Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 4,943,402 : : Positions : :3,452,250 1,077,627 545,765 3,071,072 303,512 134,333 57,489 101,479 157,094 89,235 218,646 : : : : Changes from: November 26, 2019 : : -148,707 -108,464 25,813 -100,913 -13,194 929 6,023 -16,425 -78,057 -1,101 6,677 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 21.8 11.0 62.1 6.1 2.7 1.2 2.1 3.2 1.8 4.4 : : : : Number of Traders in Each Category Total Traders: 224 : : 118 92 14 18 22 7 9 11 35 12 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 196,754 : : Positions : : 40,375 8,854 9,051 13,915 94,620 3,934 49,178 14,390 24,901 5,276 9,205 : : : : Changes from: November 26, 2019 : : 343 77 -11,099 -1,976 10,358 -1,424 568 432 11,482 -599 -1,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 4.5 4.6 7.1 48.1 2.0 25.0 7.3 12.7 2.7 4.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 9 6 9 6 12 . . . 11 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 267,241 : : Positions : : 185,987 234,667 37,485 1,395 17,535 0 5,006 0 815 770 244 : : : : Changes from: November 26, 2019 : : 3,208 373 -315 469 -76 0 0 0 431 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 87.8 14.0 0.5 6.6 0.0 1.9 0.0 0.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 148,885 : : Positions : : 136,188 57,965 13 64,785 3,702 0 5,194 496 3,404 0 1,008 : : : : Changes from: November 26, 2019 : : 367 -1,914 13 -347 878 0 58 0 -62 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 38.9 0.0 43.5 2.5 0.0 3.5 0.3 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 . 7 . 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 320,079 : : Positions : : 247,036 102,983 30,310 181,321 19,093 0 3,912 1,503 3,791 0 5,017 : : : : Changes from: November 26, 2019 : : -402 1,457 919 1,167 -769 0 -299 742 -222 0 1,092 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 32.2 9.5 56.6 6.0 0.0 1.2 0.5 1.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 20 5 8 6 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 842,225 : : Positions : : 795,784 51,636 9,207 754,102 20,843 620 0 493 2,698 11,266 2,804 : : : : Changes from: November 26, 2019 : : -20,303 -1,245 -917 -19,601 267 -711 0 493 -1,753 -775 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 6.1 1.1 89.5 2.5 0.1 0.0 0.1 0.3 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 16 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 393,611 : : Positions : : 269,597 267,494 59,999 65,884 43,720 0 736 0 4,077 4,660 1,457 : : : : Changes from: November 26, 2019 : : 560 1,659 3,331 2,057 -1,275 0 25 0 -996 794 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 68.0 15.2 16.7 11.1 0.0 0.2 0.0 1.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 30 5 9 9 0 . 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 536,969 : : Positions : : 483,919 341,820 16,103 168,404 20,270 0 840 0 1,801 66 182 : : : : Changes from: November 26, 2019 : : 2,234 4,124 -1,267 410 768 0 0 0 -1,240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 63.7 3.0 31.4 3.8 0.0 0.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 26 . 12 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 397,284 : : Positions : : 271,971 138,147 97,532 232,255 12,647 0 3,405 1,458 0 1,006 464 : : : : Changes from: November 26, 2019 : : -4,325 96 -606 183 15 0 -1 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 34.8 24.5 58.5 3.2 0.0 0.9 0.4 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 18 7 7 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 115,106 : : Positions : : 84,863 96,932 23,829 8,988 74 0 0 0 0 4,146 434 : : : : Changes from: November 26, 2019 : : 924 1,073 -30 0 0 0 0 0 0 89 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 84.2 20.7 7.8 0.1 0.0 0.0 0.0 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 34,085 : : Positions : : 25,422 30,923 5,185 210 0 0 480 0 300 986 300 : : : : Changes from: November 26, 2019 : : -900 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 90.7 15.2 0.6 0.0 0.0 1.4 0.0 0.9 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 16 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 256,467 : : Positions : : 234,730 55,742 1,677 178,366 10,377 0 1,358 246 0 860 0 : : : : Changes from: November 26, 2019 : : -3,769 -159 31 -1,726 282 0 -1 0 0 138 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 21.7 0.7 69.5 4.0 0.0 0.5 0.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 12 . 11 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 188,540 : : Positions : : 155,708 52,389 7,471 116,036 17,106 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : -1,328 -2,344 48 969 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 27.8 4.0 61.5 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 10 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 286,571 : : Positions : : 265,225 246,643 3,483 28,488 6,375 0 2,736 0 0 0 0 : : : : Changes from: November 26, 2019 : : -5,022 403 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 86.1 1.2 9.9 2.2 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 43,394 : : Positions : : 10,212 38,754 18,550 0 2,528 2,762 0 0 7,021 0 0 : : : : Changes from: November 26, 2019 : : -186 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 89.3 42.7 0.0 5.8 6.4 0.0 0.0 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 15 4 0 . . 0 0 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 612,093 : : Positions : : 464,495 127,823 57,452 408,802 51,588 60 2,651 2,071 21,174 2,563 4,357 : : : : Changes from: November 26, 2019 : : -1,726 -3,566 -762 3,236 366 0 86 -129 857 -120 -582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 20.9 9.4 66.8 8.4 0.0 0.4 0.3 3.5 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 22 4 11 8 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 212,948 : : Positions : : 111,246 122,430 45,872 29,102 47,178 0 2,100 2,412 962 658 1,011 : : : : Changes from: November 26, 2019 : : 423 1,314 -35 28 36 0 527 0 31 31 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 57.5 21.5 13.7 22.2 0.0 1.0 1.1 0.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 5 . 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 47,293 : : Positions : : 38,093 30,333 6,550 13,664 0 0 0 0 497 249 1,031 : : : : Changes from: November 26, 2019 : : -240 -330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 64.1 13.8 28.9 0.0 0.0 0.0 0.0 1.1 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 78,744 : : Positions : : 54,989 39,030 9,340 21,692 10,499 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : -373 3,746 2,930 -172 417 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 49.6 11.9 27.5 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 279,861 : : Positions : : 162,719 261,264 84,879 1,298 4,496 14,043 4,960 0 4,916 1,023 0 : : : : Changes from: November 26, 2019 : : 6,605 10,847 3,624 0 0 -1,240 -2,294 0 -279 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 93.4 30.3 0.5 1.6 5.0 1.8 0.0 1.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 25 8 . . . . 0 6 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 274,572 : : Positions : : 144,499 247,804 78,740 79 4,124 31,443 4,994 4,960 4,587 5,051 1,748 : : : : Changes from: November 26, 2019 : : 7,659 11,059 3,186 0 0 0 -1,560 0 30 -300 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 90.3 28.7 0.0 1.5 11.5 1.8 1.8 1.7 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 75 : : 27 39 10 . 4 . . . 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 147,188 : : Positions : : 127,597 109,212 13,616 32,931 1,408 0 0 0 2,255 248 0 : : : : Changes from: November 26, 2019 : : -600 -1,410 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 74.2 9.3 22.4 1.0 0.0 0.0 0.0 1.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 27,119 : : Positions : : 14,427 22,230 10,566 70 240 0 3,270 0 240 179 31 : : : : Changes from: November 26, 2019 : : -29 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 82.0 39.0 0.3 0.9 0.0 12.1 0.0 0.9 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 271,483 : : Positions : : 185,895 145,120 67,749 98,788 7,547 1,662 1,408 0 64 124 3,515 : : : : Changes from: November 26, 2019 : : 1,327 -2,714 -737 129 295 0 -3 0 -2 124 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 53.5 25.0 36.4 2.8 0.6 0.5 0.0 0.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 25 4 7 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 103,293 : : Positions : : 97,844 100,750 310 0 0 0 0 0 178 0 62 : : : : Changes from: November 26, 2019 : : -3,836 -656 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 97.5 0.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 108,524 : : Positions : : 86,797 66,930 4,246 19,226 7,546 0 0 0 0 682 62 : : : : Changes from: November 26, 2019 : : 1,185 1,462 234 1,268 -204 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 61.7 3.9 17.7 7.0 0.0 0.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 4 . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 231,960 : : Positions : : 219,225 152,432 1,278 65,969 5,464 0 185 415 1,220 1,675 29 : : : : Changes from: November 26, 2019 : : -372 -1,705 0 0 0 0 0 0 0 -655 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 65.7 0.6 28.4 2.4 0.0 0.1 0.2 0.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 23 . 9 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 52,239 : : Positions : : 44,521 38,681 327 7,720 2,308 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : -1,093 -410 182 0 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 74.0 0.6 14.8 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 192,138 : : Positions : : 133,264 175,879 46,919 1,789 7,668 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : 1,481 914 239 -366 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 91.5 24.4 0.9 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 85,441 : : Positions : : 35,406 79,235 39,309 3,139 1,474 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : -776 108 -515 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 92.7 46.0 3.7 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 33,981 : : Positions : : 23,585 25,621 3,194 4,956 217 0 0 0 3,049 0 0 : : : : Changes from: November 26, 2019 : : -540 -2,490 0 0 0 0 0 0 -1,290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 75.4 9.4 14.6 0.6 0.0 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 190,623 : : Positions : : 141,335 138,203 34,707 35,817 4,577 0 0 0 3,331 1,029 846 : : : : Changes from: November 26, 2019 : : 713 -3,013 -188 -310 -209 0 0 0 0 -182 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 72.5 18.2 18.8 2.4 0.0 0.0 0.0 1.7 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 164,625 : : Positions : : 115,316 85,664 19,427 41,207 11,712 0 1,710 858 0 4,608 4,867 : : : : Changes from: November 26, 2019 : : 1,979 1,076 62 -270 0 0 -1 0 0 -309 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 52.0 11.8 25.0 7.1 0.0 1.0 0.5 0.0 2.8 3.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 18 5 6 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 47,609 : : Positions : : 17,195 44,592 23,907 74 360 370 135 175 1,005 248 0 : : : : Changes from: November 26, 2019 : : -4,098 -337 1,096 0 0 0 0 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 93.7 50.2 0.2 0.8 0.8 0.3 0.4 2.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 243,021 : : Positions : : 171,260 160,233 38,284 55,422 15,635 0 452 3 93 639 4,422 : : : : Changes from: November 26, 2019 : : -3,894 2,472 -174 -231 52 0 -62 0 -143 93 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 65.9 15.8 22.8 6.4 0.0 0.2 0.0 0.0 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 25 . 8 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 139,855 : : Positions : : 94,740 95,919 25,723 23,196 12,004 178 0 174 1,292 388 87 : : : : Changes from: November 26, 2019 : : 1,439 54 2,503 -653 1,069 -209 0 172 31 388 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 68.6 18.4 16.6 8.6 0.1 0.0 0.1 0.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 5 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 32,324 : : Positions : : 15,686 29,838 12,675 0 0 0 0 0 1,673 0 0 : : : : Changes from: November 26, 2019 : : -952 -832 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 92.3 39.2 0.0 0.0 0.0 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 166,209 : : Positions : : 138,782 130,515 10,207 22,174 5,784 0 0 0 1,220 1,220 0 : : : : Changes from: November 26, 2019 : : -1,054 -2,139 -217 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 78.5 6.1 13.3 3.5 0.0 0.0 0.0 0.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 37,219 : : Positions : : 33,248 28,162 423 3,592 0 0 0 0 766 1,739 401 : : : : Changes from: November 26, 2019 : : 0 -1,470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 75.7 1.1 9.7 0.0 0.0 0.0 0.0 2.1 4.7 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 15 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 284,066 : : Positions : : 237,434 9,919 24,523 266,524 6,263 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : -279 -628 117 365 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 3.5 8.6 93.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 7 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 111,622 : : Positions : : 56,725 47,748 34,679 52,615 1,657 0 0 0 10,536 8,774 0 : : : : Changes from: November 26, 2019 : : 1,406 2,050 397 0 -428 -117 0 -142 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 42.8 31.1 47.1 1.5 0.0 0.0 0.0 9.4 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 216,010 : : Positions : : 167,684 157,288 19,704 29,429 25,263 0 0 0 0 0 0 : : : : Changes from: November 26, 2019 : : 1,765 -1,070 -31 2,153 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 72.8 9.1 13.6 11.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 4 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 1,304,990 : : Positions : : 189,621 205,549 299,105 94,127 130,371 113,077 341,619 312,686 75,758 69,526 113,822 : : : : Changes from: November 26, 2019 : : 2,096 -7,146 21,617 -5,342 9,485 4,538 49,874 23,618 -1,698 -12,134 10,338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 15.8 22.9 7.2 10.0 8.7 26.2 24.0 5.8 5.3 8.7 : : : : Number of Traders in Each Category Total Traders: 330 : : 45 33 26 12 25 57 78 86 57 30 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 302,295 : : Positions : : 132,503 57,038 24,192 78,119 42,661 12,218 523 16,020 36,704 75,564 15,532 : : : : Changes from: November 26, 2019 : : -14,083 -14,302 -1,589 -1,261 -8,768 -2,212 412 -2,313 -2,848 -10,570 -1,763 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 18.9 8.0 25.8 14.1 4.0 0.2 5.3 12.1 25.0 5.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 25 22 4 13 16 . . 5 13 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 83,783 : : Positions : : 20,161 15,649 16,938 14,366 18,357 0 12,386 5,397 7,618 4,842 5,390 : : : : Changes from: November 26, 2019 : : -293 -1,384 3,952 579 15 0 144 837 7 253 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 18.7 20.2 17.1 21.9 0.0 14.8 6.4 9.1 5.8 6.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 12 9 5 14 0 6 4 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 771,785 : : Positions : : 245,131 102,591 135,641 512,604 98,284 2,726 23,594 4,670 243,848 1,043 13,612 : : : : Changes from: November 26, 2019 : : 3,435 -3,444 -3,607 -26,717 -1,070 -391 -5,413 969 -36,620 550 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 13.3 17.6 66.4 12.7 0.4 3.1 0.6 31.6 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 13 4 14 15 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 127,854 : : Positions : : 22,602 33,821 52,568 43,630 28,770 2,567 3,582 3,130 2,404 3,076 5,535 : : : : Changes from: November 26, 2019 : : 0 0 -1,810 -1,992 3,345 154 0 -154 256 609 -579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 26.5 41.1 34.1 22.5 2.0 2.8 2.4 1.9 2.4 4.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 9 10 7 14 . . . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 4,780 : : Positions : : 2,906 3,026 723 130 233 0 0 0 140 451 147 : : : : Changes from: November 26, 2019 : : -341 -335 325 18 42 0 0 0 -533 -127 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 63.3 15.1 2.7 4.9 0.0 0.0 0.0 2.9 9.4 3.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 32,467 : : Positions : : 16,316 26,355 9,374 3,689 2,159 0 92 0 4,456 0 0 : : : : Changes from: November 26, 2019 : : -1,838 -2,968 -267 -159 -307 0 92 0 -911 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 81.2 28.9 11.4 6.6 0.0 0.3 0.0 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 31 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 14,167 : : Positions : : 13,450 10,035 0 3,044 576 0 0 0 45 0 0 : : : : Changes from: November 26, 2019 : : -1,354 -1,277 0 -101 88 0 0 0 -48 0 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 70.8 0.0 21.5 4.1 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 9,668 : : Positions : : 7,304 8,341 640 202 572 0 0 0 194 48 172 : : : : Changes from: November 26, 2019 : : -1,926 -1,964 25 146 200 -37 0 0 -310 -509 -378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 86.3 6.6 2.1 5.9 0.0 0.0 0.0 2.0 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 38,066 : : Positions : : 33,826 24,810 174 11,194 962 0 0 0 2,405 742 50 : : : : Changes from: November 26, 2019 : : -2,064 -3,393 14 -201 512 0 0 0 -1,450 -185 -479 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 65.2 0.5 29.4 2.5 0.0 0.0 0.0 6.3 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 31 . 6 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 56,101 : : Positions : : 38,238 46,574 8,849 930 4,265 272 355 1 1,709 1,169 2,377 : : : : Changes from: November 26, 2019 : : -4,463 -4,477 1,156 -464 188 46 -100 -46 -1,496 400 -1,238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 83.0 15.8 1.7 7.6 0.5 0.6 0.0 3.0 2.1 4.2 : : : : Number of Traders in Each Category Total Traders: 93 : : 48 51 10 5 12 . . . 8 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 4,418 : : Positions : : 3,038 2,695 98 7 211 0 0 0 210 598 288 : : : : Changes from: November 26, 2019 : : -677 -499 -12 7 190 0 0 0 -16 5 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 61.0 2.2 0.2 4.8 0.0 0.0 0.0 4.8 13.5 6.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 54,196 : : Positions : : 47,812 28,898 574 23,828 479 0 0 0 5,218 542 85 : : : : Changes from: November 26, 2019 : : -5,167 -2,693 -213 -1,646 479 0 0 0 493 -464 -469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 53.3 1.1 44.0 0.9 0.0 0.0 0.0 9.6 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 27 . 8 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 138,150 : : Positions : : 104,918 114,743 16,175 10,789 4,970 345 751 108 7,233 2,827 3,622 : : : : Changes from: November 26, 2019 : : 317 -126 2,579 80 227 0 425 0 -2,162 456 -557 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 83.1 11.7 7.8 3.6 0.2 0.5 0.1 5.2 2.0 2.6 : : : : Number of Traders in Each Category Total Traders: 117 : : 65 56 11 6 12 . 4 . 13 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 37,845 : : Positions : : 19,587 23,578 10,898 9,933 2,889 528 928 0 3,866 0 60 : : : : Changes from: November 26, 2019 : : -2,604 -1,769 477 -1,541 -487 -168 158 0 -565 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 62.3 28.8 26.2 7.6 1.4 2.5 0.0 10.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 29 4 8 5 . 5 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 49,545 : : Positions : : 43,430 29,739 915 15,357 698 1,330 275 0 1,688 2,114 1,004 : : : : Changes from: November 26, 2019 : : -4,157 -3,504 -1 -534 581 60 225 0 -628 -1,188 -847 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 60.0 1.8 31.0 1.4 2.7 0.6 0.0 3.4 4.3 2.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 48 38 4 6 5 4 . 0 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 18,140 : : Positions : : 14,312 8,339 1,150 7,505 1,615 900 80 0 0 62 1 : : : : Changes from: November 26, 2019 : : -2,499 -2,214 99 -182 54 0 0 0 0 -95 -222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 46.0 6.3 41.4 8.9 5.0 0.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 5 . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 3, 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 18,996 : : Positions : : 13,200 15,176 3,226 2,688 430 0 0 0 857 0 513 : : : : Changes from: November 26, 2019 : : -3,313 -3,462 49 -169 113 0 0 0 -371 0 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 79.9 17.0 14.2 2.3 0.0 0.0 0.0 4.5 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 24 6 5 7 0 0 0 5 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 06, 2019