Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 4,539,840 : : Positions : :2,046,962 1,061,011 46,798 1,622,371 587,501 641,576 47,593 486,168 119,393 144,950 530,956 : : : : Changes from: June 24, 2014 : : -92,642 -29,590 4,947 -139,348 10,818 -133,666 8,184 -22,689 105,145 51,128 -31,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 23.4 1.0 35.7 12.9 14.1 1.0 10.7 2.6 3.2 11.7 : : : : Number of Traders in Each Category Total Traders: 206 : : 108 89 5 25 27 20 9 23 14 18 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 599,393 : : Positions : : 52,371 148,230 228,279 83,822 102,990 27,888 21,629 55,944 36,019 90,947 95,587 : : : : Changes from: June 24, 2014 : : -6,006 -8,511 16,201 -6,545 -26,152 -7,192 2,543 2,853 -98 14,865 -12,213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 24.7 38.1 14.0 17.2 4.7 3.6 9.3 6.0 15.2 15.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 15 20 13 8 18 5 10 4 4 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 241,941 : : Positions : : 134,892 175,553 15,940 16,827 29,704 19,756 1,519 8,997 14,490 0 0 : : : : Changes from: June 24, 2014 : : 1,178 2,317 214 -99 -244 65 -59 218 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 72.6 6.6 7.0 12.3 8.2 0.6 3.7 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 22 . 7 6 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 130,312 : : Positions : : 106,902 95,216 5,968 22,792 4,840 5,840 0 1,019 0 1,930 0 : : : : Changes from: June 24, 2014 : : 2,959 2,499 0 151 0 -1,129 0 145 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 73.1 4.6 17.5 3.7 4.5 0.0 0.8 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 5 8 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 210,979 : : Positions : : 145,651 83,716 11,216 82,829 21,580 17,505 10,536 2,372 4,017 1,486 0 : : : : Changes from: June 24, 2014 : : 3,923 7,661 2,676 -1,824 -820 625 742 -140 0 246 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 39.7 5.3 39.3 10.2 8.3 5.0 1.1 1.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 17 5 8 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 798,494 : : Positions : : 641,767 206,621 5,498 495,811 72,170 3,391 234 2,109 58,130 2,776 10,109 : : : : Changes from: June 24, 2014 : : 3,614 5,788 -1,263 -3,371 1,261 -153 5 -1,213 -54 0 -303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 25.9 0.7 62.1 9.0 0.4 0.0 0.3 7.3 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 20 . 16 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 236,320 : : Positions : : 174,014 188,807 19,027 14,123 9,869 22,104 0 1,557 3,016 15,606 0 : : : : Changes from: June 24, 2014 : : 8,971 -3 -5,547 0 758 -3,060 0 483 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 79.9 8.1 6.0 4.2 9.4 0.0 0.7 1.3 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 228,528 : : Positions : : 207,085 103,540 6,968 107,060 8,201 196 1,587 3,164 217 0 0 : : : : Changes from: June 24, 2014 : : 6,235 2,477 492 1,956 906 -1,643 1,587 520 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 45.3 3.0 46.8 3.6 0.1 0.7 1.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 29 4 11 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 105,376 : : Positions : : 87,416 44,517 0 39,707 3,106 4,166 0 3,007 0 1,940 0 : : : : Changes from: June 24, 2014 : : 1,371 2,960 0 146 0 921 -634 206 0 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 42.2 0.0 37.7 2.9 4.0 0.0 2.9 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 0 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 107,772 : : Positions : : 68,761 67,017 11,589 6,116 9,438 279 9,753 3,182 0 5,464 1,484 : : : : Changes from: June 24, 2014 : : -549 54 980 428 -707 0 124 0 -1,737 306 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 62.2 10.8 5.7 8.8 0.3 9.0 3.0 0.0 5.1 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 78,661 : : Positions : : 64,489 24,202 2,864 38,486 673 376 4,390 1,334 0 0 0 : : : : Changes from: June 24, 2014 : : 1,877 130 0 2,016 0 214 461 -114 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 30.8 3.6 48.9 0.9 0.5 5.6 1.7 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 July 1, 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 217,153 : : Positions : : 199,420 67,705 2,616 140,430 4,876 0 0 0 978 0 0 : : : : Changes from: June 24, 2014 : : 3,095 1,183 -212 1,007 462 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 31.2 1.2 64.7 2.2 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 July 1, 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 95,692 : : Positions : : 61,684 61,954 22,783 29,358 1,036 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : 490 792 0 -302 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 64.7 23.8 30.7 1.1 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 July 1, 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 300,923 : : Positions : : 249,117 134,453 22,997 140,944 15,828 0 1,968 0 4,295 0 0 : : : : Changes from: June 24, 2014 : : 5,014 2,695 0 2,509 187 0 0 0 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 44.7 7.6 46.8 5.3 0.0 0.7 0.0 1.4 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 July 1, 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 69,838 : : Positions : : 50,735 12,893 3,260 32,999 5,742 1,895 6,554 3,311 0 0 0 : : : : Changes from: June 24, 2014 : : -323 -228 852 0 92 0 344 -482 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 18.5 4.7 47.3 8.2 2.7 9.4 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 4 8 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 77,067 : : Positions : : 36,910 40,943 25,842 21,971 3,730 973 0 3,729 0 0 0 : : : : Changes from: June 24, 2014 : : 0 -62 218 0 0 -308 0 270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 53.1 33.5 28.5 4.8 1.3 0.0 4.8 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 July 1, 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 129,563 : : Positions : : 109,370 57,747 1,948 60,320 868 13,020 1,583 2,069 806 992 0 : : : : Changes from: June 24, 2014 : : 6,077 13,227 1,116 1,879 -1,116 6,025 -1,517 1,517 806 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 44.6 1.5 46.6 0.7 10.0 1.2 1.6 0.6 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 24 . 7 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 90,787 : : Positions : : 56,047 79,357 6,024 3,300 868 20,884 1,523 2,129 3,529 332 660 : : : : Changes from: June 24, 2014 : : 6,417 15,492 1,302 1,205 -1,054 6,025 -1,577 1,577 704 -381 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 87.4 6.6 3.6 1.0 23.0 1.7 2.3 3.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 32 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 50,096 : : Positions : : 46,976 42,942 2,087 6,059 120 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : 3,897 3,472 372 527 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 85.7 4.2 12.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 21 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 154,506 : : Positions : : 107,678 133,303 23,740 1,927 6,295 756 1,136 476 0 0 0 : : : : Changes from: June 24, 2014 : : 4,137 5,241 -255 0 2,063 298 -93 476 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 86.3 15.4 1.2 4.1 0.5 0.7 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 23 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 14,369 : : Positions : : 9,257 8,700 0 2,198 31 854 0 496 0 1,105 1,412 : : : : Changes from: June 24, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 60.5 0.0 15.3 0.2 5.9 0.0 3.5 0.0 7.7 9.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 59,814 : : Positions : : 37,622 39,004 12,499 11,876 516 882 0 1,264 0 0 0 : : : : Changes from: June 24, 2014 : : -151 240 0 0 0 366 0 -344 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 65.2 20.9 19.9 0.9 1.5 0.0 2.1 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 104,105 : : Positions : : 87,362 36,817 0 43,129 9,033 610 3,198 2,906 0 0 0 : : : : Changes from: June 24, 2014 : : 2,409 -99 0 279 -279 -236 1,015 -118 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 35.4 0.0 41.4 8.7 0.6 3.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 73,195 : : Positions : : 35,252 59,895 23,969 1,720 182 0 3,442 1,279 4,971 0 0 : : : : Changes from: June 24, 2014 : : 1,456 450 0 0 0 0 1,065 -259 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 81.8 32.7 2.3 0.2 0.0 4.7 1.7 6.8 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 July 1, 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 28,624 : : Positions : : 16,266 24,549 3,122 112 1,958 5,386 0 0 1,712 600 0 : : : : Changes from: June 24, 2014 : : 1,774 1,867 0 0 0 62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 85.8 10.9 0.4 6.8 18.8 0.0 0.0 6.0 2.1 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 July 1, 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 133,799 : : Positions : : 121,938 102,684 44 2,227 4,111 0 1,328 1,197 372 18,333 0 : : : : Changes from: June 24, 2014 : : -181 536 0 0 0 0 -1,079 512 0 151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 76.7 0.0 1.7 3.1 0.0 1.0 0.9 0.3 13.7 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 July 1, 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 271,459 : : Positions : : 219,666 49,678 15,402 151,088 12,181 0 35,195 10,957 434 403 0 : : : : Changes from: June 24, 2014 : : 5,385 8,229 1,065 -1,374 -31 0 -2,882 4,249 -466 403 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 18.3 5.7 55.7 4.5 0.0 13.0 4.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 17 . 11 8 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 : : 27,348 27,671 1,063 4,205 0 434 4,891 0 5,995 0 0 : : : : Changes from: June 24, 2014 : : -93 -31 0 31 0 -31 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 74.4 2.9 11.3 0.0 1.2 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 July 1, 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 44,027 : : Positions : : 14,610 40,287 22,228 310 1,519 279 0 0 1,496 0 840 : : : : Changes from: June 24, 2014 : : 2,613 1,788 0 31 -31 279 0 0 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 91.5 50.5 0.7 3.5 0.6 0.0 0.0 3.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 268,606 : : Positions : : 204,944 161,330 30,229 40,944 17,179 1,968 3,522 1,651 590 34,804 2,568 : : : : Changes from: June 24, 2014 : : 2,324 5,834 -641 -2,654 3,061 0 -272 -59 0 -1,717 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 60.1 11.3 15.2 6.4 0.7 1.3 0.6 0.2 13.0 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 27 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 65,458 : : Positions : : 35,404 50,122 9,154 4,496 7,295 0 0 0 9,144 0 0 : : : : Changes from: June 24, 2014 : : -399 -271 128 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 76.6 14.0 6.9 11.1 0.0 0.0 0.0 14.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 83,339 : : Positions : : 39,578 67,178 33,927 7,838 5,713 0 0 0 0 984 0 : : : : Changes from: June 24, 2014 : : -244 -182 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 80.6 40.7 9.4 6.9 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 July 1, 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 69,736 : : Positions : : 43,984 49,948 12,484 8,073 3,996 0 60 465 0 4,846 121 : : : : Changes from: June 24, 2014 : : 311 1,317 63 -240 121 0 -425 301 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 71.6 17.9 11.6 5.7 0.0 0.1 0.7 0.0 6.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 22,863 : : Positions : : 21,881 20,670 372 0 0 0 0 0 0 883 0 : : : : Changes from: June 24, 2014 : : 0 403 0 0 0 0 -248 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 90.4 1.6 0.0 0.0 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 1,031,681 : : Positions : : 141,860 154,409 136,484 37,665 65,992 265,109 215,605 204,624 29,030 204,673 119,009 : : : : Changes from: June 24, 2014 : : 2,860 -2,070 3,436 -4,034 863 -18,339 -7,987 -6,909 3,044 209 3,739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 15.0 13.2 3.7 6.4 25.7 20.9 19.8 2.8 19.8 11.5 : : : : Number of Traders in Each Category Total Traders: 265 : : 35 30 19 15 26 86 28 56 43 26 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 424,730 : : Positions : : 54,505 57,298 17,931 108,896 72,389 45,572 8,171 43,394 154,771 96,431 32,499 : : : : Changes from: June 24, 2014 : : -6,184 -2,816 246 -9,447 -877 3,896 2,123 1,169 -6,710 1,020 -876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 13.5 4.2 25.6 17.0 10.7 1.9 10.2 36.4 22.7 7.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 13 18 4 11 14 5 4 10 11 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 73,825 : : Positions : : 5,346 10,916 42,155 9,760 9,534 538 8,270 3,784 1,911 22,673 5,318 : : : : Changes from: June 24, 2014 : : -1,008 1,663 -251 -1,319 439 -853 -4,304 -350 -3,114 -805 -1,965 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 14.8 57.1 13.2 12.9 0.7 11.2 5.1 2.6 30.7 7.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 5 9 . 11 . 4 5 . 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 1,950,435 : : Positions : : 273,812 273,912 36,386 863,476 382,395 338,178 37,916 215,919 544,595 27,136 116,370 : : : : Changes from: June 24, 2014 : : -3,940 -16,539 -422 -17,810 -7,442 -4,950 -1,583 -10,845 -14,680 9,898 -20,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 14.0 1.9 44.3 19.6 17.3 1.9 11.1 27.9 1.4 6.0 : : : : Number of Traders in Each Category Total Traders: 117 : : 39 38 9 18 26 16 6 17 15 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 668,323 : : Positions : : 129,206 74,498 285,201 162,531 123,192 7,142 101,175 52,860 6,927 93,801 56,931 : : : : Changes from: June 24, 2014 : : -8,477 -1,493 -280 -3,603 -7,680 -2,313 -6,941 -3,073 -2,411 -4,333 -7,675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 11.1 42.7 24.3 18.4 1.1 15.1 7.9 1.0 14.0 8.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 15 16 17 5 19 6 12 12 5 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 28,112 : : Positions : : 23,922 19,258 1,165 2,693 1,567 0 0 500 167 3,218 314 : : : : Changes from: June 24, 2014 : : 833 -38 -268 45 135 0 0 0 105 693 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 68.5 4.1 9.6 5.6 0.0 0.0 1.8 0.6 11.4 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 24 . 4 6 0 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 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 13,898 : : Positions : : 12,011 8,418 99 1,094 890 0 0 0 362 2,925 359 : : : : Changes from: June 24, 2014 : : -900 -760 -25 -403 -29 0 0 0 -16 393 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 60.6 0.7 7.9 6.4 0.0 0.0 0.0 2.6 21.0 2.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 15 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 4,337 : : Positions : : 1,983 2,785 1,391 793 202 0 0 0 112 160 89 : : : : Changes from: June 24, 2014 : : -617 -904 -825 -152 -2 0 0 0 112 -365 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 64.2 32.1 18.3 4.7 0.0 0.0 0.0 2.6 3.7 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 4 4 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 4, 2014