Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 3,906,293 : : Positions : :2,084,750 961,266 263,889 1,457,300 371,800 287,076 122,193 337,410 69,101 182,391 457,372 : : : : Changes from: April 28, 2015 : : -176,161 7,347 -19,759 -73,665 -6,540 31,039 -47,258 -13,291 38,868 -8,627 6,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 24.6 6.8 37.3 9.5 7.3 3.1 8.6 1.8 4.7 11.7 : : : : Number of Traders in Each Category Total Traders: 219 : : 106 89 12 14 21 17 12 22 20 26 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 2,163,419 : : Positions : : 256,388 275,936 59,607 141,220 686,119 26,013 93,472 475,137 182,563 14,135 476,525 : : : : Changes from: April 28, 2015 : : -9,203 -3,520 9,054 -12,357 -267 -3,206 4,189 5,804 -6,526 1,642 3,522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 12.8 2.8 6.5 31.7 1.2 4.3 22.0 8.4 0.7 22.0 : : : : Number of Traders in Each Category Total Traders: 92 : : 29 34 10 7 16 7 10 17 15 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 234,734 : : Positions : : 153,329 188,693 39,541 2,788 16,877 6,271 8,013 3,165 736 1,707 895 : : : : Changes from: April 28, 2015 : : -8,461 -8,483 -3,057 -3,702 -740 1,061 -2,196 -1,264 -737 -1,742 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 80.4 16.8 1.2 7.2 2.7 3.4 1.3 0.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 25 7 . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 111,508 : : Positions : : 83,267 93,419 5,001 9,800 1,424 12,491 0 748 675 1,550 1,630 : : : : Changes from: April 28, 2015 : : -7,287 -7,541 -787 -286 -465 -1,765 0 8 -556 -1,450 558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 83.8 4.5 8.8 1.3 11.2 0.0 0.7 0.6 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 23 . . 4 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 234,440 : : Positions : : 197,762 77,063 10,874 124,019 10,360 1,345 8,208 3,637 950 4,234 802 : : : : Changes from: April 28, 2015 : : -11,588 -7,949 -117 -7,652 -511 1,007 3,157 -586 -154 3,318 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 32.9 4.6 52.9 4.4 0.6 3.5 1.6 0.4 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 18 . 11 8 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 698,231 : : Positions : : 533,684 182,848 20,854 428,332 56,299 120 3,121 4,684 65,333 4,312 9,852 : : : : Changes from: April 28, 2015 : : -25,113 -22,182 -645 -8,226 -5,409 -697 621 -1,664 -1,409 4,312 3,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 26.2 3.0 61.3 8.1 0.0 0.4 0.7 9.4 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 25 . 10 12 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 292,511 : : Positions : : 272,204 159,321 2,512 99,632 5,468 2,935 7,592 1,506 0 11,921 0 : : : : Changes from: April 28, 2015 : : -10,571 -6,165 -1,407 -3,498 -125 -719 -651 61 0 134 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 54.5 0.9 34.1 1.9 1.0 2.6 0.5 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 23 . 7 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 246,947 : : Positions : : 198,359 135,536 24,532 88,463 7,090 1,133 1,667 3,531 0 3,570 857 : : : : Changes from: April 28, 2015 : : -13,084 -9,941 -4,904 -4,617 36 -564 -15 -1,095 -341 246 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 54.9 9.9 35.8 2.9 0.5 0.7 1.4 0.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 28 . 9 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 106,970 : : Positions : : 92,479 66,406 0 29,485 1,720 3,545 0 3,183 0 0 0 : : : : Changes from: April 28, 2015 : : -11,428 -7,136 0 1,142 -756 2,309 -1,283 -3,079 0 -403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 62.1 0.0 27.6 1.6 3.3 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 0 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 103,530 : : Positions : : 81,854 81,527 5,489 1,712 3,548 0 3,326 3,112 796 2,825 1,129 : : : : Changes from: April 28, 2015 : : -6,742 -12,488 -217 1,116 -1,884 0 1,271 -1,302 -680 2,635 218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 78.7 5.3 1.7 3.4 0.0 3.2 3.0 0.8 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 84,513 : : Positions : : 67,900 29,117 2,684 40,900 146 519 1,554 1,794 0 0 0 : : : : Changes from: April 28, 2015 : : -9,171 -3,321 0 -2,265 0 519 -2,313 -237 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 34.5 3.2 48.4 0.2 0.6 1.8 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 183,170 : : Positions : : 141,699 70,870 33,682 103,131 1,160 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -8,680 -5,801 -1,543 -5,021 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 38.7 18.4 56.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 88,212 : : Positions : : 61,596 57,549 16,840 24,516 0 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : 2,520 -963 -1,207 -665 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 65.2 19.1 27.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 330,957 : : Positions : : 274,047 144,207 44,287 175,507 4,110 736 0 0 0 94 123 : : : : Changes from: April 28, 2015 : : -14,111 -12,882 3,669 1,151 -460 0 0 0 0 94 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 43.6 13.4 53.0 1.2 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 39 26 . 11 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 75,233 : : Positions : : 57,097 43,395 3,168 6,376 6,304 2,135 4,547 2,720 0 0 0 : : : : Changes from: April 28, 2015 : : -3,366 -4,205 -421 -300 -490 669 1,679 -403 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 57.7 4.2 8.5 8.4 2.8 6.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 74,728 : : Positions : : 35,221 54,712 28,611 5,764 5,559 644 1,953 1,699 0 579 0 : : : : Changes from: April 28, 2015 : : -5,105 -2,101 289 -1,620 32 567 250 -578 0 31 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 73.2 38.3 7.7 7.4 0.9 2.6 2.3 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 8 7 . 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 68,364 : : Positions : : 54,305 56,212 3,704 217 93 6,674 1,333 1,178 1,023 8,246 0 : : : : Changes from: April 28, 2015 : : -21,256 -26,249 -4,350 -684 -516 -1,980 0 0 -619 -480 -1,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.2 5.4 0.3 0.1 9.8 1.9 1.7 1.5 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 17 5 . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 54,406 : : Positions : : 53,786 46,642 0 984 0 0 0 0 279 5,636 0 : : : : Changes from: April 28, 2015 : : -18,664 -15,330 0 -240 0 0 -270 0 279 -1,551 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 85.7 0.0 1.8 0.0 0.0 0.0 0.0 0.5 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 20 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 158,459 : : Positions : : 130,109 115,110 10,024 13,474 8,517 14 0 1,206 0 11,163 152 : : : : Changes from: April 28, 2015 : : -12,041 -3,001 298 -2,548 1,061 -1,267 0 333 0 -2,351 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.6 6.3 8.5 5.4 0.0 0.0 0.8 0.0 7.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 24 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 107,451 : : Positions : : 79,509 62,235 6,881 22,288 10,234 0 2,466 3,928 0 0 0 : : : : Changes from: April 28, 2015 : : -11,521 -4,201 2,153 -5,853 2,982 0 373 -136 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 57.9 6.4 20.7 9.5 0.0 2.3 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 76,140 : : Positions : : 55,467 63,411 6,335 0 4,358 1,487 1,023 502 0 0 0 : : : : Changes from: April 28, 2015 : : 192 -1,073 -1,640 0 0 1,179 -460 -645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 83.3 8.3 0.0 5.7 2.0 1.3 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 97,646 : : Positions : : 57,906 77,814 29,396 304 1,865 1,004 0 519 0 15,085 0 : : : : Changes from: April 28, 2015 : : 79 -232 -1,738 -124 -155 -124 -248 -62 0 -899 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 79.7 30.1 0.3 1.9 1.0 0.0 0.5 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 7 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 103,540 : : Positions : : 94,668 89,627 2,796 0 428 0 2,367 850 0 8,092 0 : : : : Changes from: April 28, 2015 : : -1,406 -3,253 124 0 -124 -396 -61 212 0 798 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 86.6 2.7 0.0 0.4 0.0 2.3 0.8 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 186,970 : : Positions : : 148,421 45,549 8,486 105,192 7,021 1,611 14,373 3,796 0 6,403 0 : : : : Changes from: April 28, 2015 : : -13,167 -7,970 -442 -1,865 -1,323 140 -1,168 -63 0 3,407 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 24.4 4.5 56.3 3.8 0.9 7.7 2.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 19 . 9 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 16,000 : : Positions : : 14,335 13,195 620 1,720 0 0 310 0 0 527 0 : : : : Changes from: April 28, 2015 : : -10,242 -8,610 -120 -480 0 0 0 0 0 -900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 82.5 3.9 10.8 0.0 0.0 1.9 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 45,976 : : Positions : : 30,532 42,652 12,616 1,681 403 0 0 0 0 465 0 : : : : Changes from: April 28, 2015 : : -2,621 -4,399 -1,920 750 -990 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 92.8 27.4 3.7 0.9 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 257,978 : : Positions : : 212,045 165,858 25,294 69,551 7,623 1,585 0 1,955 2,139 9,020 350 : : : : Changes from: April 28, 2015 : : -11,892 -15,207 -862 2,701 -927 217 0 -279 -93 -891 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 64.3 9.8 27.0 3.0 0.6 0.0 0.8 0.8 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 28 . 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 109,074 : : Positions : : 88,787 74,633 7,936 21,483 8,102 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -11,032 -9,517 -58 -1,174 147 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.4 7.3 19.7 7.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 83,876 : : Positions : : 35,479 62,649 33,511 9,592 3,933 0 0 0 2,142 0 0 : : : : Changes from: April 28, 2015 : : -4,743 -8,349 -2,304 -558 -740 0 0 0 -434 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 74.7 40.0 11.4 4.7 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 14 7 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 84,740 : : Positions : : 60,760 51,043 4,747 18,800 8,166 0 0 0 0 885 0 : : : : Changes from: April 28, 2015 : : 472 -5,591 -2,611 3,469 207 0 0 0 0 -1,074 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 60.2 5.6 22.2 9.6 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 1,035,802 : : Positions : : 139,366 145,268 229,528 9,938 42,572 207,026 324,838 169,179 37,470 164,291 139,468 : : : : Changes from: April 28, 2015 : : 10,920 15,909 -13,199 910 591 3,662 -28,366 -9,420 -8,680 11,118 1,477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 14.0 22.2 1.0 4.1 20.0 31.4 16.3 3.6 15.9 13.5 : : : : Number of Traders in Each Category Total Traders: 289 : : 35 31 23 5 20 51 74 71 36 53 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 883,934 : : Positions : : 131,616 135,492 44,101 64,844 346,345 24,758 18,099 119,312 43,769 27,556 167,446 : : : : Changes from: April 28, 2015 : : -4,088 218 -2,328 305 -477 -495 -1,725 -5,558 660 -5,190 3,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 15.3 5.0 7.3 39.2 2.8 2.0 13.5 5.0 3.1 18.9 : : : : Number of Traders in Each Category Total Traders: 130 : : 33 29 7 13 19 14 19 24 22 19 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 383,604 : : Positions : : 61,517 51,040 9,724 73,098 50,558 115,377 15,181 29,324 83,606 128,555 27,660 : : : : Changes from: April 28, 2015 : : -9,830 -114 -297 8,884 -13,144 2,397 241 -6,730 3,130 -12,160 -2,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 13.3 2.5 19.1 13.2 30.1 4.0 7.6 21.8 33.5 7.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 19 22 . 10 11 7 4 8 12 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 89,664 : : Positions : : 11,024 15,647 20,540 6,990 19,382 7,831 5,139 3,733 12,567 25,627 7,081 : : : : Changes from: April 28, 2015 : : 412 1,002 -316 1,166 664 -3 -1,111 -152 2,502 2,303 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 17.5 22.9 7.8 21.6 8.7 5.7 4.2 14.0 28.6 7.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 6 6 7 4 11 . 4 7 4 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 1,584,492 : : Positions : : 474,630 209,891 94,713 986,635 155,818 116,223 41,258 82,416 570,117 29,106 42,768 : : : : Changes from: April 28, 2015 : : -21,471 -17,906 20,792 -25,976 -28,365 17,197 5,160 -21,523 -46,629 -3,170 -424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 13.2 6.0 62.3 9.8 7.3 2.6 5.2 36.0 1.8 2.7 : : : : Number of Traders in Each Category Total Traders: 98 : : 34 29 6 15 20 12 7 13 15 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 521,133 : : Positions : : 120,700 90,934 192,674 146,575 73,802 9,945 67,444 34,229 33,999 53,200 52,032 : : : : Changes from: April 28, 2015 : : 1,033 -444 197 2,795 -117 1,087 3,839 -5,850 1,698 -2,385 2,564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 17.4 37.0 28.1 14.2 1.9 12.9 6.6 6.5 10.2 10.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 17 17 12 7 14 4 11 11 10 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 10,807 : : Positions : : 9,408 5,785 312 4,075 550 0 0 0 167 0 245 : : : : Changes from: April 28, 2015 : : -695 -667 -50 -259 -62 0 0 0 -139 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 53.5 2.9 37.7 5.1 0.0 0.0 0.0 1.5 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 62,381 : : Positions : : 48,289 41,736 8,015 8,054 3,691 0 1,920 0 1,143 5,538 567 : : : : Changes from: April 28, 2015 : : -1,206 -2,383 223 1,400 -333 0 0 0 -200 -409 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 66.9 12.8 12.9 5.9 0.0 3.1 0.0 1.8 8.9 0.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 37 4 6 8 0 . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 22,759 : : Positions : : 15,840 13,973 1,291 3,229 1,292 1,680 366 0 1,037 2,412 1,088 : : : : Changes from: April 28, 2015 : : -583 -477 416 -223 -335 0 188 0 157 521 877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 61.4 5.7 14.2 5.7 7.4 1.6 0.0 4.6 10.6 4.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 . 6 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 11,677 : : Positions : : 9,651 4,369 645 3,935 170 0 0 0 155 2,006 981 : : : : Changes from: April 28, 2015 : : -347 -1,521 -83 -44 0 0 0 0 50 1,121 -942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 37.4 5.5 33.7 1.5 0.0 0.0 0.0 1.3 17.2 8.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 9,268 : : Positions : : 7,881 3,397 507 4,753 250 0 0 0 0 600 111 : : : : Changes from: April 28, 2015 : : -463 -218 -61 -182 0 0 0 0 0 -135 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 36.7 5.5 51.3 2.7 0.0 0.0 0.0 0.0 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 5 . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 8, 2015