Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,007,199 : : Positions : :2,224,061 902,093 285,159 1,545,655 375,445 253,428 140,039 351,898 16,909 209,899 465,212 : : : : Changes from: April 14, 2015 : : 26,150 31,327 -3,980 -6,174 8,073 2,994 -14,706 -5,653 -10,286 5,507 -10,189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 22.5 7.1 38.6 9.4 6.3 3.5 8.8 0.4 5.2 11.6 : : : : Number of Traders in Each Category Total Traders: 213 : : 107 89 12 14 21 12 15 21 15 29 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 2,461,377 : : Positions : : 302,715 314,267 66,290 154,489 758,596 43,934 121,585 511,201 197,770 19,098 580,337 : : : : Changes from: April 14, 2015 : : 31,895 26,556 7,577 8,769 75,375 -2,540 22,585 44,862 25,780 4,840 60,578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 12.8 2.7 6.3 30.8 1.8 4.9 20.8 8.0 0.8 23.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 34 36 12 6 18 8 9 17 15 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 245,241 : : Positions : : 159,264 195,781 42,035 5,754 18,643 5,506 8,983 4,037 708 4,156 706 : : : : Changes from: April 14, 2015 : : 144 -904 -1,081 425 -793 677 1,137 131 708 895 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 79.8 17.1 2.3 7.6 2.2 3.7 1.6 0.3 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 26 8 . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 119,448 : : Positions : : 88,617 99,239 5,788 9,812 1,765 13,971 0 915 1,875 3,127 1,009 : : : : Changes from: April 14, 2015 : : 4,138 3,186 456 336 -855 -1,026 0 93 617 -216 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 83.1 4.8 8.2 1.5 11.7 0.0 0.8 1.6 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 . . 4 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 242,862 : : Positions : : 204,956 83,586 10,991 132,131 10,751 462 4,411 4,412 2,302 459 885 : : : : Changes from: April 14, 2015 : : 8,672 4,810 436 6,852 -235 -205 -246 427 704 -767 -637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 34.4 4.5 54.4 4.4 0.2 1.8 1.8 0.9 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 . 11 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 719,673 : : Positions : : 553,570 194,869 21,703 440,101 56,856 401 7,816 5,574 69,608 0 4,379 : : : : Changes from: April 14, 2015 : : 5,741 64 1,005 6,846 -690 254 -1,034 828 -684 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 27.1 3.0 61.2 7.9 0.1 1.1 0.8 9.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 23 . 10 12 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 295,146 : : Positions : : 273,215 160,081 6,671 98,517 5,352 3,763 8,526 1,344 0 11,787 248 : : : : Changes from: April 14, 2015 : : 10,043 3,199 4,248 8,036 -756 1,116 4,602 -352 0 -93 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 54.2 2.3 33.4 1.8 1.3 2.9 0.5 0.0 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 24 . 6 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 260,415 : : Positions : : 210,542 141,899 29,467 91,653 7,054 454 2,611 5,425 0 4,735 494 : : : : Changes from: April 14, 2015 : : 5,502 -129 527 -2,249 -19 -1,703 1,527 2,842 0 426 -825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 54.5 11.3 35.2 2.7 0.2 1.0 2.1 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 27 . 9 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 114,506 : : Positions : : 97,596 72,746 0 27,459 2,476 5,210 0 3,502 0 0 0 : : : : Changes from: April 14, 2015 : : 3,327 6,450 0 -334 0 1,253 0 172 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 63.5 0.0 24.0 2.2 4.5 0.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 0 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 112,678 : : Positions : : 87,725 92,291 5,526 716 5,402 0 1,714 4,383 887 190 1,066 : : : : Changes from: April 14, 2015 : : 826 877 60 -61 61 0 40 0 332 0 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 81.9 4.9 0.6 4.8 0.0 1.5 3.9 0.8 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 88,753 : : Positions : : 73,928 32,334 2,684 43,165 146 0 1,707 2,318 0 0 0 : : : : Changes from: April 14, 2015 : : 16 -1,549 0 337 0 0 1,153 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 36.4 3.0 48.6 0.2 0.0 1.9 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 192,423 : : Positions : : 149,707 75,931 34,275 108,278 946 0 0 0 0 0 0 : : : : Changes from: April 14, 2015 : : -860 -95 488 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 39.5 17.8 56.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 8 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 87,941 : : Positions : : 57,202 56,511 18,047 25,308 0 0 0 0 0 0 0 : : : : Changes from: April 14, 2015 : : 120 213 0 304 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 64.3 20.5 28.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 337,003 : : Positions : : 282,492 147,314 38,426 176,243 4,599 736 0 0 0 0 0 : : : : Changes from: April 14, 2015 : : 2,760 3,162 184 -304 730 736 0 0 0 -36 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 43.7 11.4 52.3 1.4 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 39 26 . 10 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 78,864 : : Positions : : 59,956 46,416 3,485 7,029 6,451 1,342 2,289 3,262 0 0 0 : : : : Changes from: April 14, 2015 : : 3,270 2,075 -244 -33 209 -763 -90 379 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 58.9 4.4 8.9 8.2 1.7 2.9 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 77,213 : : Positions : : 37,124 54,833 26,458 7,415 4,210 444 2,467 1,594 0 0 0 : : : : Changes from: April 14, 2015 : : 1,966 2,264 -180 0 151 -803 -458 190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 71.0 34.3 9.6 5.5 0.6 3.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 7 6 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 67,874 : : Positions : : 52,200 62,086 5,548 1,200 0 5,944 0 0 2,520 1,950 0 : : : : Changes from: April 14, 2015 : : -664 3,326 0 0 0 3,720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 91.5 8.2 1.8 0.0 8.8 0.0 0.0 3.7 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 20 24 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 62,494 : : Positions : : 62,311 51,649 0 1,224 0 0 270 0 0 7,466 0 : : : : Changes from: April 14, 2015 : : 4,680 4,153 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 82.6 0.0 2.0 0.0 0.0 0.4 0.0 0.0 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 20 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 161,578 : : Positions : : 137,549 114,417 9,655 15,898 7,305 643 0 1,266 0 13,358 152 : : : : Changes from: April 14, 2015 : : 7,903 4,333 0 984 304 643 -671 159 0 -491 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.8 6.0 9.8 4.5 0.4 0.0 0.8 0.0 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 24 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 61,703 : : Positions : : 43,928 43,659 0 7,544 2,357 0 1,008 1,692 2,728 0 0 : : : : Changes from: April 14, 2015 : : 396 2,692 0 0 0 0 -2,354 450 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 70.8 0.0 12.2 3.8 0.0 1.6 2.7 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 112,093 : : Positions : : 89,184 63,611 4,728 28,784 7,252 0 2,405 3,588 0 0 0 : : : : Changes from: April 14, 2015 : : 486 -1 0 -155 0 0 394 103 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 56.7 4.2 25.7 6.5 0.0 2.1 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 100,474 : : Positions : : 58,493 78,035 31,224 428 2,020 1,128 0 581 0 15,984 0 : : : : Changes from: April 14, 2015 : : 3,736 1,697 -283 -246 62 0 0 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 77.7 31.1 0.4 2.0 1.1 0.0 0.6 0.0 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 7 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 104,258 : : Positions : : 93,892 90,977 2,672 0 552 1,290 1,850 400 0 8,827 0 : : : : Changes from: April 14, 2015 : : 977 1,509 0 0 0 188 153 149 0 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 87.3 2.6 0.0 0.5 1.2 1.8 0.4 0.0 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 199,441 : : Positions : : 164,066 58,368 9,294 106,815 8,283 1,390 14,727 3,078 0 3,395 0 : : : : Changes from: April 14, 2015 : : 4,962 1,499 -428 1,131 428 -2,109 267 1,157 0 -1,118 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 29.3 4.7 53.6 4.2 0.7 7.4 1.5 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 21 . 9 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 22,978 : : Positions : : 21,516 18,837 372 2,200 0 0 279 0 0 900 0 : : : : Changes from: April 14, 2015 : : 3,429 4,433 372 248 0 0 279 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 82.0 1.6 9.6 0.0 0.0 1.2 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 40,895 : : Positions : : 24,166 37,599 14,133 1,458 990 0 0 0 0 0 0 : : : : Changes from: April 14, 2015 : : 1,054 961 93 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 91.9 34.6 3.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 269,602 : : Positions : : 222,610 174,677 26,215 69,899 6,741 996 0 2,203 1,072 11,255 188 : : : : Changes from: April 14, 2015 : : 1,273 507 274 246 179 0 0 0 30 853 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 64.8 9.7 25.9 2.5 0.4 0.0 0.8 0.4 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 28 . 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 117,239 : : Positions : : 97,865 84,302 8,512 20,369 7,741 0 0 0 0 0 0 : : : : Changes from: April 14, 2015 : : 1,274 842 -184 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 71.9 7.3 17.4 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 91,252 : : Positions : : 40,834 69,749 33,040 10,578 4,673 0 0 0 2,576 0 0 : : : : Changes from: April 14, 2015 : : 155 670 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 76.4 36.2 11.6 5.1 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 14 7 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 85,533 : : Positions : : 59,610 55,860 8,853 15,176 7,638 0 0 0 0 979 0 : : : : Changes from: April 14, 2015 : : -435 -440 152 0 0 0 0 0 0 979 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 65.3 10.4 17.7 8.9 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,047,166 : : Positions : : 133,367 135,451 227,653 9,299 38,834 200,911 330,224 180,607 47,076 158,126 148,270 : : : : Changes from: April 14, 2015 : : -4,075 -454 2,682 -164 -1,374 -744 118 -5,769 -3,474 -1,143 1,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 12.9 21.7 0.9 3.7 19.2 31.5 17.2 4.5 15.1 14.2 : : : : Number of Traders in Each Category Total Traders: 311 : : 35 30 23 6 23 50 86 74 47 48 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 985,669 : : Positions : : 149,914 145,689 43,640 70,832 377,100 34,452 27,115 137,727 43,972 30,809 191,236 : : : : Changes from: April 14, 2015 : : -970 -156 -1,198 2,836 2,711 -1,777 -7,826 2,563 -1,082 -175 3,267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 14.8 4.4 7.2 38.3 3.5 2.8 14.0 4.5 3.1 19.4 : : : : Number of Traders in Each Category Total Traders: 131 : : 33 28 8 13 21 15 22 31 23 14 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 410,205 : : Positions : : 65,084 50,180 7,194 69,958 63,826 114,362 10,964 37,006 86,733 140,600 28,859 : : : : Changes from: April 14, 2015 : : 193 737 -63 1,965 4,515 7,995 -1,663 4,511 3,261 10,853 -4,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 12.2 1.8 17.1 15.6 27.9 2.7 9.0 21.1 34.3 7.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 18 22 . 9 11 8 4 10 9 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 96,705 : : Positions : : 11,680 17,285 22,620 5,156 19,887 3,514 5,088 10,280 11,181 21,669 9,981 : : : : Changes from: April 14, 2015 : : -71 992 690 -236 716 -1,331 776 2,563 918 -664 1,189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 17.9 23.4 5.3 20.6 3.6 5.3 10.6 11.6 22.4 10.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 8 9 . 11 . 6 7 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,664,926 : : Positions : : 481,756 218,382 73,168 1,011,908 186,050 98,649 41,010 97,649 637,029 31,175 41,761 : : : : Changes from: April 14, 2015 : : 15,779 709 -825 16,630 -1,330 -24,336 -1,982 13,404 26,285 -745 -577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 13.1 4.4 60.8 11.2 5.9 2.5 5.9 38.3 1.9 2.5 : : : : Number of Traders in Each Category Total Traders: 100 : : 35 29 4 17 20 10 7 12 16 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 551,518 : : Positions : : 121,490 100,721 186,109 127,342 94,922 10,550 70,351 42,147 38,427 59,044 54,492 : : : : Changes from: April 14, 2015 : : 44 2,708 811 -4,611 8,400 -990 4,901 1,788 1,687 -1,492 1,257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 18.3 33.7 23.1 17.2 1.9 12.8 7.6 7.0 10.7 9.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 20 17 12 7 15 5 11 13 14 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 10,747 : : Positions : : 9,212 5,596 362 4,334 623 0 0 0 311 0 54 : : : : Changes from: April 14, 2015 : : 277 309 0 0 0 0 0 0 21 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 52.1 3.4 40.3 5.8 0.0 0.0 0.0 2.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 61,468 : : Positions : : 48,116 42,215 7,514 7,206 3,340 0 1,680 0 1,120 5,671 560 : : : : Changes from: April 14, 2015 : : 737 769 84 21 191 0 120 0 283 229 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 68.7 12.2 11.7 5.4 0.0 2.7 0.0 1.8 9.2 0.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 35 5 5 9 0 . 0 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 20,795 : : Positions : : 15,909 12,971 838 4,313 974 1,440 88 0 808 1,869 83 : : : : Changes from: April 14, 2015 : : 1,328 1,796 -58 -471 25 120 0 0 183 263 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 62.4 4.0 20.7 4.7 6.9 0.4 0.0 3.9 9.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 . 7 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 12,698 : : Positions : : 9,868 5,487 635 4,044 80 0 0 0 105 995 1,898 : : : : Changes from: April 14, 2015 : : 65 -89 0 155 12 0 0 0 0 5 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 43.2 5.0 31.8 0.6 0.0 0.0 0.0 0.8 7.8 14.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 9,635 : : Positions : : 8,180 3,643 568 4,885 250 0 0 0 8 593 129 : : : : Changes from: April 14, 2015 : : 225 160 0 105 0 0 0 0 8 -32 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 37.8 5.9 50.7 2.6 0.0 0.0 0.0 0.1 6.2 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 24, 2015