Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 5,753,914 : : Positions : :1,973,899 1,394,834 227,213 1,643,117 731,396 946,513 76,927 1,070,328 122,049 166,794 656,854 : : : : Changes from: July 23, 2013 : : -83,080 -65,633 10,082 -118,586 -4,867 -6,444 19,952 -20,736 -18,537 68,360 -97,405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 24.2 3.9 28.6 12.7 16.4 1.3 18.6 2.1 2.9 11.4 : : : : Number of Traders in Each Category Total Traders: 227 : : 110 105 10 24 31 26 11 30 20 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 801,083 : : Positions : : 63,504 243,483 271,174 46,380 147,293 44,422 114,570 78,852 59,022 33,249 135,855 : : : : Changes from: July 23, 2013 : : -8,721 -22,507 2,954 -506 -14,294 -27,464 -4,046 -16,484 -1,308 -7,726 -3,978 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 30.4 33.9 5.8 18.4 5.5 14.3 9.8 7.4 4.2 17.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 19 20 13 6 18 5 8 8 6 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 268,286 : : Positions : : 143,595 181,720 45,253 39,824 30,114 18,890 1,337 6,448 4,167 366 1,640 : : : : Changes from: July 23, 2013 : : -3,204 5,927 309 -6,255 3,488 2,444 451 1,081 650 177 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 67.7 16.9 14.8 11.2 7.0 0.5 2.4 1.6 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 27 4 . 6 4 . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 183,088 : : Positions : : 123,568 105,709 24,096 46,118 22,349 3,085 0 2,474 1,783 455 2,425 : : : : Changes from: July 23, 2013 : : 823 1,561 -1,085 -232 -100 858 0 68 540 0 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 57.7 13.2 25.2 12.2 1.7 0.0 1.4 1.0 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 26 . 9 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 226,313 : : Positions : : 148,503 97,077 7,601 67,362 46,689 9,761 1,926 2,840 407 2,317 2,140 : : : : Changes from: July 23, 2013 : : 10,273 -220 -4,301 3,034 4,045 -645 1,926 442 -535 1,750 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 42.9 3.4 29.8 20.6 4.3 0.9 1.3 0.2 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 4 10 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 834,338 : : Positions : : 706,758 207,592 5,628 504,846 110,090 0 2,938 4,071 310 407 703 : : : : Changes from: July 23, 2013 : : 17,360 -5,601 -824 21,739 2,659 0 -151 -841 -124 -1 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 24.9 0.7 60.5 13.2 0.0 0.4 0.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 27 4 15 16 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 255,682 : : Positions : : 151,064 219,882 83,798 15,278 6,196 2,648 0 1,398 864 0 818 : : : : Changes from: July 23, 2013 : : 3,489 6,898 2,993 428 -1,740 816 -1,310 -253 864 -407 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 86.0 32.8 6.0 2.4 1.0 0.0 0.5 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 28 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 248,017 : : Positions : : 181,858 142,720 19,967 91,843 3,486 30,722 0 1,874 2,144 372 1,655 : : : : Changes from: July 23, 2013 : : 12,692 8,965 -60 10,488 93 5,870 -396 -1,412 252 0 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.5 8.1 37.0 1.4 12.4 0.0 0.8 0.9 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 32 4 10 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 97,745 : : Positions : : 54,356 37,667 24,874 42,210 4,626 4,617 555 2,146 1,517 721 509 : : : : Changes from: July 23, 2013 : : -3,536 -2,347 -67 -91 1 2,060 217 -1,392 645 61 -552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 38.5 25.4 43.2 4.7 4.7 0.6 2.2 1.6 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . 6 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 173,877 : : Positions : : 107,657 106,876 30,975 32,353 8,105 6,942 12,271 7,652 2,845 0 151 : : : : Changes from: July 23, 2013 : : 1,415 -470 -314 395 244 600 2,508 -281 -340 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 61.5 17.8 18.6 4.7 4.0 7.1 4.4 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 72,953 : : Positions : : 54,092 14,210 4,430 30,047 6,950 0 13,260 337 1,823 0 86 : : : : Changes from: July 23, 2013 : : 1,100 1,569 0 -276 214 0 221 0 102 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 19.5 6.1 41.2 9.5 0.0 18.2 0.5 2.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 6 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 162,459 : : Positions : : 152,916 51,494 725 103,207 762 1,005 610 2,623 0 0 0 : : : : Changes from: July 23, 2013 : : 3,623 3,846 0 1,011 -100 -1,776 -922 553 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 31.7 0.4 63.5 0.5 0.6 0.4 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 . 10 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 81,986 : : Positions : : 56,984 58,012 9,820 17,850 992 0 0 0 0 648 0 : : : : Changes from: July 23, 2013 : : 2,626 3,704 0 1,988 372 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 70.8 12.0 21.8 1.2 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 342,849 : : Positions : : 274,924 193,779 26,300 117,855 17,964 0 6,263 2,236 13,739 472 1,154 : : : : Changes from: July 23, 2013 : : -44,098 8,287 15,634 -34,691 9,835 0 -379 -27 306 -237 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 56.5 7.7 34.4 5.2 0.0 1.8 0.7 4.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 31 4 9 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 89,734 : : Positions : : 57,896 33,331 5,841 33,408 12,094 7,428 0 1,842 282 0 1,269 : : : : Changes from: July 23, 2013 : : -110 2,494 -31 -1,865 -656 2,027 0 -58 -980 0 482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 37.1 6.5 37.2 13.5 8.3 0.0 2.1 0.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . 8 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 70,087 : : Positions : : 47,421 45,124 6,191 4,422 4,810 0 5,104 1,052 506 434 718 : : : : Changes from: July 23, 2013 : : 4,347 2,503 1,877 1,835 1,041 0 -876 20 62 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 64.4 8.8 6.3 6.9 0.0 7.3 1.5 0.7 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 186,783 : : Positions : : 160,771 79,844 6,263 91,602 1,020 15,483 9,672 797 1,240 0 0 : : : : Changes from: July 23, 2013 : : 6,862 19,862 2,539 -3,234 -412 11,127 4,216 -527 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 42.7 3.4 49.0 0.5 8.3 5.2 0.4 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 20 28 5 6 . 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 158,337 : : Positions : : 116,515 134,556 10,236 2,693 1,381 25,806 17,608 797 2,666 0 0 : : : : Changes from: July 23, 2013 : : 26,192 39,099 5,041 -1,135 273 11,251 4,216 -527 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 85.0 6.5 1.7 0.9 16.3 11.1 0.5 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 32 6 . . 6 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 49,435 : : Positions : : 46,026 42,945 2,852 6,087 0 0 0 0 496 0 0 : : : : Changes from: July 23, 2013 : : 2,790 3,224 992 1,054 0 0 0 0 496 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 86.9 5.8 12.3 0.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 25 . 4 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 145,530 : : Positions : : 118,563 121,061 10,296 7,468 6,860 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 10,559 2,528 -6,549 2,811 1,743 0 0 0 -787 0 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 83.2 7.1 5.1 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 19,178 : : Positions : : 15,607 14,358 0 1,986 1,780 0 217 0 0 248 0 : : : : Changes from: July 23, 2013 : : 1,085 372 -602 266 571 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 74.9 0.0 10.4 9.3 0.0 1.1 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 0 4 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 73,410 : : Positions : : 45,904 58,553 19,559 6,817 1,129 1,515 0 2,000 0 0 0 : : : : Changes from: July 23, 2013 : : 677 1,885 0 248 -186 401 0 -342 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 79.8 26.6 9.3 1.5 2.1 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 111,803 : : Positions : : 91,956 55,821 7,492 43,429 3,431 0 3,173 1,005 0 2,253 354 : : : : Changes from: July 23, 2013 : : -560 -3,258 -220 321 1,392 0 2,418 -124 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 49.9 6.7 38.8 3.1 0.0 2.8 0.9 0.0 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 18 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 106,223 : : Positions : : 84,098 81,348 13,796 14,568 302 526 0 1,280 646 0 1,050 : : : : Changes from: July 23, 2013 : : 5,373 4,308 188 304 274 -601 0 248 646 0 1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 76.6 13.0 13.7 0.3 0.5 0.0 1.2 0.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 67,766 : : Positions : : 24,571 44,002 34,221 15,974 1,128 188 1,033 1,536 0 0 0 : : : : Changes from: July 23, 2013 : : 298 1,613 300 -430 122 188 -180 333 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 64.9 50.5 23.6 1.7 0.3 1.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 6 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 20,861 : : Positions : : 18,418 17,484 1,333 2,017 122 0 0 0 0 279 341 : : : : Changes from: July 23, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.8 6.4 9.7 0.6 0.0 0.0 0.0 0.0 1.3 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 125,391 : : Positions : : 98,658 88,653 5,556 17,300 13,462 128 0 2,128 0 333 253 : : : : Changes from: July 23, 2013 : : -5,399 305 1,231 -5,010 3,412 128 -314 -183 -218 333 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 70.7 4.4 13.8 10.7 0.1 0.0 1.7 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 4 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 314,745 : : Positions : : 267,693 100,576 6,453 176,677 17,209 7,138 8,509 5,267 1,554 716 1,083 : : : : Changes from: July 23, 2013 : : 2,328 5,593 1,310 -3,620 316 -3,234 -2,247 4,113 -400 -453 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 32.0 2.1 56.1 5.5 2.3 2.7 1.7 0.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 20 . 13 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BM Open Interest is 19,491 : : Positions : : 18,375 14,686 527 3,875 0 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 75.3 2.7 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 41,498 : : Positions : : 28,399 37,657 8,551 1,836 93 1,860 0 0 465 31 620 : : : : Changes from: July 23, 2013 : : 122 277 -186 31 62 310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 90.7 20.6 4.4 0.2 4.5 0.0 0.0 1.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 55,885 : : Positions : : 23,877 50,244 27,088 678 3,444 0 0 0 0 589 0 : : : : Changes from: July 23, 2013 : : 3,344 3,468 713 678 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 89.9 48.5 1.2 6.2 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 225,394 : : Positions : : 146,910 172,228 37,735 0 14,792 8,221 7,791 3,731 7,094 23,098 423 : : : : Changes from: July 23, 2013 : : 4,637 7,898 2,295 -1,653 2,231 -632 117 420 1,044 596 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 76.4 16.7 0.0 6.6 3.6 3.5 1.7 3.1 10.2 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 28 8 0 7 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 81,862 : : Positions : : 63,929 67,131 0 7,959 755 8,104 0 3,158 0 0 0 : : : : Changes from: July 23, 2013 : : 5,445 3,610 -2,571 609 -151 1,311 0 -153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 82.0 0.0 9.7 0.9 9.9 0.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 94,453 : : Positions : : 46,561 78,716 37,115 4,025 7,732 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 344 1,664 1,220 0 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 83.3 39.3 4.3 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 93,249 : : Positions : : 60,495 53,966 22,106 16,895 2,273 0 16,074 856 915 0 0 : : : : Changes from: July 23, 2013 : : -2,536 2,132 179 -3,664 62 0 -221 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 57.9 23.7 18.1 2.4 0.0 17.2 0.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 1,368,913 : : Positions : : 165,392 233,556 212,990 52,395 134,078 270,039 276,092 297,146 43,776 150,002 185,019 : : : : Changes from: July 23, 2013 : : -5,115 -5,113 8,570 -1,280 -3,886 -1,023 20,539 -11,330 12,942 -659 -30,190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 17.1 15.6 3.8 9.8 19.7 20.2 21.7 3.2 11.0 13.5 : : : : Number of Traders in Each Category Total Traders: 297 : : 39 33 21 14 27 61 67 67 36 40 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 365,627 : : Positions : : 66,487 65,777 3,961 39,553 87,105 38,291 5,590 16,109 77,273 78,406 69,767 : : : : Changes from: July 23, 2013 : : -7,093 -1,978 -45 1,889 -6,207 4,321 -734 -6,954 -3,413 -5,766 -4,521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 18.0 1.1 10.8 23.8 10.5 1.5 4.4 21.1 21.4 19.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 13 14 4 12 16 6 . 11 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 2,610,108 : : Positions : : 393,851 419,558 27,377 836,193 552,786 306,642 56,836 486,096 578,084 10,204 230,707 : : : : Changes from: July 23, 2013 : : -26,380 -29,013 2,688 -34,100 -7,912 -16,976 5,711 -7,388 -15,581 1,744 -24,767 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 16.1 1.0 32.0 21.2 11.7 2.2 18.6 22.1 0.4 8.8 : : : : Number of Traders in Each Category Total Traders: 146 : : 57 56 . 24 27 18 7 22 19 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 946,999 : : Positions : : 166,691 96,830 218,723 144,416 282,908 22,195 44,005 108,692 14,278 137,159 128,853 : : : : Changes from: July 23, 2013 : : -11,428 -6,153 18,230 16,337 -39,108 -2,110 -21,759 -7,069 -10,728 6,209 -9,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 10.2 23.1 15.2 29.9 2.3 4.6 11.5 1.5 14.5 13.6 : : : : Number of Traders in Each Category Total Traders: 86 : : 16 16 17 6 22 9 11 14 9 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 25,037 : : Positions : : 22,272 20,083 68 2,871 1,137 0 0 120 882 130 125 : : : : Changes from: July 23, 2013 : : 334 531 25 -174 79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 80.2 0.3 11.5 4.5 0.0 0.0 0.5 3.5 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 29 . 5 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 14,129 : : Positions : : 11,835 11,082 568 940 1,104 0 0 0 260 386 216 : : : : Changes from: July 23, 2013 : : 182 224 0 -30 0 0 0 0 0 18 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 78.4 4.0 6.7 7.8 0.0 0.0 0.0 1.8 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 2013 : 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 9,583 : : Positions : : 3,722 4,770 4,212 3,490 163 0 0 0 885 847 194 : : : : Changes from: July 23, 2013 : : 69 65 -15 75 0 0 0 0 0 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 49.8 44.0 36.4 1.7 0.0 0.0 0.0 9.2 8.8 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 2, 2013