Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 5,242,175 : : Positions : :2,203,983 1,001,073 71,920 2,199,506 565,785 1,003,570 18,702 755,170 50,044 128,699 555,031 : : : : Changes from: March 18, 2014 : : -51,364 6,128 -12,184 -15,189 -9,680 65,652 -1,872 -123,202 -12,944 474 -3,642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 19.1 1.4 42.0 10.8 19.1 0.4 14.4 1.0 2.5 10.6 : : : : Number of Traders in Each Category Total Traders: 210 : : 110 83 5 25 26 25 5 25 16 20 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 724,543 : : Positions : : 74,052 175,385 266,613 109,251 111,727 23,187 45,161 86,693 40,398 74,441 121,401 : : : : Changes from: March 18, 2014 : : 14,568 6,222 -13,108 9,322 12,812 5,203 -1,959 1,877 6,080 -942 -5,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 24.2 36.8 15.1 15.4 3.2 6.2 12.0 5.6 10.3 16.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 17 19 12 9 17 5 7 6 13 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 263,625 : : Positions : : 130,238 199,827 34,407 15,616 29,444 23,121 6,285 3,990 21,348 0 1,647 : : : : Changes from: March 18, 2014 : : 1,491 -15 -853 982 -889 -1,659 -795 183 913 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 75.8 13.1 5.9 11.2 8.8 2.4 1.5 8.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 19 7 . 9 4 . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 148,043 : : Positions : : 102,972 109,240 12,237 21,667 8,518 12,072 867 1,478 0 2,490 843 : : : : Changes from: March 18, 2014 : : 2,040 2,210 -152 -1 -336 -1,294 -60 93 0 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 73.8 8.3 14.6 5.8 8.2 0.6 1.0 0.0 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 224,483 : : Positions : : 137,407 114,837 12,627 63,179 22,725 32,012 5,086 5,457 1,956 3,737 824 : : : : Changes from: March 18, 2014 : : 1,239 -1,002 -5 -936 -179 1,468 3,889 -789 30 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 51.2 5.6 28.1 10.1 14.3 2.3 2.4 0.9 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 12 4 8 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 816,370 : : Positions : : 664,271 135,137 4,879 575,491 73,463 7,947 2,116 2,508 44,999 2,416 11,502 : : : : Changes from: March 18, 2014 : : 8,064 -2,325 -753 8,763 -2,439 482 -483 384 1,077 0 1,361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 16.6 0.6 70.5 9.0 1.0 0.3 0.3 5.5 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 21 . 15 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 240,974 : : Positions : : 154,844 193,380 34,528 14,626 8,652 26,788 0 1,751 0 15,573 0 : : : : Changes from: March 18, 2014 : : -1,021 -5,952 -5,398 362 995 -1,275 0 179 0 -796 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 80.2 14.3 6.1 3.6 11.1 0.0 0.7 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 4 . . 4 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 225,062 : : Positions : : 194,603 95,008 8,580 110,131 10,094 1,571 0 2,738 184 0 368 : : : : Changes from: March 18, 2014 : : 4,195 5,340 830 -1,013 559 332 0 -5 176 0 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 42.2 3.8 48.9 4.5 0.7 0.0 1.2 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 4 9 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 92,682 : : Positions : : 66,904 34,910 5,738 38,675 3,974 5,627 0 2,590 2,928 0 0 : : : : Changes from: March 18, 2014 : : 10,120 4,970 -6,770 -630 -5 1,780 0 1,596 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 37.7 6.2 41.7 4.3 6.1 0.0 2.8 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 141,085 : : Positions : : 86,343 87,448 8,386 10,595 11,193 2,317 8,180 14,057 7,964 322 1,338 : : : : Changes from: March 18, 2014 : : 2,776 -1,810 -2,094 -264 1,179 -36 -451 306 -841 322 668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 62.0 5.9 7.5 7.9 1.6 5.8 10.0 5.6 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 16,297 : : Positions : : 9,154 12,028 0 3,228 120 3,503 0 217 1,302 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 73.8 0.0 19.8 0.7 21.5 0.0 1.3 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 76,268 : : Positions : : 55,817 22,263 2,864 30,157 2,006 0 6,824 5,903 0 0 0 : : : : Changes from: March 18, 2014 : : -105 571 0 -30 0 0 -646 678 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 29.2 3.8 39.5 2.6 0.0 8.9 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 175,682 : : Positions : : 156,740 40,400 3,243 125,471 3,126 318 0 553 1,280 0 0 : : : : Changes from: March 18, 2014 : : 159 -345 19 1,477 263 64 0 -158 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 23.0 1.8 71.4 1.8 0.2 0.0 0.3 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 12 . 8 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 92,778 : : Positions : : 55,554 59,977 25,550 26,062 976 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 1,320 1,218 632 -420 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 64.6 27.5 28.1 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 301,064 : : Positions : : 236,096 148,974 29,428 118,405 16,613 780 5,224 1,803 7,502 1,164 0 : : : : Changes from: March 18, 2014 : : -335 3,111 0 -2,375 867 -153 240 -91 30 -209 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 49.5 9.8 39.3 5.5 0.3 1.7 0.6 2.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 23 4 12 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 84,773 : : Positions : : 66,237 13,583 2,230 36,256 5,685 0 18,122 1,677 158 0 183 : : : : Changes from: March 18, 2014 : : 1,906 16 -1,734 -1,175 634 0 3,537 -203 120 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 16.0 2.6 42.8 6.7 0.0 21.4 2.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 6 . 9 5 0 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 75,924 : : Positions : : 45,823 39,965 11,932 20,339 5,191 2,602 2,208 1,539 0 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 52.6 15.7 26.8 6.8 3.4 2.9 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 107,351 : : Positions : : 92,734 34,275 1,170 53,070 613 6,559 8,232 2,480 2,130 4,110 0 : : : : Changes from: March 18, 2014 : : 8,561 6,485 1,170 3,455 613 2,422 -1,208 668 750 2,790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 31.9 1.1 49.4 0.6 6.1 7.7 2.3 2.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 12 . 6 . 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 86,568 : : Positions : : 42,282 66,766 16,800 1,483 186 12,542 6,042 6,313 6,346 3,831 1,178 : : : : Changes from: March 18, 2014 : : 3,812 5,760 744 150 126 2,867 -335 -205 750 2,790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 77.1 19.4 1.7 0.2 14.5 7.0 7.3 7.3 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 20 31 8 . . 6 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 40,121 : : Positions : : 37,232 36,687 1,116 1,279 0 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 7,902 7,120 0 450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 91.4 2.8 3.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 23 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 111,870 : : Positions : : 76,315 95,625 19,327 0 75 300 4,048 0 0 0 0 : : : : Changes from: March 18, 2014 : : 5,057 6,329 397 0 -1,042 0 -210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 85.5 17.3 0.0 0.1 0.3 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 22 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 16,717 : : Positions : : 7,705 11,286 0 3,909 0 3,099 488 0 3,492 453 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 67.5 0.0 23.4 0.0 18.5 2.9 0.0 20.9 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 8 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 102,420 : : Positions : : 80,059 40,582 479 31,901 12,304 0 1,485 1,605 0 1,840 0 : : : : Changes from: March 18, 2014 : : -3,386 -886 -472 -2 157 0 -1,232 676 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 39.6 0.5 31.1 12.0 0.0 1.4 1.6 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 72,507 : : Positions : : 29,993 61,248 30,592 2,724 0 0 89 1,124 4,037 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 84.5 42.2 3.8 0.0 0.0 0.1 1.6 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 2014 : 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 77,811 : : Positions : : 34,592 70,245 31,179 637 3,371 1,097 0 213 2,102 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 90.3 40.1 0.8 4.3 1.4 0.0 0.3 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 7 . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 24,721 : : Positions : : 12,351 21,516 6,929 0 527 3,228 0 0 734 839 217 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 87.0 28.0 0.0 2.1 13.1 0.0 0.0 3.0 3.4 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 115,632 : : Positions : : 100,888 97,470 721 3,664 5,578 0 1,216 609 0 3,056 0 : : : : Changes from: March 18, 2014 : : 1,029 3,117 90 -2,966 -518 0 48 -546 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.3 0.6 3.2 4.8 0.0 1.1 0.5 0.0 2.6 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 25, 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 294,140 : : Positions : : 239,656 47,876 13,379 158,247 12,324 2,141 57,410 7,036 0 240 0 : : : : Changes from: March 18, 2014 : : 3,863 -585 60 2,499 -1,122 -549 1,109 1,638 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 16.3 4.5 53.8 4.2 0.7 19.5 2.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 9 . 11 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 33,861 : : Positions : : 22,867 27,674 1,211 3,250 1,259 1,778 0 124 6,132 310 0 : : : : Changes from: March 18, 2014 : : 4,807 6,393 -575 419 313 180 0 0 3,151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 81.7 3.6 9.6 3.7 5.3 0.0 0.4 18.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 45,868 : : Positions : : 12,160 40,610 25,386 4,032 150 0 0 0 5,550 0 0 : : : : Changes from: March 18, 2014 : : 565 1,846 736 2,544 150 0 0 0 2,672 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 88.5 55.3 8.8 0.3 0.0 0.0 0.0 12.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 274,749 : : Positions : : 218,894 159,518 25,465 55,528 13,009 4,290 3,238 2,861 0 34,242 217 : : : : Changes from: March 18, 2014 : : 4,913 -775 -745 4,486 -663 778 0 -395 -289 194 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 58.1 9.3 20.2 4.7 1.6 1.2 1.0 0.0 12.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 23 4 4 6 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 89,919 : : Positions : : 44,475 76,702 27,068 5,588 4,084 0 0 0 9,045 0 0 : : : : Changes from: March 18, 2014 : : -140 1,268 1,969 0 1,804 0 0 0 369 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 85.3 30.1 6.2 4.5 0.0 0.0 0.0 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 83,834 : : Positions : : 33,094 65,166 38,422 9,190 5,848 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 2,089 1,465 914 1,652 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 77.7 45.8 11.0 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 77,996 : : Positions : : 47,963 39,313 13,781 26,711 2,742 0 2,037 731 1,465 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 50.4 17.7 34.2 3.5 0.0 2.6 0.9 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 1,138,127 : : Positions : : 143,634 199,721 109,037 44,313 95,358 272,410 153,042 271,029 31,125 210,276 139,243 : : : : Changes from: March 18, 2014 : : -1,861 -1,262 2,158 -2,286 -1,470 -6,688 10,229 -16,294 -1,942 -12,565 7,313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 17.5 9.6 3.9 8.4 23.9 13.4 23.8 2.7 18.5 12.2 : : : : Number of Traders in Each Category Total Traders: 270 : : 28 25 17 13 24 96 29 72 39 34 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 482,879 : : Positions : : 88,199 51,952 9,846 108,856 99,759 12,863 17,775 38,816 154,617 90,538 70,337 : : : : Changes from: March 18, 2014 : : 6,792 -4,491 76 -5,016 2,687 -4,910 525 2,261 -1,959 11,170 7,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 10.8 2.0 22.5 20.7 2.7 3.7 8.0 32.0 18.7 14.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 15 15 6 11 16 8 5 12 18 4 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 78,448 : : Positions : : 8,463 5,519 30,027 11,848 12,513 4,618 16,869 7,274 3,502 13,750 7,942 : : : : Changes from: March 18, 2014 : : 611 -11 1,041 44 -10 1,021 4,413 950 688 -1,264 1,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 7.0 38.3 15.1 16.0 5.9 21.5 9.3 4.5 17.5 10.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 4 8 . 10 4 . 5 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 2,346,022 : : Positions : : 278,771 381,212 20,179 885,773 505,343 334,768 30,663 324,760 669,005 10,616 176,026 : : : : Changes from: March 18, 2014 : : 6,137 13,238 628 -464 -4,170 -6,171 -449 -11,039 9,746 -411 -1,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 16.2 0.9 37.8 21.5 14.3 1.3 13.8 28.5 0.5 7.5 : : : : Number of Traders in Each Category Total Traders: 128 : : 42 41 6 22 26 20 6 18 20 . 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 824,757 : : Positions : : 181,733 70,314 298,651 174,606 169,250 19,519 161,105 60,746 11,540 110,746 74,036 : : : : Changes from: March 18, 2014 : : 10,263 1,093 -4,158 4,663 2,302 1,261 -3,121 6,161 -1,546 3,451 -1,572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 8.5 36.2 21.2 20.5 2.4 19.5 7.4 1.4 13.4 9.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 17 18 19 4 19 9 10 11 5 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 21,757 : : Positions : : 18,226 15,686 948 3,992 1,077 0 0 0 797 155 386 : : : : Changes from: March 18, 2014 : : 942 1,610 238 -221 341 0 0 0 229 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 72.1 4.4 18.3 5.0 0.0 0.0 0.0 3.7 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 27 4 . 5 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 12,596 : : Positions : : 11,453 9,305 0 1,816 758 0 0 0 0 286 100 : : : : Changes from: March 18, 2014 : : 396 252 0 84 -31 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 73.9 0.0 14.4 6.0 0.0 0.0 0.0 0.0 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 0 7 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 25, 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 6,242 : : Positions : : 2,393 3,866 2,742 917 296 0 0 0 25 743 56 : : : : Changes from: March 18, 2014 : : 370 415 25 0 20 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 61.9 43.9 14.7 4.7 0.0 0.0 0.0 0.4 11.9 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 4 . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 28, 2014