Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 5,176,503                :
: Positions                                                                                                    :
:3,600,957 1,186,091   519,952 3,171,985   316,706   133,404    51,466   117,904   235,151    90,336   211,969 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:  -10,537     8,851   -11,155     2,191     1,745     3,757    12,299    14,697    67,822    26,267   -15,095 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      22.9      10.0      61.3       6.1       2.6       1.0       2.3       4.5       1.7       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   237                     :
:      124        95        13        18        23         6        11        14        42        13        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 1,056,076                :
: Positions                                                                                                    :
:  130,045   190,595    84,699    13,447   519,640     2,237    24,263   179,686    18,900     8,452   119,443 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -7,016    -4,830     3,105     3,093   -30,844    -1,903     4,589   -17,494     1,679    -5,817   -54,725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.3      18.0       8.0       1.3      49.2       0.2       2.3      17.0       1.8       0.8      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       27        27        11         5        16         .         4         6        10         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   263,412                :
: Positions                                                                                                    :
:  182,779   234,294    37,800       926    17,611         0     5,006         0       384       770       275 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,916       592    -1,670       576     1,032      -544         0         0       384       522       275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      88.9      14.4       0.4       6.7       0.0       1.9       0.0       0.1       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        19         6         .         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   147,714                :
: Positions                                                                                                    :
:  135,821    59,879         0    65,132     2,824         0     5,136       496     3,466         0       946 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      418     2,272         0      -240       -89       -22         0       199       674         0       326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      40.5       0.0      44.1       1.9       0.0       3.5       0.3       2.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        13         0         8         .         0         .         .         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   317,231                :
: Positions                                                                                                    :
:  247,438   101,526    29,391   180,154    19,862         0     4,211       761     4,013         0     3,925 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -4,796       615     4,639       193     2,043         0        73       172     1,247      -728      -686 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      32.0       9.3      56.8       6.3       0.0       1.3       0.2       1.3       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        19         5         8         6         0         .         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   863,520                :
: Positions                                                                                                    :
:  816,087    52,881    10,124   773,703    20,576     1,331         0         0     4,451    12,041     3,141 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   10,744     1,087       166    10,939    -1,102       -82         0         0       138      -544         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5       6.1       1.2      89.6       2.4       0.2       0.0       0.0       0.5       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       31        16         .        10         9         .         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   390,007                :
: Positions                                                                                                    :
:  269,037   265,835    56,668    63,827    44,995         0       711         0     5,073     3,866     1,488 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,175     7,113       157    -7,244     1,290         0        97         0     1,793      -957      -589 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      68.2      14.5      16.4      11.5       0.0       0.2       0.0       1.3       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        28         5         9         9         0         .         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   532,094                :
: Positions                                                                                                    :
:  481,685   337,696    17,370   167,994    19,502         0       840         0     3,041        66       182 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      699     4,774      -347    -2,795     3,347         0         0         0       899         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      63.5       3.3      31.6       3.7       0.0       0.2       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       33        25         .        12        11         0         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   396,213                :
: Positions                                                                                                    :
:  276,296   138,051    98,138   232,072    12,632         0     3,406     1,458         0     1,005       464 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    5,759     2,786        93     2,774       366         0        91       -30         0       455       464 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      34.8      24.8      58.6       3.2       0.0       0.9       0.4       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        18         7         7         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   113,605                :
: Positions                                                                                                    :
:   83,939    95,859    23,859     8,988        74         0         0         0         0     4,057       403 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      658     1,454       571         0         0         0         0         0         0      -188         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      84.4      21.0       7.9       0.1       0.0       0.0       0.0       0.0       3.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    34,085                :
: Positions                                                                                                    :
:   26,322    30,923     5,185       210         0         0       480         0       300       986       300 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,483     1,736       651         0         0         0         0         0      -270       102       270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      90.7      15.2       0.6       0.0       0.0       1.4       0.0       0.9       2.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        16         .         .         0         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   255,435                :
: Positions                                                                                                    :
:  238,499    55,901     1,646   180,092    10,095         0     1,359       246         0       722       108 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    9,786    -1,402       -16    10,310     2,164         0       266       159         0       459        51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      21.9       0.6      70.5       4.0       0.0       0.5       0.1       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        12         .        11         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   188,872                :
: Positions                                                                                                    :
:  157,036    54,733     7,423   115,067    17,115         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,117    -6,396    -1,048     6,342     1,323         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      29.0       3.9      60.9       9.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        12         .        10         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   286,168                :
: Positions                                                                                                    :
:  270,247   246,240     3,483    28,488     6,375         0     2,736         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:     -821      -395     2,705         0         0         0     2,736         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      86.0       1.2      10.0       2.2       0.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        18         .         4         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    43,363                :
: Positions                                                                                                    :
:   10,398    38,754    18,550         0     2,528     2,762         0         0     7,021         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    3,609     6,529       868         0       248       868         0         0     1,457         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      89.4      42.8       0.0       5.8       6.4       0.0       0.0      16.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       12        15         4         0         .         .         0         0         6         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   612,779                :
: Positions                                                                                                    :
:  466,221   131,389    58,214   405,566    51,222        60     2,565     2,200    20,317     2,683     4,939 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   12,887    -1,441    -4,019     8,152       873         0      -382      -113      -855       604     1,250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      21.4       9.5      66.2       8.4       0.0       0.4       0.4       3.3       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       38        21         4        11         8         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   211,167                :
: Positions                                                                                                    :
:  110,823   121,116    45,907    29,074    47,142         0     1,573     2,412       931       627       949 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      426     2,100     1,197      -186      -155         0        89        63       931       180        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      57.4      21.7      13.8      22.3       0.0       0.7       1.1       0.4       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         5         .         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    47,293                :
: Positions                                                                                                    :
:   38,333    30,663     6,550    13,664         0         0         0         0       497       249     1,031 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      248       279       465         0         0         0         0         0         0       249        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      64.8      13.8      28.9       0.0       0.0       0.0       0.0       1.1       0.5       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    74,795                :
: Positions                                                                                                    :
:   55,362    35,284     6,410    21,864    10,082         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      953     1,209         0      -716       930         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      47.2       8.6      29.2      13.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   266,069                :
: Positions                                                                                                    :
:  156,114   250,417    81,255     1,298     4,496    15,283     7,254         0     5,195     1,333         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    9,190    16,599      -610        31       124    15,283     7,254         0     1,550     1,333         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      94.1      30.5       0.5       1.7       5.7       2.7       0.0       2.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       24        29         9         .         .         .         .         0         7         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   260,873                :
: Positions                                                                                                    :
:  136,840   236,745    75,554        79     4,124    31,443     6,554     4,960     4,557     5,351     1,778 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   17,896    25,827       507        79       851    10,323     2,294     4,960     1,422     1,271       278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      90.8      29.0       0.0       1.6      12.1       2.5       1.9       1.7       2.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       29        40        10         .         4         .         .         .         7         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   147,188                :
: Positions                                                                                                    :
:  128,197   110,622    13,616    32,931     1,408         0         0         0     2,255       248         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    6,481     8,129       809       -60       432         0         0         0       620      -339         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      75.2       9.3      22.4       1.0       0.0       0.0       0.0       1.5       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        18         4         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    27,088                :
: Positions                                                                                                    :
:   14,456    22,380    10,566        70       240         0     3,270         0       240       179        31 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,271     1,178      -426        70       240         0         0         0         0       -31        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      82.6      39.0       0.3       0.9       0.0      12.1       0.0       0.9       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   270,242                :
: Positions                                                                                                    :
:  184,568   147,834    68,486    98,659     7,252     1,662     1,411         0        66         0     3,668 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,340     1,384     1,039     2,737      -855      -359       710      -428        66    -2,075      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      54.7      25.3      36.5       2.7       0.6       0.5       0.0       0.0       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        25         4         7         5         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV   2500 mmbtu                                               :
CFTC Code #0233AT                                                    Open Interest is   103,169                :
: Positions                                                                                                    :
:  101,680   101,406       310         0         0         0         0         0       178         0        62 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    3,503     3,158        62         0         0         0         0         0      -186         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.6      98.3       0.3       0.0       0.0       0.0       0.0       0.0       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        17         .         0         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   105,488                :
: Positions                                                                                                    :
:   85,612    65,468     4,012    17,958     7,750         0         0         0         0       744        62 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,692    -2,654        70     1,594    -1,380         0         0         0         0       744        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      62.1       3.8      17.0       7.3       0.0       0.0       0.0       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         .         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   231,650                :
: Positions                                                                                                    :
:  219,597   154,137     1,278    65,969     5,464         0       185       415     1,220     2,330       211 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,896     2,053      -124       -62       124       -15       185        15         0       936       211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      66.5       0.6      28.5       2.4       0.0       0.1       0.2       0.5       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       21        23         .         9         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    51,607                :
: Positions                                                                                                    :
:   45,614    39,091       145     7,720     2,339         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      422       428         0       333       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      75.7       0.3      15.0       4.5       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 26, 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   189,652                :
: Positions                                                                                                    :
:  131,783   174,965    46,680     2,155     7,544         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -3,150    -3,158       593       131      -833         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      92.3      24.6       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         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    85,393                :
: Positions                                                                                                    :
:   36,182    79,127    39,824     3,199     1,474         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      125     2,881       724         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      92.7      46.6       3.7       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         8         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    33,981                :
: Positions                                                                                                    :
:   24,125    28,111     3,194     4,956       217         0         0         0     4,339         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -1,831    -2,645       651     1,681         0         0         0         0       -63         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      82.7       9.4      14.6       0.6       0.0       0.0       0.0      12.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   190,245                :
: Positions                                                                                                    :
:  140,622   141,216    34,895    36,127     4,786         0         0         0     3,331     1,211       722 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,314      -279       631         0      -304         0         0         0      -911     1,211       377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      74.2      18.3      19.0       2.5       0.0       0.0       0.0       1.8       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   162,504                :
: Positions                                                                                                    :
:  113,337    84,588    19,365    41,477    11,712         0     1,711       858         0     4,917     4,716 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    3,144    -4,227    -1,056     2,964     1,044         0       155       -30         0     2,404       267 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      52.1      11.9      25.5       7.2       0.0       1.1       0.5       0.0       3.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        18         5         6         8         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    22,020                :
: Positions                                                                                                    :
:   20,190    12,035       364     8,375         0         0         0         0       287       510       240 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      54.7       1.7      38.0       0.0       0.0       0.0       0.0       1.3       2.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    46,409                :
: Positions                                                                                                    :
:   34,814    41,765     4,755         0     2,083         0         0         0       589         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      736       853         0         0         0         0         0         0       -62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      90.0      10.2       0.0       4.5       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        12         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    47,280                :
: Positions                                                                                                    :
:   21,293    44,929    22,811        74       360       370       135       175     1,036       248         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      476     5,663     4,261        74       360       370      -175       175       496       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      95.0      48.2       0.2       0.8       0.8       0.3       0.4       2.2       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        16         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   240,627                :
: Positions                                                                                                    :
:  175,154   157,761    38,458    55,653    15,583         0       514         3       236       546     4,205 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:     -636     2,665     3,857     2,167       801         0         0         0        91         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      65.6      16.0      23.1       6.5       0.0       0.2       0.0       0.1       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        25         4         8         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   135,824                :
: Positions                                                                                                    :
:   93,301    95,865    23,220    23,849    10,935       387         0         2     1,261         0        31 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,493     2,896       944      -858       887         0         0         0       186         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      70.6      17.1      17.6       8.1       0.3       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        18         4         6         8         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    32,076                :
: Positions                                                                                                    :
:   16,638    30,670    12,675         0         0         0         0         0     1,673         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,953     2,356       341         0         0         0         0         0       341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      95.6      39.5       0.0       0.0       0.0       0.0       0.0       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   166,178                :
: Positions                                                                                                    :
:  139,836   132,654    10,424    22,174     5,784         0         0         0     1,220     1,220         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      418       845         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      79.8       6.3      13.3       3.5       0.0       0.0       0.0       0.7       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         .         .         5         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    37,219                :
: Positions                                                                                                    :
:   33,248    29,632       423     3,592         0         0         0         0       766     1,739       401 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      124       310        93       124         0         0         0         0       371         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      79.6       1.1       9.7       0.0       0.0       0.0       0.0       2.1       4.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        15         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   284,129                :
: Positions                                                                                                    :
:  237,713    10,547    24,406   266,159     6,691         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,242       612       -27     2,061      -238         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7       3.7       8.6      93.7       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24         8         4         7         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   111,777                :
: Positions                                                                                                    :
:   55,319    45,698    34,282    52,615     2,085       117         0       142    10,536     8,774         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:     -214     1,246     1,367       365      -862         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      40.9      30.7      47.1       1.9       0.1       0.0       0.1       9.4       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9         8         .         5         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   213,625                :
: Positions                                                                                                    :
:  165,919   158,358    19,735    27,276    25,232         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    3,199     2,531        -2         0      -240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      74.1       9.2      12.8      11.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         4         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 1,263,702                :
: Positions                                                                                                    :
:  187,726   212,704   277,477    99,676   121,718   109,067   291,828   293,690    77,412    82,940   125,364 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    3,089    -1,416    28,982   -14,101    11,871     2,256    48,824     7,951     3,228     3,360    -8,072 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.9      16.8      22.0       7.9       9.6       8.6      23.1      23.2       6.1       6.6       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   329                     :
:       46        33        26        11        29        57        69        86        56        37        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   424,438                :
: Positions                                                                                                    :
:   74,275   106,192    27,135    18,684   171,165    29,501     2,088    47,692     6,831    12,693    60,948 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -4,708   -14,047     3,757      -749   -12,604    -4,996    -6,791    -4,003   -12,591     3,194   -16,258 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      25.0       6.4       4.4      40.3       7.0       0.5      11.2       1.6       3.0      14.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   120                     :
:       36        30         9        14        22        20         8        23        19        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   337,472                :
: Positions                                                                                                    :
:  146,766    72,801    25,834    77,932    53,757    14,430       111    18,333    39,552    86,134    17,295 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,115      -237     1,300     5,666    -4,943    -2,086    -7,270     1,258    -2,494       900      -701 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      21.6       7.7      23.1      15.9       4.3       0.0       5.4      11.7      25.5       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       34        28         6        16        17         4         .         4        17        14        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    81,433                :
: Positions                                                                                                    :
:   20,454    17,033    12,986    13,787    18,342         0    12,242     4,560     7,611     4,589     4,878 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -1,584    -2,123       581       668    -2,578    -6,751      -544    -2,342      -149    -5,135      -649 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.1      20.9      15.9      16.9      22.5       0.0      15.0       5.6       9.3       5.6       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       13        14         8         5        13         0         6         4         7         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   103,066                :
: Positions                                                                                                    :
:    1,512     3,549     3,909         0     5,259     6,787     6,681    59,386       381     2,316    25,783 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:       -7      -352       443         0       843    -1,897     1,659     5,859        99    -2,700     3,670 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.5       3.4       3.8       0.0       5.1       6.6       6.5      57.6       0.4       2.2      25.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        .         6         .         0         .         4         5         8         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   197,585                :
: Positions                                                                                                    :
:   24,033    29,233    14,659    10,401   121,176     1,177         0    24,217       122       776     2,744 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:     -357      -578       589       672    -9,627      -654         0    -2,941      -950      -535    -3,749 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      14.8       7.4       5.3      61.3       0.6       0.0      12.3       0.1       0.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         6         4         5         9         .         0         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   804,789                :
: Positions                                                                                                    :
:  241,696   106,035   139,248   539,321    99,354     3,117    29,007     3,701   280,468       493    13,498 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:        0       160         0       933      -945         0         0         0       940         0       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.0      13.2      17.3      67.0      12.3       0.4       3.6       0.5      34.8       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       21        16         5        15        16         .         .         .         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   126,633                :
: Positions                                                                                                    :
:   22,602    33,821    54,378    45,622    25,425     2,413     3,582     3,284     2,148     2,467     6,114 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:   -1,385    -4,959      -438       724    -2,654    -1,194    -1,010      -258    -1,472       159    -1,409 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      26.7      42.9      36.0      20.1       1.9       2.8       2.6       1.7       1.9       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       10         9        10         7        14         .         .         .         4         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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     2,388                :
: Positions                                                                                                    :
:    1,246     1,261        12       238       226         0         0         0       323         0       252 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:       86        67         0         0        18         0         0         0       -14         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      52.8       0.5      10.0       9.5       0.0       0.0       0.0      13.5       0.0      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        16         .         .         .         0         0         0         4         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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     5,428                :
: Positions                                                                                                    :
:    3,247     3,361       398       112       191         0         0         0       673       578       243 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      178       203         0         5       -22         0         0         0        97        12        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      61.9       7.3       2.1       3.5       0.0       0.0       0.0      12.4      10.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        19         .         .         .         0         0         0         5         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                             :
CFTC Code #066416                                                    Open Interest is    35,885                :
: Positions                                                                                                    :
:   18,209    29,330     9,593     3,848     2,521         0         0         0     5,367         0        35 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:     -160       329       273       -61       210         0       -35         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      81.7      26.7      10.7       7.0       0.0       0.0       0.0      15.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       30        32         7         .         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641A                                                    Open Interest is    15,650                :
: Positions                                                                                                    :
:   14,804    11,312         0     3,145       488         0         0         0        93         0       137 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      185       202         0       230       196         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      72.3       0.0      20.1       3.1       0.0       0.0       0.0       0.6       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        20         0         4         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641D                                                    Open Interest is    12,159                :
: Positions                                                                                                    :
:    9,230    10,305       615        56       372        37         0         0       504       557       550 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      128       100        75         0        10         0         0         0        20       175      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      84.8       5.1       0.5       3.1       0.3       0.0       0.0       4.1       4.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        29         4         .         4         .         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    41,544                :
: Positions                                                                                                    :
:   35,890    28,203       160    11,395       450         0         0         0     3,855       927       529 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,813     1,364         0       410         0         0         0         0       206       -15        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      67.9       0.4      27.4       1.1       0.0       0.0       0.0       9.3       2.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       29        34         .         6         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    61,970                :
: Positions                                                                                                    :
:   42,821    51,171     7,693     1,394     4,077       226       455        47     3,205       769     3,615 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      553     1,216       240      -144       427        12      -160         0        -2      -146       395 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      82.6      12.4       2.2       6.6       0.4       0.7       0.1       5.2       1.2       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       51        53         8         7        12         .         .         .        11         7        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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     1,887                :
: Positions                                                                                                    :
:      801     1,367       120         0       124         0         0         0       211         0       113 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      132        88        20         0        98         0         0         0       -33         0         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      72.4       6.4       0.0       6.6       0.0       0.0       0.0      11.2       0.0       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         0         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #06665A                                                    Open Interest is     1,785                :
: Positions                                                                                                    :
:      753     1,114         0         0         0         0         0         0       462       112       111 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.2      62.4       0.0       0.0       0.0       0.0       0.0       0.0      25.9       6.3       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        12         0         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     5,065                :
: Positions                                                                                                    :
:    3,715     3,194       110         0        21         0         0         0       226       593       558 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      156        27         0         0         0         0         0         0       -14       115        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      63.1       2.2       0.0       0.4       0.0       0.0       0.0       4.5      11.7      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        22         .         0         .         0         0         0         .         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    59,071                :
: Positions                                                                                                    :
:   52,979    31,591       787    25,474         0         0         0         0     4,725     1,006       554 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    2,742     1,427         0     1,937         0         0         0         0     1,046       439        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      53.5       1.3      43.1       0.0       0.0       0.0       0.0       8.0       1.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       33        29         .         8         0         0         0         0         4         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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   137,742                :
: Positions                                                                                                    :
:  104,601   114,869    13,596    10,709     4,743       345       326       108     9,395     2,371     4,179 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,861     2,567       604      -523       132         0       -60         0       361       424       725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      83.4       9.9       7.8       3.4       0.3       0.2       0.1       6.8       1.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       66        56        10         6        10         .         4         .        16         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    41,252                :
: Positions                                                                                                    :
:   22,191    25,347    10,421    11,474     3,376       696       770         0     4,431         0       115 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      287       259       220       275       -23         0       -50         0       -15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      61.4      25.3      27.8       8.2       1.7       1.9       0.0      10.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        29         4         8         6         .         4         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    54,813                :
: Positions                                                                                                    :
:   47,587    33,243       916    15,891       117     1,270        50         0     2,316     3,302     1,851 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      429       -27         0     1,247        -2       405         0         0       250        92      -212 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      60.6       1.7      29.0       0.2       2.3       0.1       0.0       4.2       6.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       50        40         .         6         .         4         .         0         7         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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    20,736                :
: Positions                                                                                                    :
:   16,811    10,553     1,051     7,687     1,561       900        80         0         0       157       223 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:    1,873     1,241        80       750        25         0         0         0         0        -8         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      50.9       5.1      37.1       7.5       4.3       0.4       0.0       0.0       0.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        24         .         4         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    22,663                :
: Positions                                                                                                    :
:   16,513    18,638     3,177     2,857       317         0         0         0     1,228         0       647 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      257       466        90      -105        24         0         0         0       -52         0        73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      82.2      14.0      12.6       1.4       0.0       0.0       0.0       5.4       0.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        24         5         5         6         0         0         0         6         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 BALMO  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665W                                                    Open Interest is     1,604                :
: Positions                                                                                                    :
:    1,209     1,213        45       165         0         0         0         0       232        65       118 :
:                                                                                                              :
: Changes from:     November 19, 2019                                                                          :
:      170       270         0         0         0         0         0         0       113         0        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      75.6       2.8      10.3       0.0       0.0       0.0       0.0      14.5       4.1       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated December 02, 2019