Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 5,115,701                :
: Positions                                                                                                    :
:3,523,307 1,105,424   595,230 3,103,864   333,452    77,014    76,426   127,482   144,226    56,708   286,009 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,522     4,070     2,057   -11,698     3,700     1,599    -7,797       739   -43,153   -24,514    44,313 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      21.6      11.6      60.7       6.5       1.5       1.5       2.5       2.8       1.1       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      118        94        14        18        23         8         6        10        27        28        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   235,006                :
: Positions                                                                                                    :
:   44,642    16,845     9,072    34,729    96,177     6,344    46,359    16,798    51,675    12,762    10,020 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,033     8,516      -446    11,032       401     1,040      -824     1,568    21,860     6,763    -1,120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0       7.2       3.9      14.8      40.9       2.7      19.7       7.1      22.0       5.4       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       10         8         9         6        12         4         .         4        15         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   270,943                :
: Positions                                                                                                    :
:  185,584   236,717    38,415     6,573    16,431         0     4,758         0     5,454     1,018       331 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,675     8,302     5,819       331      -912         0         0         0     1,817       430       -33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      87.4      14.2       2.4       6.1       0.0       1.8       0.0       2.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        16         5         .         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   143,649                :
: Positions                                                                                                    :
:  131,636    62,188     1,302    59,817     4,542         0     1,786         0     1,417         0       713 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      154       528     1,157      -781       617         0      -134      -279      -206         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      43.3       0.9      41.6       3.2       0.0       1.2       0.0       1.0       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         .         5         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   340,389                :
: Positions                                                                                                    :
:  259,615   111,451    35,663   193,266    20,153         0     6,034       379     6,352     1,682     4,675 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    6,559     5,267       870     5,483     1,147         0      -864        66     2,708     1,614    -1,516 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      32.7      10.5      56.8       5.9       0.0       1.8       0.1       1.9       0.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        22         5         8         6         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   862,171                :
: Positions                                                                                                    :
:  811,237    47,263     9,565   778,228    21,481       777         0        93     7,270    10,908     2,649 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    7,924    -2,212       114    10,172       324       293         0        93       -65       -27       157 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1       5.5       1.1      90.3       2.5       0.1       0.0       0.0       0.8       1.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       30        17         .        10         8         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   380,776                :
: Positions                                                                                                    :
:  265,602   260,036    62,887    65,660    40,307         0       388         0     4,020     4,319     1,480 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -1,963     2,512       372    -3,837       986         0       388         0     1,025       -31        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      68.3      16.5      17.2      10.6       0.0       0.1       0.0       1.1       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       30        29         5         9         8         0         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   514,440                :
: Positions                                                                                                    :
:  468,493   331,042    16,101   154,968    19,725         0       840         0     1,022       128       120 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    4,332     2,115      -644     1,236       -63         0         0         0       242         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      64.3       3.1      30.1       3.8       0.0       0.2       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        22         .        10        10         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   389,676                :
: Positions                                                                                                    :
:  270,302   115,793    97,477   246,800    12,557         0     2,696        31         0     1,945        31 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   10,509    -4,396    -1,967    11,367       607         0      -520        29         0     1,945        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      29.7      25.0      63.3       3.2       0.0       0.7       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        20         7         6         8         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   110,577                :
: Positions                                                                                                    :
:   81,665    92,842    23,239     8,988       104         0       899         0         0     3,989       403 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:       67     1,028       606         0         0         0      -104         0         0         2       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      84.0      21.0       8.1       0.1       0.0       0.8       0.0       0.0       3.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        18         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    32,758                :
: Positions                                                                                                    :
:   22,374    30,817     8,633         0         0         0         0         0       217       893         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:     -124     1,612     1,116      -496         0         0         0         0       217      -217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      94.1      26.4       0.0       0.0       0.0       0.0       0.0       0.7       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       11        17         4         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   250,306                :
: Positions                                                                                                    :
:  236,378    55,408     1,797   176,912     7,858         0       515        58         0       696        27 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,673      -243      -124     1,305      -347         0      -328      -214         0       696        27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      22.1       0.7      70.7       3.1       0.0       0.2       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        11         .        10         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   186,600                :
: Positions                                                                                                    :
:  154,324    45,660     7,399   120,069    17,815         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    7,747       -16       148     7,524      -175         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      24.5       4.0      64.3       9.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        11         .         9         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   278,188                :
: Positions                                                                                                    :
:  261,531   242,363     2,966    23,467     6,894         0     2,736         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      804       711         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      87.1       1.1       8.4       2.5       0.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        17         .         4         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    38,237                :
: Positions                                                                                                    :
:    7,085    35,027    23,394     1,364         0     2,046         0         0     3,441       217         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,147     3,937     2,418       682         0     1,178         0         0       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      91.6      61.2       3.6       0.0       5.4       0.0       0.0       9.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        15         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   580,229                :
: Positions                                                                                                    :
:  428,669   134,879    53,290   377,301    50,237         0         2     2,542    30,116     1,550     4,010 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    5,421     8,797    -2,629    -3,102     1,908         0    -2,173      -243     1,130     1,302       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      23.2       9.2      65.0       8.7       0.0       0.0       0.4       5.2       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       37        25         5        10        10         0         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   191,241                :
: Positions                                                                                                    :
:   91,394   112,018    52,340    26,838    40,446       704         0       895       341     2,623     1,175 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -4,846    -2,213     4,444        87    -4,079      -431         0         0       341     1,798        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      58.6      27.4      14.0      21.1       0.4       0.0       0.5       0.2       1.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         4         .         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    45,777                :
: Positions                                                                                                    :
:   36,176    30,636     7,268    12,472       403         0         0         0       410       372       660 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,992     5,374     2,780         0         0         0         0         0      -490        93         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      66.9      15.9      27.2       0.9       0.0       0.0       0.0       0.9       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         8         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    91,417                :
: Positions                                                                                                    :
:   57,428    52,728    21,545    24,279     8,947         0         0         0       215         0        31 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,469     3,757     2,498     3,338     1,343         0         0         0       215         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      57.7      23.6      26.6       9.8       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        10         6         .         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   292,274                :
: Positions                                                                                                    :
:  169,231   281,389   106,680         0     4,999     1,240     2,697         0     4,606     2,666         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,331     3,999     3,528         0       -62     1,240     1,953         0     1,550     2,666         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      96.3      36.5       0.0       1.7       0.4       0.9       0.0       1.6       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       20        19         7         0         4         .         .         0         5         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   279,898                :
: Positions                                                                                                    :
:  155,058   260,602    93,382       589     3,494    16,908     9,951         0     7,055     3,255       744 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,972     5,983     3,342         0         0     1,625     1,953         0       806     1,922       744 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      93.1      33.4       0.2       1.2       6.0       3.6       0.0       2.5       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       29        33         9         .         .         4         .         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   130,897                :
: Positions                                                                                                    :
:  112,689    97,793    13,622    30,020     1,108         0         0         0       620       744         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,480     1,488      -713       217         0         0         0         0         0       496         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      74.7      10.4      22.9       0.8       0.0       0.0       0.0       0.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        14         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    31,863                :
: Positions                                                                                                    :
:   19,224    30,304    11,250     1,218         0       383         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,178       806      -124         0         0      -372         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      95.1      35.3       3.8       0.0       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   270,691                :
: Positions                                                                                                    :
:  187,881   155,586    68,373    96,610     7,705       296       762         4     1,478         0     1,575 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,260     7,620       365      -465         0      -169       285      -367       544         0        77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      57.5      25.3      35.7       2.8       0.1       0.3       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        26         4         7         5         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   109,327                :
: Positions                                                                                                    :
:  108,707   107,963       310         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    5,611     5,014         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.4      98.8       0.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        19         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   101,851                :
: Positions                                                                                                    :
:   82,270    65,772     4,667    18,907     2,689         0         0         0         0       248        62 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,285       578        88      -453      -124         0         0         0         0       248        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      64.6       4.6      18.6       2.6       0.0       0.0       0.0       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   227,475                :
: Positions                                                                                                    :
:  217,635   145,587       729    69,416     4,961         0         0         0         0     1,098       203 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,730       -84        62     3,327       -81         0         0         0         0      -296       203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      64.0       0.3      30.5       2.2       0.0       0.0       0.0       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        19         .         8         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    45,331                :
: Positions                                                                                                    :
:   40,660    32,879       505     8,092     1,560         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,201       707         0       279      -279         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      72.5       1.1      17.9       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2019          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   191,295                :
: Positions                                                                                                    :
:  132,642   177,280    46,740     2,145     7,730         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,359     4,820     1,591       418        31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      92.7      24.4       1.1       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         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    85,019                :
: Positions                                                                                                    :
:   33,221    79,190    42,266     3,197     1,172         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -1,457     1,763     3,189         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      93.1      49.7       3.8       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         9         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   189,271                :
: Positions                                                                                                    :
:  137,732   140,771    37,157    33,889     3,040         0         0         0     3,526         0       109 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,867     2,719       792         0      -582         0         0         0       203         0      -234 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      74.4      19.6      17.9       1.6       0.0       0.0       0.0       1.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   162,277                :
: Positions                                                                                                    :
:  111,377    93,554    19,287    28,308    13,843         0       886       214         0     7,434     6,377 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -1,947     1,233      -940    -2,745     2,348         0      -728         0         0       626       604 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      57.7      11.9      17.4       8.5       0.0       0.5       0.1       0.0       4.6       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        17         5         6         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    48,215                :
: Positions                                                                                                    :
:   21,210    46,696    23,927       496         0       755         0         0       465       310         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,487     1,239       465        62         0         0         0         0      -310       310      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      96.8      49.6       1.0       0.0       1.6       0.0       0.0       1.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        17         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   232,842                :
: Positions                                                                                                    :
:  169,686   149,139    38,100    55,787    16,178         0     1,801       416         0     1,111     2,780 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,455      -970       -22    -1,085       719         0     1,759        66      -767       503    -1,549 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      64.1      16.4      24.0       6.9       0.0       0.8       0.2       0.0       0.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        27         .         7         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   138,641                :
: Positions                                                                                                    :
:   94,677    99,708    26,378    23,095    11,313       631         0       176       527         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,993     2,406      -365         0       508       334         0       -55      -114         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      71.9      19.0      16.7       8.2       0.5       0.0       0.1       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        18         5         4         6         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    25,070                :
: Positions                                                                                                    :
:   12,083    23,995    11,149         0       217         0         0         0       713         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      806       978      -128         0       217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2      95.7      44.5       0.0       0.9       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   160,593                :
: Positions                                                                                                    :
:  137,820   130,147     8,401    22,050     5,195         0         0         0       910         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -3,336    -2,842      -217         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      81.0       5.2      13.7       3.2       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        14         .         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    31,878                :
: Positions                                                                                                    :
:   28,146    24,870         0     3,340         0         0         0         0       341     1,753       387 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      403       403         0       217         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      78.0       0.0      10.5       0.0       0.0       0.0       0.0       1.1       5.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         0         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   286,162                :
: Positions                                                                                                    :
:  238,164     7,856    26,930   271,421     6,199         0         0         0         0       217         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -3,708       -62         0    -3,770         0         0         0         0         0       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2       2.7       9.4      94.8       2.2       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23         6         .         7         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   106,104                :
: Positions                                                                                                    :
:   55,994    46,862    31,151    46,713     1,038         0         0         0     9,017     8,774         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      -31         0       428         0      -428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      44.2      29.4      44.0       1.0       0.0       0.0       0.0       8.5       8.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   207,848                :
: Positions                                                                                                    :
:  164,315   155,257    18,860    28,349    21,603         0         0         0         0       697       360 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    5,867     2,662    -3,055      -214       -93         0         0         0         0       697       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.7       9.1      13.6      10.4       0.0       0.0       0.0       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         7         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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 1,274,626                :
: Positions                                                                                                    :
:  173,233   192,337   264,779    89,718   123,381   126,145   372,647   302,890    95,497    47,913   110,863 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:   -2,556    -3,875    -5,282     1,991   -17,697     5,212    12,226   -24,406     6,077    -2,743       145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      15.1      20.8       7.0       9.7       9.9      29.2      23.8       7.5       3.8       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       43        33        25        12        27        58        70        74        66        26        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   319,548                :
: Positions                                                                                                    :
:  150,645    69,972    32,377    85,579    42,074    10,479     1,006    18,329    31,032    72,201    18,873 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,961     3,366     3,645    -1,319       273    -1,623         0     3,628    -1,371       869     1,889 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      21.9      10.1      26.8      13.2       3.3       0.3       5.7       9.7      22.6       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       36        28         6        12        16         4         .         6        15        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   111,472                :
: Positions                                                                                                    :
:   21,569    16,797    18,662    11,736    22,798     7,691    20,287    12,460    14,213    14,431     6,001 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      601    -2,575      -424     1,422       467     6,014     6,939     4,322     4,144     3,033     1,052 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.3      15.1      16.7      10.5      20.5       6.9      18.2      11.2      12.8      12.9       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       12        13         9         6        14         .         7         6         8        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   810,868                :
: Positions                                                                                                    :
:  354,079   129,289   122,996   550,921    85,084     2,726     2,426     4,670   193,863     3,165    17,121 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      488    17,421    12,057     3,974   -12,133         0         0         0     9,265       853      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      15.9      15.2      67.9      10.5       0.3       0.3       0.6      23.9       0.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       18        13         4        14        16         .         .         .         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   130,307                :
: Positions                                                                                                    :
:   23,250    34,135    48,588    44,007    29,068     3,139     4,752     3,362     2,433     3,993     5,100 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:        0         0      -486      -226       486         0      -410       292       -18       202      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      26.2      37.3      33.8      22.3       2.4       3.6       2.6       1.9       3.1       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       10        10         9         7        14         .         .         .         .         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     2,208                :
: Positions                                                                                                    :
:    1,089     1,155       143       161       198         0         0         0       255         0       162 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      -19         6        19        20        -6         0         0         0        10         0        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      52.3       6.5       7.3       9.0       0.0       0.0       0.0      11.5       0.0       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     5,091                :
: Positions                                                                                                    :
:    3,071     3,356       852       145       202         0         0         0       138       446       148 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      -14       191        63        -5        -3         0         0         0         0        -6        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      65.9      16.7       2.8       4.0       0.0       0.0       0.0       2.7       8.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        21         .         .         .         0         0         0         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    34,595                :
: Positions                                                                                                    :
:   19,047    28,354     8,953     3,512     2,544         0        78         0     3,909         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      109       -61      -299       -61       307         0       -73         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      82.0      25.9      10.2       7.4       0.0       0.2       0.0      11.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       30        32         6         .         5         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    17,707                :
: Positions                                                                                                    :
:   16,854    13,240         0     3,067       657         0         0         0       115         0        25 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,828     2,767         0         1        10         0         0         0        15         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      74.8       0.0      17.3       3.7       0.0       0.0       0.0       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        22         0         5         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    10,148                :
: Positions                                                                                                    :
:    7,764     8,715       595       312       583         0         0         0       204        53       147 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      306       310       -60        65        -9         0         0         0        25       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      85.9       5.9       3.1       5.7       0.0       0.0       0.0       2.0       0.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        28         .         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    44,509                :
: Positions                                                                                                    :
:   39,261    28,829       209    12,873       618         0         0         0     3,649     1,982       187 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    2,396       926         0       840         0         0         0         0       146       940        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      64.8       0.5      28.9       1.4       0.0       0.0       0.0       8.2       4.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       27        32         .         8         .         0         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    57,030                :
: Positions                                                                                                    :
:   38,687    47,068     9,039       889     4,076       219       730         0     1,898     1,054     2,709 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:     -310       790       526       109       -94         0       300         0       396      -746        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      82.5      15.8       1.6       7.1       0.4       1.3       0.0       3.3       1.8       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       50        53        10         5        12         .         .         0         6        12        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     2,112                :
: Positions                                                                                                    :
:    1,135     1,341        73        24       102        32         0         0       187         0       116 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      287       170       -64        24        -4        32         0         0       -42       -27        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      63.5       3.5       1.1       4.8       1.5       0.0       0.0       8.9       0.0       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         .         .         .         .         0         0         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     2,022                :
: Positions                                                                                                    :
:      804     1,453         0         0         0         0         0         0       596        26       184 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      118       168        -6         0       -73         0         0         0        10        -1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      71.9       0.0       0.0       0.0       0.0       0.0       0.0      29.5       1.3       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         0         0         0         0         0         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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     4,857                :
: Positions                                                                                                    :
:    3,301     2,803        83        33       169         0         0         0       154       975       277 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      135        74         0         8         4         0         0         0         1        70       -76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      57.7       1.7       0.7       3.5       0.0       0.0       0.0       3.2      20.1       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        23         .         .         .         0         0         0         .         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    61,732                :
: Positions                                                                                                    :
:   53,255    34,136     1,219    26,823       180         0         0         0     6,938       107       112 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    1,377     2,187       361       440       -24         0         0         0       914        25       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      55.3       2.0      43.5       0.3       0.0       0.0       0.0      11.2       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       37        32         .         8         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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   130,285                :
: Positions                                                                                                    :
:   96,681   110,565    15,337     9,810     3,899     1,125       980        45     9,729     1,867     2,717 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:    3,376     3,910       147      -175      -383         0       156         0       494        37       181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      84.9      11.8       7.5       3.0       0.9       0.8       0.0       7.5       1.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   122                     :
:       62        58        12         6        14         .         6         .        18         .        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    41,514                :
: Positions                                                                                                    :
:   22,466    24,185    10,698    12,420     3,285     1,428     1,477         0     3,561         0        60 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      991      -279      -201     1,074       409         0        -5         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      58.3      25.8      29.9       7.9       3.4       3.6       0.0       8.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       25        30         .         8         6         .         7         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    52,579                :
: Positions                                                                                                    :
:   45,492    33,457     1,488    16,343       652     1,590       150         0     1,441       444     1,078 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      228       322       334       231       -28        15      -125         0        54        80      -127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      63.6       2.8      31.1       1.2       3.0       0.3       0.0       2.7       0.8       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       50        41         5         6         4         4         .         0         7         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    19,500                :
: Positions                                                                                                    :
:   15,706     9,228     1,016     7,860     1,718       900        85         0         0       160        39 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      540       593       -15        10         6         0         0         0         0        18        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      47.3       5.2      40.3       8.8       4.6       0.4       0.0       0.0       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       31        25         4         4         4         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 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    19,488                :
: Positions                                                                                                    :
:   13,402    15,858     3,335     2,233       578         0         0         0       810         0       614 :
:                                                                                                              :
: Changes from:     December 17, 2019                                                                          :
:      -36        -6        82        15       -22         0         0         0       -67         0        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      81.4      17.1      11.5       3.0       0.0       0.0       0.0       4.2       0.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       23        23         7         4         7         0         0         0         7         0         4 :
----------------------------------------------------------------------------------------------------------------



Updated December 30, 2019