Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 4,103,748 : : Positions : :2,205,634 1,101,222 309,057 1,410,974 381,922 320,574 127,237 334,670 33,984 250,212 481,510 : : : : Changes from: June 9, 2015 : : 34,979 11,360 -2,945 34,789 12,783 -8,201 9,935 7,394 21,232 -13,446 23,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 26.8 7.5 34.4 9.3 7.8 3.1 8.2 0.8 6.1 11.7 : : : : Number of Traders in Each Category Total Traders: 230 : : 112 96 12 15 21 15 15 23 21 31 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 429,865 : : Positions : : 43,646 80,161 60,292 54,465 98,328 47,742 36,609 69,529 64,048 44,110 46,249 : : : : Changes from: June 9, 2015 : : 955 10,829 1,737 -12,130 6,599 -3,901 11,993 10,184 4,967 -6,934 2,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 18.6 14.0 12.7 22.9 11.1 8.5 16.2 14.9 10.3 10.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 18 17 10 7 15 7 9 8 9 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 246,185 : : Positions : : 163,593 190,348 40,883 20,158 16,815 6,845 9,118 4,348 644 1,434 310 : : : : Changes from: June 9, 2015 : : 4,585 4,561 368 663 0 247 -1,289 371 -774 115 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 77.3 16.6 8.2 6.8 2.8 3.7 1.8 0.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 24 5 4 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 114,291 : : Positions : : 86,162 90,561 4,445 11,556 3,105 13,151 0 1,432 492 3,851 1,135 : : : : Changes from: June 9, 2015 : : -250 -2,626 1,108 66 306 -559 0 -6 -2,050 1,052 -683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 79.2 3.9 10.1 2.7 11.5 0.0 1.3 0.4 3.4 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 23 . 5 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 227,572 : : Positions : : 197,177 67,154 5,273 125,622 11,844 1,611 8,047 3,198 0 3,415 310 : : : : Changes from: June 9, 2015 : : 4,566 4,545 -496 915 527 1,056 -217 97 -156 338 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 29.5 2.3 55.2 5.2 0.7 3.5 1.4 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 18 . 11 7 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 717,515 : : Positions : : 556,213 189,048 27,344 458,836 49,656 0 613 4,827 65,094 891 7,421 : : : : Changes from: June 9, 2015 : : 7,361 189 0 4,489 -458 0 588 -188 -2,521 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 26.3 3.8 63.9 6.9 0.0 0.1 0.7 9.1 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 24 4 10 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 311,514 : : Positions : : 295,148 167,400 1,474 112,922 5,244 608 3,495 2,514 0 12,474 0 : : : : Changes from: June 9, 2015 : : 1,795 -472 -950 850 950 -198 -34 343 0 -245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 53.7 0.5 36.2 1.7 0.2 1.1 0.8 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . 8 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 248,507 : : Positions : : 201,225 143,603 22,181 79,419 9,061 0 1,349 5,372 0 2,323 1,375 : : : : Changes from: June 9, 2015 : : 13,475 8,576 -1,460 2,920 334 0 240 128 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 57.8 8.9 32.0 3.6 0.0 0.5 2.2 0.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 32 . 9 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 106,220 : : Positions : : 92,213 66,462 2,280 29,525 1,355 1,868 147 3,325 0 0 0 : : : : Changes from: June 9, 2015 : : 3,544 4,720 0 151 0 133 147 319 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 62.6 2.1 27.8 1.3 1.8 0.1 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 105,226 : : Positions : : 82,340 82,089 7,148 5,603 2,949 873 4,005 2,242 0 1,291 1,624 : : : : Changes from: June 9, 2015 : : 2,925 3,263 451 -307 -368 93 0 0 -836 -202 604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.0 6.8 5.3 2.8 0.8 3.8 2.1 0.0 1.2 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 4 . . . . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 81,638 : : Positions : : 66,685 26,884 2,684 39,162 146 1,040 2,565 1,277 0 0 0 : : : : Changes from: June 9, 2015 : : 1,184 -426 0 0 0 -642 188 385 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 32.9 3.3 48.0 0.2 1.3 3.1 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 186,972 : : Positions : : 137,189 80,209 37,899 93,349 5,061 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : -1,416 1,190 4,561 2,075 548 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 42.9 20.3 49.9 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 4 7 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 92,725 : : Positions : : 66,664 60,950 16,152 24,858 765 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : -90 61 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.7 17.4 26.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 342,508 : : Positions : : 274,595 146,445 51,593 184,604 4,560 480 0 0 1,885 1,057 0 : : : : Changes from: June 9, 2015 : : -3,522 -1,952 912 -142 333 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 42.8 15.1 53.9 1.3 0.1 0.0 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 40 28 . 11 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 78,565 : : Positions : : 61,166 52,110 646 6,858 6,226 1,260 2,359 3,068 0 0 0 : : : : Changes from: June 9, 2015 : : 2,817 2,585 -24 344 -247 -92 -45 -364 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 66.3 0.8 8.7 7.9 1.6 3.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 5 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 73,953 : : Positions : : 30,113 57,569 31,622 5,126 5,469 2,316 1,015 1,131 0 0 0 : : : : Changes from: June 9, 2015 : : -1,836 3,466 2,508 0 0 1,322 -920 -341 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 77.8 42.8 6.9 7.4 3.1 1.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 7 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 63,007 : : Positions : : 45,086 58,027 9,960 0 210 5,164 1,955 0 930 360 0 : : : : Changes from: June 9, 2015 : : 6,000 5,175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 92.1 15.8 0.0 0.3 8.2 3.1 0.0 1.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 21 6 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 58,712 : : Positions : : 58,378 51,364 0 736 0 0 0 0 0 4,892 0 : : : : Changes from: June 9, 2015 : : 2,260 2,228 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 87.5 0.0 1.3 0.0 0.0 0.0 0.0 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 23 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 167,925 : : Positions : : 139,082 123,552 10,209 14,541 8,502 285 0 1,193 0 11,611 31 : : : : Changes from: June 9, 2015 : : 1,452 612 93 262 -3 285 -143 -3 0 -394 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 73.6 6.1 8.7 5.1 0.2 0.0 0.7 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 28,119 : : Positions : : 24,428 25,267 564 0 1,637 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 89.9 2.0 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 109,601 : : Positions : : 82,313 66,065 5,740 21,822 9,879 0 1,218 4,094 0 0 0 : : : : Changes from: June 9, 2015 : : 847 661 0 372 0 0 -186 186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 60.3 5.2 19.9 9.0 0.0 1.1 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 83,827 : : Positions : : 54,074 75,691 14,695 0 1,466 1,109 27 965 0 0 0 : : : : Changes from: June 9, 2015 : : -611 431 304 0 -304 -213 -213 151 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.3 17.5 0.0 1.7 1.3 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 94,714 : : Positions : : 57,719 69,055 28,755 4,760 1,418 884 382 459 0 16,280 0 : : : : Changes from: June 9, 2015 : : 3 495 673 61 -31 0 48 0 0 427 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 72.9 30.4 5.0 1.5 0.9 0.4 0.5 0.0 17.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 7 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 111,401 : : Positions : : 99,113 94,213 2,728 0 496 515 4,311 133 0 8,849 0 : : : : Changes from: June 9, 2015 : : -157 -888 0 0 0 33 124 -217 0 -93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 84.6 2.4 0.0 0.4 0.5 3.9 0.1 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 181,968 : : Positions : : 145,203 52,120 10,237 103,118 6,587 1,990 13,147 3,134 401 892 0 : : : : Changes from: June 9, 2015 : : 3,194 816 428 860 -825 -1,558 -207 509 -118 892 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 28.6 5.6 56.7 3.6 1.1 7.2 1.7 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 19 . 8 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 22,587 : : Positions : : 16,887 14,445 2,498 2,748 62 1,780 3,312 1,240 0 0 0 : : : : Changes from: June 9, 2015 : : 5,959 3,809 -682 984 62 620 1,104 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 64.0 11.1 12.2 0.3 7.9 14.7 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 47,639 : : Positions : : 31,800 44,779 11,388 4 1,922 0 0 0 0 390 0 : : : : Changes from: June 9, 2015 : : 310 279 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 94.0 23.9 0.0 4.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 251,450 : : Positions : : 205,163 166,246 27,236 63,980 6,009 914 527 1,955 3,015 7,801 908 : : : : Changes from: June 9, 2015 : : -3,038 907 604 -3,130 642 0 0 0 150 -96 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 66.1 10.8 25.4 2.4 0.4 0.2 0.8 1.2 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 29 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 109,994 : : Positions : : 92,203 80,261 9,484 22,620 5,888 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : 1,889 1,489 0 614 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 73.0 8.6 20.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 78,366 : : Positions : : 35,639 55,469 28,864 5,798 5,848 0 0 0 984 0 0 : : : : Changes from: June 9, 2015 : : 430 -1,570 151 0 0 0 0 0 -492 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 70.8 36.8 7.4 7.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 16 8 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 89,665 : : Positions : : 66,819 52,825 5,890 26,481 6,802 0 0 0 0 887 0 : : : : Changes from: June 9, 2015 : : 862 431 0 -88 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 58.9 6.6 29.5 7.6 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 1,051,377 : : Positions : : 131,803 138,336 224,803 13,259 45,468 213,299 352,099 185,245 53,789 153,286 131,466 : : : : Changes from: June 9, 2015 : : 7,487 11,685 -20,407 1,307 7,935 -2,716 -31,166 20,580 -4,268 418 12,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 13.2 21.4 1.3 4.3 20.3 33.5 17.6 5.1 14.6 12.5 : : : : Number of Traders in Each Category Total Traders: 291 : : 31 26 23 5 21 54 70 69 36 53 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 393,791 : : Positions : : 64,535 60,920 12,536 60,715 50,542 121,568 17,044 29,111 86,224 143,843 25,715 : : : : Changes from: June 9, 2015 : : 3,972 1,962 0 -620 708 -592 -443 -58 828 3,253 -1,874 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 15.5 3.2 15.4 12.8 30.9 4.3 7.4 21.9 36.5 6.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 19 22 . 9 12 6 4 7 9 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 101,789 : : Positions : : 12,958 19,168 18,376 8,045 26,050 5,438 4,912 7,536 14,586 22,393 8,449 : : : : Changes from: June 9, 2015 : : -663 430 13 306 182 565 49 -271 506 -182 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 18.8 18.1 7.9 25.6 5.3 4.8 7.4 14.3 22.0 8.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 7 8 . 11 . 4 7 10 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 1,718,903 : : Positions : : 516,718 271,194 71,730 1,047,138 173,554 130,167 27,311 110,356 629,234 18,224 40,251 : : : : Changes from: June 9, 2015 : : 10,274 -1,001 -5,488 17,267 5,232 2,401 766 -1,368 7,242 -3,518 -893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 15.8 4.2 60.9 10.1 7.6 1.6 6.4 36.6 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 104 : : 35 34 4 17 20 13 4 12 17 4 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 522,918 : : Positions : : 118,573 90,664 187,119 154,780 77,535 12,949 57,712 33,288 41,489 58,109 48,263 : : : : Changes from: June 9, 2015 : : 1,499 141 -2,591 1,869 670 609 594 -535 2,621 -316 -670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 17.3 35.8 29.6 14.8 2.5 11.0 6.4 7.9 11.1 9.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 18 18 12 7 14 7 11 14 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 16,050 : : Positions : : 14,412 11,460 740 3,881 456 0 0 0 325 102 2 : : : : Changes from: June 9, 2015 : : -49 260 145 -95 60 0 0 0 83 0 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 71.4 4.6 24.2 2.8 0.0 0.0 0.0 2.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 73,364 : : Positions : : 58,345 52,831 8,154 6,343 3,814 0 2,341 0 966 6,367 878 : : : : Changes from: June 9, 2015 : : 324 463 -268 -262 241 0 25 0 53 -30 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 72.0 11.1 8.6 5.2 0.0 3.2 0.0 1.3 8.7 1.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 42 38 . 6 9 0 . 0 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 20,058 : : Positions : : 16,479 14,083 1,524 3,885 1,765 0 138 0 0 50 0 : : : : Changes from: June 9, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 70.2 7.6 19.4 8.8 0.0 0.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 27,047 : : Positions : : 19,521 17,065 2,225 2,722 1,309 1,860 456 0 760 4,239 893 : : : : Changes from: June 9, 2015 : : 675 555 259 -42 48 0 90 0 -30 365 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 63.1 8.2 10.1 4.8 6.9 1.7 0.0 2.8 15.7 3.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 4 5 6 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 11,507 : : Positions : : 9,662 4,048 482 3,853 160 0 0 0 145 2,272 966 : : : : Changes from: June 9, 2015 : : 405 354 0 0 0 0 0 0 0 105 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 35.2 4.2 33.5 1.4 0.0 0.0 0.0 1.3 19.7 8.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 10,489 : : Positions : : 8,786 4,205 457 5,154 258 0 0 0 0 593 51 : : : : Changes from: June 9, 2015 : : 518 -19 -157 425 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 40.1 4.4 49.1 2.5 0.0 0.0 0.0 0.0 5.7 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 6 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 19, 2015