Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 4,015,021 : : Positions : :2,170,655 1,089,862 312,002 1,376,185 369,139 328,775 117,302 327,276 12,752 263,658 457,550 : : : : Changes from: June 2, 2015 : : 37,817 74,473 39,757 -6,620 -4,166 18,027 18,593 -32,834 -20,821 -11,115 47,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 27.1 7.8 34.3 9.2 8.2 2.9 8.2 0.3 6.6 11.4 : : : : Number of Traders in Each Category Total Traders: 231 : : 111 97 12 15 21 17 14 23 17 34 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 2,061,319 : : Positions : : 241,169 248,233 49,186 132,050 637,489 27,138 95,732 478,128 162,970 4,372 464,839 : : : : Changes from: June 2, 2015 : : -3,581 -6,013 -1,446 -6,162 1,940 2,654 -4,189 -9,796 -15,867 -2,254 3,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 12.0 2.4 6.4 30.9 1.3 4.6 23.2 7.9 0.2 22.6 : : : : Number of Traders in Each Category Total Traders: 99 : : 32 38 10 7 17 8 11 18 19 5 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 242,008 : : Positions : : 159,008 185,787 40,515 19,495 16,815 6,598 10,407 3,977 1,418 1,319 341 : : : : Changes from: June 2, 2015 : : -8,466 -14,939 -997 4,351 219 -1,137 3,677 -1,961 804 -1,801 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 76.8 16.7 8.1 6.9 2.7 4.3 1.6 0.6 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 24 5 4 4 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 116,273 : : Positions : : 86,412 93,187 3,337 11,490 2,799 13,710 0 1,438 2,542 2,799 1,818 : : : : Changes from: June 2, 2015 : : -4,275 -7,122 -2,258 -522 345 -1,510 0 708 -243 -416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 80.1 2.9 9.9 2.4 11.8 0.0 1.2 2.2 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 22 . 5 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 222,065 : : Positions : : 192,611 62,609 5,769 124,707 11,317 555 8,264 3,101 156 3,077 123 : : : : Changes from: June 2, 2015 : : -10,291 -1,491 -1,358 -8,849 428 523 -717 -1,437 156 2 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 28.2 2.6 56.2 5.1 0.2 3.7 1.4 0.1 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 15 . 11 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 713,682 : : Positions : : 548,852 188,859 27,344 454,347 50,114 0 25 5,015 67,615 891 7,514 : : : : Changes from: June 2, 2015 : : 13,215 11,123 90 3,718 -1,028 -254 25 161 -276 -750 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 26.5 3.8 63.7 7.0 0.0 0.0 0.7 9.5 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 24 4 10 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 310,023 : : Positions : : 293,353 167,872 2,424 112,072 4,294 806 3,529 2,171 0 12,719 0 : : : : Changes from: June 2, 2015 : : -14,847 -9,414 -854 -2,614 412 564 -2,553 -469 0 -29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 54.1 0.8 36.1 1.4 0.3 1.1 0.7 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 26 . 8 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 236,521 : : Positions : : 187,750 135,027 23,641 76,499 8,727 0 1,109 5,244 0 2,473 1,375 : : : : Changes from: June 2, 2015 : : -22,153 -15,643 -705 -6,484 -475 0 -539 -56 0 -182 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 57.1 10.0 32.3 3.7 0.0 0.5 2.2 0.0 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 31 . 9 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 101,644 : : Positions : : 88,669 61,742 2,280 29,374 1,355 1,735 0 3,006 0 0 0 : : : : Changes from: June 2, 2015 : : -11,297 -7,105 -114 -2,233 0 272 -990 -1,203 0 -540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 60.7 2.2 28.9 1.3 1.7 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 . 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 102,170 : : Positions : : 79,415 78,826 6,697 5,910 3,317 780 4,005 2,242 836 1,493 1,020 : : : : Changes from: June 2, 2015 : : -9,968 -8,818 902 -136 -1,078 501 844 -994 621 -269 -267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 77.2 6.6 5.8 3.2 0.8 3.9 2.2 0.8 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 81,483 : : Positions : : 65,501 27,310 2,684 39,162 146 1,682 2,377 892 0 0 0 : : : : Changes from: June 2, 2015 : : -5,909 -2,047 0 -2,166 0 -229 -562 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 33.5 3.3 48.1 0.2 2.1 2.9 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 183,097 : : Positions : : 138,605 79,019 33,338 91,274 4,513 0 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -10,055 -2,568 -1,116 -7,239 2,223 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 43.2 18.2 49.9 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 92,664 : : Positions : : 66,754 60,889 16,152 24,858 765 0 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -2,551 -1,389 -688 -786 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 65.7 17.4 26.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 344,327 : : Positions : : 278,117 148,397 50,681 184,746 4,227 480 0 0 1,823 1,057 0 : : : : Changes from: June 2, 2015 : : -17,554 -6,309 -578 -9,102 -364 480 -720 0 946 250 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 43.1 14.7 53.7 1.2 0.1 0.0 0.0 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 40 28 . 11 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 76,382 : : Positions : : 58,349 49,525 670 6,514 6,473 1,352 2,404 3,432 0 0 0 : : : : Changes from: June 2, 2015 : : -4,819 -662 -697 -408 -273 -520 -1,075 184 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 64.8 0.9 8.5 8.5 1.8 3.1 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 72,606 : : Positions : : 31,949 54,103 29,114 5,126 5,469 994 1,935 1,472 0 0 0 : : : : Changes from: June 2, 2015 : : -5,798 -2,433 -935 -1,250 -120 975 -258 -1,072 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 74.5 40.1 7.1 7.5 1.4 2.7 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 7 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 57,832 : : Positions : : 39,086 52,852 9,960 0 210 5,164 1,955 0 930 360 0 : : : : Changes from: June 2, 2015 : : -22,408 -20,890 -2,631 -247 -124 -310 -1,333 -1,178 -1,143 -2,418 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 91.4 17.2 0.0 0.4 8.9 3.4 0.0 1.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 21 6 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 56,542 : : Positions : : 56,118 49,136 0 736 0 0 0 0 0 4,892 0 : : : : Changes from: June 2, 2015 : : -11,537 -9,374 0 -248 0 0 0 0 -279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 86.9 0.0 1.3 0.0 0.0 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 166,860 : : Positions : : 137,630 122,940 10,116 14,279 8,505 0 143 1,196 0 12,005 0 : : : : Changes from: June 2, 2015 : : -3,499 -941 -370 -4,017 732 -1,595 143 628 0 -528 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.7 6.1 8.6 5.1 0.0 0.1 0.7 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 25 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 108,568 : : Positions : : 81,466 65,404 5,740 21,450 9,879 0 1,404 3,908 0 0 0 : : : : Changes from: June 2, 2015 : : -1,019 403 -1,354 -1,016 -142 0 -1,658 -89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 60.2 5.3 19.8 9.1 0.0 1.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 83,688 : : Positions : : 54,685 75,260 14,391 0 1,770 1,322 240 814 0 0 0 : : : : Changes from: June 2, 2015 : : -4,675 -1,570 -1,244 0 0 677 -44 -384 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 89.9 17.2 0.0 2.1 1.6 0.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 93,745 : : Positions : : 57,716 68,560 28,082 4,699 1,449 884 334 459 0 15,853 0 : : : : Changes from: June 2, 2015 : : 0 -4,634 -1,897 392 -481 -146 334 -394 0 -174 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 73.1 30.0 5.0 1.5 0.9 0.4 0.5 0.0 16.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 7 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 112,261 : : Positions : : 99,270 95,101 2,728 0 496 482 4,187 350 0 8,942 0 : : : : Changes from: June 2, 2015 : : -9,067 -4,994 -240 0 0 482 267 -207 0 545 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 84.7 2.4 0.0 0.4 0.4 3.7 0.3 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 180,561 : : Positions : : 142,009 51,304 9,809 102,258 7,412 3,548 13,354 2,625 519 0 31 : : : : Changes from: June 2, 2015 : : -13,321 587 -304 -7,318 135 274 -6,259 -576 519 -692 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 28.4 5.4 56.6 4.1 2.0 7.4 1.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 20 . 8 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 16,748 : : Positions : : 10,928 10,636 3,180 1,764 0 1,160 2,208 1,240 0 0 0 : : : : Changes from: June 2, 2015 : : -6,320 -8,019 2,057 -248 -248 -930 2,208 930 0 -707 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 63.5 19.0 10.5 0.0 6.9 13.2 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 47,236 : : Positions : : 31,490 44,500 11,388 4 1,922 0 0 0 0 390 0 : : : : Changes from: June 2, 2015 : : -5,938 -4,278 -1,798 -2,445 1,519 0 0 0 0 -465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 94.2 24.1 0.0 4.1 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 253,027 : : Positions : : 208,201 165,339 26,632 67,110 5,367 914 527 1,955 2,865 7,897 812 : : : : Changes from: June 2, 2015 : : -15,533 -12,446 -342 -6,710 -206 -506 527 -124 -269 -443 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 65.3 10.5 26.5 2.1 0.4 0.2 0.8 1.1 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 29 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 108,165 : : Positions : : 90,314 78,772 9,484 22,006 5,948 0 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -6,212 -6,779 -894 -1,066 -473 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 72.8 8.8 20.3 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 79,257 : : Positions : : 35,209 57,039 28,713 5,798 5,848 0 0 0 1,476 0 0 : : : : Changes from: June 2, 2015 : : -2,984 -5,478 -2,640 -120 -720 0 0 0 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 72.0 36.2 7.3 7.4 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 15 8 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 88,941 : : Positions : : 65,957 52,394 5,890 26,569 6,850 0 0 0 0 887 0 : : : : Changes from: June 2, 2015 : : -1,051 -972 -1,358 -1,153 162 0 0 0 0 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 58.9 6.6 29.9 7.7 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 1,072,076 : : Positions : : 125,156 126,862 245,091 11,952 40,495 216,547 382,190 182,747 59,310 156,703 132,620 : : : : Changes from: June 2, 2015 : : 9,969 -4,049 9,677 1,138 -5,383 2,384 20,337 -15,739 -7,672 -682 23,561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 11.8 22.9 1.1 3.8 20.2 35.6 17.0 5.5 14.6 12.4 : : : : Number of Traders in Each Category Total Traders: 299 : : 32 26 23 5 23 49 79 75 39 56 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 887,446 : : Positions : : 131,590 137,521 46,192 59,186 348,126 21,728 19,004 126,729 42,551 28,141 164,297 : : : : Changes from: June 2, 2015 : : -1,747 -15 -3,890 92 -1,840 -4,675 -9,270 -2,124 -2,251 -3,157 -261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 15.5 5.2 6.7 39.2 2.4 2.1 14.3 4.8 3.2 18.5 : : : : Number of Traders in Each Category Total Traders: 131 : : 32 30 6 14 20 16 19 27 21 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 396,824 : : Positions : : 61,477 60,931 11,658 60,752 51,386 122,160 17,419 29,498 86,001 140,493 28,713 : : : : Changes from: June 2, 2015 : : -4,566 6,319 746 -2,035 2,075 -855 -364 271 -2,467 -11,068 1,938 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 15.4 2.9 15.3 12.9 30.8 4.4 7.4 21.7 35.4 7.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 19 22 . 9 12 6 4 8 9 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 100,898 : : Positions : : 13,621 18,738 18,363 7,739 25,868 4,873 4,863 7,807 14,080 22,575 8,119 : : : : Changes from: June 2, 2015 : : -133 769 417 943 1,381 811 1,230 -662 1,957 361 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 18.6 18.2 7.7 25.6 4.8 4.8 7.7 14.0 22.4 8.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 7 7 4 11 . 4 7 10 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 1,703,821 : : Positions : : 506,444 272,195 77,218 1,029,871 168,322 127,766 26,545 111,724 621,992 21,742 41,144 : : : : Changes from: June 2, 2015 : : 16,090 9,096 -3,698 2,853 -301 4,227 193 836 -6,274 -238 2,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 16.0 4.5 60.4 9.9 7.5 1.6 6.6 36.5 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 102 : : 33 34 4 17 20 13 4 12 17 4 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 521,165 : : Positions : : 117,074 90,523 189,710 152,911 76,865 12,340 57,118 33,823 38,868 58,425 48,933 : : : : Changes from: June 2, 2015 : : 299 500 783 4,482 1,920 368 -988 -408 2,001 -771 481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 17.4 36.4 29.3 14.7 2.4 11.0 6.5 7.5 11.2 9.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 19 18 12 7 14 7 11 14 12 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 15,889 : : Positions : : 14,461 11,200 595 3,976 396 0 0 0 242 102 80 : : : : Changes from: June 2, 2015 : : 523 450 30 0 7 0 0 0 -26 62 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 70.5 3.7 25.0 2.5 0.0 0.0 0.0 1.5 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 72,926 : : Positions : : 58,021 52,368 8,422 6,605 3,573 0 2,316 0 913 6,397 959 : : : : Changes from: June 2, 2015 : : -1,677 -1,083 119 -508 -466 0 0 0 -184 -21 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 71.8 11.5 9.1 4.9 0.0 3.2 0.0 1.3 8.8 1.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 40 38 . 6 9 0 . 0 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 26,102 : : Positions : : 18,846 16,510 1,966 2,764 1,261 1,860 366 0 790 3,874 1,008 : : : : Changes from: June 2, 2015 : : 855 883 168 -50 184 0 0 0 -16 210 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 63.3 7.5 10.6 4.8 7.1 1.4 0.0 3.0 14.8 3.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 4 5 5 . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 10,994 : : Positions : : 9,257 3,694 482 3,853 160 0 0 0 145 2,167 921 : : : : Changes from: June 2, 2015 : : 147 62 0 0 0 0 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 33.6 4.4 35.0 1.5 0.0 0.0 0.0 1.3 19.7 8.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 10,043 : : Positions : : 8,268 4,224 614 4,729 218 0 0 0 0 593 51 : : : : Changes from: June 2, 2015 : : 296 219 45 230 -60 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 42.1 6.1 47.1 2.2 0.0 0.0 0.0 0.0 5.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . 5 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 12, 2015