Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,911,674 : : Positions : :3,357,682 1,060,709 590,343 3,003,640 310,104 90,565 80,775 124,795 154,767 50,072 253,860 : : : : Changes from: December 24, 2019 : : -165,625 -44,715 -4,887 -100,224 -23,348 13,551 4,349 -2,687 10,541 -6,636 -32,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 21.6 12.0 61.2 6.3 1.8 1.6 2.5 3.2 1.0 5.2 : : : : Number of Traders in Each Category Total Traders: 218 : : 114 90 14 19 22 7 8 11 23 20 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 1,012,180 : : Positions : : 108,663 163,593 91,095 10,375 492,590 2,545 26,996 160,051 14,620 15,872 141,104 : : : : Changes from: December 24, 2019 : : -30,610 -30,474 11,137 -1,500 -81,359 -2,469 -32,708 -43,144 -46,075 -3,342 -65,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 16.2 9.0 1.0 48.7 0.3 2.7 15.8 1.4 1.6 13.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 23 25 9 7 16 4 4 4 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 270,916 : : Positions : : 185,767 236,721 38,263 6,573 16,431 0 4,758 0 5,454 1,047 302 : : : : Changes from: December 24, 2019 : : 183 4 -152 0 0 0 0 0 0 29 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 87.4 14.1 2.4 6.1 0.0 1.8 0.0 2.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 144,745 : : Positions : : 132,519 62,982 1,215 59,788 4,658 0 1,786 0 1,786 0 927 : : : : Changes from: December 24, 2019 : : 883 794 -87 -29 116 0 0 0 369 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 43.5 0.8 41.3 3.2 0.0 1.2 0.0 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . 5 . 0 . 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 340,954 : : Positions : : 260,224 106,081 35,812 200,739 18,309 0 5,854 370 8,437 1,682 5,336 : : : : Changes from: December 24, 2019 : : 609 -5,370 149 7,473 -1,844 0 -180 -9 2,085 0 661 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 31.1 10.5 58.9 5.4 0.0 1.7 0.1 2.5 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 22 5 8 6 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 866,759 : : Positions : : 816,149 43,746 9,721 786,728 21,146 638 0 0 7,173 10,908 2,680 : : : : Changes from: December 24, 2019 : : 4,912 -3,517 156 8,500 -335 -139 0 -93 -97 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 5.0 1.1 90.8 2.4 0.1 0.0 0.0 0.8 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 16 . 10 8 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 381,241 : : Positions : : 266,345 260,005 62,949 66,064 40,214 0 298 3 3,432 4,379 1,480 : : : : Changes from: December 24, 2019 : : 743 -31 62 404 -93 0 -90 3 -588 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 68.2 16.5 17.3 10.5 0.0 0.1 0.0 0.9 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 30 5 9 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 520,106 : : Positions : : 472,288 338,216 16,161 151,838 21,164 0 840 0 1,022 407 120 : : : : Changes from: December 24, 2019 : : 3,795 7,174 60 -3,130 1,439 0 0 0 0 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 65.0 3.1 29.2 4.1 0.0 0.2 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 23 . 10 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 394,307 : : Positions : : 275,331 117,574 97,097 248,246 12,570 0 2,664 1 0 2,756 60 : : : : Changes from: December 24, 2019 : : 5,029 1,781 -380 1,446 13 0 -32 -30 0 811 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 29.8 24.6 63.0 3.2 0.0 0.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 19 6 7 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 111,700 : : Positions : : 82,539 94,753 23,301 8,988 104 155 868 148 0 3,989 403 : : : : Changes from: December 24, 2019 : : 874 1,911 62 0 0 155 -31 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 84.8 20.9 8.0 0.1 0.1 0.8 0.1 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 33,037 : : Positions : : 23,056 30,755 8,385 0 0 0 362 0 0 862 31 : : : : Changes from: December 24, 2019 : : 682 -62 -248 0 0 0 362 0 -217 -31 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.1 25.4 0.0 0.0 0.0 1.1 0.0 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 4 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 250,260 : : Positions : : 236,276 55,460 1,706 176,261 7,977 0 484 58 0 793 0 : : : : Changes from: December 24, 2019 : : -102 52 -91 -651 119 0 -31 0 0 97 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 22.2 0.7 70.4 3.2 0.0 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 11 . 10 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 189,080 : : Positions : : 157,428 47,825 6,065 119,488 18,463 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 3,104 2,165 -1,334 -581 648 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 25.3 3.2 63.2 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 278,507 : : Positions : : 261,850 242,682 2,966 23,467 6,894 0 2,736 0 0 0 0 : : : : Changes from: December 24, 2019 : : 319 319 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 87.1 1.1 8.4 2.5 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 40,128 : : Positions : : 7,364 35,833 23,828 2,728 0 2,015 0 0 4,557 0 0 : : : : Changes from: December 24, 2019 : : 279 806 434 1,364 0 -31 0 0 1,116 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 89.3 59.4 6.8 0.0 5.0 0.0 0.0 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 16 . . 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 588,483 : : Positions : : 435,245 137,302 54,449 382,235 50,453 8,774 122 2,542 21,005 1,984 4,070 : : : : Changes from: December 24, 2019 : : 6,576 2,423 1,159 4,934 216 8,774 120 0 -9,111 434 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 23.3 9.3 65.0 8.6 1.5 0.0 0.4 3.6 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 26 5 10 10 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 190,891 : : Positions : : 91,006 111,580 51,699 26,839 40,906 706 0 833 496 2,537 1,291 : : : : Changes from: December 24, 2019 : : -388 -438 -641 1 460 2 0 -62 155 -86 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 58.5 27.1 14.1 21.4 0.4 0.0 0.4 0.3 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 . 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 45,719 : : Positions : : 36,296 30,636 7,090 12,472 403 0 0 0 526 372 544 : : : : Changes from: December 24, 2019 : : 120 0 -178 0 0 0 0 0 116 0 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 67.0 15.5 27.3 0.9 0.0 0.0 0.0 1.2 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 93,331 : : Positions : : 58,893 53,453 20,076 24,930 9,144 0 0 0 992 0 31 : : : : Changes from: December 24, 2019 : : 1,465 725 -1,469 651 197 0 0 0 777 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 57.3 21.5 26.7 9.8 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 299,146 : : Positions : : 167,891 285,998 112,224 0 5,092 5,010 2,697 0 2,405 4,061 558 : : : : Changes from: December 24, 2019 : : -1,340 4,609 5,544 0 93 3,770 0 0 -2,201 1,395 558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 95.6 37.5 0.0 1.7 1.7 0.9 0.0 0.8 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 21 10 0 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 286,925 : : Positions : : 153,749 264,901 98,494 0 4,362 20,293 9,951 0 4,854 4,867 1,426 : : : : Changes from: December 24, 2019 : : -1,309 4,299 5,112 -589 868 3,385 0 0 -2,201 1,612 682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 92.3 34.3 0.0 1.5 7.1 3.5 0.0 1.7 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 29 34 10 0 5 4 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 134,245 : : Positions : : 116,099 100,924 13,622 29,648 1,170 0 0 0 620 1,116 0 : : : : Changes from: December 24, 2019 : : 3,410 3,131 0 -372 62 0 0 0 0 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.2 10.1 22.1 0.9 0.0 0.0 0.0 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 31,770 : : Positions : : 18,945 29,963 11,312 1,776 0 383 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : -279 -341 62 558 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 94.3 35.6 5.6 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 272,473 : : Positions : : 188,772 161,901 68,742 92,996 7,705 296 762 4 1,114 0 1,070 : : : : Changes from: December 24, 2019 : : 891 6,315 369 -3,614 0 0 0 0 -364 0 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 59.4 25.2 34.1 2.8 0.1 0.3 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 26 4 7 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 109,730 : : Positions : : 109,110 108,428 310 0 0 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 403 465 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 98.8 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 19 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 102,067 : : Positions : : 82,541 65,584 4,816 18,994 2,513 0 0 0 0 248 62 : : : : Changes from: December 24, 2019 : : 271 -188 149 87 -176 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 64.3 4.7 18.6 2.5 0.0 0.0 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 230,474 : : Positions : : 220,351 147,916 729 69,962 4,961 0 0 0 0 1,433 116 : : : : Changes from: December 24, 2019 : : 2,716 2,329 0 546 0 0 0 0 0 335 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 64.2 0.3 30.4 2.2 0.0 0.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 . 8 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 45,269 : : Positions : : 40,084 32,879 505 8,154 1,498 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : -576 0 0 62 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 72.6 1.1 18.0 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 192,236 : : Positions : : 134,005 177,942 46,287 2,145 7,730 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 1,363 662 -453 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 92.6 24.1 1.1 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 86,289 : : Positions : : 33,421 80,859 44,192 3,197 345 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 200 1,669 1,926 0 -827 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 93.7 51.2 3.7 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 188,630 : : Positions : : 136,064 143,140 39,250 33,889 2,763 0 0 0 3,586 0 80 : : : : Changes from: December 24, 2019 : : -1,668 2,369 2,093 0 -277 0 0 0 60 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 75.9 20.8 18.0 1.5 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 164,179 : : Positions : : 112,722 94,713 19,257 27,757 14,211 0 886 214 0 8,482 6,534 : : : : Changes from: December 24, 2019 : : 1,345 1,159 -30 -551 368 0 0 0 0 1,048 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 57.7 11.7 16.9 8.7 0.0 0.5 0.1 0.0 5.2 4.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 5 6 7 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 50,106 : : Positions : : 23,070 48,122 23,927 713 0 852 0 0 465 310 0 : : : : Changes from: December 24, 2019 : : 1,860 1,426 0 217 0 97 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 96.0 47.8 1.4 0.0 1.7 0.0 0.0 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 18 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 233,271 : : Positions : : 171,007 149,202 38,100 56,276 16,083 0 1,708 379 0 1,390 2,780 : : : : Changes from: December 24, 2019 : : 1,321 63 0 489 -95 0 -93 -37 0 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 64.0 16.3 24.1 6.9 0.0 0.7 0.2 0.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 27 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 139,143 : : Positions : : 94,907 100,041 26,625 23,095 11,487 281 0 362 802 186 93 : : : : Changes from: December 24, 2019 : : 230 333 247 0 174 -350 0 186 275 186 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 71.9 19.1 16.6 8.3 0.2 0.0 0.3 0.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 5 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CV Open Interest is 25,709 : : Positions : : 12,257 24,355 11,571 0 93 0 464 0 961 0 0 : : : : Changes from: December 24, 2019 : : 174 360 422 0 -124 0 464 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 94.7 45.0 0.0 0.4 0.0 1.8 0.0 3.7 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 December 31, 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 161,789 : : Positions : : 138,892 130,978 8,401 22,050 5,195 0 0 0 910 0 0 : : : : Changes from: December 24, 2019 : : 1,072 831 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 81.0 5.2 13.6 3.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 31,816 : : Positions : : 27,906 25,354 0 3,340 0 0 0 0 372 1,753 387 : : : : Changes from: December 24, 2019 : : -240 484 0 0 0 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.7 0.0 10.5 0.0 0.0 0.0 0.0 1.2 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 16 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 285,638 : : Positions : : 237,944 8,228 26,502 270,587 6,199 0 0 0 0 217 0 : : : : Changes from: December 24, 2019 : : -220 372 -428 -834 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 2.9 9.3 94.7 2.2 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 7 . 7 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 106,507 : : Positions : : 56,304 47,265 31,151 46,713 1,038 0 8,774 0 9,079 0 0 : : : : Changes from: December 24, 2019 : : 310 403 0 0 0 0 8,774 0 62 -8,774 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 44.4 29.2 43.9 1.0 0.0 8.2 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 208,815 : : Positions : : 165,010 156,046 19,016 28,291 21,688 0 0 0 0 848 360 : : : : Changes from: December 24, 2019 : : 695 789 156 -58 85 0 0 0 0 151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 74.7 9.1 13.5 10.4 0.0 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . 7 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 1,316,253 : : Positions : : 167,736 201,895 273,271 80,518 126,463 132,135 373,310 320,926 89,129 51,166 125,234 : : : : Changes from: December 24, 2019 : : -5,675 9,406 8,583 -9,490 1,665 4,909 732 14,837 -1,184 5,545 -19,409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 15.3 20.8 6.1 9.6 10.0 28.4 24.4 6.8 3.9 9.5 : : : : Number of Traders in Each Category Total Traders: 335 : : 44 35 26 11 28 54 76 78 70 33 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 424,956 : : Positions : : 69,360 100,232 22,830 17,510 169,816 27,194 2,468 53,746 9,195 11,042 64,539 : : : : Changes from: December 24, 2019 : : -7,751 -19,249 -8,987 1,289 -23,067 -16,744 -4,247 -9,563 -868 -12,784 -24,700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 23.6 5.4 4.1 40.0 6.4 0.6 12.6 2.2 2.6 15.2 : : : : Number of Traders in Each Category Total Traders: 123 : : 36 29 8 14 22 19 11 22 20 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 297,795 : : Positions : : 133,746 61,110 28,081 81,292 40,065 17,327 806 14,923 27,473 62,193 17,624 : : : : Changes from: December 24, 2019 : : -17,177 -10,291 -5,314 -3,064 -4,119 6,766 -200 -3,410 -3,451 -10,304 -1,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 20.5 9.4 27.3 13.5 5.8 0.3 5.0 9.2 20.9 5.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 28 23 6 11 16 . . 5 10 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 85,205 : : Positions : : 18,565 14,928 18,309 11,316 17,890 0 15,049 6,369 8,055 7,856 3,829 : : : : Changes from: December 24, 2019 : : -3,004 -1,869 -353 -420 -4,908 -7,691 -5,238 -6,091 -6,158 -6,575 -2,172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 17.5 21.5 13.3 21.0 0.0 17.7 7.5 9.5 9.2 4.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 10 10 8 5 12 0 7 5 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 143,516 : : Positions : : 2,125 6,017 2,735 0 8,005 25,914 20,529 74,045 701 4,917 29,825 : : : : Changes from: December 24, 2019 : : 307 764 -609 -27 344 7,338 2,911 -7,470 -7 3,404 -2,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 4.2 1.9 0.0 5.6 18.1 14.3 51.6 0.5 3.4 20.8 : : : : Number of Traders in Each Category Total Traders: 29 : : . 6 . 0 . 6 6 10 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 171,467 : : Positions : : 19,090 25,781 17,668 7,576 107,459 0 3,767 18,485 140 740 1,956 : : : : Changes from: December 24, 2019 : : -4,092 -1,840 -518 -2,482 -17,076 -682 136 -5,141 -191 -3,229 -1,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 15.0 10.3 4.4 62.7 0.0 2.2 10.8 0.1 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 4 5 9 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 776,889 : : Positions : : 343,109 123,559 120,876 524,951 84,951 2,335 2,900 10,036 176,993 3,887 10,089 : : : : Changes from: December 24, 2019 : : -10,970 -5,730 -2,120 -25,970 -133 -391 474 5,366 -16,870 722 -7,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 15.9 15.6 67.6 10.9 0.3 0.4 1.3 22.8 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 14 4 14 16 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 120,039 : : Positions : : 22,291 29,899 42,823 44,012 29,050 2,940 1,350 3,063 1,632 2,936 3,213 : : : : Changes from: December 24, 2019 : : -959 -4,236 -5,765 5 -18 -199 -3,402 -299 -801 -1,057 -1,887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 24.9 35.7 36.7 24.2 2.4 1.1 2.6 1.4 2.4 2.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 8 8 7 14 . . . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 5,143 : : Positions : : 3,116 3,341 850 148 197 0 0 0 138 425 153 : : : : Changes from: December 24, 2019 : : 45 -15 -2 3 -5 0 0 0 0 -21 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.0 16.5 2.9 3.8 0.0 0.0 0.0 2.7 8.3 3.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 34,624 : : Positions : : 19,105 28,379 8,957 3,537 2,512 0 78 0 3,909 0 0 : : : : Changes from: December 24, 2019 : : -32 0 68 25 -122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 82.0 25.9 10.2 7.3 0.0 0.2 0.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 32 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 19,438 : : Positions : : 18,498 14,854 0 3,102 729 0 0 0 115 0 35 : : : : Changes from: December 24, 2019 : : 1,644 1,614 0 35 72 0 0 0 0 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 76.4 0.0 16.0 3.8 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 0 5 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 10,263 : : Positions : : 7,739 8,820 605 312 583 0 0 0 334 53 147 : : : : Changes from: December 24, 2019 : : -25 105 10 0 0 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 85.9 5.9 3.0 5.7 0.0 0.0 0.0 3.3 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 28 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 44,862 : : Positions : : 39,117 29,016 109 12,909 618 0 0 0 3,734 2,112 187 : : : : Changes from: December 24, 2019 : : -144 187 -100 36 0 0 0 0 85 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 64.7 0.2 28.8 1.4 0.0 0.0 0.0 8.3 4.7 0.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 27 32 . 8 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 58,826 : : Positions : : 40,144 48,580 9,210 889 4,128 224 1,087 0 1,898 960 2,823 : : : : Changes from: December 24, 2019 : : 1,396 1,451 171 0 52 5 357 0 0 -94 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 82.6 15.7 1.5 7.0 0.4 1.8 0.0 3.2 1.6 4.8 : : : : Number of Traders in Each Category Total Traders: 98 : : 51 53 10 5 12 . . 0 6 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV 1000 Metric Tonnes : CFTC Code #06641H Open Interest is 2,159 : : Positions : : 1,167 1,376 73 24 96 30 0 0 177 0 120 : : : : Changes from: December 24, 2019 : : 32 35 0 0 -6 -2 0 0 -10 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 63.7 3.4 1.1 4.4 1.4 0.0 0.0 8.2 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . . 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 2,081 : : Positions : : 882 1,526 0 0 0 0 0 0 565 25 164 : : : : Changes from: December 24, 2019 : : 78 73 0 0 0 0 0 0 -31 -1 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 73.3 0.0 0.0 0.0 0.0 0.0 0.0 27.2 1.2 7.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 0 0 0 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 4,898 : : Positions : : 3,337 2,805 83 33 169 0 0 0 151 999 284 : : : : Changes from: December 24, 2019 : : 36 2 0 0 0 0 0 0 -3 24 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 57.3 1.7 0.7 3.5 0.0 0.0 0.0 3.1 20.4 5.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . 0 0 0 . 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 62,395 : : Positions : : 53,732 34,569 1,219 27,053 180 0 0 0 7,113 107 112 : : : : Changes from: December 24, 2019 : : 477 433 0 230 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 55.4 2.0 43.4 0.3 0.0 0.0 0.0 11.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 38 31 . 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 128,609 : : Positions : : 95,072 109,100 15,511 9,744 3,701 1,125 1,240 45 9,623 1,617 2,760 : : : : Changes from: December 24, 2019 : : -1,609 -1,465 174 -66 -198 0 260 0 -106 -250 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 84.8 12.1 7.6 2.9 0.9 1.0 0.0 7.5 1.3 2.1 : : : : Number of Traders in Each Category Total Traders: 121 : : 62 58 11 6 13 . 6 . 18 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 41,638 : : Positions : : 22,576 24,310 10,668 12,330 3,329 1,428 1,502 0 3,561 0 60 : : : : Changes from: December 24, 2019 : : 110 125 -30 -90 44 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.4 25.6 29.6 8.0 3.4 3.6 0.0 8.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 25 30 . 8 6 . 6 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 52,366 : : Positions : : 45,464 33,217 1,203 16,345 683 1,575 150 0 1,527 479 1,090 : : : : Changes from: December 24, 2019 : : -28 -240 -285 2 31 -15 0 0 86 35 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 63.4 2.3 31.2 1.3 3.0 0.3 0.0 2.9 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 50 42 4 6 5 4 . 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 19,577 : : Positions : : 15,778 9,380 1,016 7,830 1,723 900 85 0 0 110 39 : : : : Changes from: December 24, 2019 : : 72 152 0 -30 5 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 47.9 5.2 40.0 8.8 4.6 0.4 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 24 4 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 19,501 : : Positions : : 13,407 15,831 3,360 2,248 543 0 0 0 778 0 664 : : : : Changes from: December 24, 2019 : : 5 -27 25 15 -35 0 0 0 -32 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 81.2 17.2 11.5 2.8 0.0 0.0 0.0 4.0 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 22 7 4 7 0 0 0 6 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 06, 2020