Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 4,106,611 : : Positions : :2,306,691 953,442 236,260 1,687,782 347,235 300,972 122,619 349,127 80,651 179,828 444,151 : : : : Changes from: March 3, 2015 : : 53,723 -27,932 2,177 69,031 -29,103 13,076 -12,275 -30,989 -57,866 -23,385 13,736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 23.2 5.8 41.1 8.5 7.3 3.0 8.5 2.0 4.4 10.8 : : : : Number of Traders in Each Category Total Traders: 208 : : 103 82 11 14 21 13 15 23 15 30 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 456,280 : : Positions : : 53,135 88,846 98,220 89,904 91,334 84,793 50,116 36,236 25,849 32,837 66,559 : : : : Changes from: March 3, 2015 : : 1,081 387 -600 1,144 -24 -6,808 -5,374 2,464 743 -1,742 2,580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 19.5 21.5 19.7 20.0 18.6 11.0 7.9 5.7 7.2 14.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 18 17 10 8 14 8 8 11 8 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 241,242 : : Positions : : 154,652 191,603 41,546 6,901 18,101 4,882 9,164 4,476 1,584 2,660 0 : : : : Changes from: March 3, 2015 : : -24,380 -9,885 13,335 -3,637 -2,067 -401 39 -120 -984 -377 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 79.4 17.2 2.9 7.5 2.0 3.8 1.9 0.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 26 7 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 109,087 : : Positions : : 77,013 86,205 6,195 8,618 2,325 16,729 0 637 0 6,487 856 : : : : Changes from: March 3, 2015 : : -2,299 -2,988 162 -2,632 -731 -108 0 -397 0 1,618 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 79.0 5.7 7.9 2.1 15.3 0.0 0.6 0.0 5.9 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 4 . 5 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 238,167 : : Positions : : 202,417 94,716 7,864 110,397 14,491 1,070 6,929 2,769 2,292 1,592 490 : : : : Changes from: March 3, 2015 : : 2,391 -510 -6,386 -946 2,835 -642 -1,942 -1,197 -246 -1,712 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 39.8 3.3 46.4 6.1 0.4 2.9 1.2 1.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 20 . 10 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 694,934 : : Positions : : 542,850 159,526 20,364 446,244 56,943 113 10,487 2,941 54,435 0 8,009 : : : : Changes from: March 3, 2015 : : 3,710 2,336 -194 11,170 -1,538 28 -5,396 -997 2,230 -1,438 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 23.0 2.9 64.2 8.2 0.0 1.5 0.4 7.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 24 . 10 13 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 261,254 : : Positions : : 242,999 147,977 1,433 79,584 6,198 3,521 2,782 1,009 0 13,214 0 : : : : Changes from: March 3, 2015 : : -14,215 -14,006 -1,350 383 -968 1,994 0 -10 0 -223 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 56.6 0.5 30.5 2.4 1.3 1.1 0.4 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 21 . 5 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 255,476 : : Positions : : 227,664 137,585 9,593 99,884 3,049 1,074 0 4,209 0 4,724 1,834 : : : : Changes from: March 3, 2015 : : -26,840 -16,201 -18 -4,787 -14 521 -193 -952 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 53.9 3.8 39.1 1.2 0.4 0.0 1.6 0.0 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 28 . 10 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 110,532 : : Positions : : 97,712 66,224 0 28,642 2,476 3,289 578 1,963 0 0 0 : : : : Changes from: March 3, 2015 : : -12,303 -10,028 -496 -3,117 -1,000 2,417 166 -2,309 0 -341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 59.9 0.0 25.9 2.2 3.0 0.5 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 0 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 115,511 : : Positions : : 89,398 92,844 2,941 3,694 5,832 51 493 5,536 215 193 322 : : : : Changes from: March 3, 2015 : : -1,566 463 -2,029 -304 -829 51 -2,178 1,181 -37 30 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.4 2.5 3.2 5.0 0.0 0.4 4.8 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 17,125 : : Positions : : 15,461 6,281 620 10,596 0 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,640 -8,512 -560 6,748 0 0 0 0 0 -1,176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 36.7 3.6 61.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 4 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 85,660 : : Positions : : 70,929 39,200 2,684 37,664 200 1,519 0 1,808 0 0 0 : : : : Changes from: March 3, 2015 : : -5,072 -1,129 0 -1,936 0 189 -1,157 -413 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 45.8 3.1 44.0 0.2 1.8 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 7 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 195,152 : : Positions : : 150,686 76,878 35,131 110,812 408 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -5,089 -2,137 465 -4,762 -641 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 39.4 18.0 56.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . 8 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 82,676 : : Positions : : 46,889 53,862 15,587 23,156 428 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -5,270 -3,568 -4,317 155 -645 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 65.1 18.9 28.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 325,747 : : Positions : : 271,064 131,918 40,578 181,542 3,636 0 0 0 0 55 155 : : : : Changes from: March 3, 2015 : : -17,072 -9,090 -1,682 -8,437 119 0 -686 0 0 -1,062 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 40.5 12.5 55.7 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 21 4 10 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 75,505 : : Positions : : 58,760 44,595 205 4,301 4,919 0 3,246 2,755 0 0 0 : : : : Changes from: March 3, 2015 : : -5,993 -2,747 -2,440 -2,924 -2,257 0 -2,098 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 59.1 0.3 5.7 6.5 0.0 4.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 67,415 : : Positions : : 31,071 44,765 22,064 8,575 5,953 1,360 408 1,278 0 0 0 : : : : Changes from: March 3, 2015 : : -3,757 -1,599 113 -1,155 -645 -124 10 -557 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 66.4 32.7 12.7 8.8 2.0 0.6 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 6 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 70,832 : : Positions : : 47,489 66,008 7,359 1,829 856 10,277 0 1,116 3,162 0 0 : : : : Changes from: March 3, 2015 : : -25,704 -29,959 -1,771 537 -537 -2,744 0 -420 15 -1,272 -267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 93.2 10.4 2.6 1.2 14.5 0.0 1.6 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 18 27 . . . . 0 . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 51,678 : : Positions : : 50,965 41,971 248 1,968 0 0 0 0 0 6,755 0 : : : : Changes from: March 3, 2015 : : -5,372 -5,086 -476 -476 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 81.2 0.5 3.8 0.0 0.0 0.0 0.0 0.0 13.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 155,868 : : Positions : : 123,961 111,654 10,047 15,614 6,931 1,229 0 1,107 0 8,866 152 : : : : Changes from: March 3, 2015 : : -8,077 -8,906 -2,366 667 -1,608 1,229 0 1,107 0 308 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 71.6 6.4 10.0 4.4 0.8 0.0 0.7 0.0 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 116,165 : : Positions : : 93,129 66,097 5,624 29,945 7,252 0 3,884 1,803 0 210 0 : : : : Changes from: March 3, 2015 : : -8,188 -5,899 -372 -635 -816 0 -1,159 -467 0 -224 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 56.9 4.8 25.8 6.2 0.0 3.3 1.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . 4 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 100,165 : : Positions : : 56,534 80,248 32,439 552 698 1,248 0 641 0 15,234 0 : : : : Changes from: March 3, 2015 : : -2,056 -3,797 -5,100 -459 180 1 0 -1 0 -560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 80.1 32.4 0.6 0.7 1.2 0.0 0.6 0.0 15.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 7 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 104,466 : : Positions : : 93,333 93,748 2,552 0 672 580 0 730 0 8,035 0 : : : : Changes from: March 3, 2015 : : -3,340 -2,644 62 0 -62 298 0 -539 0 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 89.7 2.4 0.0 0.6 0.6 0.0 0.7 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 202,432 : : Positions : : 164,729 61,240 10,965 107,566 9,039 1,838 11,883 2,963 0 0 0 : : : : Changes from: March 3, 2015 : : -8,115 -5,661 1,153 -9,585 -369 -1,943 649 -870 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 30.3 5.4 53.1 4.5 0.9 5.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 16 . 9 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 40,225 : : Positions : : 23,771 36,266 14,569 3,188 62 620 248 0 0 0 0 : : : : Changes from: March 3, 2015 : : -2,455 -3,977 -476 22 -308 392 0 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 90.2 36.2 7.9 0.2 1.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 266,026 : : Positions : : 217,405 178,099 25,587 60,158 8,262 426 0 2,833 0 13,164 0 : : : : Changes from: March 3, 2015 : : -5,569 -9,449 591 -2,992 -5,563 -928 -248 183 0 413 -808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 66.9 9.6 22.6 3.1 0.2 0.0 1.1 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 26 . 7 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 114,541 : : Positions : : 94,944 78,387 7,788 27,025 5,851 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -6,028 -1,453 983 -1,124 -1,221 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 68.4 6.8 23.6 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 97,621 : : Positions : : 44,467 75,775 34,234 11,676 4,596 0 0 0 2,996 0 0 : : : : Changes from: March 3, 2015 : : -2,938 -4,350 -3,519 530 326 0 0 0 1,284 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 77.6 35.1 12.0 4.7 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 14 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 89,159 : : Positions : : 67,022 58,542 8,183 19,634 5,358 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -6,424 -7,967 -1,909 1,552 67 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 65.7 9.2 22.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 973,142 : : Positions : : 123,226 124,482 216,307 14,598 34,216 210,865 284,470 180,514 34,181 181,899 111,690 : : : : Changes from: March 3, 2015 : : 6,623 3,076 -14,662 -464 -4,498 4,959 1,109 3,593 -1,664 -10,777 -3,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 12.8 22.2 1.5 3.5 21.7 29.2 18.5 3.5 18.7 11.5 : : : : Number of Traders in Each Category Total Traders: 278 : : 31 27 23 6 21 51 72 71 38 45 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 398,826 : : Positions : : 61,645 48,137 8,491 79,662 55,704 95,767 14,722 36,860 97,785 117,984 38,455 : : : : Changes from: March 3, 2015 : : 395 133 -1,931 886 -1,262 1,345 -1,093 172 83 357 1,874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 12.1 2.1 20.0 14.0 24.0 3.7 9.2 24.5 29.6 9.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 20 19 . 11 11 5 7 9 10 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 93,601 : : Positions : : 11,246 15,487 23,653 2,506 23,466 7,658 3,107 7,307 4,609 27,110 10,592 : : : : Changes from: March 3, 2015 : : -83 292 -78 -445 1,012 -2,557 -1,236 1,047 344 -211 1,073 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 16.5 25.3 2.7 25.1 8.2 3.3 7.8 4.9 29.0 11.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 8 . 10 5 . 7 6 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 1,695,379 : : Positions : : 456,039 225,761 75,879 952,209 221,284 101,337 65,231 126,873 605,806 16,933 51,799 : : : : Changes from: March 3, 2015 : : 6,721 1,467 2,052 17,179 -1,183 -5,289 1,474 1,082 17,305 540 1,246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 13.3 4.5 56.2 13.1 6.0 3.8 7.5 35.7 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 101 : : 32 29 5 16 20 14 7 14 19 . 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 571,240 : : Positions : : 121,300 105,609 177,802 97,855 116,326 20,378 65,966 41,813 22,534 73,164 66,896 : : : : Changes from: March 3, 2015 : : -853 1,711 1,487 -1,023 -701 -2,240 1,159 753 1,041 -2,106 4,780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 18.5 31.1 17.1 20.4 3.6 11.5 7.3 3.9 12.8 11.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 19 17 12 7 15 8 9 10 7 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 9,309 : : Positions : : 7,554 4,421 777 3,967 648 0 0 0 230 38 40 : : : : Changes from: March 3, 2015 : : 116 110 0 0 0 0 0 0 69 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 47.5 8.3 42.6 7.0 0.0 0.0 0.0 2.5 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 65,098 : : Positions : : 52,300 46,399 6,354 5,877 3,545 0 540 0 1,009 7,274 1,150 : : : : Changes from: March 3, 2015 : : -5,268 -4,630 597 -274 -711 0 240 0 -342 -233 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 71.3 9.8 9.0 5.4 0.0 0.8 0.0 1.5 11.2 1.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 38 4 4 6 0 . 0 5 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 19,568 : : Positions : : 15,543 11,526 822 3,645 1,349 480 0 0 612 2,586 226 : : : : Changes from: March 3, 2015 : : 111 130 120 87 136 480 0 0 -1 288 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 58.9 4.2 18.6 6.9 2.5 0.0 0.0 3.1 13.2 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 13,032 : : Positions : : 9,539 6,210 647 3,026 81 0 0 0 344 1,148 2,301 : : : : Changes from: March 3, 2015 : : 360 324 0 25 48 0 0 0 214 225 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 47.7 5.0 23.2 0.6 0.0 0.0 0.0 2.6 8.8 17.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . 4 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 9,444 : : Positions : : 7,945 3,509 226 5,053 179 0 0 0 544 584 18 : : : : Changes from: March 3, 2015 : : -40 -50 45 75 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 37.2 2.4 53.5 1.9 0.0 0.0 0.0 5.8 6.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 13, 2015