Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 4,844,973 : : Positions : :2,195,531 1,024,812 38,314 1,950,888 584,282 880,280 22,326 563,430 48,955 181,073 503,381 : : : : Changes from: May 13, 2014 : : -14,272 5,401 -2,829 -47,474 8,094 -18,890 -8,401 1,729 -3,396 9,551 4,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 21.2 0.8 40.3 12.1 18.2 0.5 11.6 1.0 3.7 10.4 : : : : Number of Traders in Each Category Total Traders: 207 : : 106 87 4 27 26 18 8 22 16 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 2,183,983 : : Positions : : 291,619 344,185 104,858 57,819 808,216 29,100 1,470 305,817 7,655 29,634 636,226 : : : : Changes from: May 13, 2014 : : 5,074 6,497 -9,367 -1,375 20,279 4,622 -7,207 28,046 2,930 5,367 43,627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 15.8 4.8 2.6 37.0 1.3 0.1 14.0 0.4 1.4 29.1 : : : : Number of Traders in Each Category Total Traders: 101 : : 33 35 13 9 22 12 4 16 8 18 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 246,061 : : Positions : : 139,845 176,809 21,910 10,517 31,291 14,419 10,854 7,250 12,739 0 2,806 : : : : Changes from: May 13, 2014 : : 4,873 2,920 -1,000 120 -574 1,877 2,943 -1,324 -1,623 0 2,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 71.9 8.9 4.3 12.7 5.9 4.4 2.9 5.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 22 7 4 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 129,359 : : Positions : : 103,910 94,679 5,758 22,468 4,814 4,326 0 1,354 0 2,139 0 : : : : Changes from: May 13, 2014 : : -625 447 -178 120 -214 1,722 0 -387 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 73.2 4.5 17.4 3.7 3.3 0.0 1.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 6 8 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 201,054 : : Positions : : 132,871 98,378 13,028 66,012 21,668 20,818 2,493 1,756 1,925 1,208 0 : : : : Changes from: May 13, 2014 : : 5,594 3,181 1,520 5,086 -1,162 -32 214 -395 548 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 48.9 6.5 32.8 10.8 10.4 1.2 0.9 1.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 14 5 7 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 785,172 : : Positions : : 623,642 154,882 5,399 541,907 66,575 7,082 1,774 1,147 69,328 2,323 8,222 : : : : Changes from: May 13, 2014 : : 18,389 13,071 893 7,402 -654 480 1,271 -924 2,378 0 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 19.7 0.7 69.0 8.5 0.9 0.2 0.1 8.8 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 22 . 15 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 233,461 : : Positions : : 159,941 192,664 33,045 13,839 5,761 26,110 0 213 1,924 15,142 0 : : : : Changes from: May 13, 2014 : : 14,819 9,915 786 606 -1 1,517 0 -78 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 82.5 14.2 5.9 2.5 11.2 0.0 0.1 0.8 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 215,331 : : Positions : : 190,632 89,831 8,493 108,083 6,151 2,129 0 3,471 0 0 0 : : : : Changes from: May 13, 2014 : : -46 114 -120 296 0 -34 0 -13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 41.7 3.9 50.2 2.9 1.0 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 26 4 10 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 103,844 : : Positions : : 89,462 42,829 0 41,170 2,887 3,879 0 1,760 0 1,896 0 : : : : Changes from: May 13, 2014 : : 2,001 3,138 0 -1,190 60 -259 0 606 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 41.2 0.0 39.6 2.8 3.7 0.0 1.7 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 0 6 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 112,975 : : Positions : : 71,423 73,920 8,721 5,943 10,972 0 8,436 5,129 3,777 0 1,681 : : : : Changes from: May 13, 2014 : : -2,096 -2,836 447 71 255 0 -334 -490 -2,257 0 516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 65.4 7.7 5.3 9.7 0.0 7.5 4.5 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 18 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 77,917 : : Positions : : 61,377 24,533 2,864 38,881 673 1,986 2,448 971 0 0 0 : : : : Changes from: May 13, 2014 : : 5,689 939 0 3,257 0 -309 0 199 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 31.5 3.7 49.9 0.9 2.5 3.1 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 177,227 : : Positions : : 161,988 38,485 3,616 132,850 1,027 0 0 0 1,038 0 0 : : : : Changes from: May 13, 2014 : : 5,763 1,654 0 4,019 0 -78 0 -248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 21.7 2.0 75.0 0.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 12 . 10 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 82,138 : : Positions : : 47,238 49,982 23,745 24,668 856 0 0 0 0 0 0 : : : : Changes from: May 13, 2014 : : -2,446 -4,243 0 1,536 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 60.9 28.9 30.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 301,431 : : Positions : : 248,469 128,984 24,275 147,033 15,745 0 2,448 0 4,989 0 0 : : : : Changes from: May 13, 2014 : : -1,472 -4,933 730 5,294 -699 0 0 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.8 8.1 48.8 5.2 0.0 0.8 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 20 . 13 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 77,324 : : Positions : : 60,333 14,425 2,806 30,665 6,214 2,079 14,602 1,996 0 0 0 : : : : Changes from: May 13, 2014 : : 873 936 180 -778 509 -90 905 -104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 18.7 3.6 39.7 8.0 2.7 18.9 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 9 . 9 5 . 4 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 76,703 : : Positions : : 41,893 39,158 22,795 24,720 3,434 164 0 2,940 0 0 0 : : : : Changes from: May 13, 2014 : : 1,325 150 4,572 1,615 661 -1,120 0 188 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 51.1 29.7 32.2 4.5 0.2 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 5 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 112,000 : : Positions : : 106,665 38,036 240 64,345 0 2,640 3,354 918 360 0 0 : : : : Changes from: May 13, 2014 : : 21,046 3,309 -600 18,912 -856 2,640 -600 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 34.0 0.2 57.5 0.0 2.4 3.0 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 . 6 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 61,973 : : Positions : : 38,662 51,268 3,123 372 0 15,598 3,726 918 2,623 992 0 : : : : Changes from: May 13, 2014 : : 4,712 6,886 -1,456 0 0 2,640 -600 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 82.7 5.0 0.6 0.0 25.2 6.0 1.5 4.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 15 20 7 . 0 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 38,717 : : Positions : : 34,341 32,311 1,836 4,896 0 0 0 0 0 0 0 : : : : Changes from: May 13, 2014 : : 3,624 2,550 720 1,704 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 83.5 4.7 12.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 127,196 : : Positions : : 84,526 111,020 25,067 2,349 2,707 396 1,683 0 0 0 0 : : : : Changes from: May 13, 2014 : : 2,314 5,764 5,109 -302 0 396 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.3 19.7 1.8 2.1 0.3 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 20 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 65,000 : : Positions : : 40,345 45,490 12,936 11,534 516 0 153 2,176 618 0 453 : : : : Changes from: May 13, 2014 : : 1,050 941 0 2,114 0 0 -721 276 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 70.0 19.9 17.7 0.8 0.0 0.2 3.3 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 103,263 : : Positions : : 85,743 42,819 0 39,850 9,833 0 266 1,896 0 1,224 0 : : : : Changes from: May 13, 2014 : : 6,216 3,659 0 4,325 1,434 0 -351 110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 41.5 0.0 38.6 9.5 0.0 0.3 1.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 88,925 : : Positions : : 50,819 71,133 28,656 557 1,797 848 0 185 0 8,995 1,404 : : : : Changes from: May 13, 2014 : : 9,674 7,177 6 459 395 400 0 -400 0 1,916 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 80.0 32.2 0.6 2.0 1.0 0.0 0.2 0.0 10.1 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 8 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 124,047 : : Positions : : 110,567 102,466 1,050 2,402 3,445 1,002 0 780 372 11,328 0 : : : : Changes from: May 13, 2014 : : 5,820 5,694 360 0 -210 -155 0 170 0 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 82.6 0.8 1.9 2.8 0.8 0.0 0.6 0.3 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 269,612 : : Positions : : 223,322 40,936 14,804 153,020 13,138 917 45,844 4,161 0 0 0 : : : : Changes from: May 13, 2014 : : 5,007 -322 -60 2,220 -12 -2,148 -1,206 1,206 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 15.2 5.5 56.8 4.9 0.3 17.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 12 . 10 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 33,965 : : Positions : : 26,049 25,595 789 4,164 0 248 3,868 0 6,027 0 0 : : : : Changes from: May 13, 2014 : : 3,660 3,426 510 120 0 0 2,520 0 1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 75.4 2.3 12.3 0.0 0.7 11.4 0.0 17.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 38,936 : : Positions : : 10,196 34,115 22,770 3,932 0 496 0 0 3,022 0 120 : : : : Changes from: May 13, 2014 : : 1,835 782 120 300 0 0 0 0 -720 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 87.6 58.5 10.1 0.0 1.3 0.0 0.0 7.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 274,140 : : Positions : : 211,600 153,129 33,798 56,090 9,264 2,449 4,635 2,011 590 41,215 2,723 : : : : Changes from: May 13, 2014 : : -1,185 -6,962 1,783 1,758 380 -236 1,083 331 0 4,544 -941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 55.9 12.3 20.5 3.4 0.9 1.7 0.7 0.2 15.0 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 26 5 5 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 71,533 : : Positions : : 41,543 55,261 9,239 5,044 7,107 0 0 0 9,102 0 0 : : : : Changes from: May 13, 2014 : : -9,702 -10,425 -153 -459 459 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 77.3 12.9 7.1 9.9 0.0 0.0 0.0 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 86,517 : : Positions : : 40,243 69,611 36,005 8,213 5,848 0 0 0 0 1,224 0 : : : : Changes from: May 13, 2014 : : 124 454 270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 80.5 41.6 9.5 6.8 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 7 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 72,315 : : Positions : : 47,225 47,778 11,152 12,626 3,702 13 0 624 0 4,929 393 : : : : Changes from: May 13, 2014 : : 794 1,101 90 -338 31 13 -262 139 0 213 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.1 15.4 17.5 5.1 0.0 0.0 0.9 0.0 6.8 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 1,023,598 : : Positions : : 107,722 145,449 124,134 47,652 65,373 261,014 182,244 231,494 41,589 201,132 118,228 : : : : Changes from: May 13, 2014 : : -3,925 -5,778 3,445 -8,537 -6,192 -15,468 -5,192 2,024 -2,477 -2,687 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 14.2 12.1 4.7 6.4 25.5 17.8 22.6 4.1 19.6 11.6 : : : : Number of Traders in Each Category Total Traders: 287 : : 35 32 17 14 26 92 31 66 51 37 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 1,066,130 : : Positions : : 137,650 150,032 34,131 130,442 411,840 72,059 5,675 158,988 44,754 4,746 201,243 : : : : Changes from: May 13, 2014 : : 2,146 6,632 -2,943 8,309 -297 9,954 -1,019 4,909 1,295 -2,696 8,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 14.1 3.2 12.2 38.6 6.8 0.5 14.9 4.2 0.4 18.9 : : : : Number of Traders in Each Category Total Traders: 115 : : 30 28 . 21 23 22 8 27 17 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 459,539 : : Positions : : 75,503 54,393 18,084 116,979 79,453 29,893 8,722 41,143 170,443 112,455 38,933 : : : : Changes from: May 13, 2014 : : 312 163 -1,284 6,142 -2,025 2,048 -3,960 4,235 -1,144 -2,567 -3,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 11.8 3.9 25.5 17.3 6.5 1.9 9.0 37.1 24.5 8.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 14 16 4 11 14 5 5 12 16 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 73,711 : : Positions : : 6,409 7,763 40,491 11,526 8,262 2,827 5,980 4,509 944 24,787 5,520 : : : : Changes from: May 13, 2014 : : 115 -12 5,013 10 170 -423 460 399 250 4,029 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 10.5 54.9 15.6 11.2 3.8 8.1 6.1 1.3 33.6 7.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 4 9 . 11 . . . . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 31,765 : : Positions : : 7,000 5,755 2,978 129 875 383 5,687 4,167 2,271 1,081 13,928 : : : : Changes from: May 13, 2014 : : 229 26 90 -28 31 116 341 -118 121 153 574 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 18.1 9.4 0.4 2.8 1.2 17.9 13.1 7.1 3.4 43.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 9 . . . . 6 7 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 2,003,179 : : Positions : : 253,032 323,724 27,181 898,880 399,036 320,772 23,228 221,652 643,035 4,247 98,681 : : : : Changes from: May 13, 2014 : : 896 793 -6,168 -370 -2,626 9,977 -428 -12,379 -6,726 -1,464 -5,324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 16.2 1.4 44.9 19.9 16.0 1.2 11.1 32.1 0.2 4.9 : : : : Number of Traders in Each Category Total Traders: 118 : : 40 37 7 21 27 19 . 15 17 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 723,100 : : Positions : : 133,368 77,873 302,957 159,332 140,446 16,541 127,077 48,576 6,669 100,126 66,217 : : : : Changes from: May 13, 2014 : : 2,001 727 2,062 133 -2,087 4,442 7,672 -1,888 -135 -442 4,810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 10.8 41.9 22.0 19.4 2.3 17.6 6.7 0.9 13.8 9.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 15 18 19 4 19 5 11 13 10 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 21,891 : : Positions : : 18,851 15,597 274 2,939 1,760 0 0 0 250 900 294 : : : : Changes from: May 13, 2014 : : 1,356 1,251 0 -135 240 0 0 0 -217 27 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 71.2 1.3 13.4 8.0 0.0 0.0 0.0 1.1 4.1 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 26 . 5 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 14,609 : : Positions : : 12,686 9,514 84 1,239 840 0 0 0 300 1,935 605 : : : : Changes from: May 13, 2014 : : 1,193 -39 44 13 25 0 0 0 50 1,328 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.1 0.6 8.5 5.7 0.0 0.0 0.0 2.1 13.2 4.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 20, 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 5,789 : : Positions : : 2,352 3,851 2,340 820 368 0 0 0 0 348 86 : : : : Changes from: May 13, 2014 : : 215 240 -117 -37 127 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 66.5 40.4 14.2 6.4 0.0 0.0 0.0 0.0 6.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 4 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 23, 2014