Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 5,787,983 : : Positions : :2,197,343 1,291,544 116,843 2,205,222 600,058 947,431 27,903 1,062,345 312,334 77,288 513,285 : : : : Changes from: December 31, 2013 : : 71,042 -7,608 -6,831 -2,628 10,847 -6,989 6,935 143,153 -52,441 7,714 -29,674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 22.3 2.0 38.1 10.4 16.4 0.5 18.4 5.4 1.3 8.9 : : : : Number of Traders in Each Category Total Traders: 215 : : 102 87 6 25 27 24 8 25 30 12 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 710,869 : : Positions : : 57,999 184,991 266,954 41,613 134,394 40,422 100,821 64,382 37,189 74,949 109,017 : : : : Changes from: December 31, 2013 : : -1,341 1,865 -4,245 1,156 2,664 1,912 22,807 21,612 1,878 -27,376 -17,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 26.0 37.6 5.9 18.9 5.7 14.2 9.1 5.2 10.5 15.3 : : : : Number of Traders in Each Category Total Traders: 79 : : 18 20 14 6 18 5 9 8 8 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 217,754 : : Positions : : 100,227 157,436 45,324 11,374 28,317 11,173 7,086 6,254 6,202 0 1,276 : : : : Changes from: December 31, 2013 : : -11,023 -11,140 -5,425 -2,938 -561 -2,637 1,935 -777 5,048 0 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 72.3 20.8 5.2 13.0 5.1 3.3 2.9 2.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 4 . 5 . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 171,389 : : Positions : : 117,959 90,531 4,900 42,315 26,237 15,149 1,074 1,498 387 652 1,211 : : : : Changes from: December 31, 2013 : : 3,150 -6,268 1,096 7,032 -12,745 51 0 -513 4 652 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 52.8 2.9 24.7 15.3 8.8 0.6 0.9 0.2 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 6 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 205,628 : : Positions : : 127,846 91,203 21,052 78,503 20,974 20,446 1,058 5,871 88 2,431 704 : : : : Changes from: December 31, 2013 : : -10,580 -8,540 -3,844 -8,852 2,149 -2,027 385 1,680 88 306 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 44.4 10.2 38.2 10.2 9.9 0.5 2.9 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 16 6 7 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 742,335 : : Positions : : 605,326 147,326 2,234 484,011 100,123 3,593 1,999 1,660 21,956 0 1,023 : : : : Changes from: December 31, 2013 : : -21,526 -16,394 441 -165 -4,079 445 -183 -523 5,389 0 -371 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 19.8 0.3 65.2 13.5 0.5 0.3 0.2 3.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 18 . 16 17 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 237,582 : : Positions : : 152,983 188,007 51,206 19,770 8,104 17,548 385 1,148 0 14,758 0 : : : : Changes from: December 31, 2013 : : -16,516 -5,216 11,519 3,857 -3,179 5,704 385 -322 -1,291 0 -407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 79.1 21.6 8.3 3.4 7.4 0.2 0.5 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 213,921 : : Positions : : 179,151 84,603 19,193 114,853 6,003 2,561 59 2,647 0 57 391 : : : : Changes from: December 31, 2013 : : -15,024 -11,138 -4,045 -7,557 0 -1,123 -632 243 0 -208 -1,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 39.5 9.0 53.7 2.8 1.2 0.0 1.2 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 22 5 9 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 73,623 : : Positions : : 40,623 20,458 16,056 35,515 4,051 5,647 434 1,465 0 0 0 : : : : Changes from: December 31, 2013 : : -11,800 -12,566 1,152 -991 -1,431 -452 -806 121 -79 -465 -809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 27.8 21.8 48.2 5.5 7.7 0.6 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 144,181 : : Positions : : 89,663 80,790 6,498 24,329 11,282 608 14,862 7,227 18,098 1,078 310 : : : : Changes from: December 31, 2013 : : -7,150 -3,461 249 -1,077 2,120 -369 -1,051 -317 267 4 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 56.0 4.5 16.9 7.8 0.4 10.3 5.0 12.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 16,484 : : Positions : : 13,606 15,157 875 279 0 1,240 0 0 0 341 0 : : : : Changes from: December 31, 2013 : : -8,494 -8,494 155 -186 -403 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 91.9 5.3 1.7 0.0 7.5 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 80,998 : : Positions : : 61,134 25,716 2,888 32,237 1,540 0 8,187 4,563 0 0 0 : : : : Changes from: December 31, 2013 : : -2,331 -3,413 -74 654 -451 0 562 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 31.7 3.6 39.8 1.9 0.0 10.1 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 7 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 153,638 : : Positions : : 134,748 36,881 10,596 103,974 1,570 0 102 1,391 0 0 0 : : : : Changes from: December 31, 2013 : : -11,024 -4,647 -1,984 -10,656 870 0 -214 161 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 24.0 6.9 67.7 1.0 0.0 0.1 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 14 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 84,400 : : Positions : : 44,536 52,626 24,031 27,849 974 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -3,720 -4,664 -403 319 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 62.4 28.5 33.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 280,366 : : Positions : : 233,433 133,372 31,025 126,626 8,539 900 0 2,248 0 2,672 270 : : : : Changes from: December 31, 2013 : : -16,580 -10,787 -1,000 -9,071 -1,030 900 -303 -353 0 402 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 47.6 11.1 45.2 3.0 0.3 0.0 0.8 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 34 24 4 8 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 85,005 : : Positions : : 49,598 19,749 10,923 25,688 14,783 4,372 9,962 2,074 0 59 487 : : : : Changes from: December 31, 2013 : : -3,450 -1,214 828 180 -1,222 -687 -977 194 0 -318 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 23.2 12.8 30.2 17.4 5.1 11.7 2.4 0.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 10 4 6 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 98,887 : : Positions : : 47,579 85,561 10,003 248 118 30,612 5,334 3,968 5,363 2,480 0 : : : : Changes from: December 31, 2013 : : -17,267 -56,544 -8,649 -620 -341 -26,571 1,550 -1,550 -8,618 -5,363 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 86.5 10.1 0.3 0.1 31.0 5.4 4.0 5.4 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 22 . . . 6 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 18,412 : : Positions : : 16,352 17,513 930 589 0 634 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -9,324 -9,851 -1,054 -744 0 0 0 0 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 95.1 5.1 3.2 0.0 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 108,831 : : Positions : : 76,390 82,180 13,737 2,567 3,546 0 6,848 0 0 3,210 0 : : : : Changes from: December 31, 2013 : : -2,638 -7,058 -5,990 -1,054 2,111 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 75.5 12.6 2.4 3.3 0.0 6.3 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 60,329 : : Positions : : 34,903 46,150 16,091 7,691 214 3,628 0 1,222 218 0 224 : : : : Changes from: December 31, 2013 : : -3,002 -2,797 -205 -403 0 750 0 -189 99 0 -624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 76.5 26.7 12.7 0.4 6.0 0.0 2.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 111,244 : : Positions : : 89,765 48,724 2,036 40,370 8,800 0 1,367 1,095 501 0 1,068 : : : : Changes from: December 31, 2013 : : -4,479 -3,177 93 -879 1,619 0 -1,923 183 128 0 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 43.8 1.8 36.3 7.9 0.0 1.2 1.0 0.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 78,857 : : Positions : : 46,488 64,901 24,718 3,706 1,958 279 0 1,084 0 0 0 : : : : Changes from: December 31, 2013 : : -10,821 -9,094 1,485 -3,601 -647 -801 0 62 -173 0 -658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 82.3 31.3 4.7 2.5 0.4 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 272,794 : : Positions : : 221,070 63,612 10,725 140,690 21,642 3,374 34,660 1,989 0 0 0 : : : : Changes from: December 31, 2013 : : -5,793 -10,213 -699 -7,787 -742 -1,772 5,349 19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 23.3 3.9 51.6 7.9 1.2 12.7 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 13 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 22,347 : : Positions : : 17,112 20,083 1,452 1,625 0 3,039 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -5,133 -7,680 -1,214 -161 0 -1,301 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 89.9 6.5 7.3 0.0 13.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233C1 Open Interest is 35,049 : : Positions : : 27,636 28,088 4,922 6,626 186 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -5,473 -3,999 0 -1,767 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 80.1 14.0 18.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 37,304 : : Positions : : 14,874 35,506 20,371 899 124 0 0 0 279 0 0 : : : : Changes from: December 31, 2013 : : -5,481 -4,030 713 620 -2,139 -837 0 0 31 -1,364 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 95.2 54.6 2.4 0.3 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 233,838 : : Positions : : 155,894 159,870 46,320 18,169 10,209 667 4,081 4,588 5,056 31,755 208 : : : : Changes from: December 31, 2013 : : -10,174 -7,936 -1,486 -1,480 -2,037 -1,276 -133 1,172 -279 -494 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 68.4 19.8 7.8 4.4 0.3 1.7 2.0 2.2 13.6 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 82,254 : : Positions : : 43,145 72,873 26,263 2,885 0 0 1,503 431 8,184 0 0 : : : : Changes from: December 31, 2013 : : -3,952 -6,950 -319 75 0 0 1,503 431 -1,271 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 88.6 31.9 3.5 0.0 0.0 1.8 0.5 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 76,728 : : Positions : : 26,714 62,548 37,501 5,132 6,276 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -4,401 -5,656 -1,891 -310 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 81.5 48.9 6.7 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 86,785 : : Positions : : 56,370 43,247 15,450 30,824 2,502 0 2,488 1,200 0 3,648 0 : : : : Changes from: December 31, 2013 : : -4,920 -5,882 -762 640 -94 0 -253 -151 0 -930 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 49.8 17.8 35.5 2.9 0.0 2.9 1.4 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 11,174 : : Positions : : 10,523 7,329 0 930 0 589 1,085 0 0 248 0 : : : : Changes from: December 31, 2013 : : -5,549 -4,960 -372 -496 0 0 0 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 65.6 0.0 8.3 0.0 5.3 9.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 0 . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 1,308,426 : : Positions : : 145,426 236,767 174,083 22,672 107,070 308,934 183,192 323,544 23,107 256,707 150,087 : : : : Changes from: December 31, 2013 : : 8,867 10,920 3,919 547 -4,804 -7,722 3,616 13,858 -2,265 -10,797 1,227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 18.1 13.3 1.7 8.2 23.6 14.0 24.7 1.8 19.6 11.5 : : : : Number of Traders in Each Category Total Traders: 300 : : 37 34 20 14 25 91 41 71 34 49 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 443,567 : : Positions : : 74,637 60,229 12,070 72,701 104,794 26,402 23,096 24,800 145,529 103,901 51,577 : : : : Changes from: December 31, 2013 : : -137 -136 -450 12,800 -1,303 6,746 15,859 6,945 6,953 -15,240 -4,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 13.6 2.7 16.4 23.6 6.0 5.2 5.6 32.8 23.4 11.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 15 15 4 13 15 6 . 12 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 64,802 : : Positions : : 9,447 6,561 21,544 6,404 12,637 3,638 7,960 5,795 674 15,921 5,522 : : : : Changes from: December 31, 2013 : : 155 29 778 1,688 50 958 625 2,032 -693 -663 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 10.1 33.2 9.9 19.5 5.6 12.3 8.9 1.0 24.6 8.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 4 5 . 8 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 2,428,166 : : Positions : : 287,153 356,201 22,802 812,714 574,633 320,797 33,272 461,740 574,506 6,052 146,945 : : : : Changes from: December 31, 2013 : : -2,345 6,472 1,600 5,490 -588 44,124 -34,846 49,184 -66,115 30 -31,778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 14.7 0.9 33.5 23.7 13.2 1.4 19.0 23.7 0.2 6.1 : : : : Number of Traders in Each Category Total Traders: 124 : : 44 40 7 20 25 17 6 19 16 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 813,510 : : Positions : : 199,468 74,684 221,306 123,179 210,726 19,042 182,465 59,453 15,370 74,752 82,838 : : : : Changes from: December 31, 2013 : : 980 656 5,378 -2,747 -324 50 40,055 11,391 1,801 -29,424 -852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 9.2 27.2 15.1 25.9 2.3 22.4 7.3 1.9 9.2 10.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 12 12 19 . 18 7 12 11 6 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 17,953 : : Positions : : 15,274 13,450 659 2,672 740 0 0 480 427 171 164 : : : : Changes from: December 31, 2013 : : -4,551 -4,236 -71 -373 102 0 0 0 50 35 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 74.9 3.7 14.9 4.1 0.0 0.0 2.7 2.4 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 . 4 6 0 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 12,597 : : Positions : : 10,899 8,334 546 2,286 899 0 0 0 89 690 68 : : : : Changes from: December 31, 2013 : : -2,134 -1,996 -70 11 -123 0 0 0 -98 -285 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 66.2 4.3 18.1 7.1 0.0 0.0 0.0 0.7 5.5 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 18 . 6 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014 : 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 4,431 : : Positions : : 2,039 2,793 1,700 596 290 0 0 0 25 314 77 : : : : Changes from: December 31, 2013 : : -910 -702 -404 -227 -101 0 0 0 5 -220 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 63.0 38.4 13.5 6.5 0.0 0.0 0.0 0.6 7.1 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 10, 2014