Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 4,482,944 : : Positions : :2,415,836 1,194,681 52,784 1,549,298 435,067 414,040 214,006 482,203 185,377 125,145 470,442 : : : : Changes from: November 4, 2014 : : 92,469 47,964 -8,789 163,021 -55,063 79,943 10,351 19,284 27,926 -33,094 51,763 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 26.6 1.2 34.6 9.7 9.2 4.8 10.8 4.1 2.8 10.5 : : : : Number of Traders in Each Category Total Traders: 220 : : 115 90 8 20 26 22 7 23 21 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 592,415 : : Positions : : 56,115 113,928 145,091 56,513 111,998 78,976 63,753 64,512 34,871 80,265 100,610 : : : : Changes from: November 4, 2014 : : 1,843 847 4,819 -418 80 -367 8,696 18,144 -2,171 -5,001 5,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 19.2 24.5 9.5 18.9 13.3 10.8 10.9 5.9 13.5 17.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 21 20 13 5 16 9 7 10 12 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 208,875 : : Positions : : 138,056 153,140 13,026 12,193 23,779 10,272 5,790 5,078 3,031 2,639 642 : : : : Changes from: November 4, 2014 : : -9,109 -10,504 -1,021 1,609 -1,481 1,372 1,609 -1,156 127 -1,193 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 73.3 6.2 5.8 11.4 4.9 2.8 2.4 1.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 26 . 8 7 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 95,283 : : Positions : : 78,112 72,223 2,034 13,978 3,921 4,318 0 639 361 0 786 : : : : Changes from: November 4, 2014 : : -2,003 -6,290 285 -1,575 -316 -4,213 0 461 11 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 75.8 2.1 14.7 4.1 4.5 0.0 0.7 0.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 205,291 : : Positions : : 134,771 68,156 36,764 103,697 8,113 12,418 9,838 1,526 4,708 5,093 0 : : : : Changes from: November 4, 2014 : : -14,244 -15,296 -2,694 -5,630 -512 -684 -1,191 -1,859 -1,982 2,332 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 33.2 17.9 50.5 4.0 6.0 4.8 0.7 2.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 16 4 9 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 668,442 : : Positions : : 558,202 169,365 8,960 402,174 65,571 659 6,882 2,976 11,944 78 14,955 : : : : Changes from: November 4, 2014 : : 15,093 -6,893 -1,781 20,404 985 411 -885 1,099 820 78 -540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 25.3 1.3 60.2 9.8 0.1 1.0 0.4 1.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 21 4 13 14 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 251,617 : : Positions : : 222,957 194,559 5,582 28,673 5,858 5,488 1,443 2,335 2,192 13,134 279 : : : : Changes from: November 4, 2014 : : -8,026 -5,153 -416 -2,991 1,183 -3,233 1,443 1,848 -89 -361 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 77.3 2.2 11.4 2.3 2.2 0.6 0.9 0.9 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 244,648 : : Positions : : 224,311 125,799 1,971 96,106 6,850 1,262 1,644 2,697 0 1,528 1,926 : : : : Changes from: November 4, 2014 : : -10,896 -13,142 -1,095 1,369 -2,177 -929 119 -711 0 -670 856 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 51.4 0.8 39.3 2.8 0.5 0.7 1.1 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 33 . 9 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 99,295 : : Positions : : 82,065 51,508 3,068 28,633 3,094 5,190 1,750 1,043 0 0 0 : : : : Changes from: November 4, 2014 : : -2,996 -3,213 -474 -5,120 0 2,238 1,750 -762 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 51.9 3.1 28.8 3.1 5.2 1.8 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 102,517 : : Positions : : 70,639 78,481 5,774 5,471 6,957 0 2,004 5,094 179 0 380 : : : : Changes from: November 4, 2014 : : -1,561 -1,716 -552 -336 -785 0 -876 116 179 -261 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 76.6 5.6 5.3 6.8 0.0 2.0 5.0 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 83,677 : : Positions : : 72,185 29,863 2,684 41,345 200 1,275 4,080 709 0 0 0 : : : : Changes from: November 4, 2014 : : -5,061 -4,754 0 -1,944 0 298 1,943 -919 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 35.7 3.2 49.4 0.2 1.5 4.9 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 216,008 : : Positions : : 204,268 89,010 0 112,953 3,540 0 3,652 0 0 0 0 : : : : Changes from: November 4, 2014 : : -5,912 -6,094 0 1,129 -99 0 -1,745 0 -331 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 41.2 0.0 52.3 1.6 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 15 0 12 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 91,983 : : Positions : : 62,760 65,342 19,225 20,283 1,123 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -2,844 -3,165 -2,277 -150 -754 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 71.0 20.9 22.1 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 317,584 : : Positions : : 285,733 121,895 18,628 182,760 5,526 0 0 0 496 0 0 : : : : Changes from: November 4, 2014 : : -13,830 -12,659 -1,180 557 218 0 0 0 -148 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 38.4 5.9 57.5 1.7 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 40 23 4 11 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 69,577 : : Positions : : 53,362 32,752 1,144 18,164 5,223 2,548 3,790 2,294 0 0 0 : : : : Changes from: November 4, 2014 : : 1,793 596 83 2,328 -1,609 -157 -1,414 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 47.1 1.6 26.1 7.5 3.7 5.4 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 65,874 : : Positions : : 28,269 37,991 23,097 13,996 5,334 3,151 0 1,800 0 0 0 : : : : Changes from: November 4, 2014 : : -2,849 1,755 -627 -2,072 -305 1,576 -469 -1,153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 57.7 35.1 21.2 8.1 4.8 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 6 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 87,673 : : Positions : : 64,096 42,386 2,439 36,630 1,426 16,814 1,452 0 0 0 0 : : : : Changes from: November 4, 2014 : : -24,400 -32,307 107 -1,405 -2,730 -8,468 1,452 -1,452 -1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 48.3 2.8 41.8 1.6 19.2 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 5 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 73,039 : : Positions : : 38,890 62,729 5,719 1,172 540 23,948 0 1,452 1,800 4,350 0 : : : : Changes from: November 4, 2014 : : -32,538 -36,700 -9,586 -1,209 -60 -1,748 -1,224 0 -465 -5,356 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 85.9 7.8 1.6 0.7 32.8 0.0 2.0 2.5 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 26 6 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 51,476 : : Positions : : 48,952 42,130 1,260 2,432 0 480 0 0 0 6,280 0 : : : : Changes from: November 4, 2014 : : -13,227 -13,140 -1,054 -1,147 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 81.8 2.4 4.7 0.0 0.9 0.0 0.0 0.0 12.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 166,422 : : Positions : : 135,386 138,171 17,317 16,695 2,279 844 0 0 509 0 0 : : : : Changes from: November 4, 2014 : : -3,727 -4,777 -687 597 -124 -359 -49 -890 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 83.0 10.4 10.0 1.4 0.5 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 55,245 : : Positions : : 46,906 35,855 0 10,768 90 756 1,818 1,926 0 0 0 : : : : Changes from: November 4, 2014 : : -3,649 -2,641 0 -839 0 -51 -280 -665 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 64.9 0.0 19.5 0.2 1.4 3.3 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 107,083 : : Positions : : 89,316 59,332 1,615 27,835 10,014 1,528 1,157 1,978 0 0 0 : : : : Changes from: November 4, 2014 : : -2,927 -2,564 640 2,380 -2,460 1,528 -1,005 -1,227 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 55.4 1.5 26.0 9.4 1.4 1.1 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 19 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 30,722 : : Positions : : 24,253 9,297 1,240 17,511 200 3,534 0 0 0 478 0 : : : : Changes from: November 4, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 30.3 4.0 57.0 0.7 11.5 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 86,823 : : Positions : : 68,943 77,726 5,534 0 2,922 2,425 0 52 1,676 714 0 : : : : Changes from: November 4, 2014 : : -7,826 -7,365 -1,644 0 610 2,299 0 -633 34 -273 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 89.5 6.4 0.0 3.4 2.8 0.0 0.1 1.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 122,930 : : Positions : : 109,157 104,789 1,723 298 2,394 1,001 0 812 0 13,478 0 : : : : Changes from: November 4, 2014 : : -8,539 2,234 570 -30 -570 1,001 -1,460 -1,509 0 -7,489 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 85.2 1.4 0.2 1.9 0.8 0.0 0.7 0.0 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 212,961 : : Positions : : 167,964 62,334 9,862 117,175 12,376 2,862 7,093 4,209 0 3,210 0 : : : : Changes from: November 4, 2014 : : -19,077 -2,572 508 -4,843 40 2,659 -2,467 -1,677 -210 -611 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 29.3 4.6 55.0 5.8 1.3 3.3 2.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 16 . 11 8 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 19,644 : : Positions : : 17,462 15,412 0 1,712 0 480 1,560 0 0 660 0 : : : : Changes from: November 4, 2014 : : -8,740 -11,904 -682 -651 0 -310 0 0 -1,734 62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 78.5 0.0 8.7 0.0 2.4 7.9 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 0 . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 257,406 : : Positions : : 214,226 137,802 20,157 80,214 9,250 0 6,145 1,097 2,909 17,478 395 : : : : Changes from: November 4, 2014 : : -17,180 -5,437 -1,254 -11,307 610 0 -249 -276 237 -1,050 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 53.5 7.8 31.2 3.6 0.0 2.4 0.4 1.1 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 24 . 6 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 65,893 : : Positions : : 51,782 35,648 7,156 25,148 606 0 0 0 2,849 0 0 : : : : Changes from: November 4, 2014 : : -1,061 -3,089 -787 -1,290 -44 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 54.1 10.9 38.2 0.9 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 78,698 : : Positions : : 30,505 59,532 40,199 9,983 4,171 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,650 -1,722 -1,852 330 -878 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 75.6 51.1 12.7 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 64,091 : : Positions : : 44,087 47,995 8,919 5,486 4,996 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,933 -2,942 -1,953 2,027 -398 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 74.9 13.9 8.6 7.8 0.0 0.0 0.0 0.0 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 November 11, 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 967,434 : : Positions : : 127,782 141,978 185,373 10,338 45,514 245,674 233,325 167,015 25,631 242,996 103,040 : : : : Changes from: November 4, 2014 : : 9,180 15,697 -1,533 -438 851 20,680 5,111 21,418 1,796 18,614 -3,748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 14.7 19.2 1.1 4.7 25.4 24.1 17.3 2.6 25.1 10.7 : : : : Number of Traders in Each Category Total Traders: 288 : : 39 31 23 9 26 79 44 67 41 41 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 426,256 : : Positions : : 59,812 60,065 13,717 96,648 58,529 63,945 16,639 53,449 138,965 100,609 32,835 : : : : Changes from: November 4, 2014 : : 7,214 5,058 -404 7,271 -1,175 4,677 -3,314 3,054 5,135 7,980 -2,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 14.1 3.2 22.7 13.7 15.0 3.9 12.5 32.6 23.6 7.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 18 20 . 11 13 . 6 9 13 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 78,091 : : Positions : : 8,043 14,399 23,522 9,314 13,948 1,002 4,865 9,546 2,769 8,236 13,728 : : : : Changes from: November 4, 2014 : : 381 2,162 1,251 195 1,629 465 -675 1,996 -632 -533 798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 18.4 30.1 11.9 17.9 1.3 6.2 12.2 3.5 10.5 17.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 6 9 . 12 . 4 6 6 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 1,797,279 : : Positions : : 382,765 205,439 31,660 928,262 289,486 196,452 37,467 198,342 559,149 16,933 87,433 : : : : Changes from: November 4, 2014 : : 4,749 859 705 15,488 -4,565 -106 1,137 4,277 12,606 438 606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 11.4 1.8 51.6 16.1 10.9 2.1 11.0 31.1 0.9 4.9 : : : : Number of Traders in Each Category Total Traders: 122 : : 43 37 7 18 23 12 10 20 15 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 632,855 : : Positions : : 118,212 86,153 234,759 133,351 124,987 10,195 51,219 66,856 9,187 102,500 63,940 : : : : Changes from: November 4, 2014 : : -1,248 2,743 -294 -4,522 6,550 -760 840 2,811 -6,289 -8,357 3,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 13.6 37.1 21.1 19.7 1.6 8.1 10.6 1.5 16.2 10.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 18 17 15 5 18 7 9 11 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 4,636 : : Positions : : 4,057 2,779 143 1,253 274 0 0 0 75 162 0 : : : : Changes from: November 4, 2014 : : 56 66 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 59.9 3.1 27.0 5.9 0.0 0.0 0.0 1.6 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 68,483 : : Positions : : 52,260 54,625 7,847 774 5,191 73 0 765 1,562 6,318 166 : : : : Changes from: November 4, 2014 : : -3,125 -2,959 822 241 -492 0 0 -1,200 -149 146 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 79.8 11.5 1.1 7.6 0.1 0.0 1.1 2.3 9.2 0.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 34 7 . 8 . 0 . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 11,625 : : Positions : : 6,542 8,604 1,721 1,405 1,092 2,090 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -35 40 0 -75 408 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 74.0 14.8 12.1 9.4 18.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 24,069 : : Positions : : 18,774 13,523 728 2,645 3,166 0 0 0 628 4,236 366 : : : : Changes from: November 4, 2014 : : 847 759 123 175 -230 0 0 0 -35 -9 218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 56.2 3.0 11.0 13.2 0.0 0.0 0.0 2.6 17.6 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 . 6 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 12,343 : : Positions : : 8,539 6,665 1,506 1,808 445 0 0 0 395 1,896 1,354 : : : : Changes from: November 4, 2014 : : 1,075 770 0 30 66 0 0 0 0 291 399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 54.0 12.2 14.6 3.6 0.0 0.0 0.0 3.2 15.4 11.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 9,819 : : Positions : : 7,785 3,330 852 5,367 226 0 0 0 25 760 0 : : : : Changes from: November 4, 2014 : : 634 361 0 168 46 0 0 0 -5 95 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 33.9 8.7 54.7 2.3 0.0 0.0 0.0 0.3 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 5 4 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2014