Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 4,282,882 : : Positions : :2,157,648 1,059,101 57,016 1,376,883 527,317 400,551 145,870 461,124 152,925 200,348 500,302 : : : : Changes from: September 9, 2014 : : 66,326 -16,318 -2,080 26,806 -999 10,444 -6,585 23,120 -27,093 40,270 -26,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 24.7 1.3 32.1 12.3 9.4 3.4 10.8 3.6 4.7 11.7 : : : : Number of Traders in Each Category Total Traders: 219 : : 114 88 9 23 28 20 9 22 21 19 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 593,801 : : Positions : : 55,297 122,466 211,886 72,984 98,944 42,509 25,227 59,327 28,270 117,420 97,306 : : : : Changes from: September 9, 2014 : : 255 333 -3,693 3,875 249 -1,734 -696 6,163 6,591 -1,867 2,511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 20.6 35.7 12.3 16.7 7.2 4.2 10.0 4.8 19.8 16.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 19 21 13 7 17 8 8 12 12 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 215,692 : : Positions : : 127,808 158,416 15,285 12,602 25,382 13,868 0 5,854 7,182 1,740 856 : : : : Changes from: September 9, 2014 : : 2,214 2,738 0 534 176 75 -201 -176 57 -431 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 73.4 7.1 5.8 11.8 6.4 0.0 2.7 3.3 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . 5 5 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 105,673 : : Positions : : 87,898 76,738 1,935 16,665 7,738 3,276 0 563 10 821 462 : : : : Changes from: September 9, 2014 : : 923 474 -292 972 414 257 0 75 10 -656 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 72.6 1.8 15.8 7.3 3.1 0.0 0.5 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 193,469 : : Positions : : 133,402 70,845 28,870 90,549 10,635 10,125 10,173 1,010 4,010 2,602 0 : : : : Changes from: September 9, 2014 : : 1,964 1,880 2,359 3,489 -98 -96 -868 -2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 36.6 14.9 46.8 5.5 5.2 5.3 0.5 2.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 17 6 7 10 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 699,455 : : Positions : : 539,304 173,946 7,415 432,796 76,938 2,387 1,725 1,540 60,577 1,570 9,227 : : : : Changes from: September 9, 2014 : : 10,669 3,079 -441 5,957 2,035 -831 -315 518 -680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 24.9 1.1 61.9 11.0 0.3 0.2 0.2 8.7 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 23 5 14 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 231,070 : : Positions : : 190,872 175,766 4,650 22,826 9,346 11,224 0 1,322 6,793 14,480 0 : : : : Changes from: September 9, 2014 : : 2,845 4,260 -428 775 -468 -535 0 -28 2,305 -62 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 76.1 2.0 9.9 4.0 4.9 0.0 0.6 2.9 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 19 . 5 . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 229,887 : : Positions : : 210,377 110,203 2,609 95,868 11,045 0 1,918 3,001 0 994 0 : : : : Changes from: September 9, 2014 : : 4,573 3,858 62 155 0 -274 743 -271 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 47.9 1.1 41.7 4.8 0.0 0.8 1.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 26 4 10 9 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 87,858 : : Positions : : 66,735 34,912 2,883 35,384 4,726 6,151 1,240 2,242 0 494 0 : : : : Changes from: September 9, 2014 : : 958 44 -1,095 484 48 389 0 -279 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 39.7 3.3 40.3 5.4 7.0 1.4 2.6 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 . 6 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 104,087 : : Positions : : 62,476 71,388 15,109 6,182 6,016 465 4,640 4,535 0 1,122 5,897 : : : : Changes from: September 9, 2014 : : 7,778 5,886 -3,229 -457 370 62 -2,809 1,622 0 128 858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 68.6 14.5 5.9 5.8 0.4 4.5 4.4 0.0 1.1 5.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 77,239 : : Positions : : 63,629 24,188 2,864 43,540 200 1,685 217 1,370 0 0 0 : : : : Changes from: September 9, 2014 : : 1,931 842 0 1,671 0 592 -310 -212 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 31.3 3.7 56.4 0.3 2.2 0.3 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 September 16, 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 199,491 : : Positions : : 186,750 72,910 228 117,119 3,652 0 0 0 434 0 0 : : : : Changes from: September 9, 2014 : : 1,320 1,580 0 1,210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 36.5 0.1 58.7 1.8 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 17 . 11 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 89,041 : : Positions : : 59,148 56,740 19,597 27,280 3,427 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 1,938 1,060 0 34 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 63.7 22.0 30.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 4 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 290,799 : : Positions : : 249,905 120,869 19,866 146,689 9,620 0 744 0 0 7,052 450 : : : : Changes from: September 9, 2014 : : 2,406 2,433 31 187 -214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 41.6 6.8 50.4 3.3 0.0 0.3 0.0 0.0 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 22 . 12 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 57,640 : : Positions : : 40,405 23,009 2,533 17,103 5,211 1,429 536 4,459 0 0 0 : : : : Changes from: September 9, 2014 : : -943 1,428 -733 -3,963 -427 189 -688 886 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 39.9 4.4 29.7 9.0 2.5 0.9 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 76,313 : : Positions : : 34,650 39,392 27,307 19,951 4,312 2,976 0 3,247 0 0 0 : : : : Changes from: September 9, 2014 : : 1,454 124 1,499 0 0 -1,762 0 844 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 51.6 35.8 26.1 5.7 3.9 0.0 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 7 4 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 96,584 : : Positions : : 77,515 41,850 0 42,562 4,486 9,838 1,626 806 2,480 0 0 : : : : Changes from: September 9, 2014 : : -346 4,242 0 -2,108 930 0 0 0 2,480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 43.3 0.0 44.1 4.6 10.2 1.7 0.8 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 0 7 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 63,437 : : Positions : : 40,224 52,260 7,843 1,130 582 8,310 3,834 1,538 4,490 2,400 0 : : : : Changes from: September 9, 2014 : : 2,426 6,954 1,736 -372 372 0 0 0 2,480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 82.4 12.4 1.8 0.9 13.1 6.0 2.4 7.1 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 22 7 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 37,520 : : Positions : : 35,716 32,208 960 4,768 0 0 0 0 0 210 0 : : : : Changes from: September 9, 2014 : : 3,888 4,012 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 85.8 2.6 12.7 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 20 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 142,947 : : Positions : : 113,576 114,253 15,749 16,243 1,993 313 341 854 0 0 0 : : : : Changes from: September 9, 2014 : : 3,884 1,176 0 1,971 -527 -510 0 267 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 79.9 11.0 11.4 1.4 0.2 0.2 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 24 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 18,642 : : Positions : : 15,156 12,976 2,389 188 270 314 0 120 0 4,450 0 : : : : Changes from: September 9, 2014 : : -2,757 475 1,431 -58 146 314 -1,453 120 0 -504 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 69.6 12.8 1.0 1.4 1.7 0.0 0.6 0.0 23.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 56,277 : : Positions : : 40,798 31,385 10,942 18,286 516 334 2,579 1,053 0 0 0 : : : : Changes from: September 9, 2014 : : 573 271 0 -245 0 -151 365 -131 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.8 19.4 32.5 0.9 0.6 4.6 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 101,675 : : Positions : : 87,317 45,400 0 38,100 8,352 46 1,000 2,370 0 0 0 : : : : Changes from: September 9, 2014 : : 6,263 6,109 -79 1,344 202 -810 -720 958 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 44.7 0.0 37.5 8.2 0.0 1.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 79,660 : : Positions : : 55,331 70,868 10,475 952 1,436 178 0 527 2,869 1,266 0 : : : : Changes from: September 9, 2014 : : 4,973 4,861 210 0 -172 178 -400 -59 0 1,266 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 89.0 13.1 1.2 1.8 0.2 0.0 0.7 3.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 118,291 : : Positions : : 105,722 86,843 2,360 654 3,278 0 2,164 1,088 0 22,673 0 : : : : Changes from: September 9, 2014 : : 3,754 4,027 0 0 0 0 -149 -178 0 304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 73.4 2.0 0.6 2.8 0.0 1.8 0.9 0.0 19.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 225,471 : : Positions : : 185,637 52,481 10,219 131,662 14,181 2,932 17,158 2,645 0 0 0 : : : : Changes from: September 9, 2014 : : -189 1,296 0 819 0 360 -1,365 -118 0 -87 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 23.3 4.5 58.4 6.3 1.3 7.6 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 15 . 12 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 26,565 : : Positions : : 20,256 22,542 480 2,556 0 720 0 0 3,219 957 0 : : : : Changes from: September 9, 2014 : : 2,697 2,662 0 0 0 0 0 0 62 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 84.9 1.8 9.6 0.0 2.7 0.0 0.0 12.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 40,905 : : Positions : : 20,858 37,585 16,986 2,653 155 0 0 0 1,790 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 91.9 41.5 6.5 0.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 251,179 : : Positions : : 197,722 131,621 20,176 61,704 16,493 496 8,677 2,340 3,895 22,016 2,327 : : : : Changes from: September 9, 2014 : : 7,212 2,232 395 3,633 -484 0 244 -89 -2,390 -581 2,098 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 52.4 8.0 24.6 6.6 0.2 3.5 0.9 1.6 8.8 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 23 . 7 6 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 57,862 : : Positions : : 36,487 40,384 9,503 13,982 1,792 0 0 0 5,652 0 0 : : : : Changes from: September 9, 2014 : : 2,029 4,306 1,092 1,853 -121 0 0 0 2,128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 69.8 16.4 24.2 3.1 0.0 0.0 0.0 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 78,574 : : Positions : : 33,252 62,998 36,629 9,104 4,779 0 0 0 0 248 0 : : : : Changes from: September 9, 2014 : : 468 1,135 730 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 80.2 46.6 11.6 6.1 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 53,939 : : Positions : : 35,333 40,111 5,534 4,639 4,887 0 0 0 0 1,012 279 : : : : Changes from: September 9, 2014 : : 281 645 0 -364 182 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 74.4 10.3 8.6 9.1 0.0 0.0 0.0 0.0 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 999,207 : : Positions : : 159,793 156,282 159,381 17,716 53,470 247,933 239,125 152,395 23,529 218,118 131,133 : : : : Changes from: September 9, 2014 : : 12,258 12,876 2,145 -900 2,250 -7,690 -2,289 -3,606 4,798 -1,440 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 15.6 16.0 1.8 5.4 24.8 23.9 15.3 2.4 21.8 13.1 : : : : Number of Traders in Each Category Total Traders: 277 : : 39 33 22 11 26 63 54 67 31 42 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 454,185 : : Positions : : 51,551 62,033 11,942 100,448 73,128 76,243 12,505 58,581 138,084 99,654 39,402 : : : : Changes from: September 9, 2014 : : 2,848 3,334 605 600 974 500 -460 607 -228 155 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 13.7 2.6 22.1 16.1 16.8 2.8 12.9 30.4 21.9 8.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 18 20 . 11 13 5 4 10 10 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 80,791 : : Positions : : 6,212 11,925 39,125 8,518 11,578 0 11,348 5,643 5,360 19,516 7,092 : : : : Changes from: September 9, 2014 : : -383 286 -558 704 154 0 -1,011 145 1,090 125 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 14.8 48.4 10.5 14.3 0.0 14.0 7.0 6.6 24.2 8.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 6 8 . 10 0 5 5 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 1,897,832 : : Positions : : 321,017 242,243 30,899 868,348 368,800 244,464 44,614 223,628 561,344 19,448 98,462 : : : : Changes from: September 9, 2014 : : 9,839 1,796 -730 7,394 -2,907 -20,513 -99 4,746 20,354 -281 -3,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 12.8 1.6 45.8 19.4 12.9 2.4 11.8 29.6 1.0 5.2 : : : : Number of Traders in Each Category Total Traders: 125 : : 41 39 6 20 24 13 9 18 17 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 666,872 : : Positions : : 123,388 97,450 280,579 146,959 112,474 9,496 81,899 62,109 12,061 100,440 62,828 : : : : Changes from: September 9, 2014 : : -782 1,918 3,091 10,081 3,160 -1,734 696 -997 1,698 -10,434 4,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 14.6 42.1 22.0 16.9 1.4 12.3 9.3 1.8 15.1 9.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 17 17 18 5 19 7 10 14 9 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 49,049 : : Positions : : 37,540 35,986 3,301 538 4,210 0 0 1,950 978 5,746 110 : : : : Changes from: September 9, 2014 : : 5,125 4,605 -404 -17 347 0 0 0 97 195 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 73.4 6.7 1.1 8.6 0.0 0.0 4.0 2.0 11.7 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 31 7 . 8 0 0 . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 10,453 : : Positions : : 3,741 8,467 2,252 903 445 3,935 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 595 595 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 81.0 21.5 8.6 4.3 37.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 20,992 : : Positions : : 16,788 12,584 887 1,112 2,188 0 0 0 701 4,306 240 : : : : Changes from: September 9, 2014 : : 397 560 250 87 75 0 0 0 45 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 59.9 4.2 5.3 10.4 0.0 0.0 0.0 3.3 20.5 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 18 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 8,662 : : Positions : : 5,491 6,383 1,577 1,036 344 0 0 0 585 145 525 : : : : Changes from: September 9, 2014 : : 1,308 1,352 0 25 2 0 0 0 15 0 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 73.7 18.2 12.0 4.0 0.0 0.0 0.0 6.8 1.7 6.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 8,712 : : Positions : : 6,766 3,466 649 4,453 378 0 0 0 175 225 5 : : : : Changes from: September 9, 2014 : : 333 29 30 275 -4 0 0 0 100 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 39.8 7.4 51.1 4.3 0.0 0.0 0.0 2.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 4 4 5 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 19, 2014