Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,539,598 : : Positions : :2,102,971 1,056,843 37,167 1,582,861 609,629 599,747 51,460 502,171 123,139 186,489 535,262 : : : : Changes from: July 8, 2014 : : 21,328 -11,251 -9,601 -20,147 14,643 -30,118 6,084 16,372 -4,500 -4,387 15,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 23.3 0.8 34.9 13.4 13.2 1.1 11.1 2.7 4.1 11.8 : : : : Number of Traders in Each Category Total Traders: 212 : : 110 90 6 26 29 21 7 21 15 21 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 2,088,074 : : Positions : : 276,230 318,764 96,467 65,174 762,680 23,965 24,608 287,943 23,954 11,819 616,298 : : : : Changes from: July 8, 2014 : : -1,601 -696 3,162 3,044 -16,569 4,746 11,944 8,739 10,467 2,371 -15,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 15.3 4.6 3.1 36.5 1.1 1.2 13.8 1.1 0.6 29.5 : : : : Number of Traders in Each Category Total Traders: 103 : : 32 34 13 9 22 8 11 16 12 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 223,318 : : Positions : : 122,883 164,814 15,824 13,475 28,513 19,094 0 8,287 11,800 0 0 : : : : Changes from: July 8, 2014 : : 339 3,617 -161 -2,109 -174 941 -3 292 -241 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 73.8 7.1 6.0 12.8 8.6 0.0 3.7 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . 7 5 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 118,926 : : Positions : : 99,235 87,828 4,364 20,143 4,757 5,240 0 744 0 1,651 0 : : : : Changes from: July 8, 2014 : : 4,374 4,998 1,380 -28 214 901 0 -57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 73.9 3.7 16.9 4.0 4.4 0.0 0.6 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 4 7 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 197,464 : : Positions : : 135,384 79,504 13,954 76,083 19,328 15,672 10,886 1,735 3,735 742 0 : : : : Changes from: July 8, 2014 : : -1,543 -1,458 976 -403 -556 -99 676 -64 369 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 40.3 7.1 38.5 9.8 7.9 5.5 0.9 1.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 15 5 7 9 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 740,801 : : Positions : : 584,010 190,450 5,741 456,665 75,428 3,672 774 1,002 57,017 2,354 10,715 : : : : Changes from: July 8, 2014 : : -7,617 -4,446 676 1,807 213 403 556 -279 4,544 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 25.7 0.8 61.6 10.2 0.5 0.1 0.1 7.7 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 20 4 16 19 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 225,972 : : Positions : : 170,616 178,866 16,829 13,867 9,787 18,376 0 1,458 3,016 15,416 0 : : : : Changes from: July 8, 2014 : : 8,904 5,699 -483 214 -340 -885 0 1,110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 79.2 7.4 6.1 4.3 8.1 0.0 0.6 1.3 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 18 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 210,940 : : Positions : : 190,791 93,402 5,215 99,339 8,489 256 248 3,176 0 0 0 : : : : Changes from: July 8, 2014 : : -124 1,054 35 -195 230 246 -489 -179 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 44.3 2.5 47.1 4.0 0.1 0.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 26 5 10 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 93,186 : : Positions : : 74,824 37,591 3,076 38,139 4,057 5,241 0 1,555 0 1,072 0 : : : : Changes from: July 8, 2014 : : -60 234 1,408 341 0 100 -251 -109 0 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 40.3 3.3 40.9 4.4 5.6 0.0 1.7 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 6 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 100,099 : : Positions : : 58,296 61,372 16,374 5,752 8,260 372 10,772 2,628 0 5,379 1,396 : : : : Changes from: July 8, 2014 : : -3,016 1,731 5,051 -154 -128 31 124 -93 0 1,308 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 61.3 16.4 5.7 8.3 0.4 10.8 2.6 0.0 5.4 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 70,747 : : Positions : : 55,473 20,315 2,864 37,911 727 0 1,911 567 0 0 0 : : : : Changes from: July 8, 2014 : : 1,177 452 0 1,533 54 -465 439 66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 28.7 4.0 53.6 1.0 0.0 2.7 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 206,285 : : Positions : : 191,339 64,387 2,058 132,903 4,330 0 0 0 916 0 0 : : : : Changes from: July 8, 2014 : : 3,115 146 0 2,419 -422 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 31.2 1.0 64.4 2.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 12 . 11 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 91,311 : : Positions : : 60,217 59,795 21,729 27,396 1,546 0 0 0 0 0 0 : : : : Changes from: July 8, 2014 : : 2,821 1,118 0 22 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 65.5 23.8 30.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 5 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 279,739 : : Positions : : 232,658 123,500 20,158 131,735 16,614 0 1,472 0 1,608 0 214 : : : : Changes from: July 8, 2014 : : 2,208 -3,628 -1,098 3,685 1,053 0 0 0 -2,253 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 44.1 7.2 47.1 5.9 0.0 0.5 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 22 . 13 8 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 68,963 : : Positions : : 50,074 16,489 2,628 32,301 4,843 1,875 3,411 4,399 0 0 0 : : : : Changes from: July 8, 2014 : : 49 -373 187 1,645 -218 197 -718 195 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 23.9 3.8 46.8 7.0 2.7 4.9 6.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . 8 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 75,576 : : Positions : : 35,409 42,537 25,676 18,895 3,969 2,745 310 3,296 0 0 0 : : : : Changes from: July 8, 2014 : : 2,362 3,846 2,320 244 -214 1,464 310 -252 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 56.3 34.0 25.0 5.3 3.6 0.4 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 9 6 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 93,966 : : Positions : : 89,287 33,962 2,568 50,135 0 0 3,100 552 0 0 0 : : : : Changes from: July 8, 2014 : : 551 856 0 365 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 36.1 2.7 53.4 0.0 0.0 3.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 6 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 65,732 : : Positions : : 43,163 56,729 4,164 1,860 868 13,144 1,583 2,069 1,333 992 0 : : : : Changes from: July 8, 2014 : : 856 917 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 86.3 6.3 2.8 1.3 20.0 2.4 3.1 2.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 19 24 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 39,756 : : Positions : : 37,215 34,002 2,077 4,857 0 0 0 0 0 0 0 : : : : Changes from: July 8, 2014 : : 3,619 4,177 620 -62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 85.5 5.2 12.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 18 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 150,949 : : Positions : : 107,616 130,140 22,934 1,803 6,295 870 1,012 760 0 0 0 : : : : Changes from: July 8, 2014 : : 2,646 1,128 0 0 0 -202 0 -198 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 86.2 15.2 1.2 4.2 0.6 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 23 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 57,520 : : Positions : : 36,020 38,737 12,046 7,703 3,298 209 0 1,066 0 0 0 : : : : Changes from: July 8, 2014 : : 512 848 0 -2,782 2,782 -1,222 0 172 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 67.3 20.9 13.4 5.7 0.4 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 96,200 : : Positions : : 81,594 34,486 0 41,910 7,625 175 291 3,002 0 0 0 : : : : Changes from: July 8, 2014 : : 2,197 -31 0 1,510 -1,134 -527 -124 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 35.8 0.0 43.6 7.9 0.2 0.3 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 127,578 : : Positions : : 116,111 99,011 385 971 3,987 0 662 1,237 372 18,101 0 : : : : Changes from: July 8, 2014 : : 2,449 2,332 0 -1,232 255 0 340 186 0 1,070 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 77.6 0.3 0.8 3.1 0.0 0.5 1.0 0.3 14.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 248,340 : : Positions : : 202,792 40,980 15,308 144,470 11,845 198 33,402 5,599 0 0 0 : : : : Changes from: July 8, 2014 : : 396 -864 0 -1,108 93 -2,496 -954 693 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 16.5 6.2 58.2 4.8 0.1 13.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 16 . 11 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 27,289 : : Positions : : 21,104 21,993 899 3,157 0 434 1,891 0 2,973 0 0 : : : : Changes from: July 8, 2014 : : 2,141 2,327 0 62 0 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 80.6 3.3 11.6 0.0 1.6 6.9 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 52,107 : : Positions : : 24,320 49,460 21,000 0 1,502 279 186 62 2,336 0 0 : : : : Changes from: July 8, 2014 : : 1,854 1,729 -182 0 183 0 186 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 94.9 40.3 0.0 2.9 0.5 0.4 0.1 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 257,439 : : Positions : : 195,593 150,353 30,941 44,825 16,916 1,472 6,928 1,680 590 29,438 2,140 : : : : Changes from: July 8, 2014 : : 3,851 328 -1,023 -1,772 2,393 0 373 369 0 3,762 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 58.4 12.0 17.4 6.6 0.6 2.7 0.7 0.2 11.4 0.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 25 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 58,419 : : Positions : : 33,456 44,228 8,476 5,567 5,670 0 0 0 6,734 0 0 : : : : Changes from: July 8, 2014 : : 906 1,119 0 151 -151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 75.7 14.5 9.5 9.7 0.0 0.0 0.0 11.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 78,422 : : Positions : : 36,404 63,191 32,610 7,869 5,217 0 0 0 0 736 0 : : : : Changes from: July 8, 2014 : : -45 665 419 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 80.6 41.6 10.0 6.7 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 64,439 : : Positions : : 41,094 45,326 10,676 6,778 4,409 0 0 0 0 5,680 0 : : : : Changes from: July 8, 2014 : : 957 674 151 -729 183 0 0 0 0 522 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 70.3 16.6 10.5 6.8 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 1,062,369 : : Positions : : 134,677 146,320 142,262 30,875 61,595 257,434 219,817 219,509 37,557 214,480 133,494 : : : : Changes from: July 8, 2014 : : -7,312 -4,381 415 -6,230 -188 -6,560 -7,272 3,664 1,719 6,092 630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 13.8 13.4 2.9 5.8 24.2 20.7 20.7 3.5 20.2 12.6 : : : : Number of Traders in Each Category Total Traders: 276 : : 36 32 22 12 27 73 43 64 42 34 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 1,044,694 : : Positions : : 138,047 138,802 31,870 116,322 396,792 38,967 8,891 184,513 56,867 2,709 193,648 : : : : Changes from: July 8, 2014 : : 1,524 302 -1,086 -3,946 3,114 -7,903 5,894 12,480 11,356 1,232 4,046 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 13.3 3.1 11.1 38.0 3.7 0.9 17.7 5.4 0.3 18.5 : : : : Number of Traders in Each Category Total Traders: 130 : : 33 31 4 19 23 23 12 28 27 10 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 436,997 : : Positions : : 57,676 64,025 16,593 108,604 69,754 44,636 6,503 48,674 160,247 98,302 34,063 : : : : Changes from: July 8, 2014 : : 278 1,770 -328 488 -2,896 -586 -1,745 2,875 1,407 443 1,887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 14.7 3.8 24.9 16.0 10.2 1.5 11.1 36.7 22.5 7.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 14 19 4 11 14 5 4 10 12 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 77,693 : : Positions : : 5,459 11,730 42,450 9,510 10,113 507 7,512 5,081 2,077 23,762 5,697 : : : : Changes from: July 8, 2014 : : 39 814 59 -201 473 507 -109 433 186 711 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 15.1 54.6 12.2 13.0 0.7 9.7 6.5 2.7 30.6 7.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 5 9 . 11 . 4 5 . 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 28,765 : : Positions : : 6,498 5,270 2,212 98 746 687 4,876 3,888 2,588 1,731 12,005 : : : : Changes from: July 8, 2014 : : -126 32 -116 -4 -23 91 -23 58 329 167 -451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 18.3 7.7 0.3 2.6 2.4 16.9 13.5 9.0 6.0 41.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 10 . . . . 6 7 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,965,388 : : Positions : : 296,064 271,975 37,856 872,780 379,508 331,308 38,244 220,541 539,118 31,811 119,276 : : : : Changes from: July 8, 2014 : : 8,335 -3,089 2,858 -2,291 87 -2,598 328 2,162 -10,759 2,671 2,317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 13.8 1.9 44.4 19.3 16.9 1.9 11.2 27.4 1.6 6.1 : : : : Number of Traders in Each Category Total Traders: 118 : : 40 36 8 19 25 15 7 17 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 708,747 : : Positions : : 135,731 76,189 285,115 156,820 128,063 8,112 92,486 76,506 11,267 118,969 56,533 : : : : Changes from: July 8, 2014 : : 2,554 1,402 -3,795 -6,211 5,727 1,060 -5,911 13,067 4,075 14,910 778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 10.7 40.2 22.1 18.1 1.1 13.0 10.8 1.6 16.8 8.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 16 16 18 5 19 6 13 12 4 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 28,843 : : Positions : : 23,824 19,381 2,418 2,340 1,327 0 0 500 34 4,047 207 : : : : Changes from: July 8, 2014 : : 899 833 773 -65 27 0 0 0 25 498 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.2 8.4 8.1 4.6 0.0 0.0 1.7 0.1 14.0 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 26 . 4 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 14,950 : : Positions : : 12,747 9,096 154 1,038 1,166 0 0 0 393 3,125 313 : : : : Changes from: July 8, 2014 : : 462 103 50 125 74 0 0 0 -84 200 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 60.8 1.0 6.9 7.8 0.0 0.0 0.0 2.6 20.9 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 17 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : 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 4,703 : : Positions : : 2,203 3,043 1,446 868 225 0 0 0 165 190 119 : : : : Changes from: July 8, 2014 : : 145 88 0 75 -25 0 0 0 43 30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 64.7 30.7 18.5 4.8 0.0 0.0 0.0 3.5 4.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 4 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 18, 2014