Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 4,384,339 : : Positions : :2,399,820 1,129,553 154,815 1,500,285 445,661 295,402 175,226 569,238 100,730 166,583 383,834 : : : : Changes from: December 30, 2014 : : -2,495 12,760 3,586 -25,875 31,462 -10,733 -8,574 66,112 11,289 25,925 -22,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 25.8 3.5 34.2 10.2 6.7 4.0 13.0 2.3 3.8 8.8 : : : : Number of Traders in Each Category Total Traders: 216 : : 114 86 9 16 21 14 16 25 16 27 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 480,246 : : Positions : : 50,732 101,436 101,415 75,645 103,739 80,888 60,292 49,328 43,405 38,454 50,674 : : : : Changes from: December 30, 2014 : : 23 554 -3,897 7,410 5,551 3,892 366 2,675 6,347 -2,033 -1,399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 21.1 21.1 15.8 21.6 16.8 12.6 10.3 9.0 8.0 10.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 18 18 12 5 14 10 4 10 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 213,783 : : Positions : : 144,784 170,835 21,280 6,518 18,287 9,717 4,161 3,701 0 0 0 : : : : Changes from: December 30, 2014 : : -8,891 -6,123 890 -3,746 -1,639 968 859 -1,504 0 -424 -338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 79.9 10.0 3.0 8.6 4.5 1.9 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 5 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 87,275 : : Positions : : 66,029 68,190 2,664 10,557 4,020 8,728 0 676 0 0 0 : : : : Changes from: December 30, 2014 : : -5,895 -4,305 50 -2,061 -534 -261 0 7 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 78.1 3.1 12.1 4.6 10.0 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . . 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 200,586 : : Positions : : 151,213 68,576 26,908 102,877 5,791 3,622 8,788 3,238 2,614 3,090 382 : : : : Changes from: December 30, 2014 : : -5,748 -3,713 -3,417 -7,031 -153 430 228 -1,259 -369 308 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 34.2 13.4 51.3 2.9 1.8 4.4 1.6 1.3 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 15 4 8 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 632,455 : : Positions : : 525,835 148,796 11,688 385,863 50,965 85 19,465 1,287 18,894 1,751 15,900 : : : : Changes from: December 30, 2014 : : -40,346 -12,902 855 -24,309 -3,682 0 782 -219 4,410 0 -869 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 23.5 1.8 61.0 8.1 0.0 3.1 0.2 3.0 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 21 . 11 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 252,675 : : Positions : : 231,595 172,765 6,763 49,380 7,760 0 2,414 534 0 13,068 224 : : : : Changes from: December 30, 2014 : : -16,882 -15,402 -932 -4,557 -43 -1,482 800 -660 -648 -213 -568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 68.4 2.7 19.5 3.1 0.0 1.0 0.2 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 243,345 : : Positions : : 225,697 120,292 3,351 106,761 3,634 0 2,625 3,368 0 1,121 1,438 : : : : Changes from: December 30, 2014 : : -20,748 -18,993 271 -4,455 -706 -6 691 -363 -1,488 609 -922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 49.4 1.4 43.9 1.5 0.0 1.1 1.4 0.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 28 . 11 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 106,443 : : Positions : : 87,848 63,789 840 29,696 3,307 6,943 0 2,322 0 0 0 : : : : Changes from: December 30, 2014 : : -7,637 -8,313 -363 -206 313 -457 0 -743 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 59.9 0.8 27.9 3.1 6.5 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 7 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 102,591 : : Positions : : 72,980 70,744 5,112 9,812 6,221 0 1,944 4,959 0 0 0 : : : : Changes from: December 30, 2014 : : -2,668 -2,177 -838 -1,683 -22 0 900 -796 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 69.0 5.0 9.6 6.1 0.0 1.9 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 18,089 : : Positions : : 12,838 14,237 2,693 1,328 1,054 0 0 0 707 651 0 : : : : Changes from: December 30, 2014 : : -5,611 -5,723 -1,891 -998 -180 0 0 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 78.7 14.9 7.3 5.8 0.0 0.0 0.0 3.9 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 83,871 : : Positions : : 72,314 34,802 2,684 39,226 200 295 267 2,276 0 0 0 : : : : Changes from: December 30, 2014 : : -4,528 -3,026 0 -2,245 0 -488 -63 -442 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 41.5 3.2 46.8 0.2 0.4 0.3 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 195,633 : : Positions : : 183,072 76,977 0 109,912 2,741 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -10,572 -6,399 -4,112 -5,401 -1,035 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 39.3 0.0 56.2 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 0 10 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 84,605 : : Positions : : 54,683 56,123 20,350 22,790 528 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -5,626 -6,743 233 2,559 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 66.3 24.1 26.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 307,735 : : Positions : : 277,116 115,496 19,847 180,099 2,348 0 248 0 0 0 0 : : : : Changes from: December 30, 2014 : : -19,278 -12,332 -1,818 -8,117 -611 0 248 0 0 -116 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 37.5 6.4 58.5 0.8 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 37 23 4 9 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 75,336 : : Positions : : 63,045 36,964 961 11,482 4,830 0 7,280 2,157 0 0 0 : : : : Changes from: December 30, 2014 : : -5,209 -2,774 -248 -1,018 -178 0 -1,889 95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 49.1 1.3 15.2 6.4 0.0 9.7 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 62,631 : : Positions : : 28,398 39,924 21,801 10,275 4,506 1,157 0 1,444 0 0 0 : : : : Changes from: December 30, 2014 : : -2,963 -1,279 -375 -1,366 -220 399 0 -399 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 63.7 34.8 16.4 7.2 1.8 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 6 . 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 64,051 : : Positions : : 34,316 58,600 4,304 0 2,394 20,228 0 428 1,457 1,457 0 : : : : Changes from: December 30, 2014 : : -21,135 -26,684 -9,269 0 0 -310 -248 -1,147 -496 -3,379 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 91.5 6.7 0.0 3.7 31.6 0.0 0.7 2.3 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 19 25 6 0 . 6 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 56,671 : : Positions : : 54,140 45,915 1,198 1,944 0 0 0 0 806 7,820 248 : : : : Changes from: December 30, 2014 : : -7,383 -9,858 -558 -775 0 0 0 0 -496 2,320 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 81.0 2.1 3.4 0.0 0.0 0.0 0.0 1.4 13.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 153,103 : : Positions : : 123,566 132,136 15,882 8,546 3,669 1,448 2 1,311 0 0 0 : : : : Changes from: December 30, 2014 : : -6,157 -6,114 -958 -551 221 -425 2 -254 -584 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.3 10.4 5.6 2.4 0.9 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 53,851 : : Positions : : 41,796 37,717 673 7,946 1,888 718 196 2,378 0 0 0 : : : : Changes from: December 30, 2014 : : -2,256 -816 -124 -214 -124 -47 -1,567 379 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 70.0 1.2 14.8 3.5 1.3 0.4 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 97,974 : : Positions : : 78,960 55,163 4,620 25,464 7,974 468 555 2,190 0 0 0 : : : : Changes from: December 30, 2014 : : -8,610 -3,884 1,450 -877 -984 468 -2,549 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 56.3 4.7 26.0 8.1 0.5 0.6 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 69,168 : : Positions : : 53,676 60,174 6,155 0 4,129 1,979 0 315 276 0 0 : : : : Changes from: December 30, 2014 : : -8,434 -9,388 -818 0 912 -127 0 -244 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.0 8.9 0.0 6.0 2.9 0.0 0.5 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 18,729 : : Positions : : 12,146 18,096 3,920 0 0 1,888 0 0 372 329 0 : : : : Changes from: December 30, 2014 : : -1,158 -4,692 -1,271 0 0 -2,325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 96.6 20.9 0.0 0.0 10.1 0.0 0.0 2.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 15 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 114,915 : : Positions : : 103,177 102,445 2,250 0 974 110 0 814 0 9,473 0 : : : : Changes from: December 30, 2014 : : -4,752 -5,490 62 0 -62 -517 0 -112 0 -617 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 89.1 2.0 0.0 0.8 0.1 0.0 0.7 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 195,348 : : Positions : : 158,942 55,543 9,332 112,742 8,953 2,402 8,132 3,797 0 3,210 0 : : : : Changes from: December 30, 2014 : : -9,302 -1,603 17 -6,197 -842 -1,355 -1,889 74 0 -428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 28.4 4.8 57.7 4.6 1.2 4.2 1.9 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 17 . 11 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 12,504 : : Positions : : 9,570 8,994 0 3,200 0 0 0 0 825 0 0 : : : : Changes from: December 30, 2014 : : -9,967 -9,148 0 0 0 -496 0 0 341 -775 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.9 0.0 25.6 0.0 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 27,153 : : Positions : : 17,427 25,809 7,138 0 370 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -3,995 -4,469 -335 -496 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 95.1 26.3 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 242,746 : : Positions : : 201,133 141,357 21,979 71,108 6,112 0 4,192 1,096 0 14,906 600 : : : : Changes from: December 30, 2014 : : -7,482 -1,052 217 -6,833 -403 0 1 0 -241 -30 -619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 58.2 9.1 29.3 2.5 0.0 1.7 0.5 0.0 6.1 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 24 . 6 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 66,485 : : Positions : : 53,628 41,035 6,988 19,090 2,167 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -3,851 -4,626 -603 303 -1,195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 61.7 10.5 28.7 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 77,410 : : Positions : : 34,886 58,392 36,198 11,421 3,325 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : 1,476 -1,692 -2,619 341 -341 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 75.4 46.8 14.8 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 76,829 : : Positions : : 57,832 52,713 10,577 17,569 3,972 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : 2,665 1,304 -116 4,098 -709 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 68.6 13.8 22.9 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 956,917 : : Positions : : 134,793 128,689 191,680 9,603 41,628 205,171 244,054 205,971 24,205 201,462 93,065 : : : : Changes from: December 30, 2014 : : 3,802 85 -8,052 3,273 -714 4,911 -4,193 21,405 -2,374 -1,337 920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 13.4 20.0 1.0 4.4 21.4 25.5 21.5 2.5 21.1 9.7 : : : : Number of Traders in Each Category Total Traders: 276 : : 41 32 24 6 22 57 60 71 32 44 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 412,253 : : Positions : : 65,886 58,058 11,630 79,886 59,180 77,612 33,430 40,145 119,229 100,414 34,486 : : : : Changes from: December 30, 2014 : : 3,409 1,400 -4,800 432 3,266 1,331 5,228 -2,704 319 -7,028 3,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 14.1 2.8 19.4 14.4 18.8 8.1 9.7 28.9 24.4 8.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 19 19 4 9 11 . 6 11 13 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 75,682 : : Positions : : 8,741 15,564 21,235 11,745 13,832 6,383 4,842 7,317 5,064 8,703 7,627 : : : : Changes from: December 30, 2014 : : -687 1,339 -158 1,205 394 2,680 -348 135 -177 863 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 20.6 28.1 15.5 18.3 8.4 6.4 9.7 6.7 11.5 10.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 8 9 . 10 . . 5 7 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 1,690,199 : : Positions : : 422,945 186,535 52,840 959,157 222,779 191,147 81,570 120,757 556,030 19,321 63,929 : : : : Changes from: December 30, 2014 : : 4,449 1,443 745 -7,912 2,747 -5,834 5,810 -159 -1,848 -865 1,430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 11.0 3.1 56.7 13.2 11.3 4.8 7.1 32.9 1.1 3.8 : : : : Number of Traders in Each Category Total Traders: 105 : : 36 31 4 17 20 9 10 17 13 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 566,832 : : Positions : : 117,021 83,904 192,864 116,183 117,450 2,579 87,636 50,259 20,782 47,832 59,817 : : : : Changes from: December 30, 2014 : : -730 455 -5,400 -3,152 6,397 -1,010 5,204 4,220 1,352 -7,417 3,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 14.8 34.0 20.5 20.7 0.5 15.5 8.9 3.7 8.4 10.6 : : : : Number of Traders in Each Category Total Traders: 71 : : 17 17 14 6 16 4 9 8 10 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 6,003 : : Positions : : 4,829 2,387 250 3,115 164 0 0 0 374 162 0 : : : : Changes from: December 30, 2014 : : -1,149 -1,029 0 -68 -3 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 39.8 4.2 51.9 2.7 0.0 0.0 0.0 6.2 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 68,536 : : Positions : : 52,311 53,014 6,703 4,258 4,693 0 0 0 3,443 5,601 517 : : : : Changes from: December 30, 2014 : : -6,864 -5,770 459 90 -663 -68 0 0 61 -688 -321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 77.4 9.8 6.2 6.8 0.0 0.0 0.0 5.0 8.2 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 38 . 4 4 0 0 0 10 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 17,925 : : Positions : : 14,539 9,888 0 2,907 2,224 0 0 0 460 2,567 174 : : : : Changes from: December 30, 2014 : : -2,854 -2,136 -610 233 -534 0 0 0 -348 -1,840 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 55.2 0.0 16.2 12.4 0.0 0.0 0.0 2.6 14.3 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 0 6 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : 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 12,902 : : Positions : : 9,464 7,100 1,021 2,092 177 0 0 0 380 1,668 1,695 : : : : Changes from: December 30, 2014 : : -747 -322 -276 260 -315 0 0 0 10 -806 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 55.0 7.9 16.2 1.4 0.0 0.0 0.0 2.9 12.9 13.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 10,669 : : Positions : : 9,119 4,488 281 4,924 167 0 0 0 504 920 38 : : : : Changes from: December 30, 2014 : : -590 -126 -98 -642 25 0 0 0 -44 -40 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 42.1 2.6 46.2 1.6 0.0 0.0 0.0 4.7 8.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 9, 2015