Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 5,013,162 : : Positions : :3,490,231 1,060,007 547,294 3,085,535 307,423 108,915 77,496 118,371 175,137 101,078 231,144 : : : : Changes from: December 3, 2019 : : 37,981 -17,620 1,529 14,463 3,911 -25,418 20,007 16,892 18,043 11,843 12,498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 21.1 10.9 61.5 6.1 2.2 1.5 2.4 3.5 2.0 4.6 : : : : Number of Traders in Each Category Total Traders: 227 : : 118 91 14 18 22 7 8 11 33 18 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,213,756 : : Positions : : 132,609 186,860 92,107 16,569 554,499 1,787 36,784 198,888 39,890 26,116 192,293 : : : : Changes from: December 3, 2019 : : -2,443 -2,992 2,720 -2,188 -2,144 -256 10,542 -6,053 15,876 10,673 3,766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 15.4 7.6 1.4 45.7 0.1 3.0 16.4 3.3 2.2 15.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 29 30 11 5 16 . 8 8 13 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 257,072 : : Positions : : 177,744 224,212 33,725 5,240 17,229 0 4,758 0 2,195 588 364 : : : : Changes from: December 3, 2019 : : -8,243 -10,455 -3,760 3,845 -306 0 -248 0 1,380 -182 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.2 13.1 2.0 6.7 0.0 1.9 0.0 0.9 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 143,271 : : Positions : : 130,503 60,829 0 61,370 3,493 0 2,690 465 1,096 0 805 : : : : Changes from: December 3, 2019 : : -5,685 2,864 -13 -3,415 -209 0 -2,504 -31 -2,308 0 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 42.5 0.0 42.8 2.4 0.0 1.9 0.3 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 0 6 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 328,685 : : Positions : : 253,031 100,448 33,547 193,375 17,339 0 6,200 1,555 3,715 0 5,014 : : : : Changes from: December 3, 2019 : : 5,995 -2,535 3,237 12,054 -1,754 0 2,288 52 -76 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 30.6 10.2 58.8 5.3 0.0 1.9 0.5 1.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 19 5 8 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 846,384 : : Positions : : 797,510 49,351 9,264 761,046 21,285 336 0 377 6,533 10,622 2,747 : : : : Changes from: December 3, 2019 : : 1,726 -2,285 57 6,944 442 -284 0 -116 3,835 -644 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 5.8 1.1 89.9 2.5 0.0 0.0 0.0 0.8 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 16 . 10 9 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 378,778 : : Positions : : 265,644 254,107 62,277 70,696 39,418 0 638 0 2,960 4,439 1,368 : : : : Changes from: December 3, 2019 : : -3,953 -13,387 2,278 4,812 -4,302 0 -98 0 -1,117 -221 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 67.1 16.4 18.7 10.4 0.0 0.2 0.0 0.8 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 29 5 9 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 501,028 : : Positions : : 452,912 324,691 17,783 148,214 19,888 0 840 0 1,150 128 120 : : : : Changes from: December 3, 2019 : : -31,007 -17,129 1,680 -20,190 -382 0 0 0 -651 62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 64.8 3.5 29.6 4.0 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 22 . 10 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 373,322 : : Positions : : 254,022 123,541 98,689 224,353 11,685 0 4,506 915 0 670 0 : : : : Changes from: December 3, 2019 : : -17,949 -14,606 1,157 -7,902 -962 0 1,101 -543 0 -336 -464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 33.1 26.4 60.1 3.1 0.0 1.2 0.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 18 7 6 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 108,296 : : Positions : : 80,568 90,807 22,695 8,988 43 0 724 0 0 3,809 465 : : : : Changes from: December 3, 2019 : : -4,295 -6,125 -1,134 0 -31 0 724 0 0 -337 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 83.9 21.0 8.3 0.0 0.0 0.7 0.0 0.0 3.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 27,736 : : Positions : : 21,258 25,795 5,068 0 0 0 0 0 0 1,110 0 : : : : Changes from: December 3, 2019 : : -4,164 -5,128 -117 -210 0 0 -480 0 -300 124 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 93.0 18.3 0.0 0.0 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 244,556 : : Positions : : 228,497 57,376 1,707 166,691 9,926 0 1,566 428 0 0 0 : : : : Changes from: December 3, 2019 : : -6,233 1,634 30 -11,675 -451 0 208 182 0 -860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 23.5 0.7 68.2 4.1 0.0 0.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 12 . 10 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 179,464 : : Positions : : 145,790 44,147 7,410 114,365 17,428 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -9,918 -8,242 -61 -1,671 322 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 24.6 4.1 63.7 9.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 274,344 : : Positions : : 257,419 238,282 2,966 23,681 6,894 0 2,736 0 0 0 0 : : : : Changes from: December 3, 2019 : : -7,806 -8,361 -517 -4,807 519 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 86.9 1.1 8.6 2.5 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 31,417 : : Positions : : 5,194 29,478 20,852 248 0 868 0 0 1,953 0 0 : : : : Changes from: December 3, 2019 : : -5,018 -9,276 2,302 248 -2,528 -1,894 0 0 -5,068 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 93.8 66.4 0.8 0.0 2.8 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 575,304 : : Positions : : 422,308 122,070 52,602 381,661 52,377 0 2,574 2,600 28,193 0 4,142 : : : : Changes from: December 3, 2019 : : -42,187 -5,753 -4,850 -27,141 789 -60 -77 529 7,019 -2,563 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 21.2 9.1 66.3 9.1 0.0 0.4 0.5 4.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 20 4 11 8 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 199,317 : : Positions : : 97,998 112,674 46,227 27,083 45,831 0 369 3,794 0 616 986 : : : : Changes from: December 3, 2019 : : -13,248 -9,756 355 -2,019 -1,347 0 -1,731 1,382 -962 -42 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 56.5 23.2 13.6 23.0 0.0 0.2 1.9 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 4 . 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 39,009 : : Positions : : 31,944 22,897 4,182 12,410 403 0 0 0 900 279 660 : : : : Changes from: December 3, 2019 : : -6,149 -7,436 -2,368 -1,254 403 0 0 0 403 30 -371 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 58.7 10.7 31.8 1.0 0.0 0.0 0.0 2.3 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 81,702 : : Positions : : 53,195 43,995 15,164 19,662 9,504 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -1,794 4,965 5,824 -2,030 -995 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 53.8 18.6 24.1 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 267,282 : : Positions : : 152,721 260,303 101,763 0 5,557 0 744 0 2,002 0 0 : : : : Changes from: December 3, 2019 : : -9,998 -961 16,884 -1,298 1,061 -14,043 -4,216 0 -2,914 -1,023 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 97.4 38.1 0.0 2.1 0.0 0.3 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 7 0 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 253,046 : : Positions : : 136,411 238,090 89,364 589 3,494 15,283 7,998 0 5,195 1,333 0 : : : : Changes from: December 3, 2019 : : -8,088 -9,714 10,624 510 -630 -16,160 3,004 -4,960 608 -3,718 -1,748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 94.1 35.3 0.2 1.4 6.0 3.2 0.0 2.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 27 30 9 . . . . 0 7 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 120,419 : : Positions : : 102,645 87,842 13,777 29,958 1,108 0 0 0 620 248 0 : : : : Changes from: December 3, 2019 : : -24,952 -21,370 161 -2,973 -300 0 0 0 -1,635 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 72.9 11.4 24.9 0.9 0.0 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 26,418 : : Positions : : 14,116 24,493 10,572 1,218 0 755 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -311 2,263 6 1,148 -240 755 -3,270 0 -240 -179 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 92.7 40.0 4.6 0.0 2.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 260,633 : : Positions : : 176,848 141,583 67,415 96,490 7,277 1,349 477 372 974 0 2,233 : : : : Changes from: December 3, 2019 : : -9,047 -3,537 -334 -2,298 -270 -313 -931 372 910 -124 -1,282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 54.3 25.9 37.0 2.8 0.5 0.2 0.1 0.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 4 7 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 101,887 : : Positions : : 100,895 100,934 310 0 0 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : 3,051 184 0 0 0 0 0 0 -178 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 99.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 100,095 : : Positions : : 81,079 62,544 4,702 21,351 2,784 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -5,718 -4,386 456 2,125 -4,762 0 0 0 0 -682 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 62.5 4.7 21.3 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 218,096 : : Positions : : 208,004 140,960 607 65,233 5,073 0 0 0 910 1,394 0 : : : : Changes from: December 3, 2019 : : -11,221 -11,472 -671 -736 -391 0 -185 -415 -310 -281 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 64.6 0.3 29.9 2.3 0.0 0.0 0.0 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . 8 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 184,401 : : Positions : : 127,665 170,479 45,267 1,727 7,699 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -5,599 -5,400 -1,652 -62 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 92.5 24.5 0.9 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 82,332 : : Positions : : 34,566 76,723 38,354 2,829 1,271 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -840 -2,512 -955 -310 -203 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 93.2 46.6 3.4 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 187,008 : : Positions : : 136,199 138,969 35,852 33,954 3,806 0 0 0 3,201 80 939 : : : : Changes from: December 3, 2019 : : -5,136 766 1,145 -1,863 -771 0 0 0 -130 -949 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 74.3 19.2 18.2 2.0 0.0 0.0 0.0 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 157,543 : : Positions : : 109,815 87,591 19,737 32,707 11,664 0 1,424 1,164 0 5,432 5,320 : : : : Changes from: December 3, 2019 : : -5,501 1,927 310 -8,500 -48 0 -286 306 0 824 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 55.6 12.5 20.8 7.4 0.0 0.9 0.7 0.0 3.4 3.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 17 5 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 45,457 : : Positions : : 18,749 44,000 22,687 434 0 310 0 0 465 248 0 : : : : Changes from: December 3, 2019 : : 1,554 -592 -1,220 360 -360 -60 -135 -175 -540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 96.8 49.9 1.0 0.0 0.7 0.0 0.0 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 16 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 232,597 : : Positions : : 165,493 149,865 40,227 57,717 14,942 0 200 199 645 577 4,112 : : : : Changes from: December 3, 2019 : : -5,767 -10,368 1,943 2,295 -693 0 -252 196 552 -62 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 64.4 17.3 24.8 6.4 0.0 0.1 0.1 0.3 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 . 7 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 133,662 : : Positions : : 90,148 95,219 26,104 22,944 11,228 262 0 180 517 245 56 : : : : Changes from: December 3, 2019 : : -4,592 -700 381 -252 -776 84 0 6 -775 -143 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 71.2 19.5 17.2 8.4 0.2 0.0 0.1 0.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 5 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 163,475 : : Positions : : 140,698 131,407 8,404 22,050 5,258 0 0 0 910 910 0 : : : : Changes from: December 3, 2019 : : 1,916 892 -1,803 -124 -526 0 0 0 -310 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 80.4 5.1 13.5 3.2 0.0 0.0 0.0 0.6 0.6 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 December 10, 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 287,713 : : Positions : : 242,729 8,378 24,107 272,667 6,199 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : 5,295 -1,541 -416 6,143 -64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 2.9 8.4 94.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 6 . 7 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 106,102 : : Positions : : 55,780 46,860 31,793 46,713 1,466 0 0 0 9,017 8,774 0 : : : : Changes from: December 3, 2019 : : -945 -888 -2,886 -5,902 -191 0 0 0 -1,519 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 44.2 30.0 44.0 1.4 0.0 0.0 0.0 8.5 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 204,027 : : Positions : : 158,134 151,164 21,677 28,776 21,514 0 0 0 0 0 0 : : : : Changes from: December 3, 2019 : : -9,550 -6,124 1,973 -653 -3,749 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 74.1 10.6 14.1 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 7 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,335,962 : : Positions : : 179,683 195,311 292,629 93,124 145,345 117,212 360,045 296,324 90,272 67,987 134,861 : : : : Changes from: December 3, 2019 : : -10,140 -10,263 -6,447 -1,296 14,087 3,140 18,550 -21,305 14,571 -3,469 -3,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 14.6 21.9 7.0 10.9 8.8 27.0 22.2 6.8 5.1 10.1 : : : : Number of Traders in Each Category Total Traders: 335 : : 45 36 24 12 26 52 78 84 63 38 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 477,232 : : Positions : : 76,803 116,458 30,826 19,224 182,050 35,877 2,212 55,199 9,278 18,049 77,941 : : : : Changes from: December 3, 2019 : : 127 4,633 -132 365 2,926 2,549 -648 3,294 2,070 1,390 9,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 24.4 6.5 4.0 38.1 7.5 0.5 11.6 1.9 3.8 16.3 : : : : Number of Traders in Each Category Total Traders: 131 : : 37 29 11 13 23 20 9 22 26 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 304,980 : : Positions : : 136,266 63,594 26,978 80,928 42,024 10,719 1,006 16,020 35,108 70,801 15,286 : : : : Changes from: December 3, 2019 : : 3,763 6,456 2,473 4,025 -2,631 -1,499 483 0 -1,596 -4,763 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 20.9 8.8 26.5 13.8 3.5 0.3 5.3 11.5 23.2 5.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 28 23 6 11 16 . . 5 13 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 89,549 : : Positions : : 20,963 16,609 19,203 13,529 19,250 0 13,629 6,778 8,604 6,875 5,707 : : : : Changes from: December 3, 2019 : : 802 960 2,265 -837 893 0 1,243 1,381 986 2,033 317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 18.5 21.4 15.1 21.5 0.0 15.2 7.6 9.6 7.7 6.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 12 10 5 15 0 7 5 7 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 128,802 : : Positions : : 1,475 4,240 4,366 0 5,915 16,794 13,719 69,027 517 5,085 30,560 : : : : Changes from: December 3, 2019 : : 111 1,062 146 0 570 10,538 4,791 3,605 -13 4,852 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 3.3 3.4 0.0 4.6 13.0 10.7 53.6 0.4 3.9 23.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . 4 . 0 . 4 6 8 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 206,046 : : Positions : : 23,833 28,434 15,995 10,688 123,094 1,389 1,641 24,083 429 3,014 3,399 : : : : Changes from: December 3, 2019 : : -851 -830 467 -133 583 642 1,372 267 368 1,826 -261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 13.8 7.8 5.2 59.7 0.7 0.8 11.7 0.2 1.5 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 6 4 5 9 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 783,330 : : Positions : : 319,041 110,043 113,497 532,246 97,597 2,726 2,426 4,670 198,591 1,405 18,394 : : : : Changes from: December 3, 2019 : : 73,910 7,452 -22,144 19,642 -687 0 -21,168 0 -45,257 362 4,782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 14.0 14.5 67.9 12.5 0.3 0.3 0.6 25.4 0.2 2.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 13 4 14 16 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 129,653 : : Positions : : 23,094 33,921 54,430 44,155 28,593 2,567 4,044 3,130 2,006 4,700 5,199 : : : : Changes from: December 3, 2019 : : 492 100 1,862 525 -177 0 462 0 -398 1,624 -336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 26.2 42.0 34.1 22.1 2.0 3.1 2.4 1.5 3.6 4.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 9 10 7 14 . . . . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 2,089 : : Positions : : 1,092 1,089 107 148 211 0 0 0 236 0 138 : : : : Changes from: December 3, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 52.1 5.1 7.1 10.1 0.0 0.0 0.0 11.3 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,878 : : Positions : : 2,996 3,045 729 162 225 0 0 0 140 459 137 : : : : Changes from: December 3, 2019 : : 90 19 6 32 -8 0 0 0 0 8 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 62.4 14.9 3.3 4.6 0.0 0.0 0.0 2.9 9.4 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 33,537 : : Positions : : 17,227 27,413 9,464 3,619 2,240 0 164 0 4,465 0 0 : : : : Changes from: December 3, 2019 : : 871 1,054 126 -70 41 0 72 0 9 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 81.7 28.2 10.8 6.7 0.0 0.5 0.0 13.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 31 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 14,349 : : Positions : : 13,571 9,968 0 3,071 637 0 0 0 45 0 0 : : : : Changes from: December 3, 2019 : : 121 -67 0 27 61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 69.5 0.0 21.4 4.4 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 9,617 : : Positions : : 7,238 8,255 655 202 572 0 0 0 194 83 172 : : : : Changes from: December 3, 2019 : : -66 -86 15 0 0 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 85.8 6.8 2.1 5.9 0.0 0.0 0.0 2.0 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 39,886 : : Positions : : 35,484 26,182 173 11,606 729 0 0 0 2,653 743 138 : : : : Changes from: December 3, 2019 : : 1,658 1,372 -1 412 -233 0 0 0 248 1 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 65.6 0.4 29.1 1.8 0.0 0.0 0.0 6.7 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 31 . 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 56,117 : : Positions : : 38,026 46,515 8,705 622 4,392 209 400 1 1,887 1,546 2,309 : : : : Changes from: December 3, 2019 : : -273 -120 -144 -308 127 -63 45 0 178 377 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.9 15.5 1.1 7.8 0.4 0.7 0.0 3.4 2.8 4.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 48 52 11 4 12 . . . 6 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 4,680 : : Positions : : 3,021 2,743 99 0 207 0 0 0 180 786 312 : : : : Changes from: December 3, 2019 : : -17 48 1 -7 -4 0 0 0 -30 188 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 58.6 2.1 0.0 4.4 0.0 0.0 0.0 3.8 16.8 6.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . 0 . 0 0 0 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 57,483 : : Positions : : 50,482 30,146 636 26,028 256 0 0 0 5,754 542 147 : : : : Changes from: December 3, 2019 : : 2,670 1,248 62 2,200 -223 0 0 0 536 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 52.4 1.1 45.3 0.4 0.0 0.0 0.0 10.0 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 26 . 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 126,535 : : Positions : : 94,875 107,476 15,551 9,002 3,890 645 814 45 8,097 2,319 2,662 : : : : Changes from: December 3, 2019 : : -10,043 -7,267 -624 -1,787 -1,080 300 63 -63 864 -508 -960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 84.9 12.3 7.1 3.1 0.5 0.6 0.0 6.4 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 116 : : 59 56 11 6 12 . 5 . 15 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 38,523 : : Positions : : 20,331 23,671 10,809 10,420 2,912 528 1,313 0 3,866 0 60 : : : : Changes from: December 3, 2019 : : 744 93 -89 487 23 0 385 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 61.4 28.1 27.0 7.6 1.4 3.4 0.0 10.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 29 . 8 6 . 6 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 51,171 : : Positions : : 44,551 30,594 1,096 15,875 818 1,460 275 0 1,671 2,126 1,065 : : : : Changes from: December 3, 2019 : : 1,121 855 181 518 120 130 0 0 -17 12 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 59.8 2.1 31.0 1.6 2.9 0.5 0.0 3.3 4.2 2.1 : : : : Number of Traders in Each Category Total Traders: 85 : : 47 39 4 6 5 4 . 0 8 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 18,777 : : Positions : : 14,873 8,566 1,035 7,660 1,805 900 85 0 0 112 1 : : : : Changes from: December 3, 2019 : : 561 227 -115 155 190 0 5 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 45.6 5.5 40.8 9.6 4.8 0.5 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 22 5 . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 19,088 : : Positions : : 13,162 15,397 3,238 2,334 538 0 0 0 802 0 584 : : : : Changes from: December 3, 2019 : : -38 221 12 -354 108 0 0 0 -55 0 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 80.7 17.0 12.2 2.8 0.0 0.0 0.0 4.2 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 23 7 4 7 0 0 0 6 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 13, 2019