Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 5,047,886 : : Positions : :3,508,436 1,184,595 533,679 3,156,526 303,748 134,189 31,586 86,242 251,812 69,465 193,729 : : : : Changes from: November 5, 2019 : : -9,534 46,205 11,361 186 -87 17,832 -6,478 -1,201 34,957 22,759 10,154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 23.5 10.6 62.5 6.0 2.7 0.6 1.7 5.0 1.4 3.8 : : : : Number of Traders in Each Category Total Traders: 233 : : 123 99 13 18 23 8 8 13 37 14 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 1,110,835 : : Positions : : 140,863 200,199 77,229 11,506 534,061 3,694 12,279 186,433 14,384 11,906 152,508 : : : : Changes from: November 5, 2019 : : -5,830 -5,578 8,268 -2,738 1,595 -2,274 11,868 9,470 4,419 838 15,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 18.0 7.0 1.0 48.1 0.3 1.1 16.8 1.3 1.1 13.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 30 30 11 5 16 . 4 6 8 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 257,783 : : Positions : : 176,819 230,532 39,447 0 16,952 0 5,006 0 0 248 0 : : : : Changes from: November 5, 2019 : : 2,461 2,726 -1,189 -109 840 -517 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 89.4 15.3 0.0 6.6 0.0 1.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 7 0 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 143,891 : : Positions : : 135,320 58,289 0 64,557 2,538 18 5,353 243 2,565 0 341 : : : : Changes from: November 5, 2019 : : 2,107 1,188 0 1,046 -66 18 0 243 463 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 40.5 0.0 44.9 1.8 0.0 3.7 0.2 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 0 8 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 313,851 : : Positions : : 252,010 99,817 24,069 180,802 18,631 0 3,921 1,092 4,228 0 3,264 : : : : Changes from: November 5, 2019 : : 1,841 4,309 1,192 -1,281 -352 0 491 44 -355 0 1,124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 31.8 7.7 57.6 5.9 0.0 1.2 0.3 1.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 17 5 8 6 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 856,443 : : Positions : : 806,831 53,098 10,231 763,843 22,188 11 0 391 6,587 13,116 1,993 : : : : Changes from: November 5, 2019 : : 1,962 1,972 -224 361 -65 11 0 391 169 -364 1,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 6.2 1.2 89.2 2.6 0.0 0.0 0.0 0.8 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 15 . 10 10 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 378,029 : : Positions : : 265,390 253,905 53,532 69,103 41,546 0 450 0 3,133 5,212 1,795 : : : : Changes from: November 5, 2019 : : 4,161 3,054 981 6,479 -5 0 450 0 -91 -1,524 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 67.2 14.2 18.3 11.0 0.0 0.1 0.0 0.8 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 25 4 11 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 520,510 : : Positions : : 475,388 325,493 17,357 171,172 16,279 0 840 0 1,749 66 182 : : : : Changes from: November 5, 2019 : : 1,888 1,920 516 -244 -65 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 62.5 3.3 32.9 3.1 0.0 0.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 24 . 12 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 388,188 : : Positions : : 268,083 137,423 98,017 225,134 12,622 0 2,555 2,250 0 488 0 : : : : Changes from: November 5, 2019 : : 1,976 288 567 396 -928 0 420 843 0 -432 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 35.4 25.2 58.0 3.3 0.0 0.7 0.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 16 7 7 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 108,164 : : Positions : : 79,538 90,929 22,490 8,988 114 186 0 62 0 3,792 372 : : : : Changes from: November 5, 2019 : : 5,777 4,173 277 0 0 -8 0 -54 -907 637 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 84.1 20.8 8.3 0.1 0.2 0.0 0.1 0.0 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 27,184 : : Positions : : 22,378 25,072 2,364 210 0 0 480 0 570 300 0 : : : : Changes from: November 5, 2019 : : 6,026 6,028 186 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 92.2 8.7 0.8 0.0 0.0 1.8 0.0 2.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 17 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 239,219 : : Positions : : 225,584 59,580 1,688 162,578 7,465 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 4,335 1,562 -30 3,823 770 0 0 0 0 -5 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 24.9 0.7 68.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 12 . 10 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 186,408 : : Positions : : 155,920 61,003 8,256 106,988 15,269 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 5,144 3,644 92 1,443 78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 32.7 4.4 57.4 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 11 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 286,537 : : Positions : : 273,745 248,640 778 29,098 5,920 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : -1,325 -622 0 -641 364 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 86.8 0.3 10.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 32,773 : : Positions : : 5,859 29,157 16,008 0 2,280 1,894 0 0 5,130 0 0 : : : : Changes from: November 5, 2019 : : 60 93 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 89.0 48.8 0.0 7.0 5.8 0.0 0.0 15.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 12 4 0 . . 0 0 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 606,470 : : Positions : : 454,007 139,621 65,886 395,432 49,713 60 2,062 2,280 19,871 2,338 3,610 : : : : Changes from: November 5, 2019 : : 16,767 3,820 -416 8,463 2,738 0 1,986 -881 -113 -383 507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 23.0 10.9 65.2 8.2 0.0 0.3 0.4 3.3 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 20 4 11 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 207,192 : : Positions : : 111,729 119,039 42,446 29,046 46,711 0 982 2,045 0 235 893 : : : : Changes from: November 5, 2019 : : -3,650 -2,002 1,624 -94 -1,003 0 -308 496 -340 -3 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 57.5 20.5 14.0 22.5 0.0 0.5 1.0 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 5 . 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 44,162 : : Positions : : 36,473 29,479 5,279 13,168 0 0 0 0 528 0 1,001 : : : : Changes from: November 5, 2019 : : 0 341 217 0 0 0 0 0 186 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 66.8 12.0 29.8 0.0 0.0 0.0 0.0 1.2 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 71,144 : : Positions : : 52,548 33,193 7,235 24,597 7,617 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : -1,197 -1,503 334 1,313 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 46.7 10.2 34.6 10.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 4 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 236,637 : : Positions : : 146,801 231,246 80,005 771 4,372 0 0 0 2,839 0 0 : : : : Changes from: November 5, 2019 : : -2,186 -134 1,928 0 -391 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 97.7 33.8 0.3 1.8 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 8 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 221,769 : : Positions : : 118,387 208,098 73,590 0 2,901 21,120 4,260 0 2,509 4,080 1,320 : : : : Changes from: November 5, 2019 : : -1,820 -506 1,190 0 0 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 93.8 33.2 0.0 1.3 9.5 1.9 0.0 1.1 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 18 28 10 0 . . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 134,684 : : Positions : : 117,894 99,325 12,934 32,991 852 0 0 0 1,635 432 0 : : : : Changes from: November 5, 2019 : : 1,856 1,705 -124 0 124 0 0 0 465 432 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 73.7 9.6 24.5 0.6 0.0 0.0 0.0 1.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 20,368 : : Positions : : 9,053 16,553 9,565 0 0 0 3,270 0 240 210 0 : : : : Changes from: November 5, 2019 : : 1,953 2,321 368 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 81.3 47.0 0.0 0.0 0.0 16.1 0.0 1.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 262,694 : : Positions : : 176,862 141,072 65,138 94,604 7,797 2,021 488 428 0 2,283 4,568 : : : : Changes from: November 5, 2019 : : 6,711 6,187 2,258 2,446 -519 2,021 169 59 -1,220 124 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 53.7 24.8 36.0 3.0 0.8 0.2 0.2 0.0 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 4 7 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 103,542 : : Positions : : 82,142 67,818 3,771 17,000 7,226 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 919 214 -182 215 395 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.5 3.6 16.4 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 226,813 : : Positions : : 215,332 151,015 1,590 65,365 5,464 0 155 245 1,220 1,768 0 : : : : Changes from: November 5, 2019 : : 2,085 760 0 1,623 945 0 155 245 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 66.6 0.7 28.8 2.4 0.0 0.1 0.1 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 21 . 9 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 49,835 : : Positions : : 44,068 37,348 21 7,325 2,482 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 2,096 1,547 -31 0 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 74.9 0.0 14.7 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 187,072 : : Positions : : 131,993 173,817 41,825 2,032 7,739 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : -1,056 -990 819 -790 616 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 92.9 22.4 1.1 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 80,670 : : Positions : : 39,625 74,342 36,903 3,168 1,474 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : -337 366 548 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 92.2 45.7 3.9 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 33,300 : : Positions : : 25,150 30,136 2,140 2,438 0 0 0 0 4,278 0 0 : : : : Changes from: November 5, 2019 : : 124 248 0 0 0 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 90.5 6.4 7.3 0.0 0.0 0.0 0.0 12.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 187,698 : : Positions : : 140,466 138,647 31,487 36,037 6,425 136 0 338 3,331 0 0 : : : : Changes from: November 5, 2019 : : 1,857 1,223 -66 -795 -734 31 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 73.9 16.8 19.2 3.4 0.1 0.0 0.2 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 154,743 : : Positions : : 108,817 88,286 21,337 39,169 8,681 0 524 850 0 1,730 3,330 : : : : Changes from: November 5, 2019 : : 628 937 -1,845 -1,651 647 0 244 -182 0 293 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 57.1 13.8 25.3 5.6 0.0 0.3 0.5 0.0 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 5 6 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV MMBtu : CFTC Code #0233BY Open Interest is 45,338 : : Positions : : 34,171 40,458 4,573 0 2,083 0 0 0 651 0 0 : : : : Changes from: November 5, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 89.2 10.1 0.0 4.6 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 39,790 : : Positions : : 20,476 38,584 17,837 0 0 0 310 0 540 0 0 : : : : Changes from: November 5, 2019 : : 930 1,116 186 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 97.0 44.8 0.0 0.0 0.0 0.8 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 228,110 : : Positions : : 167,555 151,070 36,841 51,838 13,176 0 321 4 348 1,096 4,138 : : : : Changes from: November 5, 2019 : : 1,409 -764 -238 2,362 -1,105 0 0 0 -173 143 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 66.2 16.2 22.7 5.8 0.0 0.1 0.0 0.2 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 23 . 8 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 129,656 : : Positions : : 90,321 90,489 20,737 24,581 10,134 0 0 0 951 0 0 : : : : Changes from: November 5, 2019 : : -35 3,483 3,051 126 -158 0 0 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 69.8 16.0 19.0 7.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 5 6 9 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 165,202 : : Positions : : 139,440 131,677 10,270 22,174 5,847 0 0 0 1,220 1,220 0 : : : : Changes from: November 5, 2019 : : 1,312 640 -244 550 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 79.7 6.2 13.4 3.5 0.0 0.0 0.0 0.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 52,333 : : Positions : : 36,010 31,090 10,251 17,466 1,659 139 0 432 0 650 88 : : : : Changes from: November 5, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 59.4 19.6 33.4 3.2 0.3 0.0 0.8 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 31,583 : : Positions : : 28,843 24,952 330 3,468 0 0 0 0 240 971 527 : : : : Changes from: November 5, 2019 : : 403 837 0 62 0 0 0 0 0 -341 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 79.0 1.0 11.0 0.0 0.0 0.0 0.0 0.8 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 14 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 280,196 : : Positions : : 233,761 9,966 24,798 262,573 6,715 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 9,392 -31 646 10,616 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 3.6 8.9 93.7 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 6 4 7 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 111,272 : : Positions : : 55,320 44,452 33,128 52,250 2,947 117 0 142 10,536 8,774 0 : : : : Changes from: November 5, 2019 : : 122 -94 -248 0 0 32 0 -32 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 39.9 29.8 47.0 2.6 0.1 0.0 0.1 9.5 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 7 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 209,268 : : Positions : : 163,524 152,813 18,935 29,928 22,877 0 0 0 0 0 0 : : : : Changes from: November 5, 2019 : : 1,775 4,255 856 -942 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.0 9.0 14.3 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 1,194,048 : : Positions : : 184,708 219,006 244,215 122,358 105,257 115,486 201,693 289,989 62,480 97,276 119,410 : : : : Changes from: November 5, 2019 : : 6,419 3,616 -11,123 8,943 -19,196 -13,304 -25,240 7,878 3,545 1,726 4,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 18.3 20.5 10.2 8.8 9.7 16.9 24.3 5.2 8.1 10.0 : : : : Number of Traders in Each Category Total Traders: 320 : : 41 31 26 11 28 63 56 84 56 41 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 459,859 : : Positions : : 77,828 115,503 27,467 21,852 173,933 31,841 6,203 53,840 13,926 9,201 73,681 : : : : Changes from: November 5, 2019 : : -8,899 3,845 -4,087 -3,806 -395 -995 -5,202 2,701 5,386 -2,390 -3,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 25.1 6.0 4.8 37.8 6.9 1.3 11.7 3.0 2.0 16.0 : : : : Number of Traders in Each Category Total Traders: 137 : : 37 33 10 14 23 17 15 26 24 18 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 306,671 : : Positions : : 139,574 48,420 7,053 76,429 50,860 18,170 1,186 16,817 39,307 87,286 14,198 : : : : Changes from: November 5, 2019 : : 2,916 3,915 -1,288 4,410 339 6,132 -431 -5,975 743 539 1,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 15.8 2.3 24.9 16.6 5.9 0.4 5.5 12.8 28.5 4.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 29 24 4 15 16 . . 4 13 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 85,056 : : Positions : : 21,361 16,817 13,040 13,199 19,148 1,138 12,643 5,696 5,932 2,616 5,553 : : : : Changes from: November 5, 2019 : : 837 1,040 506 1,579 1,365 337 578 953 1,330 225 -359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 19.8 15.3 15.5 22.5 1.3 14.9 6.7 7.0 3.1 6.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 11 13 7 6 13 . 5 5 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 84,311 : : Positions : : 1,440 3,762 2,365 0 3,475 9,987 6,296 46,619 284 3,964 20,102 : : : : Changes from: November 5, 2019 : : 89 210 -382 0 515 5,063 3,168 5,219 79 1,355 1,738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 4.5 2.8 0.0 4.1 11.8 7.5 55.3 0.3 4.7 23.8 : : : : Number of Traders in Each Category Total Traders: 24 : : . 7 . 0 . 4 5 8 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 217,161 : : Positions : : 25,885 30,872 12,348 10,063 130,228 2,685 0 26,789 1,005 1,250 5,231 : : : : Changes from: November 5, 2019 : : -2,217 -1,704 543 56 -4,162 181 0 -1,891 339 270 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.2 5.7 4.6 60.0 1.2 0.0 12.3 0.5 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 8 4 5 9 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 798,740 : : Positions : : 236,834 105,120 134,275 516,184 110,227 3,117 35,367 3,701 273,214 213 15,044 : : : : Changes from: November 5, 2019 : : 1,598 -158 -2,244 -614 8,280 -2,594 -2,100 1,718 -655 124 -338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 13.2 16.8 64.6 13.8 0.4 4.4 0.5 34.2 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 16 5 15 16 . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 133,062 : : Positions : : 24,873 38,510 56,746 43,075 27,053 2,491 4,594 3,572 2,724 2,573 7,768 : : : : Changes from: November 5, 2019 : : 1,990 1,553 -2,689 -3,690 3,146 0 798 66 -743 545 584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 28.9 42.6 32.4 20.3 1.9 3.5 2.7 2.0 1.9 5.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 10 9 8 14 . . 4 . 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,200 : : Positions : : 1,104 1,133 2 244 208 0 0 0 336 0 257 : : : : Changes from: November 5, 2019 : : 49 108 2 -11 10 0 0 0 33 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 51.5 0.1 11.1 9.5 0.0 0.0 0.0 15.3 0.0 11.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 . . . 0 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,934 : : Positions : : 2,874 3,048 431 79 224 0 0 0 520 473 183 : : : : Changes from: November 5, 2019 : : 189 53 -28 0 33 0 0 0 7 67 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 61.8 8.7 1.6 4.5 0.0 0.0 0.0 10.5 9.6 3.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 34,946 : : Positions : : 17,913 28,958 9,326 3,573 2,199 0 0 0 5,247 0 35 : : : : Changes from: November 5, 2019 : : 984 852 418 650 -291 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 82.9 26.7 10.2 6.3 0.0 0.0 0.0 15.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 32 6 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 14,837 : : Positions : : 14,146 10,880 0 2,885 328 0 0 0 73 0 157 : : : : Changes from: November 5, 2019 : : 989 1,134 0 -60 8 0 0 0 73 -4 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 73.3 0.0 19.4 2.2 0.0 0.0 0.0 0.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 0 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 11,524 : : Positions : : 8,537 9,950 540 56 352 27 0 0 516 114 738 : : : : Changes from: November 5, 2019 : : 235 30 0 0 0 0 0 0 -200 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 86.3 4.7 0.5 3.1 0.2 0.0 0.0 4.5 1.0 6.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 4 . . . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 38,608 : : Positions : : 33,274 25,524 160 10,940 450 0 0 0 3,337 1,187 467 : : : : Changes from: November 5, 2019 : : 1,552 2,740 0 0 0 0 0 0 1,085 -215 254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 66.1 0.4 28.3 1.2 0.0 0.0 0.0 8.6 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 30 . 5 . 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 60,102 : : Positions : : 41,881 49,866 7,453 1,861 3,420 163 735 47 3,832 758 2,934 : : : : Changes from: November 5, 2019 : : 1,132 646 0 97 -44 0 -140 0 -441 155 -451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 83.0 12.4 3.1 5.7 0.3 1.2 0.1 6.4 1.3 4.9 : : : : Number of Traders in Each Category Total Traders: 92 : : 50 51 7 6 11 . . . 11 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 4,724 : : Positions : : 3,431 3,072 110 0 16 0 0 0 212 484 527 : : : : Changes from: November 5, 2019 : : 208 162 0 0 5 0 0 0 29 15 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 65.0 2.3 0.0 0.3 0.0 0.0 0.0 4.5 10.2 11.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . 0 . 0 0 0 . 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 52,215 : : Positions : : 47,995 27,914 787 23,009 0 0 0 0 3,117 541 290 : : : : Changes from: November 5, 2019 : : 1,239 2,092 0 -16 0 0 0 0 976 31 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 53.5 1.5 44.1 0.0 0.0 0.0 0.0 6.0 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 26 . 8 0 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 128,817 : : Positions : : 98,590 109,819 12,544 7,793 5,315 345 541 112 8,160 2,172 2,898 : : : : Changes from: November 5, 2019 : : 2,620 3,142 -79 354 149 210 -110 0 310 -40 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 85.3 9.7 6.0 4.1 0.3 0.4 0.1 6.3 1.7 2.2 : : : : Number of Traders in Each Category Total Traders: 115 : : 62 54 9 7 11 . 5 . 14 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 39,852 : : Positions : : 21,038 24,857 10,290 10,583 3,317 696 795 0 4,386 0 115 : : : : Changes from: November 5, 2019 : : 10 275 170 0 -135 0 -95 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 62.4 25.8 26.6 8.3 1.7 2.0 0.0 11.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 5 6 6 . 5 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 52,616 : : Positions : : 45,418 33,035 896 13,401 153 825 120 0 2,487 3,189 2,124 : : : : Changes from: November 5, 2019 : : -190 -349 0 271 20 0 -220 0 -158 37 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 62.8 1.7 25.5 0.3 1.6 0.2 0.0 4.7 6.1 4.0 : : : : Number of Traders in Each Category Total Traders: 84 : : 50 40 . 6 6 . . 0 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 17,321 : : Positions : : 13,201 8,645 1,870 6,651 1,090 900 80 0 0 215 170 : : : : Changes from: November 5, 2019 : : 353 1,511 356 -639 299 0 0 0 0 50 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 49.9 10.8 38.4 6.3 5.2 0.5 0.0 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 25 . 4 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 21,784 : : Positions : : 15,670 17,789 3,087 2,827 288 0 0 0 1,257 0 721 : : : : Changes from: November 5, 2019 : : 639 443 -21 67 18 0 0 0 -83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 81.7 14.2 13.0 1.3 0.0 0.0 0.0 5.8 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 23 5 5 6 0 0 0 6 0 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2019