Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 4,341,508 : : Positions : :2,156,450 1,147,008 47,656 1,415,465 544,061 433,846 107,900 431,823 148,911 128,971 553,661 : : : : Changes from: August 19, 2014 : : 46,627 36,283 -8,136 -2,382 3,735 -7,025 15,729 1,585 1,568 -18,131 34,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 26.4 1.1 32.6 12.5 10.0 2.5 9.9 3.4 3.0 12.8 : : : : Number of Traders in Each Category Total Traders: 225 : : 119 92 6 26 28 19 10 23 20 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 613,567 : : Positions : : 63,774 126,849 212,632 74,452 107,184 46,780 39,754 39,583 26,795 110,857 87,820 : : : : Changes from: August 19, 2014 : : 4,183 -5,645 -10,307 6,427 4,993 -1,240 9,225 -4,275 5,651 -10,029 323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 20.7 34.7 12.1 17.5 7.6 6.5 6.5 4.4 18.1 14.3 : : : : Number of Traders in Each Category Total Traders: 86 : : 22 22 14 7 18 7 9 12 11 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 222,936 : : Positions : : 127,159 166,611 15,233 9,795 28,329 15,983 240 7,247 11,650 1,955 0 : : : : Changes from: August 19, 2014 : : 417 2,918 -720 -2,377 1,887 -398 0 -152 -303 577 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 74.7 6.8 4.4 12.7 7.2 0.1 3.3 5.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 22 . 7 5 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 116,621 : : Positions : : 97,159 85,452 2,813 18,058 7,273 4,175 0 809 0 1,643 0 : : : : Changes from: August 19, 2014 : : 2,036 783 -968 198 998 897 0 -361 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 73.3 2.4 15.5 6.2 3.6 0.0 0.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . 4 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 197,933 : : Positions : : 136,388 74,324 22,553 85,088 14,557 11,741 10,839 1,747 4,334 2,662 0 : : : : Changes from: August 19, 2014 : : 5,870 3,147 648 3,503 -344 -120 873 -148 887 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 37.6 11.4 43.0 7.4 5.9 5.5 0.9 2.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 17 4 8 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 721,866 : : Positions : : 553,206 178,790 6,800 448,849 77,938 3,719 1,839 722 67,826 2,023 9,227 : : : : Changes from: August 19, 2014 : : 4,880 -2,287 -938 11,970 351 -473 551 21 6,346 -302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 24.8 0.9 62.2 10.8 0.5 0.3 0.1 9.4 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 21 4 16 18 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 226,891 : : Positions : : 178,583 171,520 4,623 16,180 13,454 14,943 0 414 3,580 14,974 0 : : : : Changes from: August 19, 2014 : : -5,092 -2,008 -953 457 258 367 0 -1,053 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 75.6 2.0 7.1 5.9 6.6 0.0 0.2 1.6 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 19 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 238,631 : : Positions : : 214,226 118,064 3,257 97,846 12,079 3,001 1,055 2,397 210 210 180 : : : : Changes from: August 19, 2014 : : 3,121 4,750 241 -457 0 -150 -361 -56 210 -180 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 49.5 1.4 41.0 5.1 1.3 0.4 1.0 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 25 4 9 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 95,940 : : Positions : : 77,132 40,557 3,816 35,421 4,784 931 48 4,130 0 672 0 : : : : Changes from: August 19, 2014 : : 6,488 3,455 0 -300 6 -4,008 1 2,076 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 42.3 4.0 36.9 5.0 1.0 0.1 4.3 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 . 6 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 101,422 : : Positions : : 63,149 65,726 16,249 6,533 6,735 651 7,934 3,124 0 5,920 2,314 : : : : Changes from: August 19, 2014 : : 1,928 1,502 1,474 197 224 0 186 271 0 -461 301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 64.8 16.0 6.4 6.6 0.6 7.8 3.1 0.0 5.8 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 24,871 : : Positions : : 17,009 23,803 5,361 0 496 0 0 0 1,209 0 0 : : : : Changes from: August 19, 2014 : : 390 750 630 0 -360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 95.7 21.6 0.0 2.0 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 77,912 : : Positions : : 63,684 26,269 2,864 41,835 383 1,497 1,239 1,418 0 0 0 : : : : Changes from: August 19, 2014 : : 5,135 1,823 0 2,256 0 1,497 653 698 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 33.7 3.7 53.7 0.5 1.9 1.6 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 201,089 : : Positions : : 189,359 67,383 768 125,282 3,413 0 0 0 854 0 0 : : : : Changes from: August 19, 2014 : : 1,249 2,348 0 -1,190 305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 33.5 0.4 62.3 1.7 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 20 . 11 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 89,121 : : Positions : : 59,044 58,840 20,677 26,711 1,276 0 0 0 0 0 0 : : : : Changes from: August 19, 2014 : : 1,861 1,217 0 644 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 66.0 23.2 30.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 4 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 290,595 : : Positions : : 248,828 120,982 21,610 147,609 11,001 0 976 0 0 3,898 512 : : : : Changes from: August 19, 2014 : : 14,954 1,677 338 8,316 -302 0 0 0 0 3,048 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 41.6 7.4 50.8 3.8 0.0 0.3 0.0 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 24 4 12 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 64,501 : : Positions : : 45,773 21,054 3,413 25,016 5,643 2,087 2,439 2,728 0 0 0 : : : : Changes from: August 19, 2014 : : 1,476 504 0 152 -568 0 -176 -1,757 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 32.6 5.3 38.8 8.7 3.2 3.8 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 4 8 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 78,128 : : Positions : : 35,570 40,280 25,799 24,213 4,264 4,061 1,054 2,835 0 0 0 : : : : Changes from: August 19, 2014 : : 4,686 -648 -633 5,714 454 736 0 605 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 51.6 33.0 31.0 5.5 5.2 1.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 10 6 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 111,953 : : Positions : : 93,712 44,880 0 52,159 3,281 10,140 4,044 1,538 1,980 0 0 : : : : Changes from: August 19, 2014 : : 3,632 12,342 0 -5,950 1,980 422 -432 612 1,980 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 40.1 0.0 46.6 2.9 9.1 3.6 1.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 16 0 8 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 67,632 : : Positions : : 42,377 54,440 5,556 2,615 1,295 13,703 3,876 1,892 1,566 793 600 : : : : Changes from: August 19, 2014 : : 4,878 10,931 2,100 -1,050 1,140 132 -600 780 1,566 -540 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 80.5 8.2 3.9 1.9 20.3 5.7 2.8 2.3 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 27 5 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 44,795 : : Positions : : 41,246 39,311 2,756 4,627 0 0 0 0 97 0 120 : : : : Changes from: August 19, 2014 : : 6,712 7,426 1,020 270 0 0 0 0 -120 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 87.8 6.2 10.3 0.0 0.0 0.0 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 137,961 : : Positions : : 105,631 113,188 16,207 10,032 3,440 489 803 763 1,208 0 0 : : : : Changes from: August 19, 2014 : : -896 603 2,796 571 -362 0 -129 61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 82.0 11.7 7.3 2.5 0.4 0.6 0.6 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 20,339 : : Positions : : 18,304 13,131 1,018 486 124 0 1,453 0 0 4,624 0 : : : : Changes from: August 19, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 64.6 5.0 2.4 0.6 0.0 7.1 0.0 0.0 22.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 58,426 : : Positions : : 41,195 32,734 11,379 15,815 696 0 992 1,261 0 0 0 : : : : Changes from: August 19, 2014 : : 2,747 -628 0 724 -120 0 459 -53 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 56.0 19.5 27.1 1.2 0.0 1.7 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 101,716 : : Positions : : 87,325 41,336 0 39,797 8,229 0 2,392 2,647 0 0 0 : : : : Changes from: August 19, 2014 : : 2,051 2,439 0 -885 733 -60 955 -179 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 40.6 0.0 39.1 8.1 0.0 2.4 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 75,273 : : Positions : : 45,647 67,125 13,429 1,174 790 0 695 695 4,860 0 0 : : : : Changes from: August 19, 2014 : : 2,191 2,809 -765 0 0 0 -269 134 542 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 89.2 17.8 1.6 1.0 0.0 0.9 0.9 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 120,390 : : Positions : : 107,260 89,697 1,847 798 3,698 72 2,200 1,664 372 21,164 0 : : : : Changes from: August 19, 2014 : : 370 337 390 0 -210 72 -1,168 752 0 2,669 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 74.5 1.5 0.7 3.1 0.1 1.8 1.4 0.3 17.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 241,119 : : Positions : : 199,484 51,040 10,158 132,739 17,583 1,088 25,758 4,819 240 752 310 : : : : Changes from: August 19, 2014 : : 6,037 3,338 -1,219 1,857 -874 235 1,146 -145 240 752 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 21.2 4.2 55.1 7.3 0.5 10.7 2.0 0.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 17 . 13 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 34,130 : : Positions : : 26,661 29,455 1,007 3,579 0 1,216 0 0 3,500 0 0 : : : : Changes from: August 19, 2014 : : 1,932 3,170 0 52 0 150 0 0 1,530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 86.3 3.0 10.5 0.0 3.6 0.0 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 50,252 : : Positions : : 27,543 45,665 18,877 3,392 155 0 0 0 2,038 0 0 : : : : Changes from: August 19, 2014 : : 3,630 2,554 90 1,830 -150 0 0 0 570 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 90.9 37.6 6.7 0.3 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 258,528 : : Positions : : 202,383 144,002 18,767 56,789 18,128 976 7,633 2,456 6,800 23,076 546 : : : : Changes from: August 19, 2014 : : 4,389 3,814 31 5,033 -3,192 0 246 -93 3,080 -551 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 55.7 7.3 22.0 7.0 0.4 3.0 0.9 2.6 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 24 . 7 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 57,194 : : Positions : : 37,060 40,303 8,259 11,044 2,873 0 0 0 4,908 0 0 : : : : Changes from: August 19, 2014 : : 1,611 552 0 1,059 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 70.5 14.4 19.3 5.0 0.0 0.0 0.0 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 77,586 : : Positions : : 34,675 62,975 34,775 8,388 4,233 0 0 0 0 488 0 : : : : Changes from: August 19, 2014 : : 0 151 151 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 81.2 44.8 10.8 5.5 0.0 0.0 0.0 0.0 0.6 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 August 26, 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 59,802 : : Positions : : 38,406 42,473 9,222 5,618 4,823 0 0 0 0 4,215 124 : : : : Changes from: August 19, 2014 : : 764 519 -30 122 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 71.0 15.4 9.4 8.1 0.0 0.0 0.0 0.0 7.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 952,728 : : Positions : : 150,715 147,279 143,980 18,827 50,255 250,541 228,542 137,211 18,451 206,738 133,107 : : : : Changes from: August 19, 2014 : : 11,367 8,828 -4,499 860 2,574 5,416 -1,142 -17,374 -2,000 1,146 794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 15.5 15.1 2.0 5.3 26.3 24.0 14.4 1.9 21.7 14.0 : : : : Number of Traders in Each Category Total Traders: 280 : : 39 35 23 11 24 68 47 64 28 43 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 467,446 : : Positions : : 56,219 62,757 13,859 108,575 74,434 75,030 14,549 54,620 141,298 101,131 43,546 : : : : Changes from: August 19, 2014 : : 2,661 3,997 -51 5,005 725 8,376 1,593 860 -1,855 2,144 2,073 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 13.4 3.0 23.2 15.9 16.1 3.1 11.7 30.2 21.6 9.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 21 23 . 12 14 6 5 11 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 90,337 : : Positions : : 6,904 13,090 42,364 8,946 13,230 283 12,089 9,095 3,778 19,649 8,948 : : : : Changes from: August 19, 2014 : : 1,193 1,255 -1,514 -204 1,316 -505 -467 1,433 773 -1,341 1,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 14.5 46.9 9.9 14.6 0.3 13.4 10.1 4.2 21.8 9.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 6 6 8 4 12 . 4 5 8 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 1,980,362 : : Positions : : 324,353 253,141 41,823 880,426 410,942 274,435 45,415 222,205 552,247 18,008 104,919 : : : : Changes from: August 19, 2014 : : 15,862 1,444 -3,138 15,274 5,685 -3,507 1,146 -192 24,676 -2,162 -9,966 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 12.8 2.1 44.5 20.8 13.9 2.3 11.2 27.9 0.9 5.3 : : : : Number of Traders in Each Category Total Traders: 123 : : 43 37 8 19 25 13 8 18 17 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 700,450 : : Positions : : 130,320 92,557 274,904 142,782 135,532 11,383 81,346 68,526 14,750 116,617 60,607 : : : : Changes from: August 19, 2014 : : 4,172 6,435 -4,951 -5,092 5,827 613 606 -1,819 2,738 66 2,834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 13.2 39.2 20.4 19.3 1.6 11.6 9.8 2.1 16.6 8.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 19 16 18 5 19 8 11 13 9 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 43,011 : : Positions : : 31,954 30,058 3,802 820 3,899 0 347 1,853 754 5,481 129 : : : : Changes from: August 19, 2014 : : 2,708 2,994 -125 -441 1,656 0 0 0 53 243 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 69.9 8.8 1.9 9.1 0.0 0.8 4.3 1.8 12.7 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 31 6 . 8 0 . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 20,976 : : Positions : : 16,733 12,759 879 1,055 2,118 0 0 0 774 4,212 275 : : : : Changes from: August 19, 2014 : : 1,622 1,937 270 105 119 0 0 0 205 80 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 60.8 4.2 5.0 10.1 0.0 0.0 0.0 3.7 20.1 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 19 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 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 5,655 : : Positions : : 3,398 3,547 991 1,124 322 0 0 0 481 160 258 : : : : Changes from: August 19, 2014 : : -30 -95 0 120 0 0 0 0 80 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 62.7 17.5 19.9 5.7 0.0 0.0 0.0 8.5 2.8 4.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 4 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 8,088 : : Positions : : 6,007 3,007 536 4,110 509 0 0 0 30 135 5 : : : : Changes from: August 19, 2014 : : 487 562 11 -27 106 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 37.2 6.6 50.8 6.3 0.0 0.0 0.0 0.4 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 4 6 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 29, 2014