Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 4,519,911 : : Positions : :2,081,643 1,068,094 46,768 1,603,008 594,986 629,865 45,376 485,799 127,639 190,876 519,649 : : : : Changes from: July 1, 2014 : : 34,681 7,083 -30 -19,363 7,485 -11,711 -2,217 -369 8,246 45,926 -11,307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 23.6 1.0 35.5 13.2 13.9 1.0 10.7 2.8 4.2 11.5 : : : : Number of Traders in Each Category Total Traders: 211 : : 108 89 6 25 29 22 7 22 14 22 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 2,094,309 : : Positions : : 277,831 319,460 93,305 62,130 779,249 19,219 12,664 279,205 13,487 9,448 631,482 : : : : Changes from: July 1, 2014 : : -3,887 -6,513 4,850 6,843 -18,179 3,837 4,246 -6,720 -2,746 -2,813 46,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.3 4.5 3.0 37.2 0.9 0.6 13.3 0.6 0.5 30.2 : : : : Number of Traders in Each Category Total Traders: 103 : : 32 34 12 10 22 9 10 16 11 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 221,701 : : Positions : : 122,544 161,197 15,985 15,584 28,687 18,153 3 7,995 12,041 0 0 : : : : Changes from: July 1, 2014 : : -12,348 -14,356 45 -1,243 -1,017 -1,603 -1,516 -1,002 -2,449 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 72.7 7.2 7.0 12.9 8.2 0.0 3.6 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . 7 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 114,054 : : Positions : : 94,861 82,830 2,984 20,171 4,543 4,339 0 801 0 1,651 0 : : : : Changes from: July 1, 2014 : : -12,041 -12,386 -2,984 -2,621 -297 -1,501 0 -218 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 72.6 2.6 17.7 4.0 3.8 0.0 0.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 4 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 197,790 : : Positions : : 136,927 80,962 12,978 76,486 19,884 15,771 10,210 1,799 3,366 742 0 : : : : Changes from: July 1, 2014 : : -8,724 -2,754 1,762 -6,343 -1,696 -1,734 -326 -573 -651 -744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 40.9 6.6 38.7 10.1 8.0 5.2 0.9 1.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 16 5 7 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 742,679 : : Positions : : 591,627 194,896 5,065 454,858 75,215 3,269 218 1,281 52,473 2,354 10,565 : : : : Changes from: July 1, 2014 : : -50,140 -11,725 -433 -40,953 3,045 -122 -16 -828 -5,657 -422 456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 26.2 0.7 61.2 10.1 0.4 0.0 0.2 7.1 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 20 4 16 19 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 219,950 : : Positions : : 161,712 173,167 17,312 13,653 10,127 19,261 0 348 3,016 15,416 0 : : : : Changes from: July 1, 2014 : : -12,302 -15,640 -1,715 -470 258 -2,843 0 -1,209 0 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 78.7 7.9 6.2 4.6 8.8 0.0 0.2 1.4 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 18 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 210,575 : : Positions : : 190,915 92,348 5,180 99,534 8,259 10 737 3,355 0 0 0 : : : : Changes from: July 1, 2014 : : -16,170 -11,192 -1,788 -7,526 58 -186 -850 191 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 43.9 2.5 47.3 3.9 0.0 0.3 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 26 4 11 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 92,896 : : Positions : : 74,884 37,357 1,668 37,798 4,057 5,141 251 1,664 0 1,227 0 : : : : Changes from: July 1, 2014 : : -12,532 -7,160 1,668 -1,909 951 975 251 -1,343 0 -713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 40.2 1.8 40.7 4.4 5.5 0.3 1.8 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 6 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 97,139 : : Positions : : 61,312 59,641 11,323 5,906 8,388 341 10,648 2,721 0 4,071 1,394 : : : : Changes from: July 1, 2014 : : -7,449 -7,376 -266 -210 -1,050 62 895 -461 0 -1,393 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 61.4 11.7 6.1 8.6 0.4 11.0 2.8 0.0 4.2 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 69,564 : : Positions : : 54,296 19,863 2,864 36,378 673 465 1,472 501 0 0 0 : : : : Changes from: July 1, 2014 : : -10,193 -4,339 0 -2,108 0 89 -2,918 -833 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 28.6 4.1 52.3 1.0 0.7 2.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 204,142 : : Positions : : 188,224 64,241 2,058 130,484 4,752 0 0 0 916 0 0 : : : : Changes from: July 1, 2014 : : -11,196 -3,464 -558 -9,946 -124 0 0 0 -62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 31.5 1.0 63.9 2.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 12 . 11 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 89,811 : : Positions : : 57,396 58,677 21,729 27,374 1,036 0 0 0 0 0 0 : : : : Changes from: July 1, 2014 : : -4,288 -3,277 -1,054 -1,984 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 65.3 24.2 30.5 1.2 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 July 8, 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 278,854 : : Positions : : 230,450 127,128 21,256 128,050 15,561 0 1,472 0 3,861 0 0 : : : : Changes from: July 1, 2014 : : -18,667 -7,325 -1,741 -12,894 -267 0 -496 0 -434 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 45.6 7.6 45.9 5.6 0.0 0.5 0.0 1.4 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 July 8, 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 68,276 : : Positions : : 50,025 16,862 2,441 30,656 5,061 1,678 4,129 4,204 0 0 0 : : : : Changes from: July 1, 2014 : : -710 3,969 -819 -2,343 -681 -217 -2,425 893 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 24.7 3.6 44.9 7.4 2.5 6.0 6.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . 8 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 71,090 : : Positions : : 33,047 38,691 23,356 18,651 4,183 1,281 0 3,548 0 0 0 : : : : Changes from: July 1, 2014 : : -3,863 -2,252 -2,486 -3,320 453 308 0 -181 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 54.4 32.9 26.2 5.9 1.8 0.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 5 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 92,745 : : Positions : : 88,736 33,106 2,568 49,770 0 0 3,100 552 0 0 0 : : : : Changes from: July 1, 2014 : : -20,634 -24,641 620 -10,550 -868 -13,020 1,517 -1,517 -806 -992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 35.7 2.8 53.7 0.0 0.0 3.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 6 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 64,815 : : Positions : : 42,307 55,812 4,164 1,860 868 13,144 1,583 2,069 1,333 992 0 : : : : Changes from: July 1, 2014 : : -13,740 -23,545 -1,860 -1,440 0 -7,740 60 -60 -2,196 660 -660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.1 6.4 2.9 1.3 20.3 2.4 3.2 2.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 19 24 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 35,486 : : Positions : : 33,596 29,825 1,457 4,919 0 0 0 0 0 0 0 : : : : Changes from: July 1, 2014 : : -13,380 -13,117 -630 -1,140 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.0 4.1 13.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 16 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 149,839 : : Positions : : 104,970 129,012 22,934 1,803 6,295 1,072 1,012 958 0 0 0 : : : : Changes from: July 1, 2014 : : -2,708 -4,291 -806 -124 0 316 -124 482 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 86.1 15.3 1.2 4.2 0.7 0.7 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 23 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 56,194 : : Positions : : 35,508 37,889 12,046 10,485 516 1,431 0 894 0 0 0 : : : : Changes from: July 1, 2014 : : -2,114 -1,115 -453 -1,391 0 549 0 -370 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 67.4 21.4 18.7 0.9 2.5 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 95,324 : : Positions : : 79,397 34,517 0 40,400 8,759 702 415 2,854 0 0 0 : : : : Changes from: July 1, 2014 : : -7,965 -2,300 0 -2,729 -274 92 -2,783 -52 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 36.2 0.0 42.4 9.2 0.7 0.4 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 124,688 : : Positions : : 113,662 96,679 385 2,203 3,732 0 322 1,051 372 17,031 0 : : : : Changes from: July 1, 2014 : : -8,276 -6,005 341 -24 -379 0 -1,006 -146 0 -1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 77.5 0.3 1.8 3.0 0.0 0.3 0.8 0.3 13.7 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 July 8, 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 249,646 : : Positions : : 202,396 41,844 15,308 145,578 11,752 2,694 34,356 4,906 0 0 0 : : : : Changes from: July 1, 2014 : : -17,270 -7,834 -94 -5,510 -429 2,694 -839 -6,051 -434 -403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 16.8 6.1 58.3 4.7 1.1 13.8 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 15 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 24,900 : : Positions : : 18,963 19,666 899 3,095 0 434 1,891 0 2,725 0 0 : : : : Changes from: July 1, 2014 : : -8,385 -8,005 -164 -1,110 0 0 -3,000 0 -3,270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.0 3.6 12.4 0.0 1.7 7.6 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 49,947 : : Positions : : 22,466 47,731 21,182 0 1,319 279 0 0 2,336 0 0 : : : : Changes from: July 1, 2014 : : 7,856 7,444 -1,046 -310 -200 0 0 0 840 0 -840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 95.6 42.4 0.0 2.6 0.6 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 252,720 : : Positions : : 191,742 150,025 31,964 46,597 14,523 1,472 6,555 1,311 590 25,676 2,568 : : : : Changes from: July 1, 2014 : : -13,202 -11,305 1,735 5,653 -2,656 -496 3,033 -340 0 -9,128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 59.4 12.6 18.4 5.7 0.6 2.6 0.5 0.2 10.2 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 25 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 57,302 : : Positions : : 32,550 43,109 8,476 5,416 5,821 0 0 0 6,734 0 0 : : : : Changes from: July 1, 2014 : : -2,854 -7,013 -678 920 -1,474 0 0 0 -2,410 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 75.2 14.8 9.5 10.2 0.0 0.0 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 77,757 : : Positions : : 36,449 62,526 32,191 7,869 5,217 0 0 0 0 736 0 : : : : Changes from: July 1, 2014 : : -3,129 -4,652 -1,736 31 -496 0 0 0 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 80.4 41.4 10.1 6.7 0.0 0.0 0.0 0.0 0.9 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 July 8, 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 63,829 : : Positions : : 40,137 44,652 10,525 7,507 4,226 0 0 0 0 5,158 0 : : : : Changes from: July 1, 2014 : : -3,847 -5,296 -1,959 -566 230 0 -60 -465 0 312 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 70.0 16.5 11.8 6.6 0.0 0.0 0.0 0.0 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 1,069,973 : : Positions : : 141,988 150,701 141,848 37,105 61,784 263,994 227,088 215,846 35,838 208,388 132,864 : : : : Changes from: July 1, 2014 : : -1,415 -3,738 7,291 -2,065 -6,768 -6,038 11,835 7,927 7,329 -1,175 5,761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 14.1 13.3 3.5 5.8 24.7 21.2 20.2 3.3 19.5 12.4 : : : : Number of Traders in Each Category Total Traders: 278 : : 35 31 21 13 27 77 44 63 40 35 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 1,021,645 : : Positions : : 136,523 138,500 32,956 120,268 393,678 46,870 2,996 172,033 45,511 1,476 189,603 : : : : Changes from: July 1, 2014 : : 4,859 2,457 2,209 -3,199 2,631 -8,735 -70 15,621 1,724 664 9,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 13.6 3.2 11.8 38.5 4.6 0.3 16.8 4.5 0.1 18.6 : : : : Number of Traders in Each Category Total Traders: 122 : : 31 30 4 19 23 23 10 27 25 8 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 434,105 : : Positions : : 57,397 62,254 16,920 108,116 72,650 45,222 8,247 45,799 158,840 97,859 32,177 : : : : Changes from: July 1, 2014 : : 2,763 1,837 -116 -68 -1,360 -350 683 1,776 1,768 1,428 -795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 14.3 3.9 24.9 16.7 10.4 1.9 10.6 36.6 22.5 7.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 14 18 4 11 14 5 4 10 12 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 75,015 : : Positions : : 5,420 10,916 42,391 9,711 9,640 0 7,621 4,648 1,891 23,051 5,419 : : : : Changes from: July 1, 2014 : : 74 0 236 -49 106 -538 -649 864 -20 378 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 14.6 56.5 12.9 12.9 0.0 10.2 6.2 2.5 30.7 7.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 5 9 . 11 0 5 5 . 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 29,005 : : Positions : : 6,624 5,238 2,328 102 768 596 4,898 3,830 2,259 1,564 12,457 : : : : Changes from: July 1, 2014 : : -488 -331 -327 -13 -67 -25 -443 -277 352 297 -687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 18.1 8.0 0.4 2.6 2.1 16.9 13.2 7.8 5.4 42.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 10 . . . . 6 7 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 1,963,907 : : Positions : : 287,729 275,064 34,998 875,071 379,421 333,906 37,916 218,379 549,877 29,140 116,959 : : : : Changes from: July 1, 2014 : : 13,917 1,152 -1,388 11,595 -2,974 -4,272 0 2,460 5,282 2,004 589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 14.0 1.8 44.6 19.3 17.0 1.9 11.1 28.0 1.5 6.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 40 37 8 19 25 16 6 17 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 684,981 : : Positions : : 133,177 74,787 288,910 163,031 122,336 7,052 98,397 63,439 7,192 104,059 55,755 : : : : Changes from: July 1, 2014 : : 3,971 289 3,709 500 -856 -90 -2,778 10,579 265 10,258 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 10.9 42.2 23.8 17.9 1.0 14.4 9.3 1.0 15.2 8.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 16 16 18 5 19 6 12 12 5 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 27,024 : : Positions : : 22,925 18,548 1,645 2,405 1,300 0 0 500 9 3,549 167 : : : : Changes from: July 1, 2014 : : -997 -710 480 -288 -267 0 0 0 -158 331 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 68.6 6.1 8.9 4.8 0.0 0.0 1.9 0.0 13.1 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 25 . 4 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 14,424 : : Positions : : 12,285 8,993 104 913 1,092 0 0 0 477 2,925 289 : : : : Changes from: July 1, 2014 : : 274 575 5 -181 202 0 0 0 115 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 62.3 0.7 6.3 7.6 0.0 0.0 0.0 3.3 20.3 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 18 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 4,555 : : Positions : : 2,058 2,955 1,446 793 250 0 0 0 122 160 89 : : : : Changes from: July 1, 2014 : : 75 170 55 0 48 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 64.9 31.7 17.4 5.5 0.0 0.0 0.0 2.7 3.5 2.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 4 4 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 11, 2014