Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 3,952,019 : : Positions : :2,110,111 1,012,009 236,454 1,462,894 402,681 306,339 117,120 358,841 111,863 193,891 389,415 : : : : Changes from: May 5, 2015 : : 25,361 50,743 -27,435 5,594 30,881 19,263 -5,073 21,431 42,762 11,500 -67,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 25.6 6.0 37.0 10.2 7.8 3.0 9.1 2.8 4.9 9.9 : : : : Number of Traders in Each Category Total Traders: 221 : : 109 93 12 14 21 17 12 21 22 25 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 412,290 : : Positions : : 45,586 76,567 71,545 61,258 89,287 63,375 55,441 38,545 57,440 44,673 46,038 : : : : Changes from: May 5, 2015 : : 2,108 908 403 1,232 0 -9,891 5,313 -1,815 4,619 -11,155 5,599 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 18.6 17.4 14.9 21.7 15.4 13.4 9.3 13.9 10.8 11.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 19 17 10 7 14 8 7 11 12 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 239,197 : : Positions : : 155,769 191,909 39,301 7,594 16,877 5,125 7,355 4,873 1,103 824 1,170 : : : : Changes from: May 5, 2015 : : -1,562 -1,338 -240 4,806 0 -1,107 -978 1,669 367 -1,669 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 80.2 16.4 3.2 7.1 2.1 3.1 2.0 0.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 25 6 . . . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 115,510 : : Positions : : 88,345 97,058 5,595 10,196 1,446 12,393 0 635 0 1,884 1,445 : : : : Changes from: May 5, 2015 : : 5,078 3,639 594 396 22 -98 0 -113 -675 334 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 84.0 4.8 8.8 1.3 10.7 0.0 0.5 0.0 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 . . 5 5 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 231,916 : : Positions : : 195,932 71,787 12,877 128,404 9,031 982 9,820 3,679 266 3,160 1,019 : : : : Changes from: May 5, 2015 : : -1,830 -5,276 2,003 4,385 -1,329 -363 1,612 42 -684 -1,074 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 31.0 5.6 55.4 3.9 0.4 4.2 1.6 0.1 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 19 . 11 8 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 706,999 : : Positions : : 541,631 191,425 20,523 432,256 58,525 0 2,932 4,180 68,323 2,238 6,828 : : : : Changes from: May 5, 2015 : : 7,947 8,577 -331 3,924 2,226 -120 -189 -504 2,990 -2,074 -3,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 27.1 2.9 61.1 8.3 0.0 0.4 0.6 9.7 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 25 . 10 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 303,983 : : Positions : : 286,343 167,250 3,796 101,521 4,581 1,159 8,438 1,540 0 12,076 0 : : : : Changes from: May 5, 2015 : : 14,139 7,929 1,284 1,889 -887 -1,776 846 34 0 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 55.0 1.2 33.4 1.5 0.4 2.8 0.5 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 23 . 7 4 . 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 251,285 : : Positions : : 201,788 138,586 24,312 88,359 7,368 1,133 1,648 4,389 0 3,812 857 : : : : Changes from: May 5, 2015 : : 3,429 3,050 -220 -104 278 0 -19 858 0 242 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 55.2 9.7 35.2 2.9 0.5 0.7 1.7 0.0 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 30 . 9 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 109,182 : : Positions : : 94,496 67,862 0 31,001 1,355 3,414 566 3,540 0 0 0 : : : : Changes from: May 5, 2015 : : 2,017 1,456 0 1,516 -365 -131 566 357 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 62.2 0.0 28.4 1.2 3.1 0.5 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 0 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 106,396 : : Positions : : 84,025 84,926 5,731 2,355 3,242 0 3,746 3,112 911 1,943 1,148 : : : : Changes from: May 5, 2015 : : 2,171 3,399 242 643 -306 0 420 0 115 -882 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 79.8 5.4 2.2 3.0 0.0 3.5 2.9 0.9 1.8 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 86,008 : : Positions : : 67,780 29,390 2,684 42,578 146 2,379 1,522 1,428 0 0 0 : : : : Changes from: May 5, 2015 : : -120 273 0 1,678 0 1,860 -32 -366 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 34.2 3.1 49.5 0.2 2.8 1.8 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 186,045 : : Positions : : 143,979 73,456 34,005 103,569 1,160 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 2,280 2,586 323 438 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 39.5 18.3 55.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 13 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 90,654 : : Positions : : 63,917 60,544 16,840 23,873 0 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 2,321 2,995 0 -643 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 66.8 18.6 26.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 345,293 : : Positions : : 282,747 151,391 49,410 184,008 3,802 736 0 0 816 247 0 : : : : Changes from: May 5, 2015 : : 8,700 7,184 5,123 8,501 -308 0 0 0 816 153 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 43.8 14.3 53.3 1.1 0.2 0.0 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 26 . 12 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 75,631 : : Positions : : 57,832 44,281 4,053 6,678 6,670 2,135 4,393 2,631 0 0 0 : : : : Changes from: May 5, 2015 : : 735 886 885 302 366 0 -154 -89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 58.5 5.4 8.8 8.8 2.8 5.8 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 4 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 77,505 : : Positions : : 36,781 56,524 28,765 6,132 5,559 1,505 2,689 1,699 0 579 0 : : : : Changes from: May 5, 2015 : : 1,560 1,812 154 368 0 861 736 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 72.9 37.1 7.9 7.2 1.9 3.5 2.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 7 . 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 71,424 : : Positions : : 54,425 59,272 6,764 217 93 6,674 1,333 1,178 1,023 8,246 0 : : : : Changes from: May 5, 2015 : : 120 3,060 3,060 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 83.0 9.5 0.3 0.1 9.3 1.9 1.6 1.4 11.5 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 17 5 . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 58,158 : : Positions : : 57,538 49,388 0 984 0 0 0 0 279 5,636 0 : : : : Changes from: May 5, 2015 : : 3,752 2,746 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 84.9 0.0 1.7 0.0 0.0 0.0 0.0 0.5 9.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 21 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 163,493 : : Positions : : 132,663 120,183 10,024 14,218 8,176 597 0 671 0 11,346 0 : : : : Changes from: May 5, 2015 : : 2,554 5,073 0 744 -341 583 0 -535 0 183 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 73.5 6.1 8.7 5.0 0.4 0.0 0.4 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 24 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 24,024 : : Positions : : 21,100 21,138 1,054 1,228 240 0 240 0 0 682 0 : : : : Changes from: May 5, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 88.0 4.4 5.1 1.0 0.0 1.0 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 109,735 : : Positions : : 81,561 63,569 7,187 22,462 9,928 0 3,774 3,702 0 0 0 : : : : Changes from: May 5, 2015 : : 2,052 1,334 306 174 -306 0 1,308 -226 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 57.9 6.5 20.5 9.0 0.0 3.4 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 98,818 : : Positions : : 57,631 78,198 29,181 0 2,139 1,004 0 519 0 15,115 0 : : : : Changes from: May 5, 2015 : : -275 384 -215 -304 274 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 79.1 29.5 0.0 2.2 1.0 0.0 0.5 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 8 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 106,419 : : Positions : : 97,381 91,463 2,796 0 428 501 2,950 483 0 8,519 0 : : : : Changes from: May 5, 2015 : : 2,713 1,836 0 0 0 501 583 -367 0 427 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 85.9 2.6 0.0 0.4 0.5 2.8 0.5 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 185,217 : : Positions : : 147,527 45,410 8,486 106,626 6,747 2,755 16,323 2,312 0 3,390 0 : : : : Changes from: May 5, 2015 : : -894 -139 0 1,434 -274 1,144 1,950 -1,484 0 -3,013 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 24.5 4.6 57.6 3.6 1.5 8.8 1.2 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 . 9 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 18,070 : : Positions : : 16,865 15,235 620 1,720 0 0 340 0 0 527 0 : : : : Changes from: May 5, 2015 : : 2,530 2,040 0 0 0 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 84.3 3.4 9.5 0.0 0.0 1.9 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 46,276 : : Positions : : 30,652 42,892 12,616 1,741 403 240 0 0 0 465 0 : : : : Changes from: May 5, 2015 : : 120 240 0 60 0 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 92.7 27.3 3.8 0.9 0.5 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 262,713 : : Positions : : 216,548 168,349 25,324 71,863 7,347 2,005 0 1,955 2,202 8,804 536 : : : : Changes from: May 5, 2015 : : 4,503 2,491 30 2,312 -276 420 0 0 63 -216 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 64.1 9.6 27.4 2.8 0.8 0.0 0.7 0.8 3.4 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 28 . 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 109,988 : : Positions : : 89,576 74,848 7,936 21,725 8,164 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 789 215 0 242 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.1 7.2 19.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 83,653 : : Positions : : 35,235 62,980 33,511 8,620 4,049 0 0 0 2,142 0 0 : : : : Changes from: May 5, 2015 : : -244 331 0 -972 116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 75.3 40.1 10.3 4.8 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 14 7 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 86,921 : : Positions : : 62,680 51,316 7,248 22,458 6,597 0 0 0 0 947 0 : : : : Changes from: May 5, 2015 : : 1,920 273 2,501 3,658 -1,569 0 0 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 59.0 8.3 25.8 7.6 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 1,018,067 : : Positions : : 133,237 144,435 223,155 10,131 45,304 213,632 309,857 176,348 36,895 180,272 118,583 : : : : Changes from: May 5, 2015 : : -5,066 53 -6,015 193 3,834 6,686 -13,755 13,124 513 16,569 -11,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 14.2 21.9 1.0 4.5 21.0 30.4 17.3 3.6 17.7 11.6 : : : : Number of Traders in Each Category Total Traders: 284 : : 33 30 23 5 20 54 69 71 32 53 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 386,716 : : Positions : : 63,353 50,911 10,194 74,522 48,516 116,081 14,982 29,043 88,454 135,242 26,943 : : : : Changes from: May 5, 2015 : : 2,962 2,158 -120 1,123 -789 704 -258 100 5,557 6,640 544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 13.2 2.6 19.3 12.5 30.0 3.9 7.5 22.9 35.0 7.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 19 22 . 10 11 7 4 7 11 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 92,496 : : Positions : : 12,767 16,985 20,596 6,295 21,357 7,273 3,532 4,532 11,010 26,174 7,697 : : : : Changes from: May 5, 2015 : : 1,743 1,338 56 -695 1,975 -558 -1,607 799 -1,557 547 616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 18.4 22.3 6.8 23.1 7.9 3.8 4.9 11.9 28.3 8.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 8 7 4 11 . 4 7 4 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 1,635,017 : : Positions : : 484,224 223,417 95,622 1,038,184 154,003 121,177 37,721 82,928 612,115 23,237 40,184 : : : : Changes from: May 5, 2015 : : 9,594 13,526 909 51,549 -1,815 4,954 -3,537 512 41,998 -5,869 -2,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 13.7 5.8 63.5 9.4 7.4 2.3 5.1 37.4 1.4 2.5 : : : : Number of Traders in Each Category Total Traders: 101 : : 35 29 5 16 20 12 7 13 16 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 529,473 : : Positions : : 120,358 91,232 193,533 148,521 73,091 13,273 71,605 34,225 40,408 56,923 50,919 : : : : Changes from: May 5, 2015 : : -342 298 859 1,946 -711 3,328 4,161 -4 6,409 3,723 -1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 17.2 36.6 28.1 13.8 2.5 13.5 6.5 7.6 10.8 9.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 18 18 12 7 14 6 11 11 13 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,192 : : Positions : : 9,653 6,230 312 4,075 550 0 0 0 367 0 185 : : : : Changes from: May 5, 2015 : : 245 445 0 0 0 0 0 0 200 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 55.7 2.8 36.4 4.9 0.0 0.0 0.0 3.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 63,523 : : Positions : : 49,240 42,813 7,775 7,888 3,999 0 2,010 0 1,096 5,518 720 : : : : Changes from: May 5, 2015 : : 951 1,077 -240 -166 308 0 90 0 -47 -20 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 67.4 12.2 12.4 6.3 0.0 3.2 0.0 1.7 8.7 1.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 39 4 6 8 0 . 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 23,256 : : Positions : : 16,376 14,210 1,435 3,224 1,184 1,680 366 0 870 2,715 1,178 : : : : Changes from: May 5, 2015 : : 536 237 144 -5 -108 0 0 0 -167 303 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 61.1 6.2 13.9 5.1 7.2 1.6 0.0 3.7 11.7 5.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 21 . 6 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,887 : : Positions : : 9,912 4,485 645 3,947 170 0 0 0 195 2,166 906 : : : : Changes from: May 5, 2015 : : 261 116 0 12 0 0 0 0 40 160 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 37.7 5.4 33.2 1.4 0.0 0.0 0.0 1.6 18.2 7.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 9,439 : : Positions : : 7,989 3,443 507 5,000 238 0 0 0 0 463 69 : : : : Changes from: May 5, 2015 : : 108 46 0 247 -12 0 0 0 0 -137 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 36.5 5.4 53.0 2.5 0.0 0.0 0.0 0.0 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . 5 . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 15, 2015