Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 5,389,046 : : Positions : :2,255,347 994,945 84,104 2,214,695 575,465 937,918 20,574 878,372 62,988 128,225 558,673 : : : : Changes from: March 11, 2014 : : 5,737 -6,347 -13,109 -69,473 29,379 8,487 -303 -21,251 -58,052 15,534 3,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 18.5 1.6 41.1 10.7 17.4 0.4 16.3 1.2 2.4 10.4 : : : : Number of Traders in Each Category Total Traders: 214 : : 111 86 4 26 26 22 8 25 25 14 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,952,397 : : Positions : : 255,054 355,655 177,499 66,045 615,188 35,039 39,695 322,023 39,757 45,847 506,936 : : : : Changes from: March 11, 2014 : : 2,206 4,352 17,099 1,164 28,192 -1,803 16,007 8,949 7,088 3,216 47,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 18.2 9.1 3.4 31.5 1.8 2.0 16.5 2.0 2.3 26.0 : : : : Number of Traders in Each Category Total Traders: 107 : : 34 36 15 7 22 11 9 19 12 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 263,797 : : Positions : : 128,747 199,842 35,260 14,634 30,333 24,780 7,080 3,807 20,435 0 1,739 : : : : Changes from: March 11, 2014 : : -1,262 308 666 4,843 -1,402 3,290 -1,584 772 857 -175 -429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 75.8 13.4 5.5 11.5 9.4 2.7 1.4 7.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 19 8 . 9 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 146,329 : : Positions : : 100,932 107,030 12,389 21,668 8,854 13,366 927 1,385 0 2,460 873 : : : : Changes from: March 11, 2014 : : -45 1,887 397 -4,060 -116 -2,305 -120 251 -793 267 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 73.1 8.5 14.8 6.1 9.1 0.6 0.9 0.0 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 222,389 : : Positions : : 136,168 115,839 12,632 64,115 22,904 30,544 1,197 6,246 1,926 3,647 824 : : : : Changes from: March 11, 2014 : : -2,088 7,470 1,819 -6,635 332 761 -1,580 1,130 428 3,128 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 52.1 5.7 28.8 10.3 13.7 0.5 2.8 0.9 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 13 4 8 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 808,374 : : Positions : : 656,207 137,462 5,632 566,728 75,902 7,465 2,599 2,124 43,922 2,416 10,141 : : : : Changes from: March 11, 2014 : : 7,044 3,215 -1,796 3,719 -9,475 90 741 -87 2,421 1,057 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 17.0 0.7 70.1 9.4 0.9 0.3 0.3 5.4 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 21 . 16 16 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 245,488 : : Positions : : 155,865 199,332 39,926 14,264 7,657 28,063 0 1,572 0 16,369 0 : : : : Changes from: March 11, 2014 : : 5,342 -7,191 -11,229 240 -133 -580 0 488 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 81.2 16.3 5.8 3.1 11.4 0.0 0.6 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 4 . 4 4 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 219,576 : : Positions : : 190,408 89,668 7,750 111,144 9,535 1,239 0 2,743 8 0 544 : : : : Changes from: March 11, 2014 : : 4,902 1,873 0 547 62 -2,081 0 1,516 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 40.8 3.5 50.6 4.3 0.6 0.0 1.2 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 18 . 10 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 88,021 : : Positions : : 56,784 29,940 12,508 39,305 3,979 3,847 0 994 2,928 0 0 : : : : Changes from: March 11, 2014 : : 6,011 4,408 -3,418 -120 567 -1,087 0 326 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 34.0 14.2 44.7 4.5 4.4 0.0 1.1 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 139,522 : : Positions : : 83,567 89,258 10,480 10,859 10,014 2,353 8,631 13,751 8,805 0 670 : : : : Changes from: March 11, 2014 : : 177 3,362 -496 -2,718 320 344 -3,689 2,278 -3,308 -116 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 64.0 7.5 7.8 7.2 1.7 6.2 9.9 6.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 75,695 : : Positions : : 55,922 21,692 2,864 30,187 2,006 0 7,470 5,225 0 0 0 : : : : Changes from: March 11, 2014 : : 2,241 -161 0 1,762 -670 0 152 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 28.7 3.8 39.9 2.7 0.0 9.9 6.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 173,040 : : Positions : : 156,581 40,745 3,224 123,994 2,863 254 0 711 1,280 0 0 : : : : Changes from: March 11, 2014 : : 1,677 -487 -973 1,642 612 -465 0 -113 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 23.5 1.9 71.7 1.7 0.1 0.0 0.4 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 13 . 9 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 91,065 : : Positions : : 54,234 58,759 24,918 26,482 1,066 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 470 -89 0 -120 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 64.5 27.4 29.1 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 300,591 : : Positions : : 236,431 145,863 29,428 120,780 15,746 933 4,984 1,894 7,472 1,373 0 : : : : Changes from: March 11, 2014 : : 7,159 6,990 0 624 537 59 0 -546 736 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 48.5 9.8 40.2 5.2 0.3 1.7 0.6 2.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 22 4 12 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 81,714 : : Positions : : 64,331 13,567 3,964 37,431 5,051 0 14,585 1,880 38 0 303 : : : : Changes from: March 11, 2014 : : -458 -93 0 -647 62 0 -185 238 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 16.6 4.9 45.8 6.2 0.0 17.8 2.3 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 6 . 9 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 95,066 : : Positions : : 84,173 27,790 0 49,615 0 4,137 9,440 1,812 1,380 1,320 0 : : : : Changes from: March 11, 2014 : : 2,244 120 -2,573 0 0 -992 960 0 450 1,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 29.2 0.0 52.2 0.0 4.4 9.9 1.9 1.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 0 4 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 78,288 : : Positions : : 38,470 61,006 16,056 1,333 60 9,675 6,377 6,518 5,596 1,041 1,178 : : : : Changes from: March 11, 2014 : : 1,380 -2,456 -1,870 0 60 -1,184 960 0 -453 297 903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 77.9 20.5 1.7 0.1 12.4 8.1 8.3 7.1 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 17 31 7 . . 7 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 32,311 : : Positions : : 29,330 29,567 1,116 829 0 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 5,843 5,429 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 91.5 3.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 106,877 : : Positions : : 71,258 89,296 18,930 0 1,117 300 4,258 0 0 0 0 : : : : Changes from: March 11, 2014 : : -3,555 -3,566 -768 0 -302 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 83.6 17.7 0.0 1.0 0.3 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 26 22 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 102,911 : : Positions : : 83,445 41,468 951 31,903 12,147 0 2,717 929 0 1,840 0 : : : : Changes from: March 11, 2014 : : -1,122 84 0 -240 0 0 -122 -68 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 40.3 0.9 31.0 11.8 0.0 2.6 0.9 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 115,759 : : Positions : : 99,859 94,353 631 6,630 6,096 0 1,168 1,155 0 3,116 0 : : : : Changes from: March 11, 2014 : : 684 539 0 -856 0 0 -525 519 0 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 81.5 0.5 5.7 5.3 0.0 1.0 1.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 290,783 : : Positions : : 235,793 48,461 13,319 155,748 13,446 2,690 56,301 5,398 0 0 0 : : : : Changes from: March 11, 2014 : : 760 -95 2,134 820 -734 -116 899 -271 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 16.7 4.6 53.6 4.6 0.9 19.4 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 8 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 26,076 : : Positions : : 18,060 21,281 1,786 2,831 946 1,598 0 124 2,981 310 0 : : : : Changes from: March 11, 2014 : : 1,536 1,926 0 0 0 116 0 124 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 81.6 6.8 10.9 3.6 6.1 0.0 0.5 11.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 40,810 : : Positions : : 11,595 38,764 24,650 1,488 0 0 0 0 2,878 0 0 : : : : Changes from: March 11, 2014 : : 90 946 856 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 95.0 60.4 3.6 0.0 0.0 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 270,289 : : Positions : : 213,981 160,293 26,210 51,042 13,672 3,512 3,238 3,256 289 34,048 217 : : : : Changes from: March 11, 2014 : : 3,906 -360 179 -92 615 -126 1,524 -847 0 320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 59.3 9.7 18.9 5.1 1.3 1.2 1.2 0.1 12.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 22 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 87,410 : : Positions : : 44,615 75,434 25,099 5,588 2,280 0 0 0 8,676 0 0 : : : : Changes from: March 11, 2014 : : 2,099 1,957 -452 0 304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 86.3 28.7 6.4 2.6 0.0 0.0 0.0 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 80,873 : : Positions : : 31,005 63,701 37,508 7,538 5,848 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 7,232 6,112 1,070 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 78.8 46.4 9.3 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,186,201 : : Positions : : 147,658 200,997 105,011 48,293 99,187 281,419 142,779 295,978 32,042 223,780 145,859 : : : : Changes from: March 11, 2014 : : 1,000 -4,896 1,068 4,312 -2,496 -8,805 1,822 4,417 62 -11,573 -6,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 16.9 8.9 4.1 8.4 23.7 12.0 25.0 2.7 18.9 12.3 : : : : Number of Traders in Each Category Total Traders: 297 : : 35 30 17 14 26 99 26 77 49 46 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,111,424 : : Positions : : 134,890 155,352 42,013 120,657 442,992 95,526 9,163 158,630 31,153 20,319 201,024 : : : : Changes from: March 11, 2014 : : -1,140 -1,987 -1,058 -650 -2,651 2,590 -402 -2,220 -596 2,669 2,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 14.0 3.8 10.9 39.9 8.6 0.8 14.3 2.8 1.8 18.1 : : : : Number of Traders in Each Category Total Traders: 127 : : 30 29 5 20 25 26 12 29 20 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 474,890 : : Positions : : 81,568 60,253 9,486 113,830 98,167 17,773 16,453 37,430 159,803 79,368 62,979 : : : : Changes from: March 11, 2014 : : 301 -622 2,666 9,946 3,719 -1,481 -5,188 3,324 -111 -1,696 12,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 12.7 2.0 24.0 20.7 3.7 3.5 7.9 33.7 16.7 13.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 15 15 5 12 15 8 4 12 19 . 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 73,003 : : Positions : : 7,852 5,530 28,986 11,804 12,523 3,597 12,456 6,324 2,814 15,014 6,387 : : : : Changes from: March 11, 2014 : : 353 -70 2,016 0 1,798 487 3,382 2,044 1,840 1,635 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 7.6 39.7 16.2 17.2 4.9 17.1 8.7 3.9 20.6 8.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 . 8 . 10 . . 4 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 36,359 : : Positions : : 10,713 10,131 3,046 266 880 608 5,254 5,386 1,902 702 13,584 : : : : Changes from: March 11, 2014 : : -878 -257 -66 -346 -75 -43 192 -175 203 -398 -817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 27.9 8.4 0.7 2.4 1.7 14.5 14.8 5.2 1.9 37.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 7 8 . . . . 8 7 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 2,351,123 : : Positions : : 272,634 367,974 19,551 886,237 509,513 340,939 31,112 335,799 659,259 11,027 177,311 : : : : Changes from: March 11, 2014 : : 2,539 3,275 4,339 14,073 -3,943 -2,122 -3,639 -3,600 10,252 -1,479 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 15.7 0.8 37.7 21.7 14.5 1.3 14.3 28.0 0.5 7.5 : : : : Number of Traders in Each Category Total Traders: 131 : : 40 40 6 22 26 21 7 19 20 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 811,791 : : Positions : : 171,470 69,221 302,809 169,943 166,948 18,258 164,226 54,585 13,086 107,295 75,608 : : : : Changes from: March 11, 2014 : : 3,428 422 748 324 2,490 143 7,492 4,713 1,802 -1,516 2,351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 8.5 37.3 20.9 20.6 2.2 20.2 6.7 1.6 13.2 9.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 16 19 19 4 19 9 10 11 5 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 20,038 : : Positions : : 17,284 14,076 710 4,213 736 0 0 0 568 155 397 : : : : Changes from: March 11, 2014 : : 911 1,153 45 -60 0 0 0 0 137 0 196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 70.2 3.5 21.0 3.7 0.0 0.0 0.0 2.8 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 27 . 4 5 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 12,216 : : Positions : : 11,057 9,053 0 1,732 789 0 0 0 0 211 100 : : : : Changes from: March 11, 2014 : : 209 192 0 -28 25 0 0 0 0 45 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 74.1 0.0 14.2 6.5 0.0 0.0 0.0 0.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 0 7 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 5,797 : : Positions : : 2,023 3,451 2,717 917 276 0 0 0 25 698 56 : : : : Changes from: March 11, 2014 : : 103 34 120 0 53 0 0 0 0 -1 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 59.5 46.9 15.8 4.8 0.0 0.0 0.0 0.4 12.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 4 . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 21, 2014