Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 4,611,438 : : Positions : :2,063,804 1,013,151 39,873 1,796,201 582,444 826,567 60,173 526,544 34,793 113,269 506,115 : : : : Changes from: May 27, 2014 : : -123,857 -11,360 1,569 -134,019 -8,785 -26,047 14,884 -19,326 -10,608 -26,246 16,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 22.0 0.9 39.0 12.6 17.9 1.3 11.4 0.8 2.5 11.0 : : : : Number of Traders in Each Category Total Traders: 207 : : 108 89 4 26 26 19 7 20 21 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 604,445 : : Positions : : 50,201 153,500 227,771 85,864 110,770 28,980 17,989 50,857 28,937 78,330 106,527 : : : : Changes from: May 27, 2014 : : -9,322 -4,623 -3,226 -15,446 -8,307 -52,658 -11,652 -7,866 2,845 -30,387 -4,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 25.4 37.7 14.2 18.3 4.8 3.0 8.4 4.8 13.0 17.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 16 21 13 7 17 6 6 7 . 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 255,354 : : Positions : : 145,414 180,507 17,969 13,073 34,307 18,211 10,634 7,880 13,403 0 2,353 : : : : Changes from: May 27, 2014 : : 3,537 3,864 -4,886 1,470 4,080 5,131 -1,482 547 240 0 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 70.7 7.0 5.1 13.4 7.1 4.2 3.1 5.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 5 5 8 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 135,589 : : Positions : : 110,010 98,794 5,696 23,523 4,876 4,535 0 1,398 270 2,170 0 : : : : Changes from: May 27, 2014 : : 5,340 3,331 -62 904 62 -714 0 354 270 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 72.9 4.2 17.3 3.6 3.3 0.0 1.0 0.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . 6 8 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 210,477 : : Positions : : 140,317 83,831 10,810 87,249 22,506 19,369 4,728 2,243 4,217 372 0 : : : : Changes from: May 27, 2014 : : 7,480 -6,510 196 11,967 -347 -1,711 2,032 528 374 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 39.8 5.1 41.5 10.7 9.2 2.2 1.1 2.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 15 4 9 10 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 761,486 : : Positions : : 601,371 174,049 5,979 498,078 68,615 5,166 1,146 1,218 67,069 2,776 8,527 : : : : Changes from: May 27, 2014 : : -32,856 2,777 669 -38,288 -1,341 -1,796 -870 496 -3,828 0 607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 22.9 0.8 65.4 9.0 0.7 0.2 0.2 8.8 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 22 4 15 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 240,376 : : Positions : : 165,570 197,261 30,988 14,141 7,013 24,437 0 346 2,323 15,142 0 : : : : Changes from: May 27, 2014 : : 3,822 754 -3,200 0 1,215 -1,074 0 88 151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 82.1 12.9 5.9 2.9 10.2 0.0 0.1 1.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 228,553 : : Positions : : 205,640 102,725 8,163 108,968 7,050 1,514 209 3,319 0 0 0 : : : : Changes from: May 27, 2014 : : 6,222 6,137 0 -405 779 -734 209 -212 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 44.9 3.6 47.7 3.1 0.7 0.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 31 4 10 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 111,567 : : Positions : : 94,648 46,973 0 40,440 2,887 2,579 1,436 3,111 0 2,110 0 : : : : Changes from: May 27, 2014 : : 1,997 3,616 0 -434 0 712 1,436 -786 0 -56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 42.1 0.0 36.2 2.6 2.3 1.3 2.8 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 0 6 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 114,235 : : Positions : : 73,568 73,620 9,456 7,196 11,171 0 7,276 4,695 2,298 981 2,000 : : : : Changes from: May 27, 2014 : : 2,205 -1,250 -193 1,415 417 0 -639 59 -379 934 -533 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 64.4 8.3 6.3 9.8 0.0 6.4 4.1 2.0 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 80,298 : : Positions : : 64,928 22,270 2,864 39,246 673 105 2,808 1,357 0 0 0 : : : : Changes from: May 27, 2014 : : 2,581 -2,745 0 214 0 -758 360 -153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 27.7 3.6 48.9 0.8 0.1 3.5 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 205,866 : : Positions : : 188,975 58,091 3,368 141,015 2,786 0 0 0 1,038 0 0 : : : : Changes from: May 27, 2014 : : 7,005 7,637 0 -510 1,235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 28.2 1.6 68.5 1.4 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 13 . 11 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 82,646 : : Positions : : 48,189 49,685 23,745 26,808 856 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 289 -1,438 0 1,704 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 60.1 28.7 32.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 5 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 300,942 : : Positions : : 243,380 129,279 24,879 143,786 17,991 0 2,448 0 4,047 0 0 : : : : Changes from: May 27, 2014 : : 2,838 -134 453 5,753 -2,629 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 43.0 8.3 47.8 6.0 0.0 0.8 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 22 . 13 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 78,151 : : Positions : : 59,433 14,443 2,863 32,269 6,072 2,369 12,194 2,391 0 0 0 : : : : Changes from: May 27, 2014 : : -419 -239 0 2,239 -59 122 -1,934 245 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 18.5 3.7 41.3 7.8 3.0 15.6 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 9 . 8 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 80,001 : : Positions : : 42,919 39,758 23,291 25,673 3,434 1,163 0 3,489 0 0 0 : : : : Changes from: May 27, 2014 : : 730 -8 0 126 0 480 0 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 49.7 29.1 32.1 4.3 1.5 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 5 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 132,535 : : Positions : : 116,460 56,540 3,858 65,935 0 7,740 3,534 738 2,010 0 0 : : : : Changes from: May 27, 2014 : : 7,800 11,246 3,318 1,320 0 -30 0 0 690 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 42.7 2.9 49.7 0.0 5.8 2.7 0.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 23 . 7 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 85,821 : : Positions : : 50,011 71,024 6,755 1,196 556 20,818 3,906 738 4,437 0 496 : : : : Changes from: May 27, 2014 : : 7,406 9,748 2,792 704 496 90 0 0 854 -992 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 82.8 7.9 1.4 0.6 24.3 4.6 0.9 5.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 30 6 . . 5 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 48,243 : : Positions : : 44,663 39,822 1,866 6,406 0 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 2,136 2,312 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 82.5 3.9 13.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 131,832 : : Positions : : 87,847 115,111 26,707 2,047 2,797 691 1,443 440 0 0 0 : : : : Changes from: May 27, 2014 : : -3,210 -1,083 1,388 0 0 295 0 440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 87.3 20.3 1.6 2.1 0.5 1.1 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 20 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 65,473 : : Positions : : 41,964 44,326 12,936 12,138 516 986 0 1,436 0 0 0 : : : : Changes from: May 27, 2014 : : 883 -792 0 604 0 986 -153 -793 -408 0 -453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 67.7 19.8 18.5 0.8 1.5 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 110,306 : : Positions : : 91,639 41,031 0 45,804 7,948 205 2,738 3,401 0 0 0 : : : : Changes from: May 27, 2014 : : 1,233 84 0 1,596 -651 205 1,638 738 0 -984 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 37.2 0.0 41.5 7.2 0.2 2.5 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 25,441 : : Positions : : 13,052 21,064 4,126 0 1,512 4,022 0 0 1,433 600 0 : : : : Changes from: May 27, 2014 : : -374 312 -420 0 420 60 0 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 82.8 16.2 0.0 5.9 15.8 0.0 0.0 5.6 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 128,576 : : Positions : : 114,842 103,271 194 2,402 4,301 480 405 1,266 372 13,686 0 : : : : Changes from: May 27, 2014 : : 705 -1,031 -856 0 856 -603 405 246 0 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 80.3 0.2 1.9 3.3 0.4 0.3 1.0 0.3 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 274,468 : : Positions : : 226,631 42,885 13,978 156,222 12,145 0 46,602 6,859 0 0 0 : : : : Changes from: May 27, 2014 : : 1,684 1,492 -466 2,088 -1,206 0 1,972 441 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 15.6 5.1 56.9 4.4 0.0 17.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 14 . 10 8 0 4 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 41,090 : : Positions : : 30,494 30,608 1,342 4,794 0 248 5,108 0 6,987 0 0 : : : : Changes from: May 27, 2014 : : 2,972 2,600 0 0 0 0 1,240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 74.5 3.3 11.7 0.0 0.6 12.4 0.0 17.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 41,906 : : Positions : : 10,346 36,125 24,150 3,842 0 496 0 0 2,302 0 840 : : : : Changes from: May 27, 2014 : : -1,476 330 1,080 180 0 0 0 0 -480 0 480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 86.2 57.6 9.2 0.0 1.2 0.0 0.0 5.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 276,238 : : Positions : : 212,570 154,518 33,359 54,149 10,053 2,663 3,820 2,093 652 42,254 2,568 : : : : Changes from: May 27, 2014 : : 3,105 2,127 -108 722 422 154 -396 -33 62 582 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 55.9 12.1 19.6 3.6 1.0 1.4 0.8 0.2 15.3 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 24 5 4 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 72,816 : : Positions : : 40,981 56,668 9,746 4,856 7,295 0 0 0 9,405 0 0 : : : : Changes from: May 27, 2014 : : -107 1,312 116 0 0 0 0 0 123 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 77.8 13.4 6.7 10.0 0.0 0.0 0.0 12.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 89,395 : : Positions : : 42,333 71,162 36,489 8,213 5,848 0 0 0 0 1,044 0 : : : : Changes from: May 27, 2014 : : 2,191 1,656 488 0 0 0 0 0 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 79.6 40.8 9.2 6.5 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 7 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 74,805 : : Positions : : 46,597 52,428 14,161 9,480 4,236 0 289 457 0 5,351 121 : : : : Changes from: May 27, 2014 : : -334 3,031 1,315 -2,140 412 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 70.1 18.9 12.7 5.7 0.0 0.4 0.6 0.0 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 986,495 : : Positions : : 110,597 149,265 126,262 44,455 57,448 268,505 193,755 208,165 28,798 190,399 114,949 : : : : Changes from: May 27, 2014 : : 7,246 8,113 2,191 -874 -5,021 10,970 9,009 -11,833 -4,845 624 6,879 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 15.1 12.8 4.5 5.8 27.2 19.6 21.1 2.9 19.3 11.7 : : : : Number of Traders in Each Category Total Traders: 260 : : 34 30 18 14 24 88 24 54 38 30 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 438,814 : : Positions : : 70,388 52,495 19,219 112,104 75,224 36,666 7,818 39,074 158,276 111,533 35,892 : : : : Changes from: May 27, 2014 : : -7,843 -305 972 -3,111 -4,890 1,066 -7,917 -1,705 -9,266 -4,821 -819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 12.0 4.4 25.5 17.1 8.4 1.8 8.9 36.1 25.4 8.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 12 16 4 11 14 5 4 10 13 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 70,016 : : Positions : : 5,455 8,208 40,923 11,471 7,009 2,739 7,541 2,838 835 23,136 5,568 : : : : Changes from: May 27, 2014 : : -1,693 11 964 -2,510 -2,358 -1,575 2,911 -3,019 -604 -2,784 -374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 11.7 58.4 16.4 10.0 3.9 10.8 4.1 1.2 33.0 8.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 5 9 . 11 . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 1,916,125 : : Positions : : 247,473 296,787 23,752 844,748 398,206 281,486 29,702 220,842 617,226 6,181 87,119 : : : : Changes from: May 27, 2014 : : -12,161 -25,578 -5,793 -44,298 -2,923 -32,843 5,906 -1,597 -17,684 -2,612 -13,543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 15.5 1.2 44.1 20.8 14.7 1.6 11.5 32.2 0.3 4.5 : : : : Number of Traders in Each Category Total Traders: 115 : : 38 36 7 21 27 17 6 16 16 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 682,114 : : Positions : : 131,720 73,053 297,074 165,221 124,495 5,974 114,155 48,751 5,615 93,195 59,542 : : : : Changes from: May 27, 2014 : : -2,967 -5,598 2,146 3,908 -13,973 -5,718 -6,093 -5,271 -3,911 -2,161 -9,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 10.7 43.6 24.2 18.3 0.9 16.7 7.1 0.8 13.7 8.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 15 15 18 5 19 5 9 11 6 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 24,416 : : Positions : : 20,774 16,803 538 2,807 2,007 0 0 0 250 1,655 397 : : : : Changes from: May 27, 2014 : : 1,294 648 0 -117 157 0 0 0 0 471 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 68.8 2.2 11.5 8.2 0.0 0.0 0.0 1.0 6.8 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 27 . 5 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 13,785 : : Positions : : 11,651 8,565 167 1,184 681 0 0 0 300 2,308 593 : : : : Changes from: May 27, 2014 : : -1,275 -1,016 83 -53 -130 0 0 0 0 151 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 62.1 1.2 8.6 4.9 0.0 0.0 0.0 2.2 16.7 4.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 3, 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 5,340 : : Positions : : 2,276 3,289 1,980 675 340 0 0 0 0 705 59 : : : : Changes from: May 27, 2014 : : -172 -850 -625 -145 -28 0 0 0 0 267 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 61.6 37.1 12.6 6.4 0.0 0.0 0.0 0.0 13.2 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 4 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 6, 2014