Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 4,678,592 : : Positions : :2,139,604 1,090,601 41,851 1,761,719 576,683 775,242 39,409 508,857 14,248 93,822 562,399 : : : : Changes from: June 17, 2014 : : 13,642 -14,320 -3,755 -20,564 2,936 20,085 2,858 -16,897 -38,190 25,377 18,996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 23.3 0.9 37.7 12.3 16.6 0.8 10.9 0.3 2.0 12.0 : : : : Number of Traders in Each Category Total Traders: 213 : : 111 89 5 25 26 20 10 25 18 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 633,081 : : Positions : : 58,377 156,741 212,078 90,367 129,142 35,080 19,086 53,091 36,117 76,082 107,800 : : : : Changes from: June 17, 2014 : : 3,779 907 -11,764 4,206 12,887 1,653 1,532 732 8,882 -3,265 -1,741 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 24.8 33.5 14.3 20.4 5.5 3.0 8.4 5.7 12.0 17.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 17 21 12 9 18 6 8 8 6 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 240,090 : : Positions : : 133,714 173,236 15,726 16,926 29,948 19,691 1,578 8,779 14,490 0 0 : : : : Changes from: June 17, 2014 : : -1,762 1,331 244 134 -675 992 -1,114 -888 650 0 -659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 72.2 6.6 7.0 12.5 8.2 0.7 3.7 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 . 7 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 128,396 : : Positions : : 103,943 92,717 5,968 22,641 4,840 6,969 0 874 0 1,930 0 : : : : Changes from: June 17, 2014 : : 758 382 1,682 334 63 738 0 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 72.2 4.6 17.6 3.8 5.4 0.0 0.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 5 8 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 203,929 : : Positions : : 141,728 76,055 8,540 84,653 22,400 16,880 9,794 2,512 4,017 1,240 0 : : : : Changes from: June 17, 2014 : : 2,069 -835 581 673 -676 -186 375 155 217 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 37.3 4.2 41.5 11.0 8.3 4.8 1.2 2.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 16 5 8 11 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 794,743 : : Positions : : 638,153 200,833 6,761 499,182 70,909 3,544 229 3,322 58,184 2,776 10,412 : : : : Changes from: June 17, 2014 : : 10,599 5,686 0 2,630 349 -1,023 -135 882 -1,609 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 25.3 0.9 62.8 8.9 0.4 0.0 0.4 7.3 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 21 4 15 18 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 234,779 : : Positions : : 165,043 188,810 24,574 14,123 9,111 25,164 0 1,074 2,985 15,606 0 : : : : Changes from: June 17, 2014 : : 9,584 6,468 -3,576 62 1,900 2,581 0 590 294 -196 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 80.4 10.5 6.0 3.9 10.7 0.0 0.5 1.3 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 222,608 : : Positions : : 200,850 101,063 6,476 105,104 7,295 1,839 0 2,644 372 0 0 : : : : Changes from: June 17, 2014 : : 5,047 3,170 -366 1,900 61 -1,215 0 416 372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 45.4 2.9 47.2 3.3 0.8 0.0 1.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 29 4 10 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 103,015 : : Positions : : 86,045 41,557 0 39,561 3,106 3,245 634 2,801 0 2,064 0 : : : : Changes from: June 17, 2014 : : 3,100 -695 0 822 332 -838 537 1,024 0 434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 40.3 0.0 38.4 3.0 3.2 0.6 2.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 0 6 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 107,722 : : Positions : : 69,310 66,963 10,609 5,688 10,145 279 9,629 3,182 1,737 5,158 1,546 : : : : Changes from: June 17, 2014 : : 1,031 -1,239 -533 -250 -448 0 832 -313 -93 1,451 -486 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 62.2 9.8 5.3 9.4 0.3 8.9 3.0 1.6 4.8 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 76,008 : : Positions : : 62,612 24,072 2,864 36,470 673 162 3,929 1,448 0 0 0 : : : : Changes from: June 17, 2014 : : 420 876 0 -428 0 162 758 532 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 31.7 3.8 48.0 0.9 0.2 5.2 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 213,863 : : Positions : : 196,325 66,522 2,828 139,423 4,414 0 0 0 978 0 0 : : : : Changes from: June 17, 2014 : : 2,623 -950 0 3,515 217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 31.1 1.3 65.2 2.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 13 . 11 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 95,022 : : Positions : : 61,194 61,162 22,783 29,660 856 0 0 0 0 0 0 : : : : Changes from: June 17, 2014 : : 1,891 1,987 0 118 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 64.4 24.0 31.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 5 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 295,779 : : Positions : : 244,103 131,758 22,997 138,435 15,641 0 1,968 0 4,512 0 0 : : : : Changes from: June 17, 2014 : : 2,917 -408 -122 2,600 1,034 0 0 0 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 44.5 7.8 46.8 5.3 0.0 0.7 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 23 . 13 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 69,902 : : Positions : : 51,058 13,121 2,408 32,999 5,650 1,895 6,210 3,793 0 0 0 : : : : Changes from: June 17, 2014 : : -948 520 -124 -729 -31 0 -138 242 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 18.8 3.4 47.2 8.1 2.7 8.9 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 9 . 8 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 76,859 : : Positions : : 36,910 41,005 25,624 21,971 3,730 1,281 0 3,459 0 0 0 : : : : Changes from: June 17, 2014 : : -858 424 762 -365 0 430 0 -146 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 53.4 33.3 28.6 4.9 1.7 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 5 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 115,457 : : Positions : : 103,293 44,520 832 58,441 1,984 6,995 3,100 552 0 1,240 0 : : : : Changes from: June 17, 2014 : : 5,619 8,269 248 2,526 0 4,597 1,260 -1,260 0 -1,364 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 38.6 0.7 50.6 1.7 6.1 2.7 0.5 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 14 . 7 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 75,349 : : Positions : : 49,630 63,865 4,722 2,095 1,922 14,859 3,100 552 2,825 713 0 : : : : Changes from: June 17, 2014 : : 5,993 11,848 -190 775 -182 4,721 1,260 -1,260 31 -1,891 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 84.8 6.3 2.8 2.6 19.7 4.1 0.7 3.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 30 4 . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 46,283 : : Positions : : 43,079 39,470 1,715 5,532 182 0 0 0 0 0 0 : : : : Changes from: June 17, 2014 : : 4,460 5,163 345 -62 182 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 85.3 3.7 12.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 19 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 147,282 : : Positions : : 103,541 128,062 23,995 1,927 4,232 458 1,229 0 0 0 0 : : : : Changes from: June 17, 2014 : : 4,258 3,473 -870 0 0 0 -1,327 -359 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 87.0 16.3 1.3 2.9 0.3 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 22 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 59,639 : : Positions : : 37,773 38,764 12,499 11,876 516 516 0 1,608 0 0 0 : : : : Changes from: June 17, 2014 : : 95 -274 0 0 0 -492 0 322 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 65.0 21.0 19.9 0.9 0.9 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 102,544 : : Positions : : 84,953 36,916 0 42,850 9,312 846 2,183 3,024 0 0 0 : : : : Changes from: June 17, 2014 : : 311 1,167 0 -1,922 2,104 -343 1,186 244 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 36.0 0.0 41.8 9.1 0.8 2.1 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 71,939 : : Positions : : 33,796 59,445 23,969 1,720 182 0 2,377 1,538 4,971 0 0 : : : : Changes from: June 17, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 82.6 33.3 2.4 0.3 0.0 3.3 2.1 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 26,788 : : Positions : : 14,492 22,682 3,122 112 1,958 5,324 0 0 1,712 600 0 : : : : Changes from: June 17, 2014 : : 1,720 2,114 -787 112 787 217 0 0 434 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 84.7 11.7 0.4 7.3 19.9 0.0 0.0 6.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 133,468 : : Positions : : 122,119 102,148 44 2,227 4,111 0 2,407 685 372 18,182 0 : : : : Changes from: June 17, 2014 : : 2,804 1,845 0 -31 -124 0 628 187 0 -93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 76.5 0.0 1.7 3.1 0.0 1.8 0.5 0.3 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 261,891 : : Positions : : 214,281 41,449 14,337 152,462 12,212 0 38,077 6,708 900 0 244 : : : : Changes from: June 17, 2014 : : -328 2,903 -97 -3,430 630 -832 280 441 900 0 244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 15.8 5.5 58.2 4.7 0.0 14.5 2.6 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 16 . 11 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 37,195 : : Positions : : 27,441 27,702 1,063 4,174 0 465 4,891 0 5,995 0 0 : : : : Changes from: June 17, 2014 : : 278 1,519 403 0 0 62 186 0 651 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 74.5 2.9 11.2 0.0 1.3 13.1 0.0 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 41,960 : : Positions : : 11,997 38,499 22,228 279 1,550 0 0 0 1,620 0 840 : : : : Changes from: June 17, 2014 : : 3,871 5,071 31 -248 248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 91.8 53.0 0.7 3.7 0.0 0.0 0.0 3.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 263,800 : : Positions : : 202,620 155,496 30,870 43,598 14,118 1,968 3,794 1,710 590 36,521 2,568 : : : : Changes from: June 17, 2014 : : 5,955 3,303 -638 252 631 0 -730 368 0 713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 58.9 11.7 16.5 5.4 0.7 1.4 0.6 0.2 13.8 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 27 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 65,729 : : Positions : : 35,803 50,393 9,026 4,496 7,295 0 0 0 9,144 0 0 : : : : Changes from: June 17, 2014 : : -2,302 -697 31 0 0 0 0 0 1,603 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 76.7 13.7 6.8 11.1 0.0 0.0 0.0 13.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 83,521 : : Positions : : 39,822 67,360 33,927 7,838 5,713 0 0 0 0 984 0 : : : : Changes from: June 17, 2014 : : -151 -1,205 -992 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 80.7 40.6 9.4 6.8 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 68,880 : : Positions : : 43,673 48,631 12,421 8,313 3,875 0 485 164 0 5,094 121 : : : : Changes from: June 17, 2014 : : 459 -292 0 14 0 0 -29 -109 0 403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 70.6 18.0 12.1 5.6 0.0 0.7 0.2 0.0 7.4 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 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 22,801 : : Positions : : 21,881 20,267 372 0 0 0 248 0 0 883 0 : : : : Changes from: June 17, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 88.9 1.6 0.0 0.0 0.0 1.1 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 1,045,923 : : Positions : : 139,000 156,479 133,048 41,699 65,129 283,448 223,592 211,533 25,986 204,464 115,270 : : : : Changes from: June 17, 2014 : : 6,913 -8,958 3,874 -1,995 -3,549 -15,443 2,031 -405 2,014 2,695 -3,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.0 12.7 4.0 6.2 27.1 21.4 20.2 2.5 19.5 11.0 : : : : Number of Traders in Each Category Total Traders: 279 : : 35 30 19 15 27 96 26 59 38 33 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 435,035 : : Positions : : 60,689 60,114 17,685 118,343 73,266 41,676 6,048 42,225 161,481 95,411 33,375 : : : : Changes from: June 17, 2014 : : -9,022 3,040 458 172 -1,744 4,406 -2,660 1,699 -304 -6,201 -514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 13.8 4.1 27.2 16.8 9.6 1.4 9.7 37.1 21.9 7.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 16 19 4 11 14 7 . 10 12 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 81,107 : : Positions : : 6,354 9,253 42,406 11,079 9,095 1,391 12,574 4,134 5,025 23,478 7,283 : : : : Changes from: June 17, 2014 : : 665 170 -773 16 1,336 -246 4,117 -115 3,374 -252 717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 11.4 52.3 13.7 11.2 1.7 15.5 5.1 6.2 28.9 9.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 5 9 . 11 . 4 4 7 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 2,011,106 : : Positions : : 277,752 290,451 36,808 881,286 389,837 343,128 39,499 226,764 559,275 17,238 136,487 : : : : Changes from: June 17, 2014 : : 6,414 216 392 20,164 2,224 -11,732 -1,539 19,824 11,308 -8,137 10,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 14.4 1.8 43.8 19.4 17.1 2.0 11.3 27.8 0.9 6.8 : : : : Number of Traders in Each Category Total Traders: 122 : : 42 38 8 19 26 18 7 19 15 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 702,978 : : Positions : : 137,683 75,991 285,481 166,134 130,872 9,455 108,116 55,933 9,338 98,134 64,606 : : : : Changes from: June 17, 2014 : : -1,667 -2,584 -10,383 14 5,745 4,702 -1,420 -2,691 1,841 200 3,432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 10.8 40.6 23.6 18.6 1.3 15.4 8.0 1.3 14.0 9.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 17 16 17 5 19 8 11 15 5 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 27,217 : : Positions : : 23,089 19,296 1,433 2,648 1,432 0 0 500 62 2,525 224 : : : : Changes from: June 17, 2014 : : 1,151 957 -64 295 11 0 0 0 0 -148 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 70.9 5.3 9.7 5.3 0.0 0.0 1.8 0.2 9.3 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 25 . 4 6 0 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 15,084 : : Positions : : 12,911 9,178 124 1,497 919 0 0 0 378 2,532 604 : : : : Changes from: June 17, 2014 : : 1,077 284 -83 383 106 0 0 0 -20 162 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 60.8 0.8 9.9 6.1 0.0 0.0 0.0 2.5 16.8 4.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 14 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 5,776 : : Positions : : 2,600 3,689 2,216 945 204 0 0 0 0 525 141 : : : : Changes from: June 17, 2014 : : 198 228 180 120 -12 0 0 0 0 -55 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 63.9 38.4 16.4 3.5 0.0 0.0 0.0 0.0 9.1 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 4 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 27, 2014