,080 49,527 156,876 198,325 : : : : Changes from: July 30, 2013 : : -3,304 -6,459 9,299 -2,827 -6,207 -4,087 11,123 6,062 2,768 2,629 -1,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 16.2 15.6 3.5 9.4 18.9 20.4 22.1 3.5 11.2 14.1 : : : : Number of Traders in Each Category Total Traders: 326 : : 38 38 21 14 28 67 71 79 50 44 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,296,474 : : Positions : : 152,480 163,047 42,125 101,291 561,071 61,892 4,489 181,152 36,809 26,769 257,064 : : : : Changes from: July 30, 2013 : : 2,911 4,242 -470 4,466 1,292 1,622 -397 6,473 4,504 -95 5,894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 12.6 3.2 7.8 43.3 4.8 0.3 14.0 2.8 2.1 19.8 : : : : Number of Traders in Each Category Total Traders: 139 : : 37 32 7 19 25 28 12 28 28 7 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 379,811 : : Positions : : 73,281 67,984 3,655 43,528 88,516 37,691 6,951 17,465 79,241 77,306 72,228 : : : : Changes from: July 30, 2013 : : 6,294 274 -60 3,896 1,060 -600 2,080 444 -92 -704 1,415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 17.9 1.0 11.5 23.3 9.9 1.8 4.6 20.9 20.4 19.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 14 16 4 11 15 6 5 12 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 77,211 : : Positions : : 10,299 13,717 532 3,398 3,196 16,474 10,341 17,531 4,094 3,847 24,772 : : : : Changes from: July 30, 2013 : : 21 962 5 -126 -25 486 -74 -735 166 166 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 17.8 0.7 4.4 4.1 21.3 13.4 22.7 5.3 5.0 32.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 15 . 4 5 8 8 14 4 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 2,627,283 : : Positions : : 397,475 421,500 24,107 853,912 547,674 325,496 67,559 487,360 586,880 10,473 221,037 : : : : Changes from: July 30, 2013 : : 3,624 1,942 -3,270 17,719 -5,112 18,854 10,723 1,264 8,796 269 -9,670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 16.0 0.9 32.5 20.8 12.4 2.6 18.5 22.3 0.4 8.4 : : : : Number of Traders in Each Category Total Traders: 147 : : 58 56 . 23 26 17 8 23 18 8 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 943,286 : : Positions : : 170,339 94,977 215,438 143,806 275,896 28,155 49,983 109,105 15,329 138,361 126,232 : : : : Changes from: July 30, 2013 : : 3,648 -1,853 -3,285 -610 -7,012 5,960 5,978 413 1,051 1,202 -2,621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 10.1 22.8 15.2 29.2 3.0 5.3 11.6 1.6 14.7 13.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 18 18 17 5 21 9 11 16 8 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,989 : : Positions : : 20,554 18,557 57 2,354 1,131 0 0 120 507 120 125 : : : : Changes from: July 30, 2013 : : -1,718 -1,526 -11 -517 -6 0 0 0 -375 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 80.7 0.2 10.2 4.9 0.0 0.0 0.5 2.2 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . 5 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 12,945 : : Positions : : 10,758 10,207 565 789 1,024 0 0 0 225 214 217 : : : : Changes from: July 30, 2013 : : -1,077 -875 -3 -151 -80 0 0 0 -35 -172 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 78.8 4.4 6.1 7.9 0.0 0.0 0.0 1.7 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,452 : : Positions : : 3,272 4,184 3,702 3,001 163 0 0 0 805 781 144 : : : : Changes from: July 30, 2013 : : -450 -586 -510 -489 0 0 0 0 -80 -66 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 49.5 43.8 35.5 1.9 0.0 0.0 0.0 9.5 9.2 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 9, 2013