Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 5,166,564                :
: Positions                                                                                                    :
:3,658,291 1,144,472   536,174 3,215,213   298,741   111,587    32,708    91,129   167,641    78,981   248,803 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:  -68,051   -34,942    28,426     9,827     9,698   -19,216    15,691     7,588    38,443   -17,345      -693 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      22.2      10.4      62.2       5.8       2.2       0.6       1.8       3.2       1.5       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   237                     :
:      125        95        14        17        23         9         9        15        36        17        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   138,699                :
: Positions                                                                                                    :
:   28,326     9,457     9,938    10,106    67,442     4,850    24,152    10,328    10,273     8,898     6,892 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -8,629    -2,201     2,259    -6,605    -5,323      -678    -1,300    -2,688    -6,830    -3,802    -1,071 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4       6.8       7.2       7.3      48.6       3.5      17.4       7.4       7.4       6.4       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:        9        11         6         8        11         .         .         .         8         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   265,293                :
: Positions                                                                                                    :
:  184,486   238,690    43,379         0    14,327       520     5,006        30         0     1,148         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      149    -1,349    -2,688         0       794        -1         0        30         0       781         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      90.0      16.4       0.0       5.4       0.2       1.9       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        19         6         0         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   151,087                :
: Positions                                                                                                    :
:  140,444    60,948         4    67,172     2,870         0     5,258         0     2,527         0     1,208 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      357       773         4      -321       236         0       122         0       720         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      40.3       0.0      44.5       1.9       0.0       3.5       0.0       1.7       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        14         .         7         4         0         .         0         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   321,262                :
: Positions                                                                                                    :
:  257,996    99,601    25,347   191,887    19,551         0     3,768       575     6,028         0       856 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    8,624     1,072       670     4,154      -905      -145     1,473      -335      -627         0      -246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      31.0       7.9      59.7       6.1       0.0       1.2       0.2       1.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        19         5         8         7         0         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   861,415                :
: Positions                                                                                                    :
:  810,712    55,104    11,262   767,876    22,559       118         0       182     6,595    12,414       920 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,044     3,294        58    -2,040      -386       -51         0        92       882       355       276 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1       6.4       1.3      89.1       2.6       0.0       0.0       0.0       0.8       1.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       30        18         .        10        10         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   393,868                :
: Positions                                                                                                    :
:  282,277   269,813    53,386    61,266    44,297         0       480         0     1,483     6,734     1,247 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -1,491    -3,390       634       321       233         0      -480         0    -2,551       216       500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      68.5      13.6      15.6      11.2       0.0       0.1       0.0       0.4       1.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       29        26         4        10         9         0         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   544,701                :
: Positions                                                                                                    :
:  495,214   336,298    16,438   184,912    16,981         0       840         0     6,180         6       242 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -1,710     3,487      -179    -1,401       265         0         0         0     3,300      -248       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      61.7       3.0      33.9       3.1       0.0       0.2       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       36        27         4        11         8         0         .         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   414,222                :
: Positions                                                                                                    :
:  281,600   155,388   109,938   232,099    13,560         0     2,574     1,236         0     2,579       339 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    9,281     7,280      -560       157      -281         0      -211       422         0     2,030      -148 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      37.5      26.5      56.0       3.3       0.0       0.6       0.3       0.0       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        17         7         7         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   110,882                :
: Positions                                                                                                    :
:   80,274    95,992    22,571     8,988       114       194         0       116     1,330     2,405       898 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,165     2,970       639         0         0         0         0         0       213      -307       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      86.6      20.4       8.1       0.1       0.2       0.0       0.1       1.2       2.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    24,958                :
: Positions                                                                                                    :
:   20,366    21,934     1,479       116       932         0       480         0       300       343       360 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,792     5,469       347      -975       405         0      -480         0       300       -60       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      87.9       5.9       0.5       3.7       0.0       1.9       0.0       1.2       1.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        19         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   251,211                :
: Positions                                                                                                    :
:  237,483    55,124     1,762   179,988     7,929         0         0         0         0       605       328 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    4,906    -1,273      -517     4,942    -1,016         0      -529      -986      -999       605       328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      21.9       0.7      71.6       3.2       0.0       0.0       0.0       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        13         .        11         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   190,379                :
: Positions                                                                                                    :
:  159,475    54,838     8,081   116,362    15,893         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,262     1,437      -317    -2,893       157         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      28.8       4.2      61.1       8.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        11         .         9         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   305,805                :
: Positions                                                                                                    :
:  292,092   264,480     1,018    32,265     6,551         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:     -339      -335       120       180         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5      86.5       0.3      10.6       2.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        20         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    48,552                :
: Positions                                                                                                    :
:   14,905    39,444    15,651     1,783     3,628     1,056       188       947    10,101       382       393 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,040     5,280      -630      -780     1,620      -305      -358       358     2,487      -300       393 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      81.2      32.2       3.7       7.5       2.2       0.4       2.0      20.8       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       14        20         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   621,061                :
: Positions                                                                                                    :
:  463,198   151,495    66,156   401,861    47,701     3,566         0     2,193    23,448     5,361     3,292 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    3,822     3,722       568    -2,430     9,382    -1,316         0     1,630      -638      -169       719 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      24.4      10.7      64.7       7.7       0.6       0.0       0.4       3.8       0.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       39        24         4        11        10         .         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   229,956                :
: Positions                                                                                                    :
:  130,176   138,179    43,213    31,714    49,325         0       826     1,549       629         0       124 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    4,462      -394    -2,602       506     2,382         0       548      -242       515      -333    -1,415 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      60.1      18.8      13.8      21.4       0.0       0.4       0.7       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         4         5         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    56,624                :
: Positions                                                                                                    :
:   47,695    40,763     5,465    13,664       248       434         0         0       280         0     1,218 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,180       518     1,140     1,834         0         0         0         0        62         0       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      72.0       9.7      24.1       0.4       0.8       0.0       0.0       0.5       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        10         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    74,729                :
: Positions                                                                                                    :
:   57,451    32,049     5,752    26,694     8,132         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      150     3,179       588    -2,827     2,190         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      42.9       7.7      35.7      10.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         4         4         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   287,856                :
: Positions                                                                                                    :
:  166,290   268,828    87,783     1,341     6,309    21,120     4,260         0     1,844     4,440     1,320 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   27,466    42,850     9,952         0     1,122    15,360     3,180         0    -2,070     4,440     1,320 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      93.4      30.5       0.5       2.2       7.3       1.5       0.0       0.6       1.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       21        28        12         .         5         .         .         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   286,420                :
: Positions                                                                                                    :
:  163,446   257,546    81,919       589     5,227    29,264    12,878         0     4,103     7,943     1,443 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   28,922    46,463    11,869         0       180    16,440     4,260    -1,080    -1,950     4,347     1,443 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      89.9      28.6       0.2       1.8      10.2       4.5       0.0       1.4       2.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       34        39        12         .         4         4         .         0         5         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   151,182                :
: Positions                                                                                                    :
:  134,205   113,580    13,206    34,727       736         0         0         0     1,170       558         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    8,750     9,506       934     1,860       240         0         0         0     1,170      -720         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      75.1       8.7      23.0       0.5       0.0       0.0       0.0       0.8       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        25         4         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    26,773                :
: Positions                                                                                                    :
:   13,095    22,337    10,315       248         0       527     3,549         0     2,007       210         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      440     3,394     4,134         0      -240         0       420         0       240       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      83.4      38.5       0.9       0.0       2.0      13.3       0.0       7.5       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        18         4         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   260,750                :
: Positions                                                                                                    :
:  173,148   133,642    62,850    96,704     9,080         0     5,053       705     1,460     1,272     5,842 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,262     6,303     3,129       239       214         0       -80      -122         0       300       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      51.3      24.1      37.1       3.5       0.0       1.9       0.3       0.6       0.5       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        26         4         7         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   104,778                :
: Positions                                                                                                    :
:  103,271   103,718       502         0       180         0         0         0       488         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,680     1,232      -180         0       180         0         0         0       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.6      99.0       0.5       0.0       0.2       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    17,482                :
: Positions                                                                                                    :
:    7,952    15,065     5,789         0         0     2,818       346         0       248         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,566     1,560       240         0         0        90         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      86.2      33.1       0.0       0.0      16.1       2.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         0         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   106,831                :
: Positions                                                                                                    :
:   84,554    70,736     3,774    15,553     9,555         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      834       683       999       -65       893         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      66.2       3.5      14.6       8.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        16         .         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   233,626                :
: Positions                                                                                                    :
:  221,605   159,370     1,087    63,030     5,812         0         0         0     1,520     1,768         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,676     1,696       124       622       330      -260         0      -414      -100         0      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      68.2       0.5      27.0       2.5       0.0       0.0       0.0       0.7       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        24         .         9         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 2019           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NNG VENTURA FINANCIAL INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                   :
CFTC Code #0233B7                                                    Open Interest is    15,223                :
: Positions                                                                                                    :
:   12,389    14,333       144         0       186       310         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      94.2       0.9       0.0       1.2       2.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #0233BA                                                    Open Interest is    53,715                :
: Positions                                                                                                    :
:   45,900    40,767       535     7,326     2,698         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:     -768    -1,449         0     2,135       181         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      75.9       1.0      13.6       5.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   195,039                :
: Positions                                                                                                    :
:  138,752   181,696    42,218     1,946     7,629         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,049     2,114        91      -995       633         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      93.2      21.6       1.0       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        19         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    83,049                :
: Positions                                                                                                    :
:   41,052    76,354    37,966     3,378     1,523         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:     -171       305       205       -32      -241         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      91.9      45.7       4.1       1.8       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 29, 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    50,046                :
: Positions                                                                                                    :
:   39,680    47,057     3,473     1,204       806         0         0         0     4,340         0       155 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    8,100     7,655       -86       844        86         0         0         0       390         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      94.0       6.9       2.4       1.6       0.0       0.0       0.0       8.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   197,955                :
: Positions                                                                                                    :
:  144,666   145,149    32,701    37,312     7,722       591         0       194     3,685         0        62 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -3,733    -3,986      -907      -240     1,275       591         0       194       727         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      73.3      16.5      18.8       3.9       0.3       0.0       0.1       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         5         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   163,098                :
: Positions                                                                                                    :
:  114,161    86,030    23,620    46,665     8,471       364         0         0         0     4,053     3,727 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    4,999     7,487      -486    -1,255    -1,589       364         0         0         0     1,211       814 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      52.7      14.5      28.6       5.2       0.2       0.0       0.0       0.0       2.5       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       17        20         5         6         8         .         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    23,450                :
: Positions                                                                                                    :
:   22,389    12,406       147     9,181       124         0         0         0         0       758         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5      52.9       0.6      39.2       0.5       0.0       0.0       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    12,654                :
: Positions                                                                                                    :
:    7,805    10,898     2,901         0       248       279         0         0        16       300       480 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      86.1      22.9       0.0       2.0       2.2       0.0       0.0       0.1       2.4       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    50,237                :
: Positions                                                                                                    :
:   28,153    47,760    19,542         0       403         0       684        60     1,252         0       124 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:     -138       -43       183         0         0         0       -60        60       568         0         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      95.1      38.9       0.0       0.8       0.0       1.4       0.1       2.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        15         4         0         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   238,667                :
: Positions                                                                                                    :
:  172,350   156,903    38,330    50,757    16,523         0     2,205       554     2,630       443     4,073 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,673      -376     3,943     1,173      -694         0      -934      -234      -399       443       193 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      65.7      16.1      21.3       6.9       0.0       0.9       0.2       1.1       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        24         4         8         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   135,391                :
: Positions                                                                                                    :
:   97,437    94,038    18,596    24,785    10,401       141         0       167       674       240       180 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      399     1,514       118         4       154       141         0       167         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      69.5      13.7      18.3       7.7       0.1       0.0       0.1       0.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         5         6         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    27,842                :
: Positions                                                                                                    :
:   11,342    26,560    14,504         0         0         0         0         0       960         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      95.4      52.1       0.0       0.0       0.0       0.0       0.0       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   173,383                :
: Positions                                                                                                    :
:  143,758   138,391    12,796    22,292     6,416         0         0         0     1,520     1,520         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      394      -214       -30         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      79.8       7.4      12.9       3.7       0.0       0.0       0.0       0.9       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        13         .         .         5         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    42,141                :
: Positions                                                                                                    :
:   38,807    34,330       609     4,175       217       341         0         0       240     2,140         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    5,171     6,690       113        83       217         0         0         0       240       214         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      81.5       1.4       9.9       0.5       0.8       0.0       0.0       0.6       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        18         .         4         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   277,580                :
: Positions                                                                                                    :
:  230,121    11,132    24,968   256,575     7,104         0         0         0         0       960         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    5,675       418       150     2,727         0         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9       4.0       9.0      92.4       2.6       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23         7         4         7         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   118,670                :
: Positions                                                                                                    :
:   57,770    46,954    34,546    56,420     2,947       170         0       174    12,246     8,774         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    2,102       -60       -30     2,192         0       -54         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      39.6      29.1      47.5       2.5       0.1       0.0       0.1      10.3       7.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         7         .         5         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   217,712                :
: Positions                                                                                                    :
:  171,863   157,018    17,910    31,837    25,325         0         0         0         0       300         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    4,231       529      -584     1,684       490         0         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      72.1       8.2      14.6      11.6       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        15         4         5         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 INDEX - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233ED                                                    Open Interest is    23,185                :
: Positions                                                                                                    :
:   20,063    20,499       586         0     1,922         0         0         0       279         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      88.4       2.5       0.0       8.3       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        12         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 1,211,461                :
: Positions                                                                                                    :
:  188,031   205,478   258,685    86,252   153,834   118,785   298,878   266,105    64,815    70,369    91,353 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:  -13,648     4,545    -3,044    -1,993     1,230    12,085   -21,951   -10,870   -13,047    -2,441      -947 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      17.0      21.4       7.1      12.7       9.8      24.7      22.0       5.4       5.8       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   301                     :
:       44        33        24        13        26        60        58        78        48        34        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   334,013                :
: Positions                                                                                                    :
:  158,213    51,865     6,768    90,362    49,965    17,396         0    25,667    43,869    92,614    13,211 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    9,747       743    -2,502     4,062     3,748     6,983         0    -2,159    -3,313     6,306    -1,203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      15.5       2.0      27.1      15.0       5.2       0.0       7.7      13.1      27.7       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       33        27         .        17        17         6         0         6        19        12        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    82,963                :
: Positions                                                                                                    :
:   21,037    18,151    11,509    10,488    17,920       712    10,715     5,263     6,006     2,949     6,425 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -3,267    -3,264    -2,720    -1,662    -2,066       286    -1,377    -1,330    -5,385    -1,497    -2,697 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.4      21.9      13.9      12.6      21.6       0.9      12.9       6.3       7.2       3.6       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       12        13         6         6        12         .         5         5         7         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    47,564                :
: Positions                                                                                                    :
:        0    14,749    19,103     3,919    17,338     2,504       919     6,934       468     2,473     1,182 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      -66       -21      -755       311      -435     1,765       700    -1,098      -949      -982      -518 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.0      31.0      40.2       8.2      36.5       5.3       1.9      14.6       1.0       5.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        0         5         8         .         9         .         .         .         .         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   847,287                :
: Positions                                                                                                    :
:  242,993   110,619   141,602   543,100   104,510     6,089    57,398     2,380   312,278         0    14,344 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:     -278         0     3,076     6,934    -2,932         0    -4,336     2,213      -476         0       452 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      13.1      16.7      64.1      12.3       0.7       6.8       0.3      36.9       0.0       1.7 :
:                                                                                                              :
: 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 29, 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   125,810                :
: Positions                                                                                                    :
:   20,511    36,249    57,329    44,335    26,741     2,491     2,512     3,506     3,679     1,880     7,515 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:   -1,949    -5,084    -6,748      -914      -849    -2,286     1,344      -647       910    -5,824    -2,579 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.3      28.8      45.6      35.2      21.3       2.0       2.0       2.8       2.9       1.5       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        7         9        10         7        14         .         .         4         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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     2,483                :
: Positions                                                                                                    :
:    1,204     1,242         3       171       200         0         0         0       389         0       342 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:       90        52         3        -1        -1         0         0         0        12         0        38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      50.0       0.1       6.9       8.1       0.0       0.0       0.0      15.7       0.0      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        15         .         .         .         0         0         0         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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     5,366                :
: Positions                                                                                                    :
:    3,030     3,544       567       112       132         0         0         0       642       432       156 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:       20        36       -11         0         2         0         0         0        59         8       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      66.0      10.6       2.1       2.5       0.0       0.0       0.0      12.0       8.1       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        21         .         .         .         0         0         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    35,878                :
: Positions                                                                                                    :
:   17,249    29,535     9,524     3,225     2,632         0       103         0     6,028         0       180 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:       36       544       381      -278      -456         0         0         0       -81         0         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      82.3      26.5       9.0       7.3       0.0       0.3       0.0      16.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       30        32         6         .         5         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    15,559                :
: Positions                                                                                                    :
:   14,810    11,499        45     2,948       310         0         0         0       114         0       134 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      432       397         0        15        50         0         0         0         0         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      73.9       0.3      18.9       2.0       0.0       0.0       0.0       0.7       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        22         .         4         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    12,464                :
: Positions                                                                                                    :
:    9,294    10,881       568        84       358         0         0         0       681       188       584 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      331       301        48         0        31         0         0         0       124       183      -277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      87.3       4.6       0.7       2.9       0.0       0.0       0.0       5.5       1.5       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        28         4         .         4         0         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    38,756                :
: Positions                                                                                                    :
:   35,414    25,836         0    10,355       336         0         0         0     1,961     2,014        15 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,159       545         0       555        45         0         0         0        25       681      -389 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      66.7       0.0      26.7       0.9       0.0       0.0       0.0       5.1       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        27         0         7         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    65,134                :
: Positions                                                                                                    :
:   44,771    53,784     7,201     1,669     4,042       177     1,120        46     5,274       557     3,344 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,368     1,318       609      -424       380        10        55       -10    -1,073        30       376 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      82.6      11.1       2.6       6.2       0.3       1.7       0.1       8.1       0.9       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       53        51         7         6        11         .         .         .        12         7        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV   1000 Metric  Tonnes                                       :
CFTC Code #06641H                                                    Open Interest is     2,357                :
: Positions                                                                                                    :
:    1,314     1,601        81       146        95         0         0         0       177         0       203 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      214       201        81        -2         5         0         0         0        27         0       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      67.9       3.4       6.2       4.0       0.0       0.0       0.0       7.5       0.0       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        19         .         .         .         0         0         0         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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     2,522                :
: Positions                                                                                                    :
:    1,404     1,566         0         0        88         0         0         0       544        63       207 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      161       161         0         0         0         0         0         0        33         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      62.1       0.0       0.0       3.5       0.0       0.0       0.0      21.6       2.5       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        14         0         0         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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 SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #06665A                                                    Open Interest is     1,767                :
: Positions                                                                                                    :
:      773     1,203         0        10        22         0         0         0       453         0       108 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      68.1       0.0       0.6       1.2       0.0       0.0       0.0      25.6       0.0       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        15         0         .         .         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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     5,187                :
: Positions                                                                                                    :
:    3,856     3,507        40         0        95         0         0         0       187       501       475 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      243        26        -2         0         0         0         0         0       -19        34        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      67.6       0.8       0.0       1.8       0.0       0.0       0.0       3.6       9.7       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        25         .         0         .         0         0         0         4         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    50,170                :
: Positions                                                                                                    :
:   46,973    27,789       812    21,378         0         0         0         0     2,296       560        75 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      663     1,632       140       100         0         0         0         0       897       -62      -619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      55.4       1.6      42.6       0.0       0.0       0.0       0.0       4.6       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        25         .         8         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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   138,508                :
: Positions                                                                                                    :
:  104,958   116,948    12,203     6,977     6,503         0     1,259       137     8,914     1,542     5,022 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,471     2,231       299       -49      -201         0       100        10       568        71       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      84.4       8.8       5.0       4.7       0.0       0.9       0.1       6.4       1.1       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       65        57         9         6        10         0         5         .        15         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    43,080                :
: Positions                                                                                                    :
:   23,074    27,510    11,597    10,708     2,719       504       950         0     4,951       783       145 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      342       437      -535      -705       499         0        80         0       -95       -35       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      63.9      26.9      24.9       6.3       1.2       2.2       0.0      11.5       1.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        29         4         6         5         .         5         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    57,531                :
: Positions                                                                                                    :
:   50,307    38,335     1,102    11,716       298       820       585         0     2,590     4,141     1,953 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:    1,732     1,626       -13       426       -56         0         0         0       409        66       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      66.6       1.9      20.4       0.5       1.4       1.0       0.0       4.5       7.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       51        42         4         6         5         .         4         0         8         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    18,038                :
: Positions                                                                                                    :
:   14,642     8,460     1,599     7,765       666       900        90         0         0       215        75 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      298        54         0       175         0         0         0         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      46.9       8.9      43.0       3.7       5.0       0.5       0.0       0.0       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       29        24         .         4         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 29, 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    24,104                :
: Positions                                                                                                    :
:   17,251    19,806     3,384     2,914       227         0         0         0     1,471         0       995 :
:                                                                                                              :
: Changes from:     October 22, 2019                                                                           :
:      509       562       196       -53        18         0         0         0      -193         0       190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      82.2      14.0      12.1       0.9       0.0       0.0       0.0       6.1       0.0       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       25        23         6         4         4         0         0         0         6         0         4 :
----------------------------------------------------------------------------------------------------------------



Updated November 01, 2019