Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 4,440,328 : : Positions : :2,486,507 1,162,786 62,515 1,562,952 446,910 375,356 233,836 455,911 156,727 139,215 426,213 : : : : Changes from: December 2, 2014 : : 69,485 59,120 6,739 119 3,113 -6,251 -20,232 53 -30,240 151 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 26.2 1.4 35.2 10.1 8.5 5.3 10.3 3.5 3.1 9.6 : : : : Number of Traders in Each Category Total Traders: 222 : : 117 90 8 19 25 20 10 22 22 19 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 498,771 : : Positions : : 51,394 109,389 115,573 67,870 100,920 65,464 59,144 50,945 56,705 52,018 57,589 : : : : Changes from: December 2, 2014 : : 426 756 -2,778 -1,814 3,645 -1,707 1,866 3,939 2,353 -2,514 -517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 21.9 23.2 13.6 20.2 13.1 11.9 10.2 11.4 10.4 11.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 19 20 14 4 15 10 6 11 10 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 219,947 : : Positions : : 149,359 176,514 17,427 6,238 23,168 9,440 5,419 4,102 2,173 0 214 : : : : Changes from: December 2, 2014 : : -2,738 3,917 4,737 -2,933 -933 96 600 -864 -721 -2,661 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 80.3 7.9 2.8 10.5 4.3 2.5 1.9 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 28 6 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 94,881 : : Positions : : 76,090 72,472 1,555 12,147 4,676 5,529 0 924 0 0 0 : : : : Changes from: December 2, 2014 : : -7,208 -3,667 214 -2,699 -1,084 19 0 -199 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 76.4 1.6 12.8 4.9 5.8 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 21 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 205,860 : : Positions : : 146,946 71,963 34,214 105,322 6,249 5,658 9,813 2,312 2,996 2,782 0 : : : : Changes from: December 2, 2014 : : -1,484 -2,689 -3,655 -4,577 -1,313 -4,145 119 -72 0 -3,381 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 35.0 16.6 51.2 3.0 2.7 4.8 1.1 1.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 16 4 9 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 645,541 : : Positions : : 539,603 154,807 9,899 392,420 60,862 105 14,342 2,011 14,844 656 12,354 : : : : Changes from: December 2, 2014 : : 9,614 -610 -31 12,186 -1,353 -210 -117 -316 2,535 656 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 24.0 1.5 60.8 9.4 0.0 2.2 0.3 2.3 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 20 4 13 15 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 256,958 : : Positions : : 233,518 180,435 6,249 46,296 7,397 310 1,244 681 1,682 14,125 634 : : : : Changes from: December 2, 2014 : : -7,703 -17,786 411 8,727 -1,342 -97 903 -1,580 -944 339 572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 70.2 2.4 18.0 2.9 0.1 0.5 0.3 0.7 5.5 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 249,953 : : Positions : : 229,918 122,678 3,535 110,274 3,308 0 1,118 3,756 341 1,644 2,024 : : : : Changes from: December 2, 2014 : : -17,897 -21,206 -740 505 -2,534 -22 -1,077 -48 -124 997 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 49.1 1.4 44.1 1.3 0.0 0.4 1.5 0.1 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 29 . 10 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 105,723 : : Positions : : 85,302 61,707 2,661 26,637 3,188 7,629 261 1,954 0 0 0 : : : : Changes from: December 2, 2014 : : -1,241 3,828 -363 -1,992 -563 2,765 205 -236 0 -341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 58.4 2.5 25.2 3.0 7.2 0.2 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 103,349 : : Positions : : 71,194 69,843 4,930 10,184 7,564 0 1,067 5,650 0 17 227 : : : : Changes from: December 2, 2014 : : 3,655 -2,569 -761 959 148 0 -40 205 -299 17 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 67.6 4.8 9.9 7.3 0.0 1.0 5.5 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 21,771 : : Positions : : 15,001 17,349 5,080 2,078 800 0 0 0 428 558 0 : : : : Changes from: December 2, 2014 : : -4,919 -7,108 -1,377 60 500 -300 0 0 428 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.7 23.3 9.5 3.7 0.0 0.0 0.0 2.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 81,410 : : Positions : : 69,171 31,168 2,684 40,711 200 554 518 1,887 0 0 0 : : : : Changes from: December 2, 2014 : : -4,481 240 0 -1,732 0 -755 -1,132 235 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 38.3 3.3 50.0 0.2 0.7 0.6 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 204,189 : : Positions : : 188,569 82,733 2,499 110,768 4,328 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -13,886 -10,170 1,199 -596 -2,302 0 -2,706 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 40.5 1.2 54.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 14 . 12 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 88,300 : : Positions : : 59,618 62,738 18,233 18,838 1,458 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -5,454 -6,080 -992 -490 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 71.1 20.6 21.3 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 323,599 : : Positions : : 289,151 116,472 20,097 192,544 4,307 0 0 0 1,155 0 0 : : : : Changes from: December 2, 2014 : : -2,762 -13,428 721 7,149 -389 0 0 0 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 36.0 6.2 59.5 1.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 23 4 10 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 74,428 : : Positions : : 60,119 33,698 1,209 12,985 4,502 2,275 5,924 1,474 0 0 0 : : : : Changes from: December 2, 2014 : : 3,127 63 34 -4,620 -1,150 -208 -208 -294 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 45.3 1.6 17.4 6.0 3.1 8.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 61,944 : : Positions : : 26,665 36,816 21,410 11,824 4,757 2,542 0 1,346 0 0 0 : : : : Changes from: December 2, 2014 : : -3,063 -2,882 -404 -2,559 -275 -598 0 -291 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 59.4 34.6 19.1 7.7 4.1 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 5 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 68,068 : : Positions : : 42,900 58,189 11,869 472 1,240 9,306 1,576 955 744 3,596 31 : : : : Changes from: December 2, 2014 : : -15,518 -29,181 -4,836 472 -622 -9,262 1,328 -1,328 -157 1,432 -1,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 85.5 17.4 0.7 1.8 13.7 2.3 1.4 1.1 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 19 8 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 52,290 : : Positions : : 50,461 43,141 558 2,595 0 0 0 0 589 5,500 0 : : : : Changes from: December 2, 2014 : : -7,201 -8,306 -1,260 -240 0 -480 0 0 431 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 82.5 1.1 5.0 0.0 0.0 0.0 0.0 1.1 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 16 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 157,504 : : Positions : : 125,360 134,509 16,539 9,874 3,494 1,889 0 1,432 708 0 0 : : : : Changes from: December 2, 2014 : : -11,373 -6,353 -654 -2,780 529 1,411 -713 512 199 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 85.4 10.5 6.3 2.2 1.2 0.0 0.9 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 23 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 55,978 : : Positions : : 44,341 37,018 797 8,962 1,583 1,435 2,908 1,320 0 0 0 : : : : Changes from: December 2, 2014 : : -3,640 759 93 -2,037 -183 851 -464 -158 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 66.1 1.4 16.0 2.8 2.6 5.2 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 98,370 : : Positions : : 81,704 54,990 3,170 24,719 8,210 1,290 1,784 1,358 0 0 0 : : : : Changes from: December 2, 2014 : : -8,138 -4,123 1,555 -3,304 -1,804 1,290 -1,810 -1,709 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 55.9 3.2 25.1 8.3 1.3 1.8 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 79,198 : : Positions : : 60,755 71,057 7,663 0 2,928 3,716 0 469 956 0 0 : : : : Changes from: December 2, 2014 : : -6,014 -7,701 897 0 -124 -895 0 259 -332 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 89.7 9.7 0.0 3.7 4.7 0.0 0.6 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 119,367 : : Positions : : 105,108 104,431 2,188 0 1,036 1,529 0 409 0 12,096 0 : : : : Changes from: December 2, 2014 : : -565 -2,546 465 -298 -1,358 -469 0 -111 0 268 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 87.5 1.8 0.0 0.9 1.3 0.0 0.3 0.0 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 202,984 : : Positions : : 162,953 63,241 9,315 110,543 10,567 5,899 7,276 1,937 0 3,886 0 : : : : Changes from: December 2, 2014 : : -8,736 2,571 278 -4,628 -1,314 4,897 -19 -3,103 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 31.2 4.6 54.5 5.2 2.9 3.6 1.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 10 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 18,056 : : Positions : : 15,228 14,763 0 1,712 0 496 0 0 484 1,116 0 : : : : Changes from: December 2, 2014 : : -11,561 -8,704 0 0 0 -480 -1,560 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 81.8 0.0 9.5 0.0 2.7 0.0 0.0 2.7 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 0 . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 26,967 : : Positions : : 18,037 25,891 6,483 341 115 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -3,273 -3,271 872 -180 -36 -210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 96.0 24.0 1.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 246,972 : : Positions : : 204,227 128,745 21,979 82,624 7,033 0 4,403 1,281 0 16,754 635 : : : : Changes from: December 2, 2014 : : -15,303 -8,245 566 -4,566 -903 0 -1,491 215 0 -209 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 52.1 8.9 33.5 2.8 0.0 1.8 0.5 0.0 6.8 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 23 . 6 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 67,396 : : Positions : : 54,810 40,459 7,259 20,530 1,595 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -4,092 -311 -229 -4,437 252 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 60.0 10.8 30.5 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 78,045 : : Positions : : 33,407 59,194 36,596 11,080 3,666 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -2,535 -4,312 -3,457 341 -465 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 75.8 46.9 14.2 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 68,654 : : Positions : : 48,845 48,803 10,691 9,678 4,681 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -1,980 -433 1,240 -91 -388 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.1 15.6 14.1 6.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 948,980 : : Positions : : 136,936 144,710 203,989 8,663 46,531 213,711 239,429 168,881 29,390 220,531 90,949 : : : : Changes from: December 2, 2014 : : -13,668 -21,960 16,438 -426 -2,706 -18,784 5,539 -1,762 5,278 -3,320 -2,471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 15.2 21.5 0.9 4.9 22.5 25.2 17.8 3.1 23.2 9.6 : : : : Number of Traders in Each Category Total Traders: 276 : : 42 33 24 8 25 61 50 68 39 40 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 425,278 : : Positions : : 57,229 60,991 14,838 77,886 62,979 69,802 25,256 49,606 134,987 110,115 31,835 : : : : Changes from: December 2, 2014 : : 3,472 -1,478 -3,258 -2,358 5,707 1,060 1,453 297 -3,132 545 1,393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 14.3 3.5 18.3 14.8 16.4 5.9 11.7 31.7 25.9 7.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 20 21 . 11 12 5 8 11 13 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 76,200 : : Positions : : 9,311 15,486 22,664 13,977 12,859 1,715 1,187 8,915 7,869 10,006 8,216 : : : : Changes from: December 2, 2014 : : 425 2,437 -616 -327 820 917 -783 373 708 -40 471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 20.3 29.7 18.3 16.9 2.3 1.6 11.7 10.3 13.1 10.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 7 9 . 11 . . 6 8 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 1,782,461 : : Positions : : 401,031 201,542 28,449 957,163 275,505 221,153 38,483 166,299 545,241 24,836 83,431 : : : : Changes from: December 2, 2014 : : 16,073 2,877 -552 10,477 -4,226 12,313 -3,179 -16,703 -13,718 4,470 5,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 11.3 1.6 53.7 15.5 12.4 2.2 9.3 30.6 1.4 4.7 : : : : Number of Traders in Each Category Total Traders: 110 : : 34 30 5 19 21 11 10 18 13 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 573,608 : : Positions : : 120,359 88,703 205,261 149,623 107,763 8,321 48,556 61,963 11,071 59,980 53,848 : : : : Changes from: December 2, 2014 : : 2,980 -182 2,101 -5,724 3,628 -3,340 1,741 3,874 -2,169 4,093 -727 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 15.5 35.8 26.1 18.8 1.5 8.5 10.8 1.9 10.5 9.4 : : : : Number of Traders in Each Category Total Traders: 72 : : 18 16 14 7 18 4 9 9 10 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 6,333 : : Positions : : 5,249 3,016 250 2,838 167 0 0 0 357 162 0 : : : : Changes from: December 2, 2014 : : 1,015 63 0 1,215 0 0 0 0 68 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 47.6 3.9 44.8 2.6 0.0 0.0 0.0 5.6 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 75,419 : : Positions : : 59,278 59,328 6,344 3,527 4,624 78 0 0 3,078 6,170 1,135 : : : : Changes from: December 2, 2014 : : 3,911 1,458 -236 2,606 95 15 0 -15 14 -307 411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 78.7 8.4 4.7 6.1 0.1 0.0 0.0 4.1 8.2 1.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 39 39 4 4 7 . 0 0 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 12,672 : : Positions : : 9,305 9,228 2,065 1,606 877 0 0 0 0 274 200 : : : : Changes from: December 2, 2014 : : 1,365 -490 -381 231 -108 -985 0 0 -6 274 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.8 16.3 12.7 6.9 0.0 0.0 0.0 0.0 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 21,848 : : Positions : : 17,343 11,237 370 2,936 2,364 0 0 0 538 4,317 774 : : : : Changes from: December 2, 2014 : : 425 685 36 -209 172 0 0 0 -122 46 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 51.4 1.7 13.4 10.8 0.0 0.0 0.0 2.5 19.8 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 22 . 5 4 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 13,999 : : Positions : : 10,204 7,602 1,297 1,800 456 0 0 0 420 2,399 1,508 : : : : Changes from: December 2, 2014 : : 757 691 200 -42 -20 0 0 0 35 358 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 54.3 9.3 12.9 3.3 0.0 0.0 0.0 3.0 17.1 10.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 9, 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 10,327 : : Positions : : 8,557 3,853 379 5,335 159 0 0 0 496 915 16 : : : : Changes from: December 2, 2014 : : 185 -142 -30 205 20 0 0 0 45 180 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 37.3 3.7 51.7 1.5 0.0 0.0 0.0 4.8 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 5 4 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 12, 2014