Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 4,656,616 : : Positions : :2,125,962 1,104,921 45,606 1,782,283 573,747 755,157 36,551 525,754 52,438 68,445 543,403 : : : : Changes from: June 10, 2014 : : 36,336 74,149 5,955 2,607 -14,168 12,305 -18,589 -31,591 1,746 -6,663 36,220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 23.7 1.0 38.3 12.3 16.2 0.8 11.3 1.1 1.5 11.7 : : : : Number of Traders in Each Category Total Traders: 212 : : 110 88 5 25 26 20 9 22 25 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 2,155,543 : : Positions : : 296,140 346,409 92,103 51,613 817,247 27,125 13,553 292,154 21,117 24,856 609,099 : : : : Changes from: June 10, 2014 : : 13,715 12,875 -14,782 -2,714 36,838 4,788 4,925 20,143 8,933 -2,441 27,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 16.1 4.3 2.4 37.9 1.3 0.6 13.6 1.0 1.2 28.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 34 32 13 9 22 12 7 18 9 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 241,664 : : Positions : : 135,476 171,905 15,482 16,792 30,623 18,699 2,692 9,667 13,840 0 659 : : : : Changes from: June 10, 2014 : : 972 2,784 -826 2,820 -1,538 856 -618 -573 3,705 0 -1,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 71.1 6.4 6.9 12.7 7.7 1.1 4.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 22 . 7 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 127,036 : : Positions : : 103,185 92,335 4,286 22,307 4,777 6,231 0 882 0 1,930 0 : : : : Changes from: June 10, 2014 : : -621 -1,610 -30 601 173 1,447 0 -337 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 72.7 3.4 17.6 3.8 4.9 0.0 0.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 5 7 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 203,849 : : Positions : : 139,659 76,890 7,959 83,980 23,076 17,066 9,419 2,357 3,800 868 0 : : : : Changes from: June 10, 2014 : : 3,633 4,220 -1,946 1,523 2,320 4,186 2,016 -222 214 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 37.7 3.9 41.2 11.3 8.4 4.6 1.2 1.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 16 4 8 10 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 785,361 : : Positions : : 627,554 195,147 6,761 496,552 70,560 4,567 364 2,440 59,793 2,776 10,412 : : : : Changes from: June 10, 2014 : : 17,438 16,159 850 -4,128 1,919 -962 -687 731 -5,864 0 1,581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 24.8 0.9 63.2 9.0 0.6 0.0 0.3 7.6 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 38 21 4 15 17 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 225,921 : : Positions : : 155,459 182,342 28,150 14,061 7,211 22,583 0 484 2,691 15,802 0 : : : : Changes from: June 10, 2014 : : 209 902 1,076 160 -471 1,333 0 224 0 660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 80.7 12.5 6.2 3.2 10.0 0.0 0.2 1.2 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 217,737 : : Positions : : 195,803 97,893 6,842 103,204 7,234 3,054 0 2,228 0 0 0 : : : : Changes from: June 10, 2014 : : 459 2,464 -186 179 0 2,472 -555 -201 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 45.0 3.1 47.4 3.3 1.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 28 4 10 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 99,766 : : Positions : : 82,945 42,252 0 38,739 2,774 4,083 97 1,777 0 1,630 0 : : : : Changes from: June 10, 2014 : : 3,023 2,729 0 63 -80 -473 97 718 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 42.4 0.0 38.8 2.8 4.1 0.1 1.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 0 6 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 108,359 : : Positions : : 68,279 68,202 11,142 5,938 10,593 279 8,797 3,495 1,830 3,707 2,032 : : : : Changes from: June 10, 2014 : : -148 116 907 -31 106 31 499 -149 -461 1,380 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 62.9 10.3 5.5 9.8 0.3 8.1 3.2 1.7 3.4 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 75,655 : : Positions : : 62,192 23,196 2,864 36,898 673 0 3,171 916 0 0 0 : : : : Changes from: June 10, 2014 : : 1,418 1,110 0 -393 0 0 1,203 916 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 30.7 3.8 48.8 0.9 0.0 4.2 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 211,023 : : Positions : : 193,702 67,472 2,828 135,908 4,197 0 0 0 978 0 0 : : : : Changes from: June 10, 2014 : : 3,310 4,516 0 -652 1,895 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 32.0 1.3 64.4 2.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 13 . 11 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 92,917 : : Positions : : 59,303 59,175 22,783 29,542 856 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 5,528 4,377 0 2,372 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 63.7 24.5 31.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 5 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 291,347 : : Positions : : 241,186 132,166 23,119 135,835 14,607 0 1,968 0 4,233 0 0 : : : : Changes from: June 10, 2014 : : 1,962 2,837 1,953 -356 218 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 45.4 7.9 46.6 5.0 0.0 0.7 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 22 . 13 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 69,759 : : Positions : : 52,006 12,601 2,532 33,728 5,681 1,895 6,348 3,551 0 0 0 : : : : Changes from: June 10, 2014 : : -334 -1,036 0 211 -61 -594 -134 447 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 18.1 3.6 48.3 8.1 2.7 9.1 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 . 8 4 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 76,454 : : Positions : : 37,768 40,581 24,862 22,336 3,730 851 0 3,605 0 0 0 : : : : Changes from: June 10, 2014 : : 90 555 214 -304 182 -53 0 -56 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 53.1 32.5 29.2 4.9 1.1 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 106,571 : : Positions : : 97,674 36,251 584 55,915 1,984 2,398 1,840 1,812 0 2,604 0 : : : : Changes from: June 10, 2014 : : 3,286 1,767 -1,984 -620 1,984 2,232 0 0 0 2,604 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 34.0 0.5 52.5 1.9 2.3 1.7 1.7 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 6 . 6 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 66,709 : : Positions : : 43,637 52,017 4,912 1,320 2,104 10,138 1,840 1,812 2,794 2,604 0 : : : : Changes from: June 10, 2014 : : 3,503 3,735 484 0 2,104 2,232 0 0 0 2,604 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 78.0 7.4 2.0 3.2 15.2 2.8 2.7 4.2 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 21 5 . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 40,990 : : Positions : : 38,619 34,307 1,370 5,594 0 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 864 992 620 552 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 83.7 3.3 13.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 144,119 : : Positions : : 99,283 124,589 24,865 1,927 4,232 458 2,556 359 0 0 0 : : : : Changes from: June 10, 2014 : : 4,132 3,678 -1,980 0 1,007 62 -16 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 86.4 17.3 1.3 2.9 0.3 1.8 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 22 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 59,591 : : Positions : : 37,678 39,038 12,499 11,876 516 1,008 0 1,286 0 0 0 : : : : Changes from: June 10, 2014 : : -2,272 -2,578 0 248 0 -181 0 106 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 65.5 21.0 19.9 0.9 1.7 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 100,197 : : Positions : : 84,642 35,749 0 44,772 7,208 1,189 997 2,780 0 0 0 : : : : Changes from: June 10, 2014 : : -627 -170 0 -102 0 980 287 101 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 35.7 0.0 44.7 7.2 1.2 1.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 24,417 : : Positions : : 12,772 20,568 3,909 0 1,171 5,107 0 0 1,278 600 0 : : : : Changes from: June 10, 2014 : : 496 496 -589 0 31 527 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 84.2 16.0 0.0 4.8 20.9 0.0 0.0 5.2 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 11 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 130,295 : : Positions : : 119,315 100,303 44 2,258 4,235 0 1,779 498 372 18,275 0 : : : : Changes from: June 10, 2014 : : 2,423 -2,504 0 0 0 0 1,437 -430 0 3,490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 77.0 0.0 1.7 3.3 0.0 1.4 0.4 0.3 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 261,162 : : Positions : : 214,609 38,546 14,434 155,892 11,582 832 37,797 6,267 0 0 0 : : : : Changes from: June 10, 2014 : : 2,105 -1,225 -184 991 181 -823 1,706 2,550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 14.8 5.5 59.7 4.4 0.3 14.5 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 13 . 11 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 35,583 : : Positions : : 27,163 26,183 660 4,174 0 403 4,705 0 5,344 0 0 : : : : Changes from: June 10, 2014 : : 3,640 4,604 -403 -124 0 403 279 0 1,457 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 73.6 1.9 11.7 0.0 1.1 13.2 0.0 15.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 36,977 : : Positions : : 8,126 33,428 22,197 527 1,302 0 0 0 1,620 0 840 : : : : Changes from: June 10, 2014 : : -186 310 0 -496 496 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 90.4 60.0 1.4 3.5 0.0 0.0 0.0 4.4 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 260,482 : : Positions : : 196,665 152,193 31,508 43,346 13,487 1,968 4,524 1,342 590 35,808 2,568 : : : : Changes from: June 10, 2014 : : 728 5,075 -214 -5,192 2,873 0 1,006 -120 0 -1,214 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 58.4 12.1 16.6 5.2 0.8 1.7 0.5 0.2 13.7 1.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 24 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 66,303 : : Positions : : 38,105 51,090 8,995 4,496 7,295 0 0 0 7,541 0 0 : : : : Changes from: June 10, 2014 : : -177 -59 91 0 0 0 0 0 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 77.1 13.6 6.8 11.0 0.0 0.0 0.0 11.4 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 June 17, 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 84,664 : : Positions : : 39,973 68,565 34,919 7,838 5,713 0 0 0 0 984 0 : : : : Changes from: June 10, 2014 : : 170 1,105 784 -151 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 81.0 41.2 9.3 6.7 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 68,650 : : Positions : : 43,214 48,923 12,421 8,299 3,875 0 514 273 0 4,691 121 : : : : Changes from: June 10, 2014 : : -190 326 0 43 -77 0 -173 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 71.3 18.1 12.1 5.6 0.0 0.7 0.4 0.0 6.8 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 June 17, 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 1,086,891 : : Positions : : 133,536 165,648 127,117 44,956 71,150 302,422 219,306 218,309 22,601 205,078 131,166 : : : : Changes from: June 10, 2014 : : 9,893 11,990 933 -3,664 5,237 12,908 5,987 6,958 -4,211 10,193 6,129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 15.2 11.7 4.1 6.5 27.8 20.2 20.1 2.1 18.9 12.1 : : : : Number of Traders in Each Category Total Traders: 290 : : 35 31 18 15 24 101 27 64 37 45 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 1,050,290 : : Positions : : 133,191 146,685 31,847 134,734 399,547 72,577 3,776 163,056 45,979 226 198,587 : : : : Changes from: June 10, 2014 : : 3,278 4,848 -1,406 7,270 7,322 4,220 77 14,420 4,566 -1,346 12,624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 14.0 3.0 12.8 38.0 6.9 0.4 15.5 4.4 0.0 18.9 : : : : Number of Traders in Each Category Total Traders: 120 : : 30 28 4 19 23 23 11 30 23 8 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 446,543 : : Positions : : 69,820 60,490 17,227 118,285 75,884 37,270 7,998 41,255 164,242 101,616 34,567 : : : : Changes from: June 10, 2014 : : 2,833 1,303 0 3,177 1,644 400 156 561 2,632 1,301 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 13.5 3.9 26.5 17.0 8.3 1.8 9.2 36.8 22.8 7.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 14 18 . 12 14 5 4 11 12 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 75,472 : : Positions : : 5,689 9,083 43,179 11,063 7,759 1,637 8,457 4,249 1,651 23,730 6,566 : : : : Changes from: June 10, 2014 : : -157 500 195 -194 496 -561 892 827 635 -562 838 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 12.0 57.2 14.7 10.3 2.2 11.2 5.6 2.2 31.4 8.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 6 5 9 . 11 . . 4 . 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 32,199 : : Positions : : 7,488 6,005 2,982 128 880 517 5,737 4,499 1,874 995 13,797 : : : : Changes from: June 10, 2014 : : 244 201 123 5 28 20 76 4 -111 -3 387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 18.7 9.3 0.4 2.7 1.6 17.8 14.0 5.8 3.1 42.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 10 . . . . 6 7 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,969,925 : : Positions : : 271,338 290,235 36,416 861,122 387,613 354,860 41,038 206,940 547,967 25,375 126,446 : : : : Changes from: June 10, 2014 : : 15,325 -9,606 13,568 13,009 -8,061 -5,566 8,607 1,738 -9,285 0 2,464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 14.7 1.8 43.7 19.7 18.0 2.1 10.5 27.8 1.3 6.4 : : : : Number of Traders in Each Category Total Traders: 119 : : 41 38 7 20 26 17 7 17 15 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 700,606 : : Positions : : 139,350 78,575 295,864 166,120 125,127 4,753 109,536 58,624 7,497 97,934 61,174 : : : : Changes from: June 10, 2014 : : 2,154 2,022 446 79 372 -138 -2,158 3,862 1,212 4,029 -1,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 11.2 42.2 23.7 17.9 0.7 15.6 8.4 1.1 14.0 8.7 : : : : Number of Traders in Each Category Total Traders: 75 : : 16 16 17 5 19 5 13 14 6 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 26,044 : : Positions : : 21,938 18,339 1,497 2,353 1,421 0 0 500 62 2,673 184 : : : : Changes from: June 10, 2014 : : 2,131 1,818 162 30 170 0 0 500 62 472 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 70.4 5.7 9.0 5.5 0.0 0.0 1.9 0.2 10.3 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 25 . 4 6 0 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 14,318 : : Positions : : 11,834 8,894 207 1,114 813 0 0 0 398 2,370 673 : : : : Changes from: June 10, 2014 : : -294 -194 80 -70 50 0 0 0 85 135 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 62.1 1.4 7.8 5.7 0.0 0.0 0.0 2.8 16.6 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 17, 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 5,433 : : Positions : : 2,402 3,461 2,036 825 216 0 0 0 0 580 79 : : : : Changes from: June 10, 2014 : : 58 58 25 150 -124 0 0 0 0 -125 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 63.7 37.5 15.2 4.0 0.0 0.0 0.0 0.0 10.7 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 4 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 20, 2014