Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 5,521,978 : : Positions : :1,978,880 1,337,747 202,539 1,528,638 669,166 779,973 60,143 1,194,907 66,631 113,705 610,806 : : : : Changes from: October 1, 2013 : : 19,896 -11,218 5,656 20,571 7,115 -51,902 -11,214 51,046 -5,948 -32,701 -14,773 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 24.2 3.7 27.7 12.1 14.1 1.1 21.6 1.2 2.1 11.1 : : : : Number of Traders in Each Category Total Traders: 228 : : 110 101 12 20 29 23 13 27 20 22 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 3,087,392 : : Positions : : 497,170 590,478 67,091 57,494 1,051,966 36,577 25,883 484,796 96,200 22,784 852,462 : : : : Changes from: October 1, 2013 : : 14,793 15,996 406 -7,710 15,186 669 4,626 -1,160 -775 2,229 19,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 19.1 2.2 1.9 34.1 1.2 0.8 15.7 3.1 0.7 27.6 : : : : Number of Traders in Each Category Total Traders: 105 : : 38 35 10 12 21 11 10 18 17 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 222,251 : : Positions : : 116,744 154,037 33,204 14,892 34,070 9,145 0 7,947 2,652 226 1,743 : : : : Changes from: October 1, 2013 : : -9,963 -23,832 -8,550 1,755 -4,852 -89 -215 -268 -1,227 226 435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 69.3 14.9 6.7 15.3 4.1 0.0 3.6 1.2 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 161,417 : : Positions : : 110,438 86,395 9,246 40,521 28,458 4,624 0 1,322 916 1,177 1,887 : : : : Changes from: October 1, 2013 : : -7,418 -9,028 -210 -1,469 -1,153 -3,237 0 -573 -153 124 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 53.5 5.7 25.1 17.6 2.9 0.0 0.8 0.6 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 . 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 221,675 : : Positions : : 149,919 106,697 16,483 62,952 30,420 9,090 11,328 2,812 1,764 564 1,766 : : : : Changes from: October 1, 2013 : : -6,753 438 114 -3,763 -478 2,304 0 -2,406 6 -793 899 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 48.1 7.4 28.4 13.7 4.1 5.1 1.3 0.8 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 19 . 10 9 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 785,979 : : Positions : : 674,356 182,441 3,608 505,899 86,252 6,499 240 1,497 1,876 1,067 4,090 : : : : Changes from: October 1, 2013 : : -34,166 -12,430 -1,701 -14,889 -4,577 1,508 -345 -3,038 -195 -446 964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 23.2 0.5 64.4 11.0 0.8 0.0 0.2 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 23 . 15 15 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 237,487 : : Positions : : 164,179 207,381 57,085 17,780 3,188 786 0 1,323 1,274 0 302 : : : : Changes from: October 1, 2013 : : -9,723 -12,608 -5,754 1,536 -31 -1,008 0 533 -629 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.3 24.0 7.5 1.3 0.3 0.0 0.6 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . 5 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 247,918 : : Positions : : 200,495 136,071 24,354 99,315 2,749 10,257 0 2,948 0 1,392 1,499 : : : : Changes from: October 1, 2013 : : -20,241 -16,430 -353 -3,455 -299 -26 0 -171 -624 1,020 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 54.9 9.8 40.1 1.1 4.1 0.0 1.2 0.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 27 6 10 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 69,654 : : Positions : : 32,584 18,079 16,071 38,804 4,975 4,022 0 1,008 3,125 0 0 : : : : Changes from: October 1, 2013 : : -14,376 -12,256 -3,731 -1,119 -1,086 -457 -2,229 -420 429 0 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 26.0 23.1 55.7 7.1 5.8 0.0 1.4 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . 6 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 158,489 : : Positions : : 96,459 79,964 23,710 40,828 3,716 2,115 19,660 6,544 14,074 0 1,189 : : : : Changes from: October 1, 2013 : : -5,887 -12,789 -4,121 5,409 -484 -943 2,107 -637 1,399 -76 -966 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 50.5 15.0 25.8 2.3 1.3 12.4 4.1 8.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 21 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 71,001 : : Positions : : 53,532 13,708 3,566 30,703 2,892 0 9,044 3,687 0 803 290 : : : : Changes from: October 1, 2013 : : -672 -1,108 -291 2,321 -2,599 0 -2,792 726 0 803 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 19.3 5.0 43.2 4.1 0.0 12.7 5.2 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 7 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 152,258 : : Positions : : 125,313 42,563 17,609 102,434 637 672 0 2,926 0 0 0 : : : : Changes from: October 1, 2013 : : -4,931 -3,770 -31 -1,646 -131 81 0 164 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 28.0 11.6 67.3 0.4 0.4 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 . 10 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 76,112 : : Positions : : 43,054 53,005 17,290 20,579 583 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -8,231 -5,420 2,462 824 -901 0 0 0 0 -465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 69.6 22.7 27.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 16 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 327,212 : : Positions : : 259,218 188,842 36,659 102,049 22,033 191 1,651 4,728 616 3,294 554 : : : : Changes from: October 1, 2013 : : -27,118 -14,779 1,249 -8,323 -3,014 191 -1,688 441 410 -641 -313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.7 11.2 31.2 6.7 0.1 0.5 1.4 0.2 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 27 4 10 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 78,446 : : Positions : : 53,261 24,495 2,670 25,682 10,375 2,545 5,060 2,159 243 17 1,610 : : : : Changes from: October 1, 2013 : : -4,578 -3,364 -1,353 -5,347 1,170 -601 3,010 -148 0 -39 -221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 31.2 3.4 32.7 13.2 3.2 6.5 2.8 0.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 13 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 134,893 : : Positions : : 88,957 60,520 5,125 70,779 0 40,238 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -29,784 -33,517 -657 -3,580 -5,326 -12,624 -7,409 -780 -1,116 -434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 44.9 3.8 52.5 0.0 29.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . 6 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 130,580 : : Positions : : 52,656 118,899 11,740 704 1,894 61,902 7,409 0 1,240 434 0 : : : : Changes from: October 1, 2013 : : -25,669 -30,874 -2,520 -2,430 -1,140 -5,561 139 -1,489 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 91.1 9.0 0.5 1.5 47.4 5.7 0.0 0.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 20 6 . . 7 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 28,388 : : Positions : : 27,459 24,145 558 2,978 0 0 0 0 0 372 0 : : : : Changes from: October 1, 2013 : : -14,351 -13,269 -1,020 -2,104 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 85.1 2.0 10.5 0.0 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 129,240 : : Positions : : 97,687 101,479 3,066 3,346 11,628 0 0 0 713 0 411 : : : : Changes from: October 1, 2013 : : -15,192 -17,296 -2,152 13 -26 0 0 0 -93 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 78.5 2.4 2.6 9.0 0.0 0.0 0.0 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 10,349 : : Positions : : 5,289 8,110 713 1,216 496 1,488 0 186 0 0 0 : : : : Changes from: October 1, 2013 : : -3,540 -5,314 -840 330 -330 30 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 78.4 6.9 11.7 4.8 14.4 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 113,197 : : Positions : : 101,494 45,065 1,107 55,134 3,628 930 0 705 0 2,843 1,013 : : : : Changes from: October 1, 2013 : : -4,459 -4,224 585 -1,185 -137 673 0 -512 0 660 -258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 39.8 1.0 48.7 3.2 0.8 0.0 0.6 0.0 2.5 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . 6 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 98,899 : : Positions : : 64,092 79,502 20,734 4,130 7,184 3,179 0 270 1,209 0 1,103 : : : : Changes from: October 1, 2013 : : -9,125 -7,323 -293 -436 233 1,347 0 -1,136 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 80.4 21.0 4.2 7.3 3.2 0.0 0.3 1.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 15,650 : : Positions : : 13,190 12,942 1,302 2,150 0 0 0 0 910 279 0 : : : : Changes from: October 1, 2013 : : -5,040 -5,130 -720 -150 0 -240 0 0 780 30 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 82.7 8.3 13.7 0.0 0.0 0.0 0.0 5.8 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 104,531 : : Positions : : 86,908 73,367 2,361 15,345 8,542 0 1,418 1,694 0 430 0 : : : : Changes from: October 1, 2013 : : -7,551 -2,111 -1,792 -5,911 -62 0 -1,078 -152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.2 2.3 14.7 8.2 0.0 1.4 1.6 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 293,795 : : Positions : : 247,894 86,313 15,586 171,204 11,941 40 6,470 5,942 149 0 1,043 : : : : Changes from: October 1, 2013 : : -16,562 -5,927 3,948 -1,785 -3,752 40 -5,325 -1,756 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 29.4 5.3 58.3 4.1 0.0 2.2 2.0 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 15 . 11 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 24,976 : : Positions : : 15,448 23,934 7,223 670 62 341 0 0 972 0 0 : : : : Changes from: October 1, 2013 : : -8,794 -10,626 -2,910 -60 -330 -601 -360 0 600 -24 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 95.8 28.9 2.7 0.2 1.4 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 39,938 : : Positions : : 14,878 37,428 22,865 558 899 372 372 0 0 0 0 : : : : Changes from: October 1, 2013 : : -6,157 -6,030 451 -210 -1,351 -360 90 -90 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 93.7 57.3 1.4 2.3 0.9 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 223,768 : : Positions : : 135,614 150,420 56,500 24,516 8,791 2,766 5,012 5,852 3,630 25,016 0 : : : : Changes from: October 1, 2013 : : -14,832 -10,770 -1,559 626 387 -744 -614 87 856 606 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 67.2 25.2 11.0 3.9 1.2 2.2 2.6 1.6 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 64,368 : : Positions : : 45,440 59,094 0 0 0 8,106 0 2,350 3,675 0 0 : : : : Changes from: October 1, 2013 : : -4,148 -5,211 0 -1,456 -755 -48 0 -542 -1,054 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 91.8 0.0 0.0 0.0 12.6 0.0 3.7 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 76,410 : : Positions : : 30,253 62,964 34,507 1,889 6,756 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -8,074 -10,096 -1,271 -365 -496 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 82.4 45.2 2.5 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 87,477 : : Positions : : 59,576 43,420 18,454 21,054 1,719 0 12,207 700 0 4,380 0 : : : : Changes from: October 1, 2013 : : -982 -5,285 -1,406 1,163 482 0 -3,783 20 -431 856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 49.6 21.1 24.1 2.0 0.0 14.0 0.8 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 5 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 1,278,898 : : Positions : : 134,527 202,393 218,870 26,855 122,360 263,195 284,640 257,566 28,978 152,812 191,635 : : : : Changes from: October 1, 2013 : : -3,049 -5,735 -2,918 -3,790 -6,495 -3,003 -3,302 2,087 -4,944 -2,751 -6,855 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 15.8 17.1 2.1 9.6 20.6 22.3 20.1 2.3 11.9 15.0 : : : : Number of Traders in Each Category Total Traders: 312 : : 41 40 24 12 29 67 57 74 36 51 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,196,002 : : Positions : : 141,068 160,380 33,277 82,357 520,567 48,719 3,279 172,891 32,730 13,128 241,320 : : : : Changes from: October 1, 2013 : : 5,346 4,502 -2,598 -3,611 5,092 -915 717 5,484 -2,858 -2,356 9,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 13.4 2.8 6.9 43.5 4.1 0.3 14.5 2.7 1.1 20.2 : : : : Number of Traders in Each Category Total Traders: 130 : : 37 31 7 19 26 27 9 26 20 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 401,559 : : Positions : : 72,269 62,115 4,365 47,873 111,193 51,493 9,651 13,414 81,790 90,567 61,116 : : : : Changes from: October 1, 2013 : : 1,653 1,434 -2,863 1,193 1,319 14,400 275 -1,294 -324 10,011 1,348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 15.5 1.1 11.9 27.7 12.8 2.4 3.3 20.4 22.6 15.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 13 15 4 12 16 7 . 11 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 66,477 : : Positions : : 9,000 11,024 1,024 1,861 3,813 10,295 5,208 17,293 1,380 3,241 23,491 : : : : Changes from: October 1, 2013 : : -44 -123 -17 35 -15 -131 -222 -122 139 210 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 16.6 1.5 2.8 5.7 15.5 7.8 26.0 2.1 4.9 35.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 12 . 4 5 7 5 11 . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 2,551,571 : : Positions : : 332,438 401,116 45,751 820,178 559,744 390,039 85,666 425,141 529,193 7,768 224,309 : : : : Changes from: October 1, 2013 : : -1,570 5,010 0 687 38 -4,770 2,968 3,212 14,997 -48 -8,916 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 15.7 1.8 32.1 21.9 15.3 3.4 16.7 20.7 0.3 8.8 : : : : Number of Traders in Each Category Total Traders: 138 : : 50 46 4 23 26 15 11 21 18 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 843,904 : : Positions : : 144,411 80,955 217,041 112,389 237,145 43,960 86,994 70,597 5,789 130,579 121,496 : : : : Changes from: October 1, 2013 : : 4,775 5,342 -8,275 -14,363 3,988 -4,654 4,067 3,845 -938 -3,286 11,294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 9.6 25.7 13.3 28.1 5.2 10.3 8.4 0.7 15.5 14.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 15 17 18 6 22 5 15 12 4 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 22,267 : : Positions : : 20,150 17,630 246 2,942 1,113 0 0 0 469 90 0 : : : : Changes from: October 1, 2013 : : -2,706 -2,252 93 -361 -77 0 0 0 -134 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 79.2 1.1 13.2 5.0 0.0 0.0 0.0 2.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 26 . 5 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 16,227 : : Positions : : 13,417 11,838 760 936 1,530 0 0 0 125 1,445 132 : : : : Changes from: October 1, 2013 : : 92 -33 -61 30 -2 0 0 0 5 -6 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 73.0 4.7 5.8 9.4 0.0 0.0 0.0 0.8 8.9 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 19 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 6,993 : : Positions : : 3,479 3,789 2,909 1,651 238 0 0 0 45 968 47 : : : : Changes from: October 1, 2013 : : 30 105 183 0 0 0 0 0 0 108 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 54.2 41.6 23.6 3.4 0.0 0.0 0.0 0.6 13.8 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2013