Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 5,435,003 : : Positions : :2,249,610 1,001,292 97,213 2,284,168 546,086 929,431 20,877 899,623 121,040 112,691 554,802 : : : : Changes from: March 4, 2014 : : 7,571 -37,296 -4,755 14,054 -1,712 25,787 1,173 2,448 -17,512 27,941 -12,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 18.4 1.8 42.0 10.0 17.1 0.4 16.6 2.2 2.1 10.2 : : : : Number of Traders in Each Category Total Traders: 218 : : 110 87 4 26 27 22 7 25 26 16 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 627,517 : : Positions : : 59,752 167,645 250,730 97,547 97,256 16,529 34,019 69,614 28,033 55,921 104,755 : : : : Changes from: March 4, 2014 : : 140 436 24,734 6,219 -3,466 -426 -6,720 -1,083 -7,201 17,192 8,689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 26.7 40.0 15.5 15.5 2.6 5.4 11.1 4.5 8.9 16.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 16 19 13 7 17 4 7 6 12 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 262,962 : : Positions : : 130,009 199,534 34,594 9,791 31,735 21,490 8,664 3,035 19,578 175 2,168 : : : : Changes from: March 4, 2014 : : -9,084 -7,285 -1,533 -1,745 125 -192 -12 -779 1,235 -160 388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 75.9 13.2 3.7 12.1 8.2 3.3 1.2 7.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 149,191 : : Positions : : 100,977 105,143 11,992 25,728 8,970 15,671 1,047 1,134 793 2,193 867 : : : : Changes from: March 4, 2014 : : -4,735 -5,632 970 2,301 -5,913 -1,140 248 -614 148 0 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 70.5 8.0 17.2 6.0 10.5 0.7 0.8 0.5 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 220,093 : : Positions : : 138,256 108,369 10,813 70,750 22,572 29,783 2,777 5,116 1,498 519 940 : : : : Changes from: March 4, 2014 : : -1,009 7,914 1,238 -10,038 -1,198 -938 848 -289 -437 -1,240 605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 49.2 4.9 32.1 10.3 13.5 1.3 2.3 0.7 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 13 4 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 808,940 : : Positions : : 649,163 134,247 7,428 563,009 85,377 7,375 1,858 2,211 41,501 1,359 10,141 : : : : Changes from: March 4, 2014 : : 12,377 3,050 -3,576 5,411 -4,869 646 -450 -126 -497 1,359 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 16.6 0.9 69.6 10.6 0.9 0.2 0.3 5.1 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 21 . 16 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 252,072 : : Positions : : 150,523 206,523 51,155 14,024 7,790 28,643 0 1,084 0 16,369 0 : : : : Changes from: March 4, 2014 : : -14,508 -9,888 -484 -811 -3,885 -2,258 0 -353 -1,302 -1,806 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 81.9 20.3 5.6 3.1 11.4 0.0 0.4 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 4 . 4 4 0 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 214,604 : : Positions : : 185,506 87,795 7,750 110,597 9,473 3,320 0 1,227 8 0 544 : : : : Changes from: March 4, 2014 : : -24,651 -13,829 -1,257 -8,431 -555 1,066 0 -310 -2 0 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 40.9 3.6 51.5 4.4 1.5 0.0 0.6 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 18 . 10 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 85,125 : : Positions : : 50,773 25,532 15,926 39,425 3,412 4,934 0 668 2,928 0 0 : : : : Changes from: March 4, 2014 : : -5,010 -5,392 1,266 -123 -2,686 3,381 -126 -902 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 30.0 18.7 46.3 4.0 5.8 0.0 0.8 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 141,302 : : Positions : : 83,390 85,896 10,976 13,577 9,694 2,009 12,320 11,473 12,113 116 584 : : : : Changes from: March 4, 2014 : : -946 -2,067 2,110 -1,721 -909 -118 920 261 -5,153 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 60.8 7.8 9.6 6.9 1.4 8.7 8.1 8.6 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 74,524 : : Positions : : 53,681 21,853 2,864 28,425 2,676 0 7,318 5,167 0 0 0 : : : : Changes from: March 4, 2014 : : -7,067 -1,340 -12 -1,152 -16 0 -2,944 -173 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 29.3 3.8 38.1 3.6 0.0 9.8 6.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 171,998 : : Positions : : 154,904 41,232 4,197 122,352 2,251 719 0 824 1,280 0 0 : : : : Changes from: March 4, 2014 : : -9,093 -2,365 -1,309 -5,422 -97 640 0 -261 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 24.0 2.4 71.1 1.3 0.4 0.0 0.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 12 . 8 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 91,220 : : Positions : : 53,764 58,848 24,918 26,602 1,036 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : 1,195 1,103 -403 -1,358 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 64.5 27.3 29.2 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 293,540 : : Positions : : 229,272 138,873 29,428 120,156 15,209 874 4,984 2,440 6,736 1,285 0 : : : : Changes from: March 4, 2014 : : -17,185 -9,496 -1,790 -5,240 2,839 -1,649 0 642 3,024 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 47.3 10.0 40.9 5.2 0.3 1.7 0.8 2.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 20 4 12 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 82,555 : : Positions : : 64,789 13,660 3,964 38,078 4,989 0 14,770 1,642 38 0 303 : : : : Changes from: March 4, 2014 : : -582 -2,111 -664 -3,556 -367 -3,697 2,276 -258 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 16.5 4.8 46.1 6.0 0.0 17.9 2.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 7 . 9 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 94,438 : : Positions : : 81,929 27,670 2,573 49,615 0 5,129 8,480 1,812 930 0 0 : : : : Changes from: March 4, 2014 : : -21,805 -35,877 -6,851 -4,427 -5,571 -5,193 3,663 -4,706 -4,464 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 29.3 2.7 52.5 0.0 5.4 9.0 1.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 . 4 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 79,380 : : Positions : : 37,090 63,462 17,926 1,333 0 10,859 5,417 6,518 6,049 744 275 : : : : Changes from: March 4, 2014 : : -12,260 -42,215 -2,174 112 -1,400 -23,284 4,208 -3,608 -857 -699 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 79.9 22.6 1.7 0.0 13.7 6.8 8.2 7.6 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 16 31 7 . 0 7 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 26,528 : : Positions : : 23,487 24,138 1,116 589 0 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -891 -894 -952 -1,260 0 0 0 0 -802 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 91.0 4.2 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 110,825 : : Positions : : 74,813 92,862 19,698 0 1,419 300 4,258 0 0 0 0 : : : : Changes from: March 4, 2014 : : -1,766 -2,575 -1,159 -837 -594 300 -210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 83.8 17.8 0.0 1.3 0.3 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 23 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 104,101 : : Positions : : 84,567 41,384 951 32,143 12,147 0 2,839 997 0 2,140 0 : : : : Changes from: March 4, 2014 : : -2,425 -1,912 -428 -2,457 -465 0 -280 -60 0 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 39.8 0.9 30.9 11.7 0.0 2.7 1.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 2014 : 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 114,798 : : Positions : : 99,175 93,814 631 7,486 6,096 0 1,693 636 0 2,688 0 : : : : Changes from: March 4, 2014 : : -5,911 -6,881 -747 -2,182 428 0 1,441 -609 0 -72 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.7 0.5 6.5 5.3 0.0 1.5 0.6 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 291,349 : : Positions : : 235,033 48,556 11,185 154,928 14,180 2,806 55,402 5,669 0 0 0 : : : : Changes from: March 4, 2014 : : -5,048 -4,149 -1,235 -2,717 -1,070 2,806 4,303 -1,620 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 16.7 3.8 53.2 4.9 1.0 19.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 8 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 24,000 : : Positions : : 16,524 19,355 1,786 2,831 946 1,482 0 0 2,921 310 0 : : : : Changes from: March 4, 2014 : : -4,016 -7,095 728 336 -1,344 -2,340 0 0 -422 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 80.6 7.4 11.8 3.9 6.2 0.0 0.0 12.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 39,864 : : Positions : : 11,505 37,818 23,794 1,488 0 0 0 0 2,878 0 0 : : : : Changes from: March 4, 2014 : : -3,351 -2,847 -588 -476 -280 0 0 0 -56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 94.9 59.7 3.7 0.0 0.0 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 269,525 : : Positions : : 210,075 160,653 26,031 51,134 13,057 3,638 1,714 4,103 289 33,728 217 : : : : Changes from: March 4, 2014 : : -5,366 -5,580 -2,910 -2,571 -289 214 -1,441 -109 289 1,710 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 59.6 9.7 19.0 4.8 1.3 0.6 1.5 0.1 12.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 22 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 86,405 : : Positions : : 42,516 73,477 25,551 5,588 1,976 0 0 0 8,676 0 0 : : : : Changes from: March 4, 2014 : : -5,612 -4,724 1,630 -310 59 0 0 0 -155 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 85.0 29.6 6.5 2.3 0.0 0.0 0.0 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 73,933 : : Positions : : 23,773 57,589 36,438 7,538 5,848 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -857 -2,245 -2,300 -310 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 77.9 49.3 10.2 7.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,172,007 : : Positions : : 144,919 205,823 106,000 42,136 99,077 289,021 141,475 282,665 32,035 234,812 139,248 : : : : Changes from: March 4, 2014 : : -2,694 -2,215 3,544 6,764 -15,389 -6,268 -3,050 4,310 1,630 -7,192 -4,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 17.6 9.0 3.6 8.5 24.7 12.1 24.1 2.7 20.0 11.9 : : : : Number of Traders in Each Category Total Traders: 276 : : 30 27 17 13 24 96 25 67 39 38 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 445,338 : : Positions : : 81,108 56,932 7,122 103,884 93,378 19,254 22,535 33,182 156,497 81,064 50,075 : : : : Changes from: March 4, 2014 : : 0 90 -400 1,116 -826 -92 0 47 1,948 353 -1,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 12.8 1.6 23.3 21.0 4.3 5.1 7.5 35.1 18.2 11.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 14 14 5 12 15 8 4 12 18 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 64,531 : : Positions : : 7,499 5,600 26,970 11,804 10,725 3,110 9,074 4,280 974 13,379 6,207 : : : : Changes from: March 4, 2014 : : 4 0 750 480 774 3,110 3,080 65 11 -355 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 8.7 41.8 18.3 16.6 4.8 14.1 6.6 1.5 20.7 9.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 . 9 . 10 . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 2,345,766 : : Positions : : 270,095 364,699 15,212 872,164 513,456 343,061 34,751 339,399 649,007 12,506 177,134 : : : : Changes from: March 4, 2014 : : 4,378 3,249 -14,479 21,264 1,298 5,300 7 -7,612 26,530 -2,109 8,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 15.5 0.6 37.2 21.9 14.6 1.5 14.5 27.7 0.5 7.6 : : : : Number of Traders in Each Category Total Traders: 130 : : 38 40 6 22 26 22 7 20 18 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 795,774 : : Positions : : 168,042 68,799 302,061 169,619 164,458 18,115 156,734 49,872 11,284 108,811 73,257 : : : : Changes from: March 4, 2014 : : 1,302 1,869 27,772 5,857 4,394 609 -9,721 1,567 -4,864 26,422 -1,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 8.6 38.0 21.3 20.7 2.3 19.7 6.3 1.4 13.7 9.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 15 17 18 5 20 7 12 10 4 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 18,749 : : Positions : : 16,373 12,923 665 4,273 736 0 0 0 431 155 201 : : : : Changes from: March 4, 2014 : : -2,034 -1,478 -190 -83 -259 0 0 0 -170 -48 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 68.9 3.5 22.8 3.9 0.0 0.0 0.0 2.3 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 28 . 4 5 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 11,967 : : Positions : : 10,848 8,861 0 1,760 764 0 0 0 0 166 85 : : : : Changes from: March 4, 2014 : : -942 -954 0 12 115 0 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.0 0.0 14.7 6.4 0.0 0.0 0.0 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 0 7 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 5,678 : : Positions : : 1,920 3,417 2,597 917 223 0 0 0 25 699 36 : : : : Changes from: March 4, 2014 : : 146 213 60 -30 0 0 0 0 0 143 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 60.2 45.7 16.2 3.9 0.0 0.0 0.0 0.4 12.3 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2014