Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,119,821 : : Positions : :3,691,400 1,180,142 499,908 3,155,055 279,812 132,369 16,346 83,834 133,641 105,928 271,054 : : : : Changes from: October 8, 2019 : : 25,887 -18,143 3,860 27,101 -14,344 -17,505 2,054 -5,924 5,530 5,490 -24,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 23.1 9.8 61.6 5.5 2.6 0.3 1.6 2.6 2.1 5.3 : : : : Number of Traders in Each Category Total Traders: 231 : : 125 90 14 17 23 10 9 15 29 22 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 152,329 : : Positions : : 36,724 10,373 10,522 17,156 66,688 3,954 24,812 12,946 14,519 12,634 6,244 : : : : Changes from: October 8, 2019 : : 3,890 -818 2,320 -1,274 2,113 712 6,888 4,260 814 2,940 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 6.8 6.9 11.3 43.8 2.6 16.3 8.5 9.5 8.3 4.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 10 9 5 11 . . . 9 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 258,088 : : Positions : : 179,324 232,601 44,124 0 13,836 521 5,006 0 23 0 217 : : : : Changes from: October 8, 2019 : : 5,218 4,567 709 -811 -1,332 521 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 90.1 17.1 0.0 5.4 0.2 1.9 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 17 6 0 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 147,494 : : Positions : : 138,280 58,825 36 66,753 2,743 0 5,136 0 1,457 0 1,296 : : : : Changes from: October 8, 2019 : : 2,586 3,483 29 -1,287 421 0 0 0 -36 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 39.9 0.0 45.3 1.9 0.0 3.5 0.0 1.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 . 7 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 324,241 : : Positions : : 259,930 102,890 23,548 190,353 19,026 0 2,680 1,011 6,705 0 1,048 : : : : Changes from: October 8, 2019 : : 3,192 2,428 3,223 6,743 -1,171 -3 484 -173 434 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 31.7 7.3 58.7 5.9 0.0 0.8 0.3 2.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 16 5 8 7 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 869,086 : : Positions : : 816,085 54,188 11,300 777,581 23,424 229 0 90 6,044 11,732 517 : : : : Changes from: October 8, 2019 : : 2,482 604 35 3,159 244 61 0 -1 209 -124 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 6.2 1.3 89.5 2.7 0.0 0.0 0.0 0.7 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 18 . 10 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 392,091 : : Positions : : 278,810 271,735 52,965 56,686 44,531 1,064 1,890 0 3,422 6,515 934 : : : : Changes from: October 8, 2019 : : 4,487 1,109 2,590 20 -418 -304 240 0 -58 -304 531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 69.3 13.5 14.5 11.4 0.3 0.5 0.0 0.9 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 27 4 10 9 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 531,384 : : Positions : : 483,913 324,213 16,467 183,330 16,064 0 1,124 119 2,640 130 335 : : : : Changes from: October 8, 2019 : : 10,461 9,738 301 1,878 -30 -291 284 57 60 124 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 61.0 3.1 34.5 3.0 0.0 0.2 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 25 . 12 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 401,806 : : Positions : : 274,981 147,929 106,981 235,150 10,811 319 1,368 646 0 69 239 : : : : Changes from: October 8, 2019 : : 4,606 7,042 -276 1,433 -90 -140 0 -371 0 -180 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 36.8 26.6 58.5 2.7 0.1 0.3 0.2 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 16 5 8 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 108,073 : : Positions : : 78,197 92,145 21,542 8,988 114 312 0 208 1,267 2,438 1,286 : : : : Changes from: October 8, 2019 : : 1,460 3,303 -60 0 30 -154 0 178 511 -538 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 85.3 19.9 8.3 0.1 0.3 0.0 0.2 1.2 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 14,974 : : Positions : : 12,934 12,185 1,209 868 0 0 960 0 0 403 0 : : : : Changes from: October 8, 2019 : : 3,637 3,786 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.4 8.1 5.8 0.0 0.0 6.4 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 239,416 : : Positions : : 226,024 54,677 2,581 170,555 7,150 0 127 700 184 0 237 : : : : Changes from: October 8, 2019 : : 2,303 751 124 548 6 0 -2 67 184 0 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 22.8 1.1 71.2 3.0 0.0 0.1 0.3 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 12 . 11 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 190,111 : : Positions : : 157,380 51,759 9,206 120,122 14,362 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : 2,460 657 126 1,946 424 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 27.2 4.8 63.2 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 307,995 : : Positions : : 295,030 262,385 568 36,449 6,605 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : 11,740 14,415 0 -3,770 3,852 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 85.2 0.2 11.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 34,142 : : Positions : : 9,945 27,309 14,111 2,263 868 161 546 589 6,234 682 0 : : : : Changes from: October 8, 2019 : : 1,141 4,987 1,460 0 0 161 -589 589 840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 80.0 41.3 6.6 2.5 0.5 1.6 1.7 18.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 597,847 : : Positions : : 455,602 143,131 63,930 398,229 38,472 2,543 0 735 21,923 4,913 3,305 : : : : Changes from: October 8, 2019 : : 9,305 2,613 -508 7,485 3,142 -7,969 -240 -714 8,575 -810 2,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 23.9 10.7 66.6 6.4 0.4 0.0 0.1 3.7 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 25 4 11 9 . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 218,419 : : Positions : : 120,588 131,065 43,927 31,398 46,629 0 329 2,164 61 121 1,475 : : : : Changes from: October 8, 2019 : : 401 -1,913 -1,471 541 1,071 0 -206 -551 58 121 527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 60.0 20.1 14.4 21.3 0.0 0.2 1.0 0.0 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 4 5 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 42,876 : : Positions : : 35,261 39,205 4,276 1,960 0 434 0 0 218 0 1,280 : : : : Changes from: October 8, 2019 : : 1,936 1,268 0 1,216 0 0 0 0 218 -270 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 91.4 10.0 4.6 0.0 1.0 0.0 0.0 0.5 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 74,030 : : Positions : : 55,733 30,571 3,576 29,095 6,392 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : 620 4,823 1,733 399 -2,114 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 41.3 4.8 39.3 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 219,602 : : Positions : : 128,134 212,586 74,651 1,341 5,187 5,760 0 0 3,040 0 0 : : : : Changes from: October 8, 2019 : : 3,024 9,156 -1,452 0 819 5,760 0 0 1,824 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 96.8 34.0 0.6 2.4 2.6 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 8 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 212,540 : : Positions : : 123,864 193,585 63,494 589 5,377 13,904 8,618 0 5,179 3,596 0 : : : : Changes from: October 8, 2019 : : 1,804 7,936 -1,452 0 0 5,760 0 0 1,824 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 91.1 29.9 0.3 2.5 6.5 4.1 0.0 2.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 29 27 9 . 4 4 . 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 134,240 : : Positions : : 120,117 98,736 12,152 32,867 496 0 0 0 0 1,278 0 : : : : Changes from: October 8, 2019 : : 6,528 6,168 0 0 0 0 0 0 0 360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 73.6 9.1 24.5 0.4 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 20 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 20,736 : : Positions : : 10,615 17,533 6,181 248 240 527 2,529 0 1,767 0 0 : : : : Changes from: October 8, 2019 : : 1,110 120 -120 0 120 0 1,110 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 84.6 29.8 1.2 1.2 2.5 12.2 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 252,455 : : Positions : : 170,082 128,155 57,966 95,592 9,896 0 3,938 0 1,460 1,212 5,422 : : : : Changes from: October 8, 2019 : : 4,221 2,184 -2,837 3,075 831 0 -526 0 304 -26 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 50.8 23.0 37.9 3.9 0.0 1.6 0.0 0.6 0.5 2.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 27 4 7 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 101,358 : : Positions : : 100,211 100,986 682 0 0 0 0 0 248 0 0 : : : : Changes from: October 8, 2019 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 99.6 0.7 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 14,926 : : Positions : : 5,724 12,785 5,549 0 0 2,728 346 0 248 0 0 : : : : Changes from: October 8, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 85.7 37.2 0.0 0.0 18.3 2.3 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 106,420 : : Positions : : 84,380 69,603 2,896 15,706 8,178 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : -1,764 -4,381 0 3,652 -2,395 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.4 2.7 14.8 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 231,947 : : Positions : : 219,874 163,484 963 56,417 5,482 0 0 0 1,520 1,888 0 : : : : Changes from: October 8, 2019 : : 2,363 3,677 0 480 868 0 0 0 1,520 -946 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 70.5 0.4 24.3 2.4 0.0 0.0 0.0 0.7 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 . 9 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 191,735 : : Positions : : 137,975 179,388 39,848 2,427 6,752 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : 2,308 2,530 647 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 93.6 20.8 1.3 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 82,164 : : Positions : : 41,167 75,082 36,785 3,380 1,764 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : -421 3,311 4,905 0 168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 91.4 44.8 4.1 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 32,530 : : Positions : : 27,060 31,786 2,619 0 0 0 0 0 705 0 0 : : : : Changes from: October 8, 2019 : : -480 240 480 0 0 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 97.7 8.1 0.0 0.0 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 197,885 : : Positions : : 146,297 145,877 32,116 37,552 7,939 499 0 285 2,958 465 0 : : : : Changes from: October 8, 2019 : : 554 4,721 4,197 30 -4,107 337 0 -137 30 379 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 73.7 16.2 19.0 4.0 0.3 0.0 0.1 1.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 155,309 : : Positions : : 106,289 72,107 23,328 52,510 9,877 0 0 0 0 2,041 5,471 : : : : Changes from: October 8, 2019 : : -7,545 -2,899 1,647 -4,016 -337 0 0 0 0 -1,038 -1,723 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 46.4 15.0 33.8 6.4 0.0 0.0 0.0 0.0 1.3 3.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 21 6 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 47,082 : : Positions : : 28,059 45,473 16,983 0 403 0 744 0 806 0 0 : : : : Changes from: October 8, 2019 : : 1,686 1,956 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 96.6 36.1 0.0 0.9 0.0 1.6 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 236,632 : : Positions : : 167,748 157,102 36,119 47,473 19,363 0 2,116 1,085 2,018 1,369 2,327 : : : : Changes from: October 8, 2019 : : -1,724 4,550 734 -1,238 560 0 -1,216 690 1,417 -1,871 1,872 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 66.4 15.3 20.1 8.2 0.0 0.9 0.5 0.9 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 24 4 8 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 130,216 : : Positions : : 94,858 88,279 15,626 25,175 11,169 0 0 0 826 0 150 : : : : Changes from: October 8, 2019 : : 2,773 1,526 -1,731 1,151 1,707 0 0 0 362 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 67.8 12.0 19.3 8.6 0.0 0.0 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 5 6 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 162,717 : : Positions : : 138,837 126,349 7,962 21,715 6,751 0 0 0 0 1,520 0 : : : : Changes from: October 8, 2019 : : 4,333 6,952 2,375 0 856 0 0 0 0 1,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 77.6 4.9 13.3 4.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 33,381 : : Positions : : 30,828 27,316 496 992 0 341 0 0 0 1,926 0 : : : : Changes from: October 8, 2019 : : 355 108 0 217 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 81.8 1.5 3.0 0.0 1.0 0.0 0.0 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 266,253 : : Positions : : 216,494 9,585 24,638 248,036 7,104 0 0 0 0 360 0 : : : : Changes from: October 8, 2019 : : 8,875 881 67 7,870 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 3.6 9.3 93.2 2.7 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 5 4 7 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 116,326 : : Positions : : 55,638 47,014 35,522 54,138 2,947 224 0 174 11,150 8,774 0 : : : : Changes from: October 8, 2019 : : -364 7,046 7,350 456 -336 -170 -8,774 29 304 8,774 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 40.4 30.5 46.5 2.5 0.2 0.0 0.1 9.6 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 7 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 210,239 : : Positions : : 163,655 153,920 19,816 30,157 24,246 0 0 0 0 0 0 : : : : Changes from: October 8, 2019 : : -2,146 941 1,190 -1,651 2,108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 73.2 9.4 14.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 4 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,259,544 : : Positions : : 216,681 218,263 254,643 99,370 147,761 105,241 301,579 289,097 80,417 69,544 93,080 : : : : Changes from: October 8, 2019 : : 4,837 -3,477 18,158 1,238 9,944 -448 26,385 661 6,814 5,444 -10,118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 17.3 20.2 7.9 11.7 8.4 23.9 23.0 6.4 5.5 7.4 : : : : Number of Traders in Each Category Total Traders: 309 : : 44 36 27 10 26 51 70 71 61 24 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 311,811 : : Positions : : 139,094 44,800 17,529 86,702 39,785 10,352 1,796 28,168 44,506 85,556 14,016 : : : : Changes from: October 8, 2019 : : 897 -3,132 -1,334 -495 2,083 -10,762 1,796 1,408 7,682 -1,320 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 14.4 5.6 27.8 12.8 3.3 0.6 9.0 14.3 27.4 4.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 29 24 4 14 16 . . 5 16 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 92,886 : : Positions : : 23,144 20,382 14,047 15,477 16,404 933 10,444 5,695 9,327 5,217 8,104 : : : : Changes from: October 8, 2019 : : 806 2,923 -2,093 -287 -265 -484 743 87 2,929 -81 -858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 21.9 15.1 16.7 17.7 1.0 11.2 6.1 10.0 5.6 8.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 13 14 8 4 11 . 4 5 9 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 49,021 : : Positions : : 66 14,761 19,856 1,720 18,739 0 754 7,896 1,010 3,669 1,454 : : : : Changes from: October 8, 2019 : : 0 -27 -605 -235 1,062 0 -387 1,189 297 341 388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 30.1 40.5 3.5 38.2 0.0 1.5 16.1 2.1 7.5 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 8 . 9 0 . . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 76,560 : : Positions : : 8,231 10,132 25,589 22,091 37,353 555 35 547 2,411 3,914 1,542 : : : : Changes from: October 8, 2019 : : 0 0 0 -462 -105 -517 35 517 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 13.2 33.4 28.9 48.8 0.7 0.0 0.7 3.1 5.1 2.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 4 4 6 . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 845,742 : : Positions : : 240,611 109,818 139,926 537,981 107,442 6,089 61,974 167 315,268 0 13,688 : : : : Changes from: October 8, 2019 : : 365 0 -1,208 943 124 0 -4,160 -5,880 -2,009 0 5,476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 13.0 16.5 63.6 12.7 0.7 7.3 0.0 37.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 20 16 5 15 16 . . . 9 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 138,844 : : Positions : : 22,196 41,601 63,811 46,423 27,076 4,827 808 4,153 3,519 7,468 9,529 : : : : Changes from: October 8, 2019 : : 0 0 602 456 -70 0 0 0 -95 51 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 30.0 46.0 33.4 19.5 3.5 0.6 3.0 2.5 5.4 6.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 10 10 7 14 4 . 4 5 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066411 Open Interest is 2,336 : : Positions : : 1,133 1,203 0 23 191 0 0 0 355 0 294 : : : : Changes from: October 8, 2019 : : 37 2 0 0 21 0 0 0 -13 0 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 51.5 0.0 1.0 8.2 0.0 0.0 0.0 15.2 0.0 12.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 15 0 . . 0 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 5,207 : : Positions : : 2,919 3,419 645 112 185 0 0 0 433 317 177 : : : : Changes from: October 8, 2019 : : 7 95 55 0 11 0 0 0 49 22 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 65.7 12.4 2.2 3.6 0.0 0.0 0.0 8.3 6.1 3.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 35,281 : : Positions : : 17,014 28,430 8,973 3,553 2,947 0 34 0 5,904 0 178 : : : : Changes from: October 8, 2019 : : 229 559 235 1,505 107 0 -25 0 95 -1,485 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 80.6 25.4 10.1 8.4 0.0 0.1 0.0 16.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 32 5 . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 14,189 : : Positions : : 13,420 10,367 45 2,783 301 0 0 0 139 0 129 : : : : Changes from: October 8, 2019 : : 281 185 -69 27 69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 73.1 0.3 19.6 2.1 0.0 0.0 0.0 1.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 22 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 11,850 : : Positions : : 8,711 10,358 534 84 304 0 0 0 574 0 730 : : : : Changes from: October 8, 2019 : : 409 430 0 0 0 0 0 0 17 -33 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 87.4 4.5 0.7 2.6 0.0 0.0 0.0 4.8 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . . . 0 0 0 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 36,770 : : Positions : : 33,969 24,673 0 9,891 200 0 0 0 1,287 1,111 695 : : : : Changes from: October 8, 2019 : : 806 570 0 1,488 -98 0 0 0 487 -467 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 67.1 0.0 26.9 0.5 0.0 0.0 0.0 3.5 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 26 0 7 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 63,274 : : Positions : : 42,746 53,034 6,691 2,041 3,699 167 950 56 7,341 524 2,352 : : : : Changes from: October 8, 2019 : : -26 1,890 1,209 -187 -77 0 -55 20 454 -11 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 83.8 10.6 3.2 5.8 0.3 1.5 0.1 11.6 0.8 3.7 : : : : Number of Traders in Each Category Total Traders: 97 : : 55 54 7 6 11 . . . 13 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN PROPANE CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #066652 Open Interest is 2,366 : : Positions : : 1,221 1,341 0 2 88 0 0 0 471 58 234 : : : : Changes from: October 8, 2019 : : -5 6 -1 2 1 0 0 0 -35 -12 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 56.7 0.0 0.1 3.7 0.0 0.0 0.0 19.9 2.5 9.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 0 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 5,027 : : Positions : : 3,496 3,505 49 0 88 0 0 0 220 371 434 : : : : Changes from: October 8, 2019 : : 101 105 -3 0 0 0 0 0 12 -38 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 69.7 1.0 0.0 1.8 0.0 0.0 0.0 4.4 7.4 8.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 26 . 0 . 0 0 0 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 47,714 : : Positions : : 45,141 24,970 672 20,978 0 0 0 0 1,117 622 740 : : : : Changes from: October 8, 2019 : : 2,294 1,068 0 2,921 0 0 0 0 384 -1,251 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 52.3 1.4 44.0 0.0 0.0 0.0 0.0 2.3 1.3 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 24 . 8 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 134,180 : : Positions : : 101,974 112,699 12,004 6,918 6,578 0 1,059 127 7,508 1,451 5,208 : : : : Changes from: October 8, 2019 : : 2,435 2,696 540 1,644 -468 0 -80 10 -632 -1,902 1,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 84.0 8.9 5.2 4.9 0.0 0.8 0.1 5.6 1.1 3.9 : : : : Number of Traders in Each Category Total Traders: 114 : : 64 56 8 6 8 0 5 . 12 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 42,713 : : Positions : : 22,836 26,972 11,952 11,438 2,220 504 780 0 4,971 818 155 : : : : Changes from: October 8, 2019 : : 686 609 65 2,945 -135 0 65 0 50 -2,813 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 63.1 28.0 26.8 5.2 1.2 1.8 0.0 11.6 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 29 4 5 . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 54,661 : : Positions : : 47,701 36,095 1,150 11,086 364 820 595 0 2,171 3,987 1,934 : : : : Changes from: October 8, 2019 : : 1,631 921 117 1,665 12 0 -120 0 -182 -885 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 66.0 2.1 20.3 0.7 1.5 1.1 0.0 4.0 7.3 3.5 : : : : Number of Traders in Each Category Total Traders: 88 : : 47 40 . 7 7 . 4 0 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 16,330 : : Positions : : 12,880 7,606 1,599 6,965 666 900 90 0 0 225 85 : : : : Changes from: October 8, 2019 : : 679 634 0 1,285 0 900 0 0 0 -350 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 46.6 9.8 42.7 4.1 5.5 0.6 0.0 0.0 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 23 . 4 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 22,877 : : Positions : : 15,975 18,825 3,188 2,811 242 0 0 0 1,698 0 825 : : : : Changes from: October 8, 2019 : : 471 508 20 219 -8 0 0 0 48 -189 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 82.3 13.9 12.3 1.1 0.0 0.0 0.0 7.4 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 22 5 4 . 0 0 0 7 0 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 24, 2019