Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 4,459,692 : : Positions : :2,420,688 1,086,870 154,013 1,553,744 445,644 321,984 202,160 563,918 120,067 192,012 398,303 : : : : Changes from: January 6, 2015 : : 20,868 -42,683 -802 53,459 -17 26,582 26,934 -5,320 19,337 25,429 14,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 24.4 3.5 34.8 10.0 7.2 4.5 12.6 2.7 4.3 8.9 : : : : Number of Traders in Each Category Total Traders: 221 : : 113 86 9 16 21 18 15 26 18 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 502,220 : : Positions : : 52,490 104,730 94,367 86,320 110,291 91,123 64,435 48,912 50,695 32,645 54,277 : : : : Changes from: January 6, 2015 : : 1,758 3,294 -7,048 10,675 6,552 10,235 4,143 -416 7,290 -5,809 3,603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 20.9 18.8 17.2 22.0 18.1 12.8 9.7 10.1 6.5 10.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 18 20 12 5 14 9 5 10 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 221,823 : : Positions : : 148,739 172,768 21,365 7,005 19,016 9,535 6,030 5,753 1,498 1,054 0 : : : : Changes from: January 6, 2015 : : 3,955 1,933 85 487 729 -182 1,869 2,052 1,498 1,054 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 77.9 9.6 3.2 8.6 4.3 2.7 2.6 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 5 4 5 . . 4 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 86,707 : : Positions : : 63,597 66,842 3,028 10,435 4,476 10,018 0 1,120 0 0 0 : : : : Changes from: January 6, 2015 : : -2,432 -1,348 364 -122 456 1,290 0 444 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 77.1 3.5 12.0 5.2 11.6 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 23 . . 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 212,520 : : Positions : : 164,687 73,559 24,637 108,735 6,581 3,898 9,170 3,069 2,606 3,090 382 : : : : Changes from: January 6, 2015 : : 13,474 4,983 -2,271 5,858 790 276 382 -169 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 34.6 11.6 51.2 3.1 1.8 4.3 1.4 1.2 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 15 4 8 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 659,474 : : Positions : : 545,659 160,571 12,694 397,446 55,679 0 20,063 961 20,913 1,321 15,942 : : : : Changes from: January 6, 2015 : : 19,824 11,775 1,006 11,583 4,714 -85 598 -326 2,019 -430 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 24.3 1.9 60.3 8.4 0.0 3.0 0.1 3.2 0.2 2.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 21 4 10 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 258,685 : : Positions : : 238,150 173,055 6,527 54,280 6,705 0 1,576 546 0 12,982 0 : : : : Changes from: January 6, 2015 : : 6,555 290 -236 4,900 -1,055 0 -838 12 0 -86 -224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 66.9 2.5 21.0 2.6 0.0 0.6 0.2 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 25 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 253,219 : : Positions : : 232,266 128,306 4,175 107,063 3,652 1,560 1,513 3,839 0 3,232 1,315 : : : : Changes from: January 6, 2015 : : 6,569 8,014 824 302 18 1,560 -1,112 471 0 2,111 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 50.7 1.6 42.3 1.4 0.6 0.6 1.5 0.0 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 30 . 11 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 110,441 : : Positions : : 92,427 67,955 840 29,746 3,482 6,722 0 1,663 0 0 0 : : : : Changes from: January 6, 2015 : : 4,579 4,166 0 50 175 -221 0 -659 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 61.5 0.8 26.9 3.2 6.1 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . 7 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 112,458 : : Positions : : 85,560 78,383 5,720 10,549 5,195 0 3,070 4,197 0 0 0 : : : : Changes from: January 6, 2015 : : 12,580 7,639 608 737 -1,026 0 1,126 -762 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 69.7 5.1 9.4 4.6 0.0 2.7 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 20,205 : : Positions : : 15,458 15,945 2,021 1,328 1,054 0 0 0 707 1,211 0 : : : : Changes from: January 6, 2015 : : 2,620 1,708 -672 0 0 0 0 0 0 560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 78.9 10.0 6.6 5.2 0.0 0.0 0.0 3.5 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 84,762 : : Positions : : 70,149 34,456 2,684 39,282 200 287 1,152 1,657 0 0 0 : : : : Changes from: January 6, 2015 : : -2,165 -346 0 56 0 -8 885 -619 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 40.7 3.2 46.3 0.2 0.3 1.4 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 201,535 : : Positions : : 188,608 76,526 0 116,265 2,741 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : 5,536 -451 0 6,353 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 38.0 0.0 57.7 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 13 0 10 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 82,522 : : Positions : : 51,512 55,708 20,154 20,864 956 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : -3,171 -415 -196 -1,926 428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 67.5 24.4 25.3 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 306,102 : : Positions : : 275,489 122,047 18,808 170,097 3,282 0 248 0 0 0 0 : : : : Changes from: January 6, 2015 : : -1,627 6,551 -1,039 -10,002 934 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 39.9 6.1 55.6 1.1 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 38 23 4 9 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 78,657 : : Positions : : 64,824 41,651 961 10,763 5,418 256 7,521 2,167 0 0 0 : : : : Changes from: January 6, 2015 : : 1,779 4,687 0 -719 588 256 241 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 53.0 1.2 13.7 6.9 0.3 9.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 6 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 66,730 : : Positions : : 30,795 43,862 22,842 10,943 4,187 1,617 362 1,322 0 0 0 : : : : Changes from: January 6, 2015 : : 2,397 3,938 1,041 668 -319 460 362 -122 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 65.7 34.2 16.4 6.3 2.4 0.5 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 6 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 64,611 : : Positions : : 34,876 59,160 4,304 0 2,394 20,228 0 428 1,457 1,457 0 : : : : Changes from: January 6, 2015 : : 560 560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 91.6 6.7 0.0 3.7 31.3 0.0 0.7 2.3 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 20 26 6 0 . 6 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 57,371 : : Positions : : 54,812 46,615 1,226 1,944 0 0 0 0 806 7,820 248 : : : : Changes from: January 6, 2015 : : 672 700 28 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 81.3 2.1 3.4 0.0 0.0 0.0 0.0 1.4 13.6 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 156,707 : : Positions : : 124,978 135,705 15,947 6,588 5,889 1,657 30 976 0 0 0 : : : : Changes from: January 6, 2015 : : 1,412 3,569 65 -1,958 2,220 209 28 -335 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 86.6 10.2 4.2 3.8 1.1 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 100,063 : : Positions : : 80,549 54,795 4,936 26,936 8,448 0 373 1,496 0 0 0 : : : : Changes from: January 6, 2015 : : 1,589 -368 316 1,472 474 -468 -182 -694 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 54.8 4.9 26.9 8.4 0.0 0.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 70,526 : : Positions : : 55,320 61,057 6,349 0 3,861 1,303 12 906 0 0 0 : : : : Changes from: January 6, 2015 : : 1,644 883 194 0 -268 -676 12 591 -276 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 86.6 9.0 0.0 5.5 1.8 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 94,908 : : Positions : : 54,922 76,123 31,165 1,233 204 0 0 0 0 15,086 0 : : : : Changes from: January 6, 2015 : : 6,557 3,436 -457 654 -192 -217 0 -31 0 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 80.2 32.8 1.3 0.2 0.0 0.0 0.0 0.0 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 7 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 21,297 : : Positions : : 16,602 20,664 3,920 0 0 0 0 0 372 329 0 : : : : Changes from: January 6, 2015 : : 4,456 2,568 0 0 0 -1,888 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 97.0 18.4 0.0 0.0 0.0 0.0 0.0 1.7 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 15 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 112,637 : : Positions : : 100,260 97,520 2,250 0 974 571 0 659 0 8,828 215 : : : : Changes from: January 6, 2015 : : -2,917 -4,925 0 0 0 461 0 -155 0 -645 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 86.6 2.0 0.0 0.9 0.5 0.0 0.6 0.0 7.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 14 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 203,034 : : Positions : : 165,066 59,812 9,760 116,034 8,401 4,836 8,988 2,827 0 3,210 0 : : : : Changes from: January 6, 2015 : : 6,124 4,269 428 3,292 -552 2,434 856 -970 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 29.5 4.8 57.2 4.1 2.4 4.4 1.4 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 18 . 11 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 13,064 : : Positions : : 10,018 9,554 0 3,200 0 0 0 0 825 0 0 : : : : Changes from: January 6, 2015 : : 448 560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 73.1 0.0 24.5 0.0 0.0 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 27,349 : : Positions : : 17,725 25,921 7,054 0 454 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : 298 112 -84 0 84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 94.8 25.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 250,986 : : Positions : : 208,708 147,928 21,523 74,160 5,295 0 3,622 1,402 0 13,410 691 : : : : Changes from: January 6, 2015 : : 7,575 6,571 -456 3,052 -817 0 -570 306 0 -1,496 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 58.9 8.6 29.5 2.1 0.0 1.4 0.6 0.0 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 25 . 6 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 75,468 : : Positions : : 61,977 45,426 6,757 22,241 2,179 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : 8,349 4,391 -231 3,151 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 60.2 9.0 29.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 94,136 : : Positions : : 46,362 73,072 38,338 13,561 3,325 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : 11,476 14,680 2,140 2,140 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 77.6 40.7 14.4 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 79,653 : : Positions : : 61,415 55,192 10,577 16,183 3,544 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : 3,583 2,479 0 -1,386 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 69.3 13.3 20.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 984,362 : : Positions : : 139,228 132,153 197,993 9,433 39,176 207,606 247,869 222,381 24,322 204,340 93,000 : : : : Changes from: January 6, 2015 : : 4,435 3,464 6,313 -170 -2,452 2,435 3,815 16,410 117 2,878 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 13.4 20.1 1.0 4.0 21.1 25.2 22.6 2.5 20.8 9.4 : : : : Number of Traders in Each Category Total Traders: 294 : : 41 31 23 5 21 60 64 71 35 47 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 414,819 : : Positions : : 69,388 58,444 12,359 79,965 58,941 77,995 33,300 39,931 117,387 102,897 34,620 : : : : Changes from: January 6, 2015 : : 3,502 386 729 79 -239 383 -130 -214 -1,842 2,483 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 14.1 3.0 19.3 14.2 18.8 8.0 9.6 28.3 24.8 8.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 19 20 5 8 11 . 6 11 13 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 77,776 : : Positions : : 9,872 16,547 20,928 10,641 15,070 6,728 3,931 7,508 5,287 9,189 7,506 : : : : Changes from: January 6, 2015 : : 1,131 983 -307 -1,104 1,238 345 -911 191 223 486 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 21.3 26.9 13.7 19.4 8.7 5.1 9.7 6.8 11.8 9.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 7 8 9 . 10 4 . 6 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 1,723,556 : : Positions : : 435,232 190,192 58,318 958,280 231,194 189,112 97,390 124,411 561,023 18,558 65,817 : : : : Changes from: January 6, 2015 : : 12,287 3,657 5,478 -877 8,415 -2,035 15,820 3,654 4,993 -763 1,888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 11.0 3.4 55.6 13.4 11.0 5.7 7.2 32.6 1.1 3.8 : : : : Number of Traders in Each Category Total Traders: 106 : : 36 31 4 17 20 9 10 16 14 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 580,399 : : Positions : : 113,903 91,264 191,531 106,752 125,615 6,620 96,855 53,588 20,511 39,812 63,466 : : : : Changes from: January 6, 2015 : : -3,118 7,360 -1,333 -9,431 8,165 4,041 9,219 3,329 -271 -8,020 3,649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 15.7 33.0 18.4 21.6 1.1 16.7 9.2 3.5 6.9 10.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 17 18 14 6 16 5 10 10 10 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 6,462 : : Positions : : 5,414 2,916 250 3,085 164 0 0 0 324 162 0 : : : : Changes from: January 6, 2015 : : 585 529 0 -30 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 45.1 3.9 47.7 2.5 0.0 0.0 0.0 5.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 8 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 68,728 : : Positions : : 52,360 52,765 6,674 4,352 4,666 0 0 0 3,378 5,731 751 : : : : Changes from: January 6, 2015 : : 49 -249 -29 94 -27 0 0 0 -65 130 234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 76.8 9.7 6.3 6.8 0.0 0.0 0.0 4.9 8.3 1.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 38 . 4 4 0 0 0 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 19,560 : : Positions : : 15,700 11,347 0 2,661 2,405 0 0 0 518 2,672 248 : : : : Changes from: January 6, 2015 : : 1,161 1,459 0 -246 181 0 0 0 58 105 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 58.0 0.0 13.6 12.3 0.0 0.0 0.0 2.6 13.7 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 18 0 6 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 13,052 : : Positions : : 9,810 7,352 1,021 2,092 177 0 0 0 230 1,588 1,667 : : : : Changes from: January 6, 2015 : : 346 252 0 0 0 0 0 0 -150 -80 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 56.3 7.8 16.0 1.4 0.0 0.0 0.0 1.8 12.2 12.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 13, 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 11,057 : : Positions : : 9,549 4,879 326 4,987 126 0 0 0 504 965 28 : : : : Changes from: January 6, 2015 : : 430 391 45 63 -41 0 0 0 0 45 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 44.1 2.9 45.1 1.1 0.0 0.0 0.0 4.6 8.7 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 16, 2015