NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-023391
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,928,434: 3,531,850  1,209,383    526,147  2,922,045    250,154     92,310     13,841    123,094     82,938     89,338    296,918:   25,023    23,661
Old  : 4,928,434: 3,531,850  1,209,383    526,147  2,922,045    250,154     92,310     13,841    123,094     82,938     89,338    296,918:   25,023    23,661
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :  -234,174:  -181,805    -31,276     30,969    -98,199    -25,701        785     -4,619    -37,368    -11,929    -25,899    -11,468:    2,343       356
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       24.5       10.7       59.3        5.1        1.9        0.3        2.5        1.7        1.8        6.0:      0.5       0.5
Old  :     100.0:      71.7       24.5       10.7       59.3        5.1        1.9        0.3        2.5        1.7        1.8        6.0:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       236:       129         95         14         18         22         12          5         15         28         23         36:
Old  :       236:       129         95         14         18         22         12          5         15         28         23         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       43.2       43.4       59.4       25.3       42.2       37.6       55.8
Old  :                 27.1       43.2       43.4       59.4       25.3       42.2       37.6       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   143,184:    32,702     22,856     26,332     26,551     46,557      2,614      9,299     16,737      8,041     10,756      8,285:    1,916     2,143
Old  :   143,184:    32,702     22,856     26,332     26,551     46,557      2,614      9,299     16,737      8,041     10,756      8,285:    1,916     2,143
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -54,955:   -11,995     -1,980      8,160    -13,571     -9,016    -16,210       -294     -7,059    -12,417     -4,671     -2,099:   -4,319   -16,265
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       16.0       18.4       18.5       32.5        1.8        6.5       11.7        5.6        7.5        5.8:      1.3       1.5
Old  :     100.0:      22.8       16.0       18.4       18.5       32.5        1.8        6.5       11.7        5.6        7.5        5.8:      1.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        11         11          9          4         10          .          .          .          9          4          9:
Old  :        44:        11         11          9          4         10          .          .          .          9          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       54.6       67.3       75.7       23.0       27.5       31.3       35.3
Old  :                 46.2       54.6       67.3       75.7       23.0       27.5       31.3       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   260,300:   174,121    231,315     48,702      1,505     16,439          0      5,006          0          0      1,336        150:   20,888     4,549
Old  :   260,300:   174,121    231,315     48,702      1,505     16,439          0      5,006          0          0      1,336        150:   20,888     4,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -6,411:   -10,751     -3,719      5,105       -480     -1,931          0          0          0          0       -303        150:    1,016      -128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.9       88.9       18.7        0.6        6.3        0.0        1.9        0.0        0.0        0.5        0.1:      8.0       1.7
Old  :     100.0:      66.9       88.9       18.7        0.6        6.3        0.0        1.9        0.0        0.0        0.5        0.1:      8.0       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        22         16          5          .          6          0          .          0          0          .          .:
Old  :        35:        22         16          5          .          6          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       71.7       73.8       82.2       54.2       68.0       67.9       75.9
Old  :                 59.7       71.7       73.8       82.2       54.2       68.0       67.9       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   156,680:   143,134     62,074      1,550     75,730      4,929          0      5,136          1      2,558      2,073      1,763:    2,745     4,974
Old  :   156,680:   143,134     62,074      1,550     75,730      4,929          0      5,136          1      2,558      2,073      1,763:    2,745     4,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,922:     1,249      3,289         62     -2,775        588          0      5,136          1        277     -2,100        -17:     -238    -2,200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       39.6        1.0       48.3        3.1        0.0        3.3        0.0        1.6        1.3        1.1:      1.8       3.2
Old  :     100.0:      91.4       39.6        1.0       48.3        3.1        0.0        3.3        0.0        1.6        1.3        1.1:      1.8       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         20          .          8          7          0          .          .          4          .          5:
Old  :        44:        24         20          .          8          7          0          .          .          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       44.3       84.5       65.1       66.0       41.6       78.9       61.0
Old  :                 67.7       44.3       84.5       65.1       66.0       41.6       78.9       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   335,138:   291,365    102,277     16,941    210,551     11,494          0      2,948        295      3,992        720        642:   10,409     6,211
Old  :   335,138:   291,365    102,277     16,941    210,551     11,494          0      2,948        295      3,992        720        642:   10,409     6,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     4,091:     6,640      1,482       -181      3,248     -1,115          0      1,074       -586       -560          0          0:     -107       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       30.5        5.1       62.8        3.4        0.0        0.9        0.1        1.2        0.2        0.2:      3.1       1.9
Old  :     100.0:      86.9       30.5        5.1       62.8        3.4        0.0        0.9        0.1        1.2        0.2        0.2:      3.1       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        26         20          5          7          7          0          .          .          .          .          .:
Old  :        48:        26         20          5          7          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       51.7       77.6       76.0       60.6       47.7       66.6       69.5
Old  :                 67.1       51.7       77.6       76.0       60.6       47.7       66.6       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   853,341:   801,742     46,872     11,677    762,539     25,169          0          0          0      2,440     10,742      1,988:   10,325     6,031
Old  :   853,341:   801,742     46,872     11,677    762,539     25,169          0          0          0      2,440     10,742      1,988:   10,325     6,031
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    12,050:    14,321        997         61      7,395       -313          0          0          0          0         63        -30:   -1,989     3,938
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0        5.5        1.4       89.4        2.9        0.0        0.0        0.0        0.3        1.3        0.2:      1.2       0.7
Old  :     100.0:      94.0        5.5        1.4       89.4        2.9        0.0        0.0        0.0        0.3        1.3        0.2:      1.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        30         16          .         10         10          0          0          0          .          .          .:
Old  :        46:        30         16          .         10         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       61.9       61.7       89.8       36.1       60.7       59.5       87.3
Old  :                 37.8       61.9       61.7       89.8       36.1       60.7       59.5       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   400,862:   279,932    267,668     53,713     74,919     44,566      1,824          0          0      2,365      7,271        300:   18,162     6,138
Old  :   400,862:   279,932    267,668     53,713     74,919     44,566      1,824          0          0      2,365      7,271        300:   18,162     6,138
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     7,044:     4,488      7,278       -640     -3,055      3,568      1,824          0          0        364         62          0:   -2,560      -809
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       66.8       13.4       18.7       11.1        0.5        0.0        0.0        0.6        1.8        0.1:      4.5       1.5
Old  :     100.0:      69.8       66.8       13.4       18.7       11.1        0.5        0.0        0.0        0.6        1.8        0.1:      4.5       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        37         27          5         10          8          .          0          0          4          .          .:
Old  :        65:        37         27          5         10          8          .          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       41.6       64.2       62.5       41.2       36.7       56.6       53.6
Old  :                 44.6       41.6       64.2       62.5       41.2       36.7       56.6       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   543,816:   475,084    336,783     15,177    180,826     17,948        279          0          0     24,880      1,123      2,334:    8,114     4,802
Old  :   543,816:   475,084    336,783     15,177    180,826     17,948        279          0          0     24,880      1,123      2,334:    8,114     4,802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    17,327:    17,708      1,994       -270     14,174       -316        279          0          0     -1,001        277      1,410:     -483      -212
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       61.9        2.8       33.3        3.3        0.1        0.0        0.0        4.6        0.2        0.4:      1.5       0.9
Old  :     100.0:      87.4       61.9        2.8       33.3        3.3        0.1        0.0        0.0        4.6        0.2        0.4:      1.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        32         30          .         12          8          .          0          0          5          .          .:
Old  :        64:        32         30          .         12          8          .          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       38.6       69.5       62.2       54.1       35.4       66.9       54.3
Old  :                 54.7       38.6       69.5       62.2       54.1       35.4       66.9       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   396,727:   283,343    154,434     90,994    212,586     15,404          0      1,916      1,317        210      3,523         61:    5,398     7,486
Old  :   396,727:   283,343    154,434     90,994    212,586     15,404          0      1,916      1,317        210      3,523         61:    5,398     7,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     8,288:     8,476      3,954        585      3,532       -252        -45         21        -21          0      1,055          0:     -455        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       38.9       22.9       53.6        3.9        0.0        0.5        0.3        0.1        0.9        0.0:      1.4       1.9
Old  :     100.0:      71.4       38.9       22.9       53.6        3.9        0.0        0.5        0.3        0.1        0.9        0.0:      1.4       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        30         18          5          9          8          0          .          .          .          .          .:
Old  :        54:        30         18          5          9          8          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       56.9       68.8       78.6       44.0       54.5       60.5       70.7
Old  :                 45.5       56.9       68.8       78.6       44.0       54.5       60.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,349:    81,323     96,329     24,110     12,984        489        679          0        270      1,364        484        805:    3,309       988
Old  :   112,349:    81,323     96,329     24,110     12,984        489        679          0        270      1,364        484        805:    3,309       988
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     3,012:     2,585      4,230       -180          0          0         29          0          0        518        484         32:       28    -1,734
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       85.7       21.5       11.6        0.4        0.6        0.0        0.2        1.2        0.4        0.7:      2.9       0.9
Old  :     100.0:      72.4       85.7       21.5       11.6        0.4        0.6        0.0        0.2        1.2        0.4        0.7:      2.9       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        19         19          .          .          .          .          0          .          .          .          .:
Old  :        35:        19         19          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       52.3       85.7       74.4       71.6       51.9       76.6       72.3
Old  :                 77.5       52.3       85.7       74.4       71.6       51.9       76.6       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,510:    24,946     22,189      2,831      5,381          0          0          0          0          0        490          0:      733       450
Old  :    28,510:    24,946     22,189      2,831      5,381          0          0          0          0          0        490          0:      733       450
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :        30:       -60        -60          0          0          0          0          0          0          0        -60          0:       90       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       77.8        9.9       18.9        0.0        0.0        0.0        0.0        0.0        1.7        0.0:      2.6       1.6
Old  :     100.0:      87.5       77.8        9.9       18.9        0.0        0.0        0.0        0.0        0.0        1.7        0.0:      2.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         17          .          .          0          0          0          0          0          .          0:
Old  :        31:        18         17          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       53.7       66.7       75.0       40.2       53.7       59.7       71.5
Old  :                 45.6       53.7       66.7       75.0       40.2       53.7       59.7       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   261,540:   243,315     58,458      1,767    183,241     12,219          0      1,280        414         32          0        334:    3,459     5,594
Old  :   261,540:   243,315     58,458      1,767    183,241     12,219          0      1,280        414         32          0        334:    3,459     5,594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -2,330:    -1,354     -1,401          0       -907       -515          0        711        414         32       -363        208:   -1,115      -477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.0       22.4        0.7       70.1        4.7        0.0        0.5        0.2        0.0        0.0        0.1:      1.3       2.1
Old  :     100.0:      93.0       22.4        0.7       70.1        4.7        0.0        0.5        0.2        0.0        0.0        0.1:      1.3       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        22         18          .         12          4          0          .          .          .          0          .:
Old  :        44:        22         18          .         12          4          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       46.0       84.6       77.9       73.6       45.4       83.1       74.1
Old  :                 73.9       46.0       84.6       77.9       73.6       45.4       83.1       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   192,649:   159,151     57,207     10,144    115,763     16,197        836          0        112          0        840          0:    6,209     2,530
Old  :   192,649:   159,151     57,207     10,144    115,763     16,197        836          0        112          0        840          0:    6,209     2,530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     7,421:    10,054      4,778        -46      3,645     -1,444         59          0          0          0        840          0:   -1,202      -398
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       29.7        5.3       60.1        8.4        0.4        0.0        0.1        0.0        0.4        0.0:      3.2       1.3
Old  :     100.0:      82.6       29.7        5.3       60.1        8.4        0.4        0.0        0.1        0.0        0.4        0.0:      3.2       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        29         14          .          9          7          .          0          .          0          .          0:
Old  :        46:        29         14          .          9          7          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       56.1       69.5       84.7       51.8       55.3       67.5       79.0
Old  :                 51.8       56.1       69.5       84.7       51.8       55.3       67.5       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   315,350:   308,249    268,262        877     41,346      2,753          0          0          0        451          0          0:    3,020     2,989
Old  :   315,350:   308,249    268,262        877     41,346      2,753          0          0          0        451          0          0:    3,020     2,989
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,900:     1,530      1,627        400        183        -61          0          0          0         31          0          0:        0       151
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.7       85.1        0.3       13.1        0.9        0.0        0.0        0.0        0.1        0.0        0.0:      1.0       0.9
Old  :     100.0:      97.7       85.1        0.3       13.1        0.9        0.0        0.0        0.0        0.1        0.0        0.0:      1.0       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         19          .          4          .          0          0          0          .          0          0:
Old  :        37:        23         19          .          4          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       57.0       85.4       76.9       60.4       54.9       77.8       70.0
Old  :                 62.1       57.0       85.4       76.9       60.4       54.9       77.8       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    45,724:    21,310     38,868     14,796      1,885      2,394        343      1,400         60      4,935        360          0:    1,886       757
Old  :    45,724:    21,310     38,868     14,796      1,885      2,394        343      1,400         60      4,935        360          0:    1,886       757
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :      -689:      -510       -629        120        -60       -120          0          0          0         31        -90          0:     -210       210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.6       85.0       32.4        4.1        5.2        0.8        3.1        0.1       10.8        0.8        0.0:      4.1       1.7
Old  :     100.0:      46.6       85.0       32.4        4.1        5.2        0.8        3.1        0.1       10.8        0.8        0.0:      4.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        21         18          .          .          .          .          .          .          .          .          0:
Old  :        41:        21         18          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       62.1       65.9       76.2       48.4       58.1       62.3       69.6
Old  :                 49.9       62.1       65.9       76.2       48.4       58.1       62.3       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   607,058:   463,736    167,162     73,574    372,765     40,159      8,774      7,550      1,833     10,600      8,944      2,792:    5,590     5,853
Old  :   607,058:   463,736    167,162     73,574    372,765     40,159      8,774      7,550      1,833     10,600      8,944      2,792:    5,590     5,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     4,825:     5,143      3,486      2,810      2,451       -178          0     -1,819         91       -881      2,710     -1,033:   -1,127      -883
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       27.5       12.1       61.4        6.6        1.4        1.2        0.3        1.7        1.5        0.5:      0.9       1.0
Old  :     100.0:      76.4       27.5       12.1       61.4        6.6        1.4        1.2        0.3        1.7        1.5        0.5:      0.9       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        51         37          4         10         10          .          .          .          .          7          .:
Old  :        81:        51         37          4         10         10          .          .          .          .          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       51.8       44.5       73.5       24.0       51.7       43.1       69.5
Old  :                 24.9       51.8       44.5       73.5       24.0       51.7       43.1       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   250,590:   143,355    156,437     43,215     30,510     52,579          0        230      3,648      1,692          0        121:    5,980     7,065
Old  :   250,590:   143,355    156,437     43,215     30,510     52,579          0        230      3,648      1,692          0        121:    5,980     7,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     8,019:     7,521      2,569        122      5,450        154          0          0          0       -112          0        -94:      428       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       62.4       17.2       12.2       21.0        0.0        0.1        1.5        0.7        0.0        0.0:      2.4       2.8
Old  :     100.0:      57.2       62.4       17.2       12.2       21.0        0.0        0.1        1.5        0.7        0.0        0.0:      2.4       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         15          4          5          8          0          .          .          .          0          .:
Old  :        31:        16         15          4          5          8          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       59.6       81.0       77.3       47.8       40.7       55.5       52.8
Old  :                 58.0       59.6       81.0       77.3       47.8       40.7       55.5       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    36,986:    26,368     34,062      9,855      2,560          0          0          0          0          0          0          0:      763       364
Old  :    36,986:    26,368     34,062      9,855      2,560          0          0          0          0          0          0          0:      763       364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :         0:         0       -240        -30        240          0          0          0          0          0          0          0:       30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       92.1       26.6        6.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.1       1.0
Old  :     100.0:      71.3       92.1       26.6        6.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12          8          4          .          0          0          0          0          0          0          0:
Old  :        21:        12          8          4          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       74.1       85.2       95.0       64.6       63.1       76.6       77.2
Old  :                 67.7       74.1       85.2       95.0       64.6       63.1       76.6       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    86,519:    66,229     31,232      7,780     39,917      9,487          0          0          0          0          0          0:    3,023     5,883
Old  :    86,519:    66,229     31,232      7,780     39,917      9,487          0          0          0          0          0          0:    3,023     5,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,227:       -10      1,312      1,447        886       -122          0          0          0       -334          0          0:      246      -849
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       36.1        9.0       46.1       11.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       6.8
Old  :     100.0:      76.5       36.1        9.0       46.1       11.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         11          4          7          8          0          0          0          0          0          0:
Old  :        32:        16         11          4          7          8          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       58.5       73.3       79.3       46.8       55.6       69.2       70.4
Old  :                 49.0       58.5       73.3       79.3       46.8       55.6       69.2       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AG
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   259,908:   178,160    237,345     67,496      3,643      9,760          0      7,070          0      2,070      1,230          0:    2,422       860
Old  :   259,908:   178,160    237,345     67,496      3,643      9,760          0      7,070          0      2,070      1,230          0:    2,422       860
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    10,200:     6,194     11,584      1,047     -1,371      1,941          0         90          0        930     -1,260          0:       88      -784
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       91.3       26.0        1.4        3.8        0.0        2.7        0.0        0.8        0.5        0.0:      0.9       0.3
Old  :     100.0:      68.5       91.3       26.0        1.4        3.8        0.0        2.7        0.0        0.8        0.5        0.0:      0.9       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        21         35          8          .          8          0          .          0          5          .          0:
Old  :        64:        21         35          8          .          8          0          .          0          5          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       62.6       76.0       78.2       47.1       62.1       65.8       72.1
Old  :                 52.6       62.6       76.0       78.2       47.1       62.1       65.8       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AH
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   256,900:   188,086    226,615     52,193      6,145      9,013          0     12,381          0      2,244      2,137        240:    5,124       369
Old  :   256,900:   188,086    226,615     52,193      6,145      9,013          0     12,381          0      2,244      2,137        240:    5,124       369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    11,310:     7,360     11,914      2,448        300        570          0         90          0        514     -1,500        210:      208      -274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       88.2       20.3        2.4        3.5        0.0        4.8        0.0        0.9        0.8        0.1:      2.0       0.1
Old  :     100.0:      73.2       88.2       20.3        2.4        3.5        0.0        4.8        0.0        0.9        0.8        0.1:      2.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        30         40          8          .          4          0          .          0          5          .          .:
Old  :        72:        30         40          8          .          4          0          .          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       49.4       73.9       64.5       45.7       45.7       60.0       57.1
Old  :                 54.4       49.4       73.9       64.5       45.7       45.7       60.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   166,536:   149,285    127,802     14,285     34,236      1,689          0          0          0          0      1,228          0:    1,277     1,581
Old  :   166,536:   149,285    127,802     14,285     34,236      1,689          0          0          0          0      1,228          0:    1,277     1,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,172:     1,170      1,140        -58          0          0          0          0          0          0         62          0:       60       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       76.7        8.6       20.6        1.0        0.0        0.0        0.0        0.0        0.7        0.0:      0.8       0.9
Old  :     100.0:      89.6       76.7        8.6       20.6        1.0        0.0        0.0        0.0        0.0        0.7        0.0:      0.8       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         19          4          .          .          0          0          0          0          .          0:
Old  :        38:        17         19          4          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       64.4       87.4       84.5       67.3       54.7       79.5       74.3
Old  :                 73.9       64.4       87.4       84.5       67.3       54.7       79.5       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                                                                 Code-0233AN
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MMBTU                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    27,981:    17,473     27,739     10,017          0          0          0          0          0          0          0          0:      491       242
Old  :    27,981:    17,473     27,739     10,017          0          0          0          0          0          0          0          0:      491       242
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.4       99.1       35.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.8       0.9
Old  :     100.0:      62.4       99.1       35.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.8       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         15          4          0          0          0          0          0          0          0          0:
Old  :        23:        11         15          4          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       53.2       85.1       83.9       56.1       53.2       74.9       78.4
Old  :                 59.6       53.2       85.1       83.9       56.1       53.2       74.9       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   274,381:   181,064    149,034     65,480     91,860      9,613        290      3,319        896        101          0     13,298:    3,639     6,361
Old  :   274,381:   181,064    149,034     65,480     91,860      9,613        290      3,319        896        101          0     13,298:    3,639     6,361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     2,581:     3,095      1,875        949        953       -982       -333          0        155     -1,115        -19         19:      793       580
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       54.3       23.9       33.5        3.5        0.1        1.2        0.3        0.0        0.0        4.8:      1.3       2.3
Old  :     100.0:      66.0       54.3       23.9       33.5        3.5        0.1        1.2        0.3        0.0        0.0        4.8:      1.3       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        31         29          4          7          5          .          .          .          .          0          .:
Old  :        52:        31         29          4          7          5          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       37.1       66.2       56.7       42.1       31.7       54.5       43.1
Old  :                 45.0       37.1       66.2       56.7       42.1       31.7       54.5       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                                                              Code-0233AT
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   110,964:   109,590    109,131          0        455          0          0        174        186          0        403          0:    1,188       615
Old  :   110,964:   109,590    109,131          0        455          0          0        174        186          0        403          0:    1,188       615
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       210:       240        180          0          0          0          0          0          0          0          0          0:      -30        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.8       98.3        0.0        0.4        0.0        0.0        0.2        0.2        0.0        0.4        0.0:      1.1       0.6
Old  :     100.0:      98.8       98.3        0.0        0.4        0.0        0.0        0.2        0.2        0.0        0.4        0.0:      1.1       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         12          0          .          0          0          .          .          0          .          0:
Old  :        21:        12         12          0          .          0          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.9       82.3       96.8       96.9       91.8       80.0       94.4       93.7
Old  :                 91.9       82.3       96.8       96.9       91.8       80.0       94.4       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   116,196:    90,858     80,927      4,726     11,407     13,857          0          0          0          0        327         93:    6,662     9,585
Old  :   116,196:    90,858     80,927      4,726     11,407     13,857          0          0          0          0        327         93:    6,662     9,585
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     2,013:     1,674        118         93      1,077        544          0          0          0          0          0          0:     -298       274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       69.6        4.1        9.8       11.9        0.0        0.0        0.0        0.0        0.3        0.1:      5.7       8.2
Old  :     100.0:      78.2       69.6        4.1        9.8       11.9        0.0        0.0        0.0        0.0        0.3        0.1:      5.7       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         15          .          .          6          0          0          0          0          .          .:
Old  :        30:        17         15          .          .          6          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       54.1       77.9       73.5       55.8       45.5       64.8       60.8
Old  :                 61.8       54.1       77.9       73.5       55.8       45.5       64.8       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                      Code-0233B1
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   232,665:   222,586    160,941      1,661     58,559      4,804      1,212        632        256          0      4,006         40:    2,106     3,427
Old  :   232,665:   222,586    160,941      1,661     58,559      4,804      1,212        632        256          0      4,006         40:    2,106     3,427
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     7,953:     7,657      7,389          0        366          0      1,212       -224        256          0        780          0:   -1,172      -614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       69.2        0.7       25.2        2.1        0.5        0.3        0.1        0.0        1.7        0.0:      0.9       1.5
Old  :     100.0:      95.7       69.2        0.7       25.2        2.1        0.5        0.3        0.1        0.0        1.7        0.0:      0.9       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        24         21          .          9          .          .          .          .          0          .          .:
Old  :        46:        24         21          .          9          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       43.8       81.6       63.6       58.6       42.0       68.9       54.6
Old  :                 64.1       43.8       81.6       63.6       58.6       42.0       68.9       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   186,709:   133,748    171,406     40,743      3,239      5,616          0          0          0          0      1,054          0:    6,602     5,394
Old  :   186,709:   133,748    171,406     40,743      3,239      5,616          0          0          0          0      1,054          0:    6,602     5,394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     3,264:     4,324      2,631       -304       -456          0          0          0          0          0        -37          0:     -756     1,126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       91.8       21.8        1.7        3.0        0.0        0.0        0.0        0.0        0.6        0.0:      3.5       2.9
Old  :     100.0:      71.6       91.8       21.8        1.7        3.0        0.0        0.0        0.0        0.0        0.6        0.0:      3.5       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         16          .          .          .          0          0          0          0          .          0:
Old  :        31:        19         16          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       67.5       78.1       81.6       53.5       61.1       71.7       74.2
Old  :                 59.6       67.5       78.1       81.6       53.5       61.1       71.7       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    87,427:    46,315     77,854     34,717      4,388      2,209          0          0          0          0          0          0:    4,186     2,976
Old  :    87,427:    46,315     77,854     34,717      4,388      2,209          0          0          0          0          0          0:    4,186     2,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :      -570:      -669       -698          0        -31         62          0          0          0          0          0          0:       37        97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       89.1       39.7        5.0        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      4.8       3.4
Old  :     100.0:      53.0       89.1       39.7        5.0        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      4.8       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         12          8          .          4          0          0          0          0          0          0:
Old  :        25:        12         12          8          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       67.6       77.2       84.8       47.6       66.6       71.8       79.1
Old  :                 52.6       67.6       77.2       84.8       47.6       66.6       71.8       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,847:    20,345     20,563        428      1,814        450          0        177         93      1,883        720          0:      648        30
Old  :    23,847:    20,345     20,563        428      1,814        450          0        177         93      1,883        720          0:      648        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       270:       360        364          0          0          0          0          0          0          0          0          0:      -90       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       86.2        1.8        7.6        1.9        0.0        0.7        0.4        7.9        3.0        0.0:      2.7       0.1
Old  :     100.0:      85.3       86.2        1.8        7.6        1.9        0.0        0.7        0.4        7.9        3.0        0.0:      2.7       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        13         13          .          .          .          0          .          .          .          .          0:
Old  :        32:        13         13          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       64.3       77.4       81.8       60.6       64.3       75.0       81.8
Old  :                 60.6       64.3       77.4       81.8       60.6       64.3       75.0       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   209,072:   157,687    145,021     28,938     44,365     12,749        232          0        998      3,690          0          0:    4,778     5,939
Old  :   209,072:   157,687    145,021     28,938     44,365     12,749        232          0        998      3,690          0          0:    4,778     5,939
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     3,122:      -780      1,130      1,070     -1,154      1,246       -122          0        375          0          0          0:    1,333     1,525
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       69.4       13.8       21.2        6.1        0.1        0.0        0.5        1.8        0.0        0.0:      2.3       2.8
Old  :     100.0:      75.4       69.4       13.8       21.2        6.1        0.1        0.0        0.5        1.8        0.0        0.0:      2.3       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         13          .          6          .          .          0          .          .          0          0:
Old  :        26:        14         13          .          6          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       64.5       90.2       83.7       69.9       62.8       84.3       77.3
Old  :                 72.1       64.5       90.2       83.7       69.9       62.8       84.3       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   178,421:   126,769     95,746     19,555     44,597     14,191        815          0        809          0      1,098      6,840:    9,442    15,140
Old  :   178,421:   126,769     95,746     19,555     44,597     14,191        815          0        809          0      1,098      6,840:    9,442    15,140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     6,398:     7,397      3,872        425      3,355       -238        695       -691       -197          0        131          0:   -1,684       166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       53.7       11.0       25.0        8.0        0.5        0.0        0.5        0.0        0.6        3.8:      5.3       8.5
Old  :     100.0:      71.1       53.7       11.0       25.0        8.0        0.5        0.0        0.5        0.0        0.6        3.8:      5.3       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        15         16          6          8          9          .          0          .          0          .          .:
Old  :        40:        15         16          6          8          9          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       43.8       60.2       63.4       40.3       39.5       53.7       54.4
Old  :                 44.1       43.8       60.2       63.4       40.3       39.5       53.7       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    20,459:    18,130     10,171        530      6,590        912          0          0          0          0      2,330          0:      887       456
Old  :    20,459:    18,130     10,171        530      6,590        912          0          0          0          0      2,330          0:      887       456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :        30:        30         30          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       49.7        2.6       32.2        4.5        0.0        0.0        0.0        0.0       11.4        0.0:      4.3       2.2
Old  :     100.0:      88.6       49.7        2.6       32.2        4.5        0.0        0.0        0.0        0.0       11.4        0.0:      4.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          6          .          .          .          0          0          0          0          4          0:
Old  :        20:         9          6          .          .          .          0          0          0          0          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       72.3       92.0       88.7       79.0       68.1       86.4       82.8
Old  :                 79.0       72.3       92.0       88.7       79.0       68.1       86.4       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                          Code-0233BY
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MMBtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    48,700:    37,032     44,853      5,129          0      2,174          0          0          0        364          0         92:    3,909     1,581
Old  :    48,700:    37,032     44,853      5,129          0      2,174          0          0          0        364          0         92:    3,909     1,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       794:     1,251        948        184          0        -60          0          0          0          0          0          0:     -581       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       92.1       10.5        0.0        4.5        0.0        0.0        0.0        0.7        0.0        0.2:      8.0       3.2
Old  :     100.0:      76.0       92.1       10.5        0.0        4.5        0.0        0.0        0.0        0.7        0.0        0.2:      8.0       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         14          .          0          .          0          0          0          .          0          .:
Old  :        22:        16         14          .          0          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       78.0       70.4       89.0       43.2       68.3       61.9       75.6
Old  :                 47.5       78.0       70.4       89.0       43.2       68.3       61.9       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    53,724:    36,321     51,847     16,360          0        556          0          0          0          0          0          0:      487     1,321
Old  :    53,724:    36,321     51,847     16,360          0        556          0          0          0          0          0          0:      487     1,321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,152:       546      1,092        724       -188        188          0          0          0          0          0          0:     -306        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       96.5       30.5        0.0        1.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       2.5
Old  :     100.0:      67.6       96.5       30.5        0.0        1.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         16          .          0          .          0          0          0          0          0          0:
Old  :        27:        13         16          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.6       62.9       92.8       81.1       82.0       62.9       90.1       80.2
Old  :                 83.6       62.9       92.8       81.1       82.0       62.9       90.1       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   252,289:   191,251    158,817     31,679     54,827     23,064          0      2,103        951        486      6,889         31:    4,827     5,607
Old  :   252,289:   191,251    158,817     31,679     54,827     23,064          0      2,103        951        486      6,889         31:    4,827     5,607
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     3,219:     3,775      3,557     -2,343        765        350          0     -1,589        341        486       -152         31:      579       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       63.0       12.6       21.7        9.1        0.0        0.8        0.4        0.2        2.7        0.0:      1.9       2.2
Old  :     100.0:      75.8       63.0       12.6       21.7        9.1        0.0        0.8        0.4        0.2        2.7        0.0:      1.9       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        32         28          5          7          7          0          .          .          .          .          .:
Old  :        55:        32         28          5          7          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       37.5       69.2       61.2       47.5       35.0       62.3       53.8
Old  :                 49.2       37.5       69.2       61.2       47.5       35.0       62.3       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   132,271:   102,468     98,392     17,775     22,321      6,310        625          0        561        838          0        120:    3,574     4,567
Old  :   132,271:   102,468     98,392     17,775     22,321      6,310        625          0        561        838          0        120:    3,574     4,567
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     4,504:     3,179      3,225      1,516        -55       -193        625          0        561        245          0       -184:   -1,245     1,150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       74.4       13.4       16.9        4.8        0.5        0.0        0.4        0.6        0.0        0.1:      2.7       3.5
Old  :     100.0:      77.5       74.4       13.4       16.9        4.8        0.5        0.0        0.4        0.6        0.0        0.1:      2.7       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         19          5          5          6          .          0          .          .          0          .:
Old  :        37:        18         19          5          5          6          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       50.4       78.0       75.9       55.8       46.8       66.9       68.3
Old  :                 58.4       50.4       78.0       75.9       55.8       46.8       66.9       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   146,108:   125,644    107,761      9,218     29,169      5,979          0        360          0          0          0          0:    5,267     2,839
Old  :   146,108:   125,644    107,761      9,218     29,169      5,979          0        360          0          0          0          0:    5,267     2,839
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       302:         0        302        302          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       73.8        6.3       20.0        4.1        0.0        0.2        0.0        0.0        0.0        0.0:      3.6       1.9
Old  :     100.0:      86.0       73.8        6.3       20.0        4.1        0.0        0.2        0.0        0.0        0.0        0.0:      3.6       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        14         15          .          6          5          0          .          0          0          0          0:
Old  :        33:        14         15          .          6          5          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       64.8       86.9       84.7       71.8       56.1       79.8       73.4
Old  :                 76.0       64.8       86.9       84.7       71.8       56.1       79.8       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    59,095:    43,225     36,252      8,904     17,864      2,467          0          0          0          0        627        512:    3,987     1,373
Old  :    59,095:    43,225     36,252      8,904     17,864      2,467          0          0          0          0        627        512:    3,987     1,373
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       864:       586        521        187          0         93          0          0          0          0        627        512:     -514      -889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       61.3       15.1       30.2        4.2        0.0        0.0        0.0        0.0        1.1        0.9:      6.7       2.3
Old  :     100.0:      73.1       61.3       15.1       30.2        4.2        0.0        0.0        0.0        0.0        1.1        0.9:      6.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          9          4          .          .          0          0          0          0          .          .:
Old  :        23:        12          9          4          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       69.3       81.5       87.9       60.3       68.5       76.6       81.6
Old  :                 61.7       69.3       81.5       87.9       60.3       68.5       76.6       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    46,972:    43,207     40,812        984      2,624      1,054          0          0          0        210        721        240:    1,277     1,521
Old  :    46,972:    43,207     40,812        984      2,624      1,054          0          0          0        210        721        240:    1,277     1,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       176:       176       -184          0        300          0          0          0          0          0          0          0:        0        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.0       86.9        2.1        5.6        2.2        0.0        0.0        0.0        0.4        1.5        0.5:      2.7       3.2
Old  :     100.0:      92.0       86.9        2.1        5.6        2.2        0.0        0.0        0.0        0.4        1.5        0.5:      2.7       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        13         15          .          4          .          0          0          0          .          .          .:
Old  :        33:        13         15          .          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       64.1       87.3       79.0       71.6       64.1       83.7       75.7
Old  :                 75.1       64.1       87.3       79.0       71.6       64.1       83.7       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   269,362:   222,683      9,225     24,318    248,105      9,422          0        930          0        451          0          0:   12,488     1,680
Old  :   269,362:   222,683      9,225     24,318    248,105      9,422          0        930          0        451          0          0:   12,488     1,680
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :        39:       -22         65         -1       -669          0          0        372          0          0          0          0:       62       271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7        3.4        9.0       92.1        3.5        0.0        0.3        0.0        0.2        0.0        0.0:      4.6       0.6
Old  :     100.0:      82.7        3.4        9.0       92.1        3.5        0.0        0.3        0.0        0.2        0.0        0.0:      4.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        23         10          5          8          5          0          .          0          .          0          0:
Old  :        41:        23         10          5          8          5          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       73.7       62.8       94.3       41.0       73.7       60.9       93.7
Old  :                 41.5       73.7       62.8       94.3       41.0       73.7       60.9       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   116,380:    59,794     44,601     33,381     58,635      2,298      1,039      8,774         92     13,464          0          0:    6,312     1,980
Old  :   116,380:    59,794     44,601     33,381     58,635      2,298      1,039      8,774         92     13,464          0          0:    6,312     1,980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     2,013:     1,672       -367         -2      2,382       -122          0          0          0       -329          0          0:      794       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       38.3       28.7       50.4        2.0        0.9        7.5        0.1       11.6        0.0        0.0:      5.4       1.7
Old  :     100.0:      51.4       38.3       28.7       50.4        2.0        0.9        7.5        0.1       11.6        0.0        0.0:      5.4       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         12          .          5          .          .          .          .          .          0          0:
Old  :        30:        16         12          .          5          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       65.9       78.1       84.7       56.3       65.6       75.4       84.1
Old  :                 56.3       65.9       78.1       84.7       56.3       65.6       75.4       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                                                                        Code-0233EB
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   218,320:   177,642    158,376     23,172     46,086     12,457          0          0          0          0          0          0:    5,049     1,401
Old  :   218,320:   177,642    158,376     23,172     46,086     12,457          0          0          0          0          0          0:    5,049     1,401
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     4,631:     1,161      4,597      3,198        338        456          0          0          0     -1,672          0          0:    1,488      -760
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       72.5       10.6       21.1        5.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       0.6
Old  :     100.0:      81.4       72.5       10.6       21.1        5.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         16          .          6          6          0          0          0          0          0          0:
Old  :        32:        17         16          .          6          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       52.6       89.1       73.8       55.8       44.3       68.6       61.5
Old  :                 63.1       52.6       89.1       73.8       55.8       44.3       68.6       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                                                                                                        Code-0233ED
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    28,006:    24,097     27,793      3,909          0          0          0          0          0          0          0          0:        0       213
Old  :    28,006:    24,097     27,793      3,909          0          0          0          0          0          0          0          0:        0       213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       620:       620        620          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       99.2       14.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.8
Old  :     100.0:      86.0       99.2       14.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         11          .          0          0          0          0          0          0          0          0:
Old  :        20:         9         11          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       85.6       95.1       97.1       82.6       85.6       94.7       96.2
Old  :                 82.6       85.6       95.1       97.1       82.6       85.6       94.7       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,314,370:   249,659    249,804    237,899     95,994    158,589    135,471    310,616    282,149     66,287     62,002    114,216:   70,100    41,000
Old  : 1,314,370:   249,659    249,804    237,899     95,994    158,589    135,471    310,616    282,149     66,287     62,002    114,216:   70,100    41,000
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    15,762:     1,725     26,818     13,862      3,138    -12,211     10,777    -25,375     15,711     -9,052     11,359     -2,956:   -2,094      -722
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0       19.0       18.1        7.3       12.1       10.3       23.6       21.5        5.0        4.7        8.7:      5.3       3.1
Old  :     100.0:      19.0       19.0       18.1        7.3       12.1       10.3       23.6       21.5        5.0        4.7        8.7:      5.3       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       329:        53         37         27         11         24         57         71         77         54         36         64:
Old  :       329:        53         37         27         11         24         57         71         77         54         36         64:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       20.6       27.2       34.0       10.1       12.0       15.7       19.2
Old  :                 15.8       20.6       27.2       34.0       10.1       12.0       15.7       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   320,417:   149,474     43,902     17,254     83,145     38,869     27,735      3,540     27,760     29,636     99,352     12,076:   17,613    11,773
Old  :   320,417:   149,474     43,902     17,254     83,145     38,869     27,735      3,540     27,760     29,636     99,352     12,076:   17,613    11,773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -28,966:   -14,532     -7,781     -4,886     -9,128     -5,095      4,030        386       -778     -4,845     -4,981     -1,644:   -1,216        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.6       13.7        5.4       25.9       12.1        8.7        1.1        8.7        9.2       31.0        3.8:      5.5       3.7
Old  :     100.0:      46.6       13.7        5.4       25.9       12.1        8.7        1.1        8.7        9.2       31.0        3.8:      5.5       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        29         24          5         13         16          4          .          5          6         15         15:
Old  :        75:        29         24          5         13         16          4          .          5          6         15         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       46.3       52.0       56.7       30.5       41.2       44.3       47.3
Old  :                 34.5       46.3       52.0       56.7       30.5       41.2       44.3       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    83,966:    22,731     17,357     18,804     16,982     14,934      4,342      7,266      7,280      4,312      7,012      6,791:    4,772     6,344
Old  :    83,966:    22,731     17,357     18,804     16,982     14,934      4,342      7,266      7,280      4,312      7,012      6,791:    4,772     6,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -30,886:    -1,548    -15,506     -4,833      7,600     -9,284     -3,136     -2,166     -2,059     -7,871     -8,374     -1,394:     -761       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       20.7       22.4       20.2       17.8        5.2        8.7        8.7        5.1        8.4        8.1:      5.7       7.6
Old  :     100.0:      27.1       20.7       22.4       20.2       17.8        5.2        8.7        8.7        5.1        8.4        8.1:      5.7       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        11         13         12          5         13          .          5          5          7          7         11:
Old  :        52:        11         13         12          5         13          .          5          5          7          7         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       35.6       42.6       53.7       23.0       23.4       32.6       33.6
Old  :                 28.0       35.6       42.6       53.7       23.0       23.4       32.6       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    48,982:       369     14,804     13,764      7,963     20,587      3,904      1,397      1,804      6,241        151      2,211:      102        65
Old  :    48,982:       369     14,804     13,764      7,963     20,587      3,904      1,397      1,804      6,241        151      2,211:      102        65
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -36,521:      -168     -3,913     -3,087     -1,067       -176      3,904        122     -3,512     -4,013       -203       -293:  -29,176   -27,479
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.8       30.2       28.1       16.3       42.0        8.0        2.9        3.7       12.7        0.3        4.5:      0.2       0.1
Old  :     100.0:       0.8       30.2       28.1       16.3       42.0        8.0        2.9        3.7       12.7        0.3        4.5:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         4          .          7          .          9          .          .          .         11          .          7:
Old  :        31:         4          .          7          .          9          .          .          .         11          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       70.0       78.0       89.1       27.7       44.4       40.3       49.4
Old  :                 48.0       70.0       78.0       89.1       27.7       44.4       40.3       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES                                                                                                   Code-023P03
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500 MMBTU'S)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    68,785:     8,231      7,050     22,499     19,069     33,384      1,331      1,957        547        432      4,028      1,210:    1,151     1,540
Old  :    68,785:     8,231      7,050     22,499     19,069     33,384      1,331      1,957        547        432      4,028      1,210:    1,151     1,540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -4,985:         0        -50        453     -1,520     -1,407        294          0       -294       -547        843     -1,766:   -1,718      -791
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.0       10.2       32.7       27.7       48.5        1.9        2.8        0.8        0.6        5.9        1.8:      1.7       2.2
Old  :     100.0:      12.0       10.2       32.7       27.7       48.5        1.9        2.8        0.8        0.6        5.9        1.8:      1.7       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         .          .          5          .          6          .          .          .          .          6          7:
Old  :        21:         .          .          5          .          6          .          .          .          .          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       69.4       91.6       88.9       39.9       36.4       46.9       43.5
Old  :                 59.2       69.4       91.6       88.9       39.9       36.4       46.9       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-03565B
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   877,565:   249,416    113,795    132,157    538,429    109,110      8,475     85,597      7,007    341,641        832      8,867:   20,892    13,928
Old  :   877,565:   249,416    113,795    132,157    538,429    109,110      8,475     85,597      7,007    341,641        832      8,867:   20,892    13,928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -42,059:   -11,963     -6,023     -5,165    -31,702        451          0     -4,264        308    -29,536       -139         27:    3,819      -717
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       13.0       15.1       61.4       12.4        1.0        9.8        0.8       38.9        0.1        1.0:      2.4       1.6
Old  :     100.0:      28.4       13.0       15.1       61.4       12.4        1.0        9.8        0.8       38.9        0.1        1.0:      2.4       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        21         15          4         16         16          .          4          .          8          .          5:
Old  :        58:        21         15          4         16         16          .          4          .          8          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       44.5       75.8       69.4       64.9       43.1       70.8       63.0
Old  :                 66.3       44.5       75.8       69.4       64.9       43.1       70.8       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03565C
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   131,815:    21,144     41,642     61,508     41,991     26,000      9,011      2,554      1,751      4,973      9,469      3,577:    3,851     4,831
Old  :   131,815:    21,144     41,642     61,508     41,991     26,000      9,011      2,554      1,751      4,973      9,469      3,577:    3,851     4,831
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -7,582:    -3,480     -6,451      2,032        969     -3,318     -2,147        392        -52        383       -543       -867:     -133     2,288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       31.6       46.7       31.9       19.7        6.8        1.9        1.3        3.8        7.2        2.7:      2.9       3.7
Old  :     100.0:      16.0       31.6       46.7       31.9       19.7        6.8        1.9        1.3        3.8        7.2        2.7:      2.9       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:         9          9         12          5         14          4          .          .          .          6          6:
Old  :        44:         9          9         12          5         14          4          .          .          .          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       50.1       59.9       65.5       32.7       47.4       49.6       57.4
Old  :                 42.4       50.1       59.9       65.5       32.7       47.4       49.6       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV                                                                                           Code-066411
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 metric tonnes                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     2,426:     1,183      1,296         14         58        248          0          0          0        172          9        226:      583       589
Old  :     2,426:     1,183      1,296         14         58        248          0          0          0        172          9        226:      583       589
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       142:        -5         76         14         -3         -2          0          0          0         12        -46          9:      114       108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.8       53.4        0.6        2.4       10.2        0.0        0.0        0.0        7.1        0.4        9.3:     24.0      24.3
Old  :     100.0:      48.8       53.4        0.6        2.4       10.2        0.0        0.0        0.0        7.1        0.4        9.3:     24.0      24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        14         15          .          .          .          0          0          0          .          .          4:
Old  :        21:        14         15          .          .          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       28.1       58.1       45.6       19.8       13.9       24.2       21.7
Old  :                 34.1       28.1       58.1       45.6       19.8       13.9       24.2       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                                                                  Code-066413
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000  metric tonnes                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     4,717:     2,720      2,777        372          0        199          0          0          0        211        306        316:      899     1,119
Old  :     4,717:     2,720      2,777        372          0        199          0          0          0        211        306        316:      899     1,119
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       211:       -77        166        131          0        -91          0          0          0         37        -92         63:      148       165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       58.9        7.9        0.0        4.2        0.0        0.0        0.0        4.5        6.5        6.7:     19.1      23.7
Old  :     100.0:      57.7       58.9        7.9        0.0        4.2        0.0        0.0        0.0        4.5        6.5        6.7:     19.1      23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         17          .          0          .          0          0          0          .          4          5:
Old  :        28:        18         17          .          0          .          0          0          0          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       27.4       47.7       44.1       20.9       16.5       31.7       26.2
Old  :                 29.5       27.4       47.7       44.1       20.9       16.5       31.7       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                                                             Code-066416
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    38,660:    19,781     31,054      9,121      1,670      2,561          0        200          0      5,978      1,891        116:    1,103     1,168
Old  :    38,660:    19,781     31,054      9,121      1,670      2,561          0        200          0      5,978      1,891        116:    1,103     1,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       860:      -142        -90         47        435       -398          0          0          0        358       -123        -63:    1,058     1,099
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       80.3       23.6        4.3        6.6        0.0        0.5        0.0       15.5        4.9        0.3:      2.9       3.0
Old  :     100.0:      51.2       80.3       23.6        4.3        6.6        0.0        0.5        0.0       15.5        4.9        0.3:      2.9       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        29         30          5          .          4          0          .          0          5          .          .:
Old  :        48:        29         30          5          .          4          0          .          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       45.9       66.8       63.5       43.0       40.8       58.1       55.7
Old  :                 44.8       45.9       66.8       63.5       43.0       40.8       58.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641A
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    16,494:    14,815     12,706          0      2,679        209          0          0          0        175         90        126:    1,169       684
Old  :    16,494:    14,815     12,706          0      2,679        209          0          0          0        175         90        126:    1,169       684
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       481:      -539        111        -30         87         75          0          0          0        -55          0          3:    1,027       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       77.0        0.0       16.2        1.3        0.0        0.0        0.0        1.1        0.5        0.8:      7.1       4.1
Old  :     100.0:      89.8       77.0        0.0       16.2        1.3        0.0        0.0        0.0        1.1        0.5        0.8:      7.1       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         25          0          .          .          0          0          0          .          .          .:
Old  :        34:        18         25          0          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       49.7       83.5       67.0       37.4       26.4       42.6       38.2
Old  :                 66.5       49.7       83.5       67.0       37.4       26.4       42.6       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV                                                                                          Code-06641D
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    10,663:     7,513      8,704      1,020        160        245          0          0          0        330        461        465:    1,090       628
Old  :    10,663:     7,513      8,704      1,020        160        245          0          0          0        330        461        465:    1,090       628
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :       376:      -230        243        185          0       -102          0          0          0         76        135         -4:      451       104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       81.6        9.6        1.5        2.3        0.0        0.0        0.0        3.1        4.3        4.4:     10.2       5.9
Old  :     100.0:      70.5       81.6        9.6        1.5        2.3        0.0        0.0        0.0        3.1        4.3        4.4:     10.2       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        26         25          5          .          .          0          0          0          4          .          4:
Old  :        43:        26         25          5          .          .          0          0          0          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       38.4       59.1       56.2       18.6       21.6       30.8       33.4
Old  :                 35.8       38.4       59.1       56.2       18.6       21.6       30.8       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641F
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    37,555:    34,647     27,324         58      6,479        337          0          0          0          0      1,671        840:    1,673       904
Old  :    37,555:    34,647     27,324         58      6,479        337          0          0          0          0      1,671        840:    1,673       904
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,831:     1,276      1,448          0        -70          0          0          0          0       -587        124       -220:    1,362       549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.3       72.8        0.2       17.3        0.9        0.0        0.0        0.0        0.0        4.4        2.2:      4.5       2.4
Old  :     100.0:      92.3       72.8        0.2       17.3        0.9        0.0        0.0        0.0        0.0        4.4        2.2:      4.5       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        17         24          .          .          .          0          0          0          0          5          .:
Old  :        41:        17         24          .          .          .          0          0          0          0          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.9       46.8       89.5       65.2       73.5       39.7       77.6       55.6
Old  :                 79.9       46.8       89.5       65.2       73.5       39.7       77.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641G
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    67,854:    48,744     53,077      5,475      1,680      4,205        221      1,473          0      4,083      1,416      3,447:    1,679     2,556
Old  :    67,854:    48,744     53,077      5,475      1,680      4,205        221      1,473          0      4,083      1,416      3,447:    1,679     2,556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     1,650:        41        -48        191        -80       -312        -19         39          0        487        354       -114:    1,376     1,811
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       78.2        8.1        2.5        6.2        0.3        2.2        0.0        6.0        2.1        5.1:      2.5       3.8
Old  :     100.0:      71.8       78.2        8.1        2.5        6.2        0.3        2.2        0.0        6.0        2.1        5.1:      2.5       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        92:        51         53          5          5          9          .          .          0         12          7         16:
Old  :        92:        51         53          5          5          9          .          .          0         12          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       48.1       44.2       58.1       23.4       43.2       33.1       48.0
Old  :                 30.6       48.1       44.2       58.1       23.4       43.2       33.1       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     4,530:     3,024      3,341         58          0         46          0          0          0        503        289        271:      628       583
Old  :     4,530:     3,024      3,341         58          0         46          0          0          0        503        289        271:      628       583
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :      -753:      -459       -489         14          0         -3          0          0          0        -75       -119        -27:     -203      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       73.8        1.3        0.0        1.0        0.0        0.0        0.0       11.1        6.4        6.0:     13.9      12.9
Old  :     100.0:      66.8       73.8        1.3        0.0        1.0        0.0        0.0        0.0       11.1        6.4        6.0:     13.9      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        22         25          .          0          .          0          0          0          5          .          6:
Old  :        34:        22         25          .          0          .          0          0          0          5          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       37.9       54.5       55.8       22.8       28.9       33.9       39.0
Old  :                 33.9       37.9       54.5       55.8       22.8       28.9       33.9       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665G
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    44,952:    42,666     24,569        782     16,955          0          0          0          0        814      2,303        674:       16       451
Old  :    44,952:    42,666     24,569        782     16,955          0          0          0          0        814      2,303        674:       16       451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :   -10,518:   -10,540     -7,996        611     -1,768       -389          0          0          0        -45       -173       -151:       -4       -41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.9       54.7        1.7       37.7        0.0        0.0        0.0        0.0        1.8        5.1        1.5:      0.0       1.0
Old  :     100.0:      94.9       54.7        1.7       37.7        0.0        0.0        0.0        0.0        1.8        5.1        1.5:      0.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        22         23          .          6          0          0          0          0          .          .          4:
Old  :        46:        22         23          .          6          0          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       61.2       87.5       81.6       75.1       58.2       83.2       76.4
Old  :                 78.1       61.2       87.5       81.6       75.1       58.2       83.2       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   148,419:   111,371    123,795     11,178      4,163      7,901          0      1,833        105     11,426      4,703      5,704:      734       215
Old  :   148,419:   111,371    123,795     11,178      4,163      7,901          0      1,833        105     11,426      4,703      5,704:      734       215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :     4,498:     2,960      2,907        119         71        683          0        395          0        522        -12        463:     -249        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       83.4        7.5        2.8        5.3        0.0        1.2        0.1        7.7        3.2        3.8:      0.5       0.1
Old  :     100.0:      75.0       83.4        7.5        2.8        5.3        0.0        1.2        0.1        7.7        3.2        3.8:      0.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       117:        64         59          8          4          9          0          6          .         14         10         19:
Old  :       117:        64         59          8          4          9          0          6          .         14         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       34.9       42.5       48.5       26.6       30.1       36.4       37.6
Old  :                 28.1       34.9       42.5       48.5       26.6       30.1       36.4       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    37,398:    17,047     21,879     12,411      8,491      2,018        944        740          0      4,826      3,765        105:       47       400
Old  :    37,398:    17,047     21,879     12,411      8,491      2,018        944        740          0      4,826      3,765        105:       47       400
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -1,110:    -1,230     -2,208        663      1,489       -139       -643        -40          0        275       -157          0:      -36       -55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       58.5       33.2       22.7        5.4        2.5        2.0        0.0       12.9       10.1        0.3:      0.1       1.1
Old  :     100.0:      45.6       58.5       33.2       22.7        5.4        2.5        2.0        0.0       12.9       10.1        0.3:      0.1       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        24         28          4          .          4          .          5          0          .          .          .:
Old  :        51:        24         28          4          .          4          .          5          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       55.4       77.2       72.1       54.7       49.1       63.4       61.9
Old  :                 56.7       55.4       77.2       72.1       54.7       49.1       63.4       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    50,900:    42,388     33,994      1,219      8,268        516      1,420        845          0      3,273      5,426      1,237:      847       614
Old  :    50,900:    42,388     33,994      1,219      8,268        516      1,420        845          0      3,273      5,426      1,237:      847       614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -5,412:    -5,935     -4,262         27       -719         86        250        100          0        355       -226       -293:       98       -98
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       66.8        2.4       16.2        1.0        2.8        1.7        0.0        6.4       10.7        2.4:      1.7       1.2
Old  :     100.0:      83.3       66.8        2.4       16.2        1.0        2.8        1.7        0.0        6.4       10.7        2.4:      1.7       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        92:        54         44          .          5          5          .          4          0          9          5          8:
Old  :        92:        54         44          .          5          5          .          4          0          9          5          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       26.5       51.3       47.6       26.7       25.4       42.8       40.3
Old  :                 31.2       26.5       51.3       47.6       26.7       25.4       42.8       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    12,617:     9,530      7,112      1,697      3,799        304          0         90          0        858        531         40:      188       741
Old  :    12,617:     9,530      7,112      1,697      3,799        304          0         90          0        858        531         40:      188       741
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -2,509:    -2,075     -1,903         71       -239        -87          0          0          0       -476       -169         15:       43      -126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       56.4       13.5       30.1        2.4        0.0        0.7        0.0        6.8        4.2        0.3:      1.5       5.9
Old  :     100.0:      75.5       56.4       13.5       30.1        2.4        0.0        0.7        0.0        6.8        4.2        0.3:      1.5       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        25         24          .          .          .          0          .          0          .          .          .:
Old  :        41:        25         24          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       35.3       74.6       53.1       41.7       34.1       59.7       47.7
Old  :                 51.2       35.3       74.6       53.1       41.7       34.1       59.7       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 03, 2019                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,535:    15,629     18,238      2,995      2,141        141          0          0          0      1,321        489      1,314:    1,135       212
Old  :    22,535:    15,629     18,238      2,995      2,141        141          0          0          0      1,321        489      1,314:    1,135       212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 27, 2019                                                                  :
     :    -2,587:    -2,311     -1,898        -35       -199         -6          0          0          0         58       -163       -312:       19        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       80.9       13.3        9.5        0.6        0.0        0.0        0.0        5.9        2.2        5.8:      5.0       0.9
Old  :     100.0:      69.4       80.9       13.3        9.5        0.6        0.0        0.0        0.0        5.9        2.2        5.8:      5.0       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        24         28          5          .          5          0          0          0          5          .          6:
Old  :        50:        24         28          5          .          5          0          0          0          5          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       51.7       57.8       71.0       39.6       46.8       54.6       65.6
Old  :                 39.6       51.7       57.8       71.0       39.6       46.8       54.6       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 06, 2019