Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 4,111,638 : : Positions : :2,281,388 948,659 231,817 1,670,206 368,006 292,567 118,763 343,046 75,822 159,490 482,299 : : : : Changes from: March 10, 2015 : : -25,303 -4,783 -4,443 -17,576 20,771 -8,405 -3,856 -6,081 -4,829 -20,338 38,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 23.1 5.6 40.6 9.0 7.1 2.9 8.3 1.8 3.9 11.7 : : : : Number of Traders in Each Category Total Traders: 220 : : 110 87 11 14 21 17 13 22 21 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 2,217,072 : : Positions : : 279,578 291,007 63,191 128,521 729,956 28,334 97,444 448,934 159,053 12,588 507,768 : : : : Changes from: March 10, 2015 : : -3,456 -1,551 2,430 1,644 -9,208 1,761 4,951 -30,661 5,666 1,365 -10,900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 13.1 2.9 5.8 32.9 1.3 4.4 20.2 7.2 0.6 22.9 : : : : Number of Traders in Each Category Total Traders: 105 : : 36 33 12 6 18 8 13 19 15 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 241,465 : : Positions : : 154,258 189,425 42,559 6,262 18,557 4,280 11,076 4,686 1,002 2,722 338 : : : : Changes from: March 10, 2015 : : -394 -2,178 1,013 -639 456 -602 1,912 210 -582 62 338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 78.4 17.6 2.6 7.7 1.8 4.6 1.9 0.4 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 26 7 . . . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 111,334 : : Positions : : 78,539 87,939 6,070 8,924 2,480 16,693 0 995 0 6,214 856 : : : : Changes from: March 10, 2015 : : 1,526 1,734 -125 306 155 -36 0 358 0 -273 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 79.0 5.5 8.0 2.2 15.0 0.0 0.9 0.0 5.6 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 4 . 5 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 236,868 : : Positions : : 201,194 90,741 6,331 111,343 14,375 3,598 6,959 2,830 2,108 1,378 674 : : : : Changes from: March 10, 2015 : : -1,223 -3,975 -1,533 946 -116 2,528 30 61 -184 -214 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 38.3 2.7 47.0 6.1 1.5 2.9 1.2 0.9 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 19 . 10 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 713,542 : : Positions : : 556,795 175,347 21,984 448,767 56,473 113 10,725 3,742 57,063 0 7,979 : : : : Changes from: March 10, 2015 : : 13,945 15,821 1,620 2,523 -470 0 238 801 2,628 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 24.6 3.1 62.9 7.9 0.0 1.5 0.5 8.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 24 . 10 12 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 271,194 : : Positions : : 252,699 150,014 2,813 88,639 4,056 3,550 2,782 1,189 0 13,002 0 : : : : Changes from: March 10, 2015 : : 9,700 2,037 1,380 9,055 -2,142 29 0 180 0 -212 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 55.3 1.0 32.7 1.5 1.3 1.0 0.4 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 20 . 6 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 260,215 : : Positions : : 203,924 140,608 34,947 97,158 5,922 0 1,435 3,605 0 4,786 1,834 : : : : Changes from: March 10, 2015 : : -23,740 3,023 25,354 -2,726 2,873 -1,074 1,435 -604 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 54.0 13.4 37.3 2.3 0.0 0.6 1.4 0.0 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 28 . 9 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 111,654 : : Positions : : 97,455 68,562 0 28,642 2,476 4,664 0 1,967 0 0 0 : : : : Changes from: March 10, 2015 : : -257 2,338 0 0 0 1,375 -578 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 61.4 0.0 25.7 2.2 4.2 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 114,352 : : Positions : : 87,095 92,969 4,029 4,153 5,212 0 564 5,403 272 193 265 : : : : Changes from: March 10, 2015 : : -2,303 125 1,088 459 -620 -51 71 -133 57 0 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 81.3 3.5 3.6 4.6 0.0 0.5 4.7 0.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 86,902 : : Positions : : 72,620 40,437 2,684 36,357 146 181 0 2,403 0 0 0 : : : : Changes from: March 10, 2015 : : 1,691 1,237 0 -1,307 -54 -1,338 0 595 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 46.5 3.1 41.8 0.2 0.2 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 6 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 198,894 : : Positions : : 156,155 78,624 33,468 112,180 394 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 5,469 1,746 -1,663 1,368 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 39.5 16.8 56.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . 8 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 83,075 : : Positions : : 48,084 54,261 15,587 23,156 428 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 1,195 399 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 65.3 18.8 27.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 333,353 : : Positions : : 278,972 136,809 39,757 185,695 3,972 0 0 0 0 55 155 : : : : Changes from: March 10, 2015 : : 7,908 4,891 -821 4,153 336 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 41.0 11.9 55.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 23 4 10 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 77,809 : : Positions : : 61,126 45,439 976 4,372 5,018 0 3,772 2,817 0 0 0 : : : : Changes from: March 10, 2015 : : 2,366 844 771 71 99 0 526 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 58.4 1.3 5.6 6.4 0.0 4.8 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 68,517 : : Positions : : 32,984 47,494 22,492 8,575 5,525 1,364 408 1,367 0 0 0 : : : : Changes from: March 10, 2015 : : 1,913 2,729 428 0 -428 4 0 89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 69.3 32.8 12.5 8.1 2.0 0.6 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 6 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 68,692 : : Positions : : 46,309 63,868 7,359 1,829 856 9,317 0 1,116 3,162 0 0 : : : : Changes from: March 10, 2015 : : -1,180 -2,140 0 0 0 -960 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 93.0 10.7 2.7 1.2 13.6 0.0 1.6 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 28 . . . . 0 . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 61,992 : : Positions : : 61,279 51,615 248 1,968 0 0 0 0 0 6,755 0 : : : : Changes from: March 10, 2015 : : 10,314 9,644 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 83.3 0.4 3.2 0.0 0.0 0.0 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 156,602 : : Positions : : 128,185 111,617 10,105 14,428 7,144 0 262 1,242 0 10,274 152 : : : : Changes from: March 10, 2015 : : 4,224 -37 58 -1,186 213 -1,229 262 135 0 1,408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 71.3 6.5 9.2 4.6 0.0 0.2 0.8 0.0 6.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 118,054 : : Positions : : 94,595 67,475 5,624 29,731 7,252 0 4,280 2,196 0 210 0 : : : : Changes from: March 10, 2015 : : 1,466 1,378 0 -214 0 0 396 393 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 57.2 4.8 25.2 6.1 0.0 3.6 1.9 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . 4 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 73,326 : : Positions : : 54,297 58,022 2,702 0 6,425 786 674 1,122 0 0 0 : : : : Changes from: March 10, 2015 : : -1,118 -351 619 0 -652 -295 -660 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 79.1 3.7 0.0 8.8 1.1 0.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 100,932 : : Positions : : 58,912 80,544 32,556 492 606 1,248 0 641 0 15,264 0 : : : : Changes from: March 10, 2015 : : 2,378 296 117 -60 -92 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 79.8 32.3 0.5 0.6 1.2 0.0 0.6 0.0 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 8 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 18,247 : : Positions : : 13,990 17,267 4,009 0 0 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 94.6 22.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 15 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 102,914 : : Positions : : 91,726 92,017 2,552 0 672 640 0 725 0 8,279 0 : : : : Changes from: March 10, 2015 : : -1,607 -1,731 0 0 0 60 0 -5 0 244 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 89.4 2.5 0.0 0.7 0.6 0.0 0.7 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 203,486 : : Positions : : 159,588 59,217 10,537 109,240 8,915 3,450 12,359 2,764 0 1,682 0 : : : : Changes from: March 10, 2015 : : -5,141 -2,023 -428 1,674 -124 1,612 476 -199 0 1,682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 29.1 5.2 53.7 4.4 1.7 6.1 1.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 18 . 8 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 19,122 : : Positions : : 17,719 12,379 0 2,642 0 0 0 0 0 1,347 0 : : : : Changes from: March 10, 2015 : : -893 -3,584 0 -1,451 0 0 0 0 -364 482 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 64.7 0.0 13.8 0.0 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 40,405 : : Positions : : 23,951 36,806 14,569 2,828 62 620 248 0 0 0 0 : : : : Changes from: March 10, 2015 : : 180 540 0 -360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 91.1 36.1 7.0 0.2 1.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 273,492 : : Positions : : 225,379 183,055 26,470 64,042 7,798 727 0 2,833 0 12,730 0 : : : : Changes from: March 10, 2015 : : 7,974 4,956 883 3,884 -464 301 0 0 0 -434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 66.9 9.7 23.4 2.9 0.3 0.0 1.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 27 . 7 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 119,238 : : Positions : : 100,629 85,062 9,837 26,781 5,903 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 5,685 6,675 2,049 -244 52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 71.3 8.2 22.5 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 100,065 : : Positions : : 47,677 77,605 34,234 11,372 4,900 0 0 0 2,996 0 0 : : : : Changes from: March 10, 2015 : : 3,210 1,830 0 -304 304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 77.6 34.2 11.4 4.9 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 6 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 88,144 : : Positions : : 63,837 61,082 8,768 14,339 6,335 0 0 0 0 852 0 : : : : Changes from: March 10, 2015 : : -3,185 2,540 585 -5,295 977 0 0 0 0 852 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.3 9.9 16.3 7.2 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 1,008,609 : : Positions : : 133,607 139,024 210,210 18,291 36,493 215,711 266,716 184,608 31,786 192,626 127,587 : : : : Changes from: March 10, 2015 : : 8,050 12,299 -5,985 3,693 908 5,120 -18,339 -368 -2,482 11,047 5,477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 13.8 20.8 1.8 3.6 21.4 26.4 18.3 3.2 19.1 12.6 : : : : Number of Traders in Each Category Total Traders: 288 : : 32 26 22 6 22 61 66 72 34 56 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,024,336 : : Positions : : 159,165 152,869 44,130 83,627 392,818 36,228 41,755 140,230 53,486 15,677 192,482 : : : : Changes from: March 10, 2015 : : -2,198 -1,602 2,228 -915 4,034 -2,628 -1,278 -1,747 2,276 3,420 -4,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 14.9 4.3 8.2 38.3 3.5 4.1 13.7 5.2 1.5 18.8 : : : : Number of Traders in Each Category Total Traders: 133 : : 33 32 6 15 21 15 23 29 20 18 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 412,183 : : Positions : : 63,081 51,758 8,491 79,620 58,531 97,053 16,410 38,310 97,384 116,474 41,436 : : : : Changes from: March 10, 2015 : : -45 693 0 -352 2,196 1,286 1,742 961 -1,520 -1,533 1,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 12.6 2.1 19.3 14.2 23.5 4.0 9.3 23.6 28.3 10.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 20 20 . 11 11 6 7 10 10 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 99,385 : : Positions : : 10,927 16,984 23,616 3,033 22,999 11,973 2,632 8,107 5,435 29,995 11,291 : : : : Changes from: March 10, 2015 : : -319 1,497 -37 527 -467 4,315 -475 800 826 2,885 699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 17.1 23.8 3.1 23.1 12.0 2.6 8.2 5.5 30.2 11.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 9 8 . 10 4 4 7 6 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 1,717,808 : : Positions : : 462,800 231,815 76,244 963,626 224,275 97,560 65,531 127,188 622,819 16,819 53,755 : : : : Changes from: March 10, 2015 : : 6,761 6,054 365 11,417 2,991 -3,777 300 315 17,013 -114 1,956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 13.5 4.4 56.1 13.1 5.7 3.8 7.4 36.3 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 106 : : 35 30 5 16 20 13 8 15 20 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 580,399 : : Positions : : 127,632 107,113 179,072 102,896 114,860 19,097 64,480 42,693 26,874 78,532 66,687 : : : : Changes from: March 10, 2015 : : 6,332 1,504 1,270 5,041 -1,466 -1,281 -1,486 880 4,340 5,368 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 18.5 30.9 17.7 19.8 3.3 11.1 7.4 4.6 13.5 11.5 : : : : Number of Traders in Each Category Total Traders: 78 : : 20 18 12 7 15 7 12 13 9 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 9,760 : : Positions : : 7,865 4,796 697 4,117 648 0 0 0 411 0 79 : : : : Changes from: March 10, 2015 : : 311 375 -80 150 0 0 0 0 181 -38 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 49.1 7.1 42.2 6.6 0.0 0.0 0.0 4.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 67,129 : : Positions : : 54,347 48,111 6,602 5,667 3,242 0 1,080 0 1,047 7,535 1,171 : : : : Changes from: March 10, 2015 : : 2,047 1,712 248 -210 -303 0 540 0 38 261 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 71.7 9.8 8.4 4.8 0.0 1.6 0.0 1.6 11.2 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 38 4 4 6 0 . 0 4 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 19,888 : : Positions : : 15,305 11,585 822 3,840 1,384 960 0 0 664 2,611 201 : : : : Changes from: March 10, 2015 : : -238 59 0 195 35 480 0 0 52 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 58.3 4.1 19.3 7.0 4.8 0.0 0.0 3.3 13.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . 6 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 13,661 : : Positions : : 10,383 6,724 647 3,221 2 0 0 0 219 1,198 2,260 : : : : Changes from: March 10, 2015 : : 844 514 0 195 -79 0 0 0 -125 50 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 49.2 4.7 23.6 0.0 0.0 0.0 0.0 1.6 8.8 16.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . 4 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 9,631 : : Positions : : 8,065 3,564 271 5,130 179 0 0 0 544 629 18 : : : : Changes from: March 10, 2015 : : 120 55 45 77 0 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 37.0 2.8 53.3 1.9 0.0 0.0 0.0 5.6 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 20, 2015