Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 4,780,717 : : Positions : :2,187,661 1,024,511 38,304 1,930,220 591,229 852,614 45,289 545,870 45,401 139,515 489,385 : : : : Changes from: May 20, 2014 : : -7,870 -301 -10 -20,668 6,947 -27,666 22,963 -17,560 -3,554 -41,558 -13,996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 21.4 0.8 40.4 12.4 17.8 0.9 11.4 0.9 2.9 10.2 : : : : Number of Traders in Each Category Total Traders: 214 : : 109 88 4 27 26 19 11 25 17 18 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 2,050,044 : : Positions : : 276,658 325,444 104,853 69,429 769,270 55,567 5,125 271,214 7,896 44,653 563,938 : : : : Changes from: May 20, 2014 : : -14,961 -18,742 -5 11,609 -38,946 26,467 3,655 -34,602 240 15,018 -72,288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 15.9 5.1 3.4 37.5 2.7 0.2 13.2 0.4 2.2 27.5 : : : : Number of Traders in Each Category Total Traders: 99 : : 32 32 10 12 22 8 9 16 7 17 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 247,176 : : Positions : : 141,877 176,643 22,855 11,603 30,227 13,080 12,116 7,333 13,163 0 2,655 : : : : Changes from: May 20, 2014 : : 2,032 -166 945 1,086 -1,064 -1,339 1,262 83 424 0 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 71.5 9.2 4.7 12.2 5.3 4.9 3.0 5.3 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 5 5 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 130,394 : : Positions : : 104,670 95,463 5,758 22,619 4,814 5,249 0 1,044 0 2,139 0 : : : : Changes from: May 20, 2014 : : 760 784 0 151 0 923 0 -310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 73.2 4.4 17.3 3.7 4.0 0.0 0.8 0.0 1.6 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 27, 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 202,838 : : Positions : : 132,837 90,341 10,614 75,282 22,853 21,080 2,696 1,715 3,843 0 0 : : : : Changes from: May 20, 2014 : : -34 -8,037 -2,414 9,270 1,185 262 203 -41 1,918 -1,208 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 44.5 5.2 37.1 11.3 10.4 1.3 0.8 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 15 5 7 9 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 799,650 : : Positions : : 634,227 171,272 5,310 536,366 69,956 6,962 2,016 722 70,897 2,776 7,920 : : : : Changes from: May 20, 2014 : : 10,585 16,390 -89 -5,541 3,381 -120 242 -425 1,569 453 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 21.4 0.7 67.1 8.7 0.9 0.3 0.1 8.9 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 21 4 15 17 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 238,139 : : Positions : : 161,748 196,507 34,188 14,141 5,798 25,511 0 258 2,172 15,142 0 : : : : Changes from: May 20, 2014 : : 1,807 3,843 1,143 302 37 -599 0 45 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 82.5 14.4 5.9 2.4 10.7 0.0 0.1 0.9 6.4 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 27, 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 222,439 : : Positions : : 199,418 96,588 8,163 109,373 6,271 2,248 0 3,531 0 0 0 : : : : Changes from: May 20, 2014 : : 8,786 6,757 -330 1,290 120 119 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 43.4 3.7 49.2 2.8 1.0 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 4 10 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 107,326 : : Positions : : 92,651 43,357 0 40,874 2,887 1,867 0 3,897 0 2,166 0 : : : : Changes from: May 20, 2014 : : 3,189 528 0 -296 0 -2,012 0 2,137 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 40.4 0.0 38.1 2.7 1.7 0.0 3.6 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 0 6 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 113,708 : : Positions : : 71,363 74,870 9,649 5,781 10,754 0 7,915 4,636 2,677 47 2,533 : : : : Changes from: May 20, 2014 : : -60 950 928 -162 -218 0 -521 -493 -1,100 47 852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 65.8 8.5 5.1 9.5 0.0 7.0 4.1 2.4 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 78,875 : : Positions : : 62,347 25,015 2,864 39,032 673 863 2,448 1,510 0 0 0 : : : : Changes from: May 20, 2014 : : 970 482 0 151 0 -1,123 0 539 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 31.7 3.6 49.5 0.9 1.1 3.1 1.9 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 27, 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 197,322 : : Positions : : 181,970 50,454 3,368 141,525 1,551 0 0 0 1,038 0 0 : : : : Changes from: May 20, 2014 : : 19,982 11,969 -248 8,675 524 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 25.6 1.7 71.7 0.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 13 . 11 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 82,188 : : Positions : : 47,900 51,123 23,745 25,104 856 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 662 1,141 0 436 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 62.2 28.9 30.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 5 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 297,627 : : Positions : : 240,542 129,413 24,426 138,033 20,620 0 2,448 0 4,107 0 0 : : : : Changes from: May 20, 2014 : : -7,927 429 151 -9,000 4,875 0 0 0 -882 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 43.5 8.2 46.4 6.9 0.0 0.8 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 21 . 13 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 76,866 : : Positions : : 59,852 14,682 2,863 30,030 6,131 2,247 14,128 2,146 0 0 0 : : : : Changes from: May 20, 2014 : : -481 257 57 -635 -83 168 -474 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 19.1 3.7 39.1 8.0 2.9 18.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 9 . 8 5 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 78,246 : : Positions : : 42,189 39,766 23,291 25,547 3,434 683 0 3,434 0 0 0 : : : : Changes from: May 20, 2014 : : 296 608 496 827 0 519 0 494 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 50.8 29.8 32.6 4.4 0.9 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 5 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 119,827 : : Positions : : 108,660 45,294 540 64,615 0 7,770 3,534 738 1,320 0 0 : : : : Changes from: May 20, 2014 : : 1,995 7,258 300 270 0 5,130 180 -180 960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 37.8 0.5 53.9 0.0 6.5 2.9 0.6 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 17 . 6 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 72,753 : : Positions : : 42,605 61,276 3,963 492 60 20,728 3,906 738 3,583 992 0 : : : : Changes from: May 20, 2014 : : 3,943 10,008 840 120 60 5,130 180 -180 960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 84.2 5.4 0.7 0.1 28.5 5.4 1.0 4.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 24 7 . . 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 45,957 : : Positions : : 42,527 37,510 1,836 6,406 0 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 8,186 5,199 0 1,510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 81.6 4.0 13.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 132,881 : : Positions : : 91,057 116,194 25,319 2,047 2,797 396 1,443 0 0 0 0 : : : : Changes from: May 20, 2014 : : 6,531 5,174 252 -302 90 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 87.4 19.1 1.5 2.1 0.3 1.1 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 27, 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 65,381 : : Positions : : 41,081 45,118 12,936 11,534 516 0 153 2,229 408 0 453 : : : : Changes from: May 20, 2014 : : 736 -372 0 0 0 0 0 53 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 69.0 19.8 17.6 0.8 0.0 0.2 3.4 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 107,308 : : Positions : : 90,406 40,947 0 44,208 8,599 0 1,100 2,663 0 984 0 : : : : Changes from: May 20, 2014 : : 4,663 -1,872 0 4,358 -1,234 0 834 767 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 38.2 0.0 41.2 8.0 0.0 1.0 2.5 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 0 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 88,373 : : Positions : : 50,147 70,645 28,656 557 1,797 1,032 0 121 0 8,995 1,404 : : : : Changes from: May 20, 2014 : : -672 -488 0 0 0 184 0 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 79.9 32.4 0.6 2.0 1.2 0.0 0.1 0.0 10.2 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 27, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 24,949 : : Positions : : 13,426 20,752 4,546 0 1,092 3,962 0 0 1,433 840 0 : : : : Changes from: May 20, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 83.2 18.2 0.0 4.4 15.9 0.0 0.0 5.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 127,172 : : Positions : : 114,137 104,302 1,050 2,402 3,445 1,083 0 1,020 372 13,318 0 : : : : Changes from: May 20, 2014 : : 3,570 1,836 0 0 0 81 0 240 0 1,990 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 82.0 0.8 1.9 2.7 0.9 0.0 0.8 0.3 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 272,660 : : Positions : : 224,947 41,393 14,444 154,134 13,351 0 44,630 6,418 240 0 0 : : : : Changes from: May 20, 2014 : : 1,625 457 -360 1,114 213 -917 -1,214 2,257 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 15.2 5.3 56.5 4.9 0.0 16.4 2.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 13 . 10 8 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 37,250 : : Positions : : 27,522 28,008 1,342 4,794 0 248 3,868 0 6,987 0 0 : : : : Changes from: May 20, 2014 : : 1,473 2,413 553 630 0 0 0 0 960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 75.2 3.6 12.9 0.0 0.7 10.4 0.0 18.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 40,916 : : Positions : : 11,822 35,795 23,070 3,662 0 496 0 0 2,782 0 360 : : : : Changes from: May 20, 2014 : : 1,626 1,680 300 -270 0 0 0 0 -240 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 87.5 56.4 9.0 0.0 1.2 0.0 0.0 6.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 272,178 : : Positions : : 209,465 152,391 33,467 53,427 9,631 2,509 4,216 2,126 590 41,672 2,568 : : : : Changes from: May 20, 2014 : : -2,135 -738 -331 -2,663 367 60 -419 115 0 457 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 56.0 12.3 19.6 3.5 0.9 1.5 0.8 0.2 15.3 0.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 26 5 4 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 71,504 : : Positions : : 41,088 55,356 9,630 4,856 7,295 0 0 0 9,282 0 0 : : : : Changes from: May 20, 2014 : : -455 95 391 -188 188 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 77.4 13.5 6.8 10.2 0.0 0.0 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 86,412 : : Positions : : 40,142 69,506 36,001 8,213 5,848 0 0 0 0 1,224 0 : : : : Changes from: May 20, 2014 : : -101 -105 -4 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 80.4 41.7 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 27, 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 73,202 : : Positions : : 46,931 49,397 12,846 11,620 3,824 0 289 457 0 5,231 121 : : : : Changes from: May 20, 2014 : : -294 1,619 1,694 -1,006 122 -13 289 -167 0 302 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 67.5 17.5 15.9 5.2 0.0 0.4 0.6 0.0 7.1 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 1,000,830 : : Positions : : 104,786 141,179 122,417 46,624 64,449 261,512 182,127 224,189 30,742 193,387 117,677 : : : : Changes from: May 20, 2014 : : -2,936 -4,270 -1,717 -1,028 -925 498 -117 -7,305 -10,847 -7,746 -550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 14.1 12.2 4.7 6.4 26.1 18.2 22.4 3.1 19.3 11.8 : : : : Number of Traders in Each Category Total Traders: 268 : : 34 30 15 15 23 98 23 60 42 32 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 973,333 : : Positions : : 129,839 137,858 32,470 122,052 390,541 67,276 3,530 133,419 38,372 6,045 176,613 : : : : Changes from: May 20, 2014 : : -7,811 -12,174 -1,660 -8,390 -21,299 -4,782 -2,144 -25,569 -6,382 1,299 -24,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 14.2 3.3 12.5 40.1 6.9 0.4 13.7 3.9 0.6 18.1 : : : : Number of Traders in Each Category Total Traders: 111 : : 29 27 . 20 23 22 7 27 17 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 469,171 : : Positions : : 78,354 56,163 17,296 114,524 81,818 35,600 15,044 41,493 170,133 116,308 37,293 : : : : Changes from: May 20, 2014 : : 2,850 1,770 -787 -2,455 2,365 5,707 6,322 350 -310 3,853 -1,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 12.0 3.7 24.4 17.4 7.6 3.2 8.8 36.3 24.8 7.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 18 20 5 11 15 6 4 11 14 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 78,474 : : Positions : : 7,148 8,197 39,959 13,981 9,367 4,314 4,630 5,857 1,439 25,920 5,942 : : : : Changes from: May 20, 2014 : : 739 434 -532 2,455 1,105 1,487 -1,350 1,348 495 1,133 422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 10.4 50.9 17.8 11.9 5.5 5.9 7.5 1.8 33.0 7.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 4 7 5 12 . . 4 . 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 30,276 : : Positions : : 6,802 5,344 2,784 121 849 420 5,487 3,852 2,123 1,200 13,290 : : : : Changes from: May 20, 2014 : : -199 -412 -194 -8 -26 37 -200 -315 -148 119 -638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 17.6 9.2 0.4 2.8 1.4 18.1 12.7 7.0 4.0 43.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 9 . . . . 6 6 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 2,001,422 : : Positions : : 259,634 322,365 29,545 889,046 401,129 314,329 23,796 222,439 634,910 8,793 100,662 : : : : Changes from: May 20, 2014 : : 6,602 -1,359 2,364 -9,834 2,093 -6,443 568 787 -8,125 4,546 1,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 16.1 1.5 44.4 20.0 15.7 1.2 11.1 31.7 0.4 5.0 : : : : Number of Traders in Each Category Total Traders: 119 : : 41 37 8 20 27 19 4 16 16 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 721,026 : : Positions : : 134,687 78,651 294,928 161,313 138,468 11,692 120,248 54,022 9,526 95,356 69,440 : : : : Changes from: May 20, 2014 : : 1,319 778 -8,029 1,981 -1,978 -4,849 -6,829 5,446 2,857 -4,770 3,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 10.9 40.9 22.4 19.2 1.6 16.7 7.5 1.3 13.2 9.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 16 18 19 4 19 6 10 15 10 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 22,962 : : Positions : : 19,480 16,155 538 2,924 1,850 0 0 0 250 1,184 397 : : : : Changes from: May 20, 2014 : : 629 558 264 -15 90 0 0 0 0 284 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 70.4 2.3 12.7 8.1 0.0 0.0 0.0 1.1 5.2 1.7 : : : : 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 27, 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 14,992 : : Positions : : 12,926 9,581 84 1,237 811 0 0 0 300 2,157 740 : : : : Changes from: May 20, 2014 : : 240 67 0 -2 -29 0 0 0 0 222 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 63.9 0.6 8.3 5.4 0.0 0.0 0.0 2.0 14.4 4.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 15 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 6,150 : : Positions : : 2,448 4,139 2,605 820 368 0 0 0 0 438 69 : : : : Changes from: May 20, 2014 : : 96 288 265 0 0 0 0 0 0 90 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 67.3 42.4 13.3 6.0 0.0 0.0 0.0 0.0 7.1 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 30, 2014