NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-023391
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 6,157,752: 3,572,303  1,320,842    585,683  3,904,630    407,681    763,189     29,557     91,908    327,276      9,992    369,354:   40,358    23,788
Old  : 6,157,752: 3,572,303  1,320,842    585,683  3,904,630    407,681    763,189     29,557     91,908    327,276      9,992    369,354:   40,358    23,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :   -87,279:  -119,611    -31,019     -5,380   -105,014     17,983     52,335     11,381    -15,529    -50,012      2,676     29,889:    3,046     2,354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       21.5        9.5       63.4        6.6       12.4        0.5        1.5        5.3        0.2        6.0:      0.7       0.4
Old  :     100.0:      58.0       21.5        9.5       63.4        6.6       12.4        0.5        1.5        5.3        0.2        6.0:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       237:       122        109         14         18         22         12          7         14         38         12         37:
Old  :       237:       122        109         14         18         22         12          7         14         38         12         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       40.6       43.0       59.9       24.1       40.5       37.9       58.1
Old  :                 25.8       40.6       43.0       59.9       24.1       40.5       37.9       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   231,367:    26,444     17,412     83,170     36,219     84,590          0     54,935     22,349      8,433      9,542      6,188:      193       132
Old  :   231,367:    26,444     17,412     83,170     36,219     84,590          0     54,935     22,349      8,433      9,542      6,188:      193       132
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :   -54,439:   -26,861     -5,236     10,267      1,789    -23,049          0      4,191    -11,955     -1,340    -18,463     -1,692:      191       -24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4        7.5       35.9       15.7       36.6        0.0       23.7        9.7        3.6        4.1        2.7:      0.1       0.1
Old  :     100.0:      11.4        7.5       35.9       15.7       36.6        0.0       23.7        9.7        3.6        4.1        2.7:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        11          8         12          4         13          0          4          4          4          7          7:
Old  :        46:        11          8         12          4         13          0          4          4          4          7          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       67.3       76.1       84.0       33.1       42.1       42.6       47.6
Old  :                 55.6       67.3       76.1       84.0       33.1       42.1       42.6       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   231,742:   163,323    204,954     28,925      7,140      9,645        360          0          0      3,915      2,912          0:   25,574     7,091
Old  :   231,742:   163,323    204,954     28,925      7,140      9,645        360          0          0      3,915      2,912          0:   25,574     7,091
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     3,347:     3,075      1,859       -860        184        214         60          0          0        856        153          0:        2       937
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       88.4       12.5        3.1        4.2        0.2        0.0        0.0        1.7        1.3        0.0:     11.0       3.1
Old  :     100.0:      70.5       88.4       12.5        3.1        4.2        0.2        0.0        0.0        1.7        1.3        0.0:     11.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         15          5          .          6          .          0          0          .          .          0:
Old  :        34:        19         15          5          .          6          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       78.8       72.7       88.9       56.9       76.4       68.4       83.0
Old  :                 60.5       78.8       72.7       88.9       56.9       76.4       68.4       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   156,331:   142,397     79,436          0     67,868      1,880        256          0          0      2,237          0      1,542:    8,019     5,605
Old  :   156,331:   142,397     79,436          0     67,868      1,880        256          0          0      2,237          0      1,542:    8,019     5,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,558:     1,051      1,602          0        131         90        256          0          0        576          0       -141:     -274      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       50.8        0.0       43.4        1.2        0.2        0.0        0.0        1.4        0.0        1.0:      5.1       3.6
Old  :     100.0:      91.1       50.8        0.0       43.4        1.2        0.2        0.0        0.0        1.4        0.0        1.0:      5.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        17         17          0          8          .          .          0          0          6          0          .:
Old  :        37:        17         17          0          8          .          .          0          0          6          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.4       42.9       87.1       67.6       71.6       42.1       80.8       66.4
Old  :                 76.4       42.9       87.1       67.6       71.6       42.1       80.8       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   333,579:   235,325    127,080     34,595    166,083     29,564      5,468          0          0      9,166      2,881      4,905:   14,556     3,066
Old  :   333,579:   235,325    127,080     34,595    166,083     29,564      5,468          0          0      9,166      2,881      4,905:   14,556     3,066
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     7,702:     4,329      3,675      1,173      3,728        301        364          0          0        750       -611       -601:    1,386     1,210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       38.1       10.4       49.8        8.9        1.6        0.0        0.0        2.7        0.9        1.5:      4.4       0.9
Old  :     100.0:      70.5       38.1       10.4       49.8        8.9        1.6        0.0        0.0        2.7        0.9        1.5:      4.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        31         30          5          8          6          4          0          0          5          .          .:
Old  :        61:        31         30          5          8          6          4          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       43.3       72.6       68.8       42.1       38.2       50.7       53.7
Old  :                 56.2       43.3       72.6       68.8       42.1       38.2       50.7       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,152,971: 1,096,998     53,717     13,599  1,052,290     25,296        989          0      2,219        940     11,841        873:   12,057     6,735
Old  : 1,152,971: 1,096,998     53,717     13,599  1,052,290     25,296        989          0      2,219        940     11,841        873:   12,057     6,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     3,065:       926       -471         21       -840        327        249          0        183     -1,099        -32       -687:    3,145     4,585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.1        4.7        1.2       91.3        2.2        0.1        0.0        0.2        0.1        1.0        0.1:      1.0       0.6
Old  :     100.0:      95.1        4.7        1.2       91.3        2.2        0.1        0.0        0.2        0.1        1.0        0.1:      1.0       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        33         19          .         10          9          .          0          .          .          .          .:
Old  :        52:        33         19          .         10          9          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       61.0       68.9       89.8       45.0       60.7       67.4       87.9
Old  :                 46.2       61.0       68.9       89.8       45.0       60.7       67.4       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   411,999:   282,476    270,105     61,935     89,772     40,662      4,066      1,738          1      7,973          0      3,200:   11,686     6,521
Old  :   411,999:   282,476    270,105     61,935     89,772     40,662      4,066      1,738          1      7,973          0      3,200:   11,686     6,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       924:    -3,899     -3,952      1,093      3,656       -671        856       -288          0       -236          0        297:    3,484     1,882
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       65.6       15.0       21.8        9.9        1.0        0.4        0.0        1.9        0.0        0.8:      2.8       1.6
Old  :     100.0:      68.6       65.6       15.0       21.8        9.9        1.0        0.4        0.0        1.9        0.0        0.8:      2.8       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        30         30          5          8          8          .          .          .          5          0          .:
Old  :        61:        30         30          5          8          8          .          .          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       54.7       62.6       69.7       45.7       48.1       60.0       58.9
Old  :                 45.7       54.7       62.6       69.7       45.7       48.1       60.0       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   654,542:   587,219    431,055     29,165    191,928     24,748          0      1,152        240      1,070      1,614      2,166:    9,934     1,639
Old  :   654,542:   587,219    431,055     29,165    191,928     24,748          0      1,152        240      1,070      1,614      2,166:    9,934     1,639
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,652:     1,620      3,399        249     -2,930          0       -240        512        240       -324        294        261:     -154      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       65.9        4.5       29.3        3.8        0.0        0.2        0.0        0.2        0.2        0.3:      1.5       0.3
Old  :     100.0:      89.7       65.9        4.5       29.3        3.8        0.0        0.2        0.0        0.2        0.2        0.3:      1.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        31         35          .         12         10          0          .          .          .          .          .:
Old  :        68:        31         35          .         12         10          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       44.7       77.5       67.1       59.0       42.1       76.9       62.6
Old  :                 59.2       44.7       77.5       67.1       59.0       42.1       76.9       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   496,536:   392,842    157,946     69,351    303,678     22,826      4,029          0          0        630      3,125        122:    6,736     8,839
Old  :   496,536:   392,842    157,946     69,351    303,678     22,826      4,029          0          0        630      3,125        122:    6,736     8,839
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    19,078:    18,798     11,486     -1,733      4,395      2,018          0          0          0          0      1,228         61:      -66      -110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       31.8       14.0       61.2        4.6        0.8        0.0        0.0        0.1        0.6        0.0:      1.4       1.8
Old  :     100.0:      79.1       31.8       14.0       61.2        4.6        0.8        0.0        0.0        0.1        0.6        0.0:      1.4       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        31         21          6          9          9          .          0          0          .          4          .:
Old  :        56:        31         21          6          9          9          .          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       60.2       65.7       76.5       47.1       55.7       63.2       69.6
Old  :                 47.4       60.2       65.7       76.5       47.1       55.7       63.2       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   100,112:    80,533     82,285     10,791      5,530      2,675          0      1,476          7          0      5,667         43:    6,063     2,429
Old  :   100,112:    80,533     82,285     10,791      5,530      2,675          0      1,476          7          0      5,667         43:    6,063     2,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :        89:      -333       -152         31          0          0          0        -18          0          0        240          0:      391        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       82.2       10.8        5.5        2.7        0.0        1.5        0.0        0.0        5.7        0.0:      6.1       2.4
Old  :     100.0:      80.4       82.2       10.8        5.5        2.7        0.0        1.5        0.0        0.0        5.7        0.0:      6.1       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         16          .          .          .          0          .          .          0          .          .:
Old  :        27:        13         16          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       49.4       87.3       71.1       68.8       47.0       74.2       62.2
Old  :                 72.1       49.4       87.3       71.1       68.8       47.0       74.2       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,047:    22,586     21,191      1,659      4,749        976          0          0          0        734        240          0:    2,092       891
Old  :    28,047:    22,586     21,191      1,659      4,749        976          0          0          0        734        240          0:    2,092       891
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,560:       720      1,440        720          0          0          0          0          0         60          0          0:       60       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       75.6        5.9       16.9        3.5        0.0        0.0        0.0        2.6        0.9        0.0:      7.5       3.2
Old  :     100.0:      80.5       75.6        5.9       16.9        3.5        0.0        0.0        0.0        2.6        0.9        0.0:      7.5       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          9          .          .          .          0          0          0          .          .          0:
Old  :        23:         8          9          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       71.2       83.9       90.2       53.6       69.1       82.1       88.1
Old  :                 53.6       71.2       83.9       90.2       53.6       69.1       82.1       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   325,465:   306,689     46,621      3,220    264,460      4,005          0      1,429          0          0      3,281        693:   10,858     4,976
Old  :   325,465:   306,689     46,621      3,220    264,460      4,005          0      1,429          0          0      3,281        693:   10,858     4,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     4,641:     4,781     -1,100        182      4,886          0          0          0          0       -441        342        119:        0       394
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       14.3        1.0       81.3        1.2        0.0        0.4        0.0        0.0        1.0        0.2:      3.3       1.5
Old  :     100.0:      94.2       14.3        1.0       81.3        1.2        0.0        0.4        0.0        0.0        1.0        0.2:      3.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        24         18          .         11          5          0          .          0          0          4          .:
Old  :        46:        24         18          .         11          5          0          .          0          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       63.3       81.2       78.8       66.2       62.6       76.5       77.7
Old  :                 68.3       63.3       81.2       78.8       66.2       62.6       76.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   191,203:   165,175     23,799      5,365    146,734     14,321          0        490          0          0          0          0:    6,342     5,859
Old  :   191,203:   165,175     23,799      5,365    146,734     14,321          0        490          0          0          0          0:    6,342     5,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       471:      -280       -308        893          0       -112          0          0          0          0          0          0:      -30       891
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       12.4        2.8       76.7        7.5        0.0        0.3        0.0        0.0        0.0        0.0:      3.3       3.1
Old  :     100.0:      86.4       12.4        2.8       76.7        7.5        0.0        0.3        0.0        0.0        0.0        0.0:      3.3       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         12          .         10          5          0          .          0          0          0          0:
Old  :        34:        20         12          .         10          5          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       57.8       72.3       81.7       53.7       57.8       68.1       77.7
Old  :                 54.5       57.8       72.3       81.7       53.7       57.8       68.1       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   284,319:   270,527    254,273      1,475     20,867      5,356      1,590          0        210      1,974          0        453:    2,734     3,160
Old  :   284,319:   270,527    254,273      1,475     20,867      5,356      1,590          0        210      1,974          0        453:    2,734     3,160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       122:     1,280         -2          0        -60         60      1,590          0        210        122          0          0:   -3,140       -86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.1       89.4        0.5        7.3        1.9        0.6        0.0        0.1        0.7        0.0        0.2:      1.0       1.1
Old  :     100.0:      95.1       89.4        0.5        7.3        1.9        0.6        0.0        0.1        0.7        0.0        0.2:      1.0       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        25         19          .          5          .          .          0          .          .          0          .:
Old  :        41:        25         19          .          5          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       80.3       78.9       91.3       58.4       76.7       76.6       87.2
Old  :                 60.3       80.3       78.9       91.3       58.4       76.7       76.6       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    32,720:    11,024     29,206     17,737          0        360          0        448          0      1,679      1,010          0:    1,920     1,696
Old  :    32,720:    11,024     29,206     17,737          0        360          0        448          0      1,679      1,010          0:    1,920     1,696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       360:      -150          0          0          0          0          0        -13          0        150          0          0:      360       373
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       89.3       54.2        0.0        1.1        0.0        1.4        0.0        5.1        3.1        0.0:      5.9       5.2
Old  :     100.0:      33.7       89.3       54.2        0.0        1.1        0.0        1.4        0.0        5.1        3.1        0.0:      5.9       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        14         17          4          0          .          0          .          0          .          .          0:
Old  :        33:        14         17          4          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       55.9       75.6       77.4       58.6       52.6       71.7       69.5
Old  :                 61.4       55.9       75.6       77.4       58.6       52.6       71.7       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   622,165:   515,864    156,958     44,374    398,336     35,426      1,084     11,051      2,372      8,166      6,934      5,276:    9,603     5,812
Old  :   622,165:   515,864    156,958     44,374    398,336     35,426      1,084     11,051      2,372      8,166      6,934      5,276:    9,603     5,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     8,474:     1,395      4,005      6,768      1,333      1,275        622      1,252         19       -440        679        160:   -1,325      -249
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       25.2        7.1       64.0        5.7        0.2        1.8        0.4        1.3        1.1        0.8:      1.5       0.9
Old  :     100.0:      82.9       25.2        7.1       64.0        5.7        0.2        1.8        0.4        1.3        1.1        0.8:      1.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        78:        41         27          5         12         11          .          .          .          5          7          7:
Old  :        78:        41         27          5         12         11          .          .          .          5          7          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       45.7       47.2       69.2       28.6       45.3       44.0       64.7
Old  :                 29.1       45.7       47.2       69.2       28.6       45.3       44.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   188,900:   104,383     86,915     44,608     62,164     34,541          0          0          0          0        240          0:    5,368     5,040
Old  :   188,900:   104,383     86,915     44,608     62,164     34,541          0          0          0          0        240          0:    5,368     5,040
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -2,071:    -2,734     -4,484       -154      1,898        244          0          0          0       -331        240          0:      904        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       46.0       23.6       32.9       18.3        0.0        0.0        0.0        0.0        0.1        0.0:      2.8       2.7
Old  :     100.0:      55.3       46.0       23.6       32.9       18.3        0.0        0.0        0.0        0.0        0.1        0.0:      2.8       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         12          4          4          8          0          0          0          0          .          0:
Old  :        23:        12         12          4          4          8          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       82.6       85.7       91.3       53.1       66.5       67.8       69.9
Old  :                 59.9       82.6       85.7       91.3       53.1       66.5       67.8       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   229,504:   205,656     78,949      4,949    136,818     12,228          0          0          0      1,896          0        372:    4,403     1,137
Old  :   229,504:   205,656     78,949      4,949    136,818     12,228          0          0          0      1,896          0        372:    4,403     1,137
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     9,203:     9,328     -3,799       -217     12,822          3          0          0          0         47          0        -48:       90       225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       34.4        2.2       59.6        5.3        0.0        0.0        0.0        0.8        0.0        0.2:      1.9       0.5
Old  :     100.0:      89.6       34.4        2.2       59.6        5.3        0.0        0.0        0.0        0.8        0.0        0.2:      1.9       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17          9          .         10          5          0          0          0          4          0          .:
Old  :        33:        17          9          .         10          5          0          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       68.5       85.9       85.7       71.9       68.5       83.0       83.3
Old  :                 72.0       68.5       85.9       85.7       71.9       68.5       83.0       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AG
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   219,471:   107,085    183,135     90,783     25,171      6,498      4,770          0          0      5,624      3,097         60:    4,651     1,510
Old  :   219,471:   107,085    183,135     90,783     25,171      6,498      4,770          0          0      5,624      3,097         60:    4,651     1,510
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    19,538:    10,896     18,044      4,651       -870        720      4,770          0          0        757      1,987       -157:   -2,099      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.8       83.4       41.4       11.5        3.0        2.2        0.0        0.0        2.6        1.4        0.0:      2.1       0.7
Old  :     100.0:      48.8       83.4       41.4       11.5        3.0        2.2        0.0        0.0        2.6        1.4        0.0:      2.1       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        23         35          8          4          .          .          0          0          4          7          .:
Old  :        74:        23         35          8          4          .          .          0          0          4          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       51.4       66.2       76.2       43.2       49.9       57.8       63.9
Old  :                 48.7       51.4       66.2       76.2       43.2       49.9       57.8       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                  Code-0233AH
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   230,358:   104,658    191,871     88,437     25,284      5,481     19,798          0          0     10,737      6,693        330:      917       699
Old  :   230,358:   104,658    191,871     88,437     25,284      5,481     19,798          0          0     10,737      6,693        330:      917       699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    18,936:     9,665     18,071      3,211       -960        631      4,707          0          0      1,050      1,410       -300:      -28        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       83.3       38.4       11.0        2.4        8.6        0.0        0.0        4.7        2.9        0.1:      0.4       0.3
Old  :     100.0:      45.4       83.3       38.4       11.0        2.4        8.6        0.0        0.0        4.7        2.9        0.1:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        87:        28         45          9          5          7          5          0          0          4          7          .:
Old  :        87:        28         45          9          5          7          5          0          0          4          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       44.1       63.4       62.6       43.9       41.8       61.8       54.4
Old  :                 44.6       44.1       63.4       62.6       43.9       41.8       61.8       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   123,942:   110,997     87,531      9,606     31,365      2,022          0          0          0          0      2,052          0:    1,317       972
Old  :   123,942:   110,997     87,531      9,606     31,365      2,022          0          0          0          0      2,052          0:    1,317       972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       600:       992        300       -420       -120          0          0          0          0          0        360          0:       28        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       70.6        7.8       25.3        1.6        0.0        0.0        0.0        0.0        1.7        0.0:      1.1       0.8
Old  :     100.0:      89.6       70.6        7.8       25.3        1.6        0.0        0.0        0.0        0.0        1.7        0.0:      1.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        16         24          .          4          .          0          0          0          0          .          0:
Old  :        46:        16         24          .          4          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       52.0       79.5       79.0       47.9       45.9       68.7       66.7
Old  :                 56.5       52.0       79.5       79.0       47.9       45.9       68.7       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                                                                 Code-0233AN
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MMBTU                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    34,206:    16,068     28,274     16,580      4,511          0          0        651          0        367        680          0:    1,191        90
Old  :    34,206:    16,068     28,274     16,580      4,511          0          0        651          0        367        680          0:    1,191        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :      -120:      -180       -300          0         90          0          0          0          0          0          0          0:       60        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.0       82.7       48.5       13.2        0.0        0.0        1.9        0.0        1.1        2.0        0.0:      3.5       0.3
Old  :     100.0:      47.0       82.7       48.5       13.2        0.0        0.0        1.9        0.0        1.1        2.0        0.0:      3.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         8         13          5          .          0          0          .          0          .          .          0:
Old  :        30:         8         13          5          .          0          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       62.1       85.1       82.7       63.1       62.1       85.1       82.7
Old  :                 63.1       62.1       85.1       82.7       63.1       62.1       85.1       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   275,222:   177,017    170,401     63,679     73,206     17,951      9,929          0      1,244          0      4,123         62:    5,340     8,235
Old  :   275,222:   177,017    170,401     63,679     73,206     17,951      9,929          0      1,244          0      4,123         62:    5,340     8,235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,684:    -1,521     -1,009        305       -583      1,430      1,075          0        465          0      1,625         31:     -101      -275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.3       61.9       23.1       26.6        6.5        3.6        0.0        0.5        0.0        1.5        0.0:      1.9       3.0
Old  :     100.0:      64.3       61.9       23.1       26.6        6.5        3.6        0.0        0.5        0.0        1.5        0.0:      1.9       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        32         30          5          6          5          .          0          .          0          7          .:
Old  :        57:        32         30          5          6          5          .          0          .          0          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       30.8       63.9       55.0       41.1       30.4       59.8       48.3
Old  :                 43.1       30.8       63.9       55.0       41.1       30.4       59.8       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                                                              Code-0233AT
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   116,823:   115,666    115,088        550        480          0          0          0          0          0        462          0:      607       793
Old  :   116,823:   115,666    115,088        550        480          0          0          0          0          0        462          0:      607       793
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -3,510:    -3,656     -3,510          0          0          0          0          0          0          0          0          0:      146         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      99.0       98.5        0.5        0.4        0.0        0.0        0.0        0.0        0.0        0.4        0.0:      0.5       0.7
Old  :     100.0:      99.0       98.5        0.5        0.4        0.0        0.0        0.0        0.0        0.0        0.4        0.0:      0.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         22          .          .          0          0          0          0          0          .          0:
Old  :        31:        14         22          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.1       80.3       97.1       92.8       90.5       76.2       92.4       86.9
Old  :                 91.1       80.3       97.1       92.8       90.5       76.2       92.4       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    11,811:     5,571      8,897      4,646          0          0          0        312          0          0      1,317          0:    1,594     1,285
Old  :    11,811:     5,571      8,897      4,646          0          0          0        312          0          0      1,317          0:    1,594     1,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.2       75.3       39.3        0.0        0.0        0.0        2.6        0.0        0.0       11.2        0.0:     13.5      10.9
Old  :     100.0:      47.2       75.3       39.3        0.0        0.0        0.0        2.6        0.0        0.0       11.2        0.0:     13.5      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         11          .          0          0          0          .          0          0          .          0:
Old  :        21:         8         11          .          0          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       43.0       83.1       69.1       67.6       43.0       79.5       69.1
Old  :                 67.6       43.0       83.1       69.1       67.6       43.0       79.5       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   111,650:    87,844     61,239      3,786     34,657      8,046          0          0          0      1,384          0        310:   10,280     7,398
Old  :   111,650:    87,844     61,239      3,786     34,657      8,046          0          0          0      1,384          0        310:   10,280     7,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,688:     2,538        793       -180      1,674        151          0          0          0         50          0        310:     -181      -240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       54.8        3.4       31.0        7.2        0.0        0.0        0.0        1.2        0.0        0.3:      9.2       6.6
Old  :     100.0:      78.7       54.8        3.4       31.0        7.2        0.0        0.0        0.0        1.2        0.0        0.3:      9.2       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         15          .          .          5          0          0          0          .          0          .:
Old  :        29:        16         15          .          .          5          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       57.6       80.6       76.7       61.0       52.4       68.7       67.4
Old  :                 67.7       57.6       80.6       76.7       61.0       52.4       68.7       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                      Code-0233B1
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   232,010:   221,715    152,738      1,980     66,359      3,009          0          0          0        560      2,579      1,730:    3,016     5,595
Old  :   232,010:   221,715    152,738      1,980     66,359      3,009          0          0          0        560      2,579      1,730:    3,016     5,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,667:     1,637       -558          0      2,039          0          0          0          0          0        790          0:       30      -604
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.6       65.8        0.9       28.6        1.3        0.0        0.0        0.0        0.2        1.1        0.7:      1.3       2.4
Old  :     100.0:      95.6       65.8        0.9       28.6        1.3        0.0        0.0        0.0        0.2        1.1        0.7:      1.3       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        27         25          .          6          .          0          0          0          .          4          .:
Old  :        46:        27         25          .          6          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       38.7       79.6       60.8       49.3       30.9       65.8       48.8
Old  :                 54.3       38.7       79.6       60.8       49.3       30.9       65.8       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   189,018:   139,162    178,423     35,497          0      6,952          0          0          0          0        482          0:    7,407     3,161
Old  :   189,018:   139,162    178,423     35,497          0      6,952          0          0          0          0        482          0:    7,407     3,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       928:      -757        719        868          0       -302          0          0          0          0        210          0:    1,119       301
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       94.4       18.8        0.0        3.7        0.0        0.0        0.0        0.0        0.3        0.0:      3.9       1.7
Old  :     100.0:      73.6       94.4       18.8        0.0        3.7        0.0        0.0        0.0        0.0        0.3        0.0:      3.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         16          5          0          .          0          0          0          0          .          0:
Old  :        28:        16         16          5          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       73.1       72.5       90.6       47.7       70.4       64.3       79.3
Old  :                 50.4       73.1       72.5       90.6       47.7       70.4       64.3       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    89,551:    59,335     59,333     20,907     18,616      3,784          0          0          0        855          0          0:    4,670     7,818
Old  :    89,551:    59,335     59,333     20,907     18,616      3,784          0          0          0        855          0          0:    4,670     7,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       120:      -729        152        700        540       -572          0          0          0        240          0          0:      481         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       66.3       23.3       20.8        4.2        0.0        0.0        0.0        1.0        0.0        0.0:      5.2       8.7
Old  :     100.0:      66.3       66.3       23.3       20.8        4.2        0.0        0.0        0.0        1.0        0.0        0.0:      5.2       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         10          5          .          5          0          0          0          .          0          0:
Old  :        23:        10         10          5          .          5          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       70.2       75.0       85.9       51.1       67.0       69.7       74.5
Old  :                 53.8       70.2       75.0       85.9       51.1       67.0       69.7       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    36,439:    26,181     33,020      3,655      1,026         90          0          0          0      2,718        209        155:    3,640     1,939
Old  :    36,439:    26,181     33,020      3,655      1,026         90          0          0          0      2,718        209        155:    3,640     1,939
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     6,188:       809      5,074          0          0          0          0          0          0      2,718        209        155:    2,506       750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       90.6       10.0        2.8        0.2        0.0        0.0        0.0        7.5        0.6        0.4:     10.0       5.3
Old  :     100.0:      71.8       90.6       10.0        2.8        0.2        0.0        0.0        0.0        7.5        0.6        0.4:     10.0       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          .          .          0          0          0          .          .          .:
Old  :        27:        16         13          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       66.1       64.4       81.2       39.8       61.8       56.5       73.6
Old  :                 43.7       66.1       64.4       81.2       39.8       61.8       56.5       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   217,038:   173,988    157,146     16,624     35,293     15,006          0          0          0      3,367          0        387:    7,666     9,206
Old  :   217,038:   173,988    157,146     16,624     35,293     15,006          0          0          0      3,367          0        387:    7,666     9,206
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     6,047:     6,779      1,684     -5,351      1,359      2,917          0          0          0      2,241          0        387:     -926      -300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       72.4        7.7       16.3        6.9        0.0        0.0        0.0        1.6        0.0        0.2:      3.5       4.2
Old  :     100.0:      80.2       72.4        7.7       16.3        6.9        0.0        0.0        0.0        1.6        0.0        0.2:      3.5       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         12          .          4          .          0          0          0          .          0          .:
Old  :        27:        11         12          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.0       63.5       94.3       83.7       76.4       63.3       85.9       78.0
Old  :                 78.0       63.5       94.3       83.7       76.4       63.3       85.9       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   190,135:   136,727    102,790     20,777     55,479     18,182        256          0          0      4,773      1,074          0:    9,420    12,610
Old  :   190,135:   136,727    102,790     20,777     55,479     18,182        256          0          0      4,773      1,074          0:    9,420    12,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     7,548:     6,037     -7,496       -176     13,147        492          0          0          0          0        240          0:    1,195     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       54.1       10.9       29.2        9.6        0.1        0.0        0.0        2.5        0.6        0.0:      5.0       6.6
Old  :     100.0:      71.9       54.1       10.9       29.2        9.6        0.1        0.0        0.0        2.5        0.6        0.0:      5.0       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        25         22          4          8          8          .          0          0          .          .          0:
Old  :        47:        25         22          4          8          8          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       41.3       66.5       62.1       48.2       37.0       60.2       56.5
Old  :                 53.9       41.3       66.5       62.1       48.2       37.0       60.2       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                          Code-0233BY
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MMBtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    40,201:    28,585     36,518      5,643        416        223          0          0          0      2,619        398          0:    3,131     2,646
Old  :    40,201:    28,585     36,518      5,643        416        223          0          0          0      2,619        398          0:    3,131     2,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -1,349:    -2,588     -2,109        153          0        -62          0          0          0      1,423          0          0:     -275       822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       90.8       14.0        1.0        0.6        0.0        0.0        0.0        6.5        1.0        0.0:      7.8       6.6
Old  :     100.0:      71.1       90.8       14.0        1.0        0.6        0.0        0.0        0.0        6.5        1.0        0.0:      7.8       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         13          .          .          .          0          0          0          .          .          0:
Old  :        25:        13         13          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       82.7       74.5       87.9       48.6       80.4       73.6       84.6
Old  :                 48.9       82.7       74.5       87.9       48.6       80.4       73.6       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    62,605:    39,526     55,956     16,538          0      3,114      1,260          0          0        666      1,186          0:    1,501     2,349
Old  :    62,605:    39,526     55,956     16,538          0      3,114      1,260          0          0        666      1,186          0:    1,501     2,349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,650:       270      1,590        -30          0          0      1,260          0          0        666          0          0:     -516        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       89.4       26.4        0.0        5.0        2.0        0.0        0.0        1.1        1.9        0.0:      2.4       3.8
Old  :     100.0:      63.1       89.4       26.4        0.0        5.0        2.0        0.0        0.0        1.1        1.9        0.0:      2.4       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        10         18          .          0          .          .          0          0          .          .          0:
Old  :        31:        10         18          .          0          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.4       60.0       90.8       72.7       72.6       59.0       82.0       70.2
Old  :                 79.4       60.0       90.8       72.7       72.6       59.0       82.0       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   234,708:   180,749    124,836     20,153     80,715     19,538      1,093      2,783          0      6,072        750        487:    6,616     5,599
Old  :   234,708:   180,749    124,836     20,153     80,715     19,538      1,093      2,783          0      6,072        750        487:    6,616     5,599
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       976:     3,053       -205          0      2,061     -1,300          0         30          0       -334        334       -124:     -319       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       53.2        8.6       34.4        8.3        0.5        1.2        0.0        2.6        0.3        0.2:      2.8       2.4
Old  :     100.0:      77.0       53.2        8.6       34.4        8.3        0.5        1.2        0.0        2.6        0.3        0.2:      2.8       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        26         25          .         10          7          .          .          0          4          .          .:
Old  :        52:        26         25          .         10          7          .          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       43.1       68.0       60.7       48.4       39.8       63.4       54.4
Old  :                 49.6       43.1       68.0       60.7       48.4       39.8       63.4       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CS
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    11,521:     5,973     10,441      1,246          0          0      1,023          0          0      2,728        682          0:      551       398
Old  :    11,521:     5,973     10,441      1,246          0          0      1,023          0          0      2,728        682          0:      551       398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       480:       300        480        120          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       90.6       10.8        0.0        0.0        8.9        0.0        0.0       23.7        5.9        0.0:      4.8       3.5
Old  :     100.0:      51.8       90.6       10.8        0.0        0.0        8.9        0.0        0.0       23.7        5.9        0.0:      4.8       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         11          .          0          0          .          0          0          .          .          0:
Old  :        23:         8         11          .          0          0          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       60.3       75.5       85.9       43.2       60.3       72.2       83.5
Old  :                 46.6       60.3       75.5       85.9       43.2       60.3       72.2       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   127,189:    87,253     80,461     16,868     21,019     19,616          0      1,092          1          0      1,702          0:    3,451     3,298
Old  :   127,189:    87,253     80,461     16,868     21,019     19,616          0      1,092          1          0      1,702          0:    3,451     3,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       741:      -732      1,429        341     -1,209        887          0          0          0          0          0          0:      245      -366
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       63.3       13.3       16.5       15.4        0.0        0.9        0.0        0.0        1.3        0.0:      2.7       2.6
Old  :     100.0:      68.6       63.3       13.3       16.5       15.4        0.0        0.9        0.0        0.0        1.3        0.0:      2.7       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         20          6          5          7          0          .          .          0          .          0:
Old  :        39:        19         20          6          5          7          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       53.9       69.2       75.0       43.4       37.3       52.4       54.0
Old  :                 47.1       53.9       69.2       75.0       43.4       37.3       52.4       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   139,413:   125,311    113,238      4,458     19,731      2,768          0          0          0          0      1,712          0:    6,876     1,964
Old  :   139,413:   125,311    113,238      4,458     19,731      2,768          0          0          0          0      1,712          0:    6,876     1,964
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :      -156:       112       -218         62          0          0          0          0          0       -390          0          0:       60        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       81.2        3.2       14.2        2.0        0.0        0.0        0.0        0.0        1.2        0.0:      4.9       1.4
Old  :     100.0:      89.9       81.2        3.2       14.2        2.0        0.0        0.0        0.0        0.0        1.2        0.0:      4.9       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         20          .          4          .          0          0          0          0          .          0:
Old  :        34:        17         20          .          4          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       62.5       83.8       81.1       60.5       53.7       67.7       65.9
Old  :                 72.1       62.5       83.8       81.1       60.5       53.7       67.7       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    60,784:    43,718     43,817      9,518      8,178      3,892          0          0          0      1,661      2,198          0:    1,995     2,699
Old  :    60,784:    43,718     43,817      9,518      8,178      3,892          0          0          0      1,661      2,198          0:    1,995     2,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     1,436:     1,467       -148       -673        308        642          0          0          0          0        634          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       72.1       15.7       13.5        6.4        0.0        0.0        0.0        2.7        3.6        0.0:      3.3       4.4
Old  :     100.0:      71.9       72.1       15.7       13.5        6.4        0.0        0.0        0.0        2.7        3.6        0.0:      3.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          8          .          .          .          0          0          0          .          .          0:
Old  :        20:         7          8          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       63.8       92.2       83.7       70.3       62.0       83.1       78.5
Old  :                 79.1       63.8       92.2       83.7       70.3       62.0       83.1       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    37,471:    32,696     21,520      1,185     13,527      1,152          0          0          0          0          0          0:    2,438     1,272
Old  :    37,471:    32,696     21,520      1,185     13,527      1,152          0          0          0          0          0          0:    2,438     1,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,800:     2,740      1,020          0      1,050          0          0          0          0          0          0          0:       60       730
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       57.4        3.2       36.1        3.1        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       3.4
Old  :     100.0:      87.3       57.4        3.2       36.1        3.1        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         16          .          6          .          0          0          0          0          0          0:
Old  :        31:        15         16          .          6          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       46.6       79.9       69.2       62.3       45.5       78.7       65.3
Old  :                 63.6       46.6       79.9       69.2       62.3       45.5       78.7       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   279,392:   240,794     38,061     24,439    228,564      9,643          0          0          0          0      2,378          0:    4,516       746
Old  :   279,392:   240,794     38,061     24,439    228,564      9,643          0          0          0          0      2,378          0:    4,516       746
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     7,287:    10,081     -1,973       -299      9,339         11          0       -328          0          0        -30          0:   -2,506       268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       13.6        8.7       81.8        3.5        0.0        0.0        0.0        0.0        0.9        0.0:      1.6       0.3
Old  :     100.0:      86.2       13.6        8.7       81.8        3.5        0.0        0.0        0.0        0.0        0.9        0.0:      1.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        31         17          4          6          .          0          0          0          0          .          0:
Old  :        48:        31         17          4          6          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       65.0       66.3       90.2       50.0       63.3       63.7       84.7
Old  :                 52.1       65.0       66.3       90.2       50.0       63.3       63.7       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   104,630:    75,888     52,214     14,367     42,543      4,670          0          0          0      3,123          0          0:    6,582     5,203
Old  :   104,630:    75,888     52,214     14,367     42,543      4,670          0          0          0      3,123          0          0:    6,582     5,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       245:        62         31          0        214          0          0          0          0          0          0          0:      183         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       49.9       13.7       40.7        4.5        0.0        0.0        0.0        3.0        0.0        0.0:      6.3       5.0
Old  :     100.0:      72.5       49.9       13.7       40.7        4.5        0.0        0.0        0.0        3.0        0.0        0.0:      6.3       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         10          .          4          .          0          0          0          .          0          0:
Old  :        28:        15         10          .          4          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       59.3       72.8       88.1       50.1       59.3       69.7       84.2
Old  :                 51.1       59.3       72.8       88.1       50.1       59.3       69.7       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DW
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :    21,208:    17,204     20,689      2,776          0          0          0          0          0          0          0          0:    1,228       519
Old  :    21,208:    17,204     20,689      2,776          0          0          0          0          0          0          0          0:    1,228       519
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       300:       120        300        240          0          0          0          0          0          0          0          0:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.1       97.6       13.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       2.4
Old  :     100.0:      81.1       97.6       13.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         14          .          0          0          0          0          0          0          0          0:
Old  :        24:         9         14          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       63.0       84.2       85.9       65.7       63.0       83.9       85.9
Old  :                 65.7       63.0       84.2       85.9       65.7       63.0       83.9       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                                                                        Code-0233EB
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   191,160:   163,988    142,703      8,556     31,387     11,394          0          0          0        907          0          0:    6,315     5,676
Old  :   191,160:   163,988    142,703      8,556     31,387     11,394          0          0          0        907          0          0:    6,315     5,676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     3,828:     3,892      3,474        370        880       -310          0          0          0        210          0          0:     -334      -216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       74.7        4.5       16.4        6.0        0.0        0.0        0.0        0.5        0.0        0.0:      3.3       3.0
Old  :     100.0:      85.8       74.7        4.5       16.4        6.0        0.0        0.0        0.0        0.5        0.0        0.0:      3.3       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         26          .          4          4          0          0          0          .          0          0:
Old  :        38:        17         26          .          4          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       44.9       86.2       67.1       66.2       42.1       73.8       61.9
Old  :                 68.6       44.9       86.2       67.1       66.2       42.1       73.8       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                                                                                                        Code-0233ED
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    24,392:    20,055     19,461      2,018      3,496         31          0          0          0      1,310          0          0:      978     1,404
Old  :    24,392:    20,055     19,461      2,018      3,496         31          0          0          0      1,310          0          0:      978     1,404
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,584:     1,144      2,078      1,260        570          0          0          0          0        210          0          0:      -30       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       79.8        8.3       14.3        0.1        0.0        0.0        0.0        5.4        0.0        0.0:      4.0       5.8
Old  :     100.0:      82.2       79.8        8.3       14.3        0.1        0.0        0.0        0.0        5.4        0.0        0.0:      4.0       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         9         17          .          .          .          0          0          0          .          0          0:
Old  :        29:         9         17          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       44.1       83.2       69.9       56.0       42.1       79.3       63.8
Old  :                 56.0       44.1       83.2       69.9       56.0       42.1       79.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,261,289:   209,397    225,470    177,150    223,184    125,702    275,124    142,907    237,019     49,350    149,881    120,498:   67,049    36,628
Old  : 1,261,289:   209,397    225,470    177,150    223,184    125,702    275,124    142,907    237,019     49,350    149,881    120,498:   67,049    36,628
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    30,084:    12,267     22,075    -10,272        940      8,573       -558      1,036      6,571      1,087    -18,555      8,083:    4,333     1,361
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       17.9       14.0       17.7       10.0       21.8       11.3       18.8        3.9       11.9        9.6:      5.3       2.9
Old  :     100.0:      16.6       17.9       14.0       17.7       10.0       21.8       11.3       18.8        3.9       11.9        9.6:      5.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       301:        43         37         21         15         31         66         57         71         34         44         56:
Old  :       301:        43         37         21         15         31         66         57         71         34         44         56:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       22.9       29.6       37.7       12.4       14.8       20.1       23.4
Old  :                 18.0       22.9       29.6       37.7       12.4       14.8       20.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   315,424:   103,170     89,472     59,235    122,230     32,895     10,848          0     15,640     54,207     23,127     24,288:   15,141     7,772
Old  :   315,424:   103,170     89,472     59,235    122,230     32,895     10,848          0     15,640     54,207     23,127     24,288:   15,141     7,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -7,872:     2,232     -4,583     -1,840        961      1,038     -5,157       -332        307        -84     -5,163        -10:   -4,358       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       28.4       18.8       38.8       10.4        3.4        0.0        5.0       17.2        7.3        7.7:      4.8       2.5
Old  :     100.0:      32.7       28.4       18.8       38.8       10.4        3.4        0.0        5.0       17.2        7.3        7.7:      4.8       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        31         27          8         14         17          6          0          4         14          8         16:
Old  :        88:        31         27          8         14         17          6          0          4         14          8         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       42.4       43.7       58.6       24.4       36.6       38.8       49.4
Old  :                 26.9       42.4       43.7       58.6       24.4       36.6       38.8       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   119,295:    16,861     20,888     49,837      4,130     21,327        395     29,894     13,110      2,740     14,761      5,616:    9,409     9,569
Old  :   119,295:    16,861     20,888     49,837      4,130     21,327        395     29,894     13,110      2,740     14,761      5,616:    9,409     9,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :   -31,804:    -6,210     -4,396      1,859     -4,655     -4,897    -15,359      7,434     -6,626     -4,990    -17,652        -11:    4,430    -1,001
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       17.5       41.8        3.5       17.9        0.3       25.1       11.0        2.3       12.4        4.7:      7.9       8.0
Old  :     100.0:      14.1       17.5       41.8        3.5       17.9        0.3       25.1       11.0        2.3       12.4        4.7:      7.9       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        12         10         13          .         15          .          6          6          5         10         12:
Old  :        50:        12         10         13          .         15          .          6          6          5         10         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       31.6       56.7       51.2       30.6       22.5       43.9       35.3
Old  :                 34.0       31.6       56.7       51.2       30.6       22.5       43.9       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-03565B
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   719,563:   317,130    103,679    137,574    467,739    100,179     14,016          0     12,135    107,660     14,082      9,481:   21,388    12,268
Old  :   719,563:   317,130    103,679    137,574    467,739    100,179     14,016          0     12,135    107,660     14,082      9,481:   21,388    12,268
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :   -21,647:   -11,582     -3,768     -1,522    -16,824     -1,793      2,583          0          1     -9,263       -301        653:     -724       385
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.1       14.4       19.1       65.0       13.9        1.9        0.0        1.7       15.0        2.0        1.3:      3.0       1.7
Old  :     100.0:      44.1       14.4       19.1       65.0       13.9        1.9        0.0        1.7       15.0        2.0        1.3:      3.0       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        17         15          8         13         19          .          0          .          5          .          4:
Old  :        52:        17         15          8         13         19          .          0          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       52.2       69.1       69.9       48.1       49.4       62.8       64.9
Old  :                 50.6       52.2       69.1       69.9       48.1       49.4       62.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-03565C
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   200,008:    26,864     23,584     92,051     76,120     55,097      7,044     13,286      5,095      6,112     17,667      3,369:    4,376     5,790
Old  :   200,008:    26,864     23,584     92,051     76,120     55,097      7,044     13,286      5,095      6,112     17,667      3,369:    4,376     5,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -6,786:    -3,379     -4,804      9,538     -3,920     -2,708        160      6,508       -941     -3,452       -981         55:   -6,059         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.4       11.8       46.0       38.1       27.5        3.5        6.6        2.5        3.1        8.8        1.7:      2.2       2.9
Old  :     100.0:      13.4       11.8       46.0       38.1       27.5        3.5        6.6        2.5        3.1        8.8        1.7:      2.2       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:         8          8         11          7         15          .          .          4          6          6          8:
Old  :        45:         8          8         11          7         15          .          .          4          6          6          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       54.1       64.7       70.5       33.5       43.6       50.9       52.9
Old  :                 42.0       54.1       64.7       70.5       33.5       43.6       50.9       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                                                                  Code-066413
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000  metric tonnes                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     6,626:     3,388      3,675        491        304        809          0          0          0      1,075        361        144:      719     1,333
Old  :     6,626:     3,388      3,675        491        304        809          0          0          0      1,075        361        144:      719     1,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       223:      -162        289        224         -6        -77          0          0          0         33       -363        -76:      281       456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.1       55.5        7.4        4.6       12.2        0.0        0.0        0.0       16.2        5.4        2.2:     10.9      20.1
Old  :     100.0:      51.1       55.5        7.4        4.6       12.2        0.0        0.0        0.0       16.2        5.4        2.2:     10.9      20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        23         24          .          .          4          0          0          0          5          4          5:
Old  :        39:        23         24          .          .          4          0          0          0          5          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       29.7       51.1       45.4       25.8       22.2       40.7       30.2
Old  :                 27.5       29.7       51.1       45.4       25.8       22.2       40.7       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                                                             Code-066416
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    34,490:    26,430     27,971      4,469      3,394      2,693         71          0          0          0          0          0:      827       432
Old  :    34,490:    26,430     27,971      4,469      3,394      2,693         71          0          0          0          0          0:      827       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,331:     4,299      1,904       -210        135        245        -63          0          0     -2,155          0          0:      215        47
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       81.1       13.0        9.8        7.8        0.2        0.0        0.0        0.0        0.0        0.0:      2.4       1.3
Old  :     100.0:      76.6       81.1       13.0        9.8        7.8        0.2        0.0        0.0        0.0        0.0        0.0:      2.4       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         30          .          4          6          .          0          0          0          0          0:
Old  :        41:        26         30          .          4          6          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       53.3       66.1       68.8       29.7       33.7       42.9       48.6
Old  :                 43.8       53.3       66.1       68.8       29.7       33.7       42.9       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641A
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    21,792:    21,168     17,704          0      2,911        196          0          0          0          0         98        167:      261       716
Old  :    21,792:    21,168     17,704          0      2,911        196          0          0          0          0         98        167:      261       716
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       232:       132        187          0         15          0          0          0          0          0         -8          0:      100        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.1       81.2        0.0       13.4        0.9        0.0        0.0        0.0        0.0        0.4        0.8:      1.2       3.3
Old  :     100.0:      97.1       81.2        0.0       13.4        0.9        0.0        0.0        0.0        0.0        0.4        0.8:      1.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         23          0          4          .          0          0          0          0          .          .:
Old  :        33:        19         23          0          4          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       48.4       92.5       73.4       45.6       24.7       48.6       37.4
Old  :                 85.1       48.4       92.5       73.4       45.6       24.7       48.6       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV                                                                                          Code-06641D
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    11,856:     8,910      9,476        750        170        895         35          0          0        464        330        218:      584       767
Old  :    11,856:     8,910      9,476        750        170        895         35          0          0        464        330        218:      584       767
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       322:      -111       -214        -17         -3        216         35          0          0         17         -3        -21:      203       347
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       79.9        6.3        1.4        7.5        0.3        0.0        0.0        3.9        2.8        1.8:      4.9       6.5
Old  :     100.0:      75.2       79.9        6.3        1.4        7.5        0.3        0.0        0.0        3.9        2.8        1.8:      4.9       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        31         25          .          .          5          .          0          0          .          .          .:
Old  :        49:        31         25          .          .          5          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       32.5       48.0       50.9       28.3       25.4       42.0       36.9
Old  :                 29.1       32.5       48.0       50.9       28.3       25.4       42.0       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV                                                                                           Code-06641E
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :     3,160:     2,304      1,810          0        580        160          0          0          0          0        100         86:      610       424
Old  :     3,160:     2,304      1,810          0        580        160          0          0          0          0        100         86:      610       424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       57.3        0.0       18.4        5.1        0.0        0.0        0.0        0.0        3.2        2.7:     19.3      13.4
Old  :     100.0:      72.9       57.3        0.0       18.4        5.1        0.0        0.0        0.0        0.0        3.2        2.7:     19.3      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         12          0          5          .          0          0          0          0          .          .:
Old  :        20:         9         12          0          5          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       42.2       75.9       64.6       43.7       27.6       43.7       38.8
Old  :                 63.3       42.2       75.9       64.6       43.7       27.6       43.7       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641F
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    30,814:    27,506     21,047        388      7,813        702          0          0          0        448        339        301:    1,469       612
Old  :    30,814:    27,506     21,047        388      7,813        702          0          0          0        448        339        301:    1,469       612
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,424:     1,261      1,945         88       -408        508          0          0          0       -682         12         -5:    1,254       372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       68.3        1.3       25.4        2.3        0.0        0.0        0.0        1.5        1.1        1.0:      4.8       2.0
Old  :     100.0:      89.3       68.3        1.3       25.4        2.3        0.0        0.0        0.0        1.5        1.1        1.0:      4.8       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        29         37          .          7          .          0          0          0          4          .          .:
Old  :        60:        29         37          .          7          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       40.8       79.1       56.0       65.4       34.7       71.4       50.0
Old  :                 67.5       40.8       79.1       56.0       65.4       34.7       71.4       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                                                          Code-06641G
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :42000 gallons(1000 barrels)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    60,842:    39,345     52,354      8,906      1,534      2,991      1,128          0          0      6,283      1,716      1,306:      883       941
Old  :    60,842:    39,345     52,354      8,906      1,534      2,991      1,128          0          0      6,283      1,716      1,306:      883       941
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     3,914:     4,185      2,650     -1,437       -306        848        203          0          0        -94        437       -158:      367       443
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.7       86.0       14.6        2.5        4.9        1.9        0.0        0.0       10.3        2.8        2.1:      1.5       1.5
Old  :     100.0:      64.7       86.0       14.6        2.5        4.9        1.9        0.0        0.0       10.3        2.8        2.1:      1.5       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        55         53         10          .          9          .          0          0          5         10          8:
Old  :        95:        55         53         10          .          9          .          0          0          5         10          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       44.4       37.4       55.4       18.6       41.7       29.8       49.0
Old  :                 23.0       44.4       37.4       55.4       18.6       41.7       29.8       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                                                                                               Code-06641H
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1000 Metric  Tonnes                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     2,825:     1,229      1,628        185         54        265         42          0          0        153          0        116:      835       762
Old  :     2,825:     1,229      1,628        185         54        265         42          0          0        153          0        116:      835       762
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :       246:       156       -145        -17         13         69          0          0          0         12          0         30:       -4       279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.5       57.6        6.5        1.9        9.4        1.5        0.0        0.0        5.4        0.0        4.1:     29.6      27.0
Old  :     100.0:      43.5       57.6        6.5        1.9        9.4        1.5        0.0        0.0        5.4        0.0        4.1:     29.6      27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         16          .          .          .          .          0          0          4          0          .:
Old  :        26:        11         16          .          .          .          .          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       29.5       52.0       48.1       29.9       28.5       38.7       41.1
Old  :                 35.9       29.5       52.0       48.1       29.9       28.5       38.7       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     4,342:     2,841      2,920        244          0        253          0          0          0         71         16        366:      567       787
Old  :     4,342:     2,841      2,920        244          0        253          0          0          0         71         16        366:      567       787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :      -335:      -158       -378       -118          0         49          0          0          0        -66        -40         -3:      -39        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       67.3        5.6        0.0        5.8        0.0        0.0        0.0        1.6        0.4        8.4:     13.1      18.1
Old  :     100.0:      65.4       67.3        5.6        0.0        5.8        0.0        0.0        0.0        1.6        0.4        8.4:     13.1      18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        24         24          .          0          .          0          0          0          .          .          .:
Old  :        32:        24         24          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       32.9       46.9       48.0       20.8       30.9       34.0       36.0
Old  :                 29.0       32.9       46.9       48.0       20.8       30.9       34.0       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665G
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    46,797:    44,627     18,409        601     26,414        810          0          0          0        376         95        289:       94       780
Old  :    46,797:    44,627     18,409        601     26,414        810          0          0          0        376         95        289:       94       780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -5,593:    -5,556     -2,771       -130     -3,476        208          0          0          0       -203        -20        165:      -77       301
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.4       39.3        1.3       56.4        1.7        0.0        0.0        0.0        0.8        0.2        0.6:      0.2       1.7
Old  :     100.0:      95.4       39.3        1.3       56.4        1.7        0.0        0.0        0.0        0.8        0.2        0.6:      0.2       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        30         32          .          6          .          0          0          0          4          .          .:
Old  :        59:        30         32          .          6          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       50.0       81.7       72.0       54.0       49.8       71.1       63.7
Old  :                 62.0       50.0       81.7       72.0       54.0       49.8       71.1       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   137,521:   107,307    113,290     12,312      9,142      5,718      2,277      1,084        469      4,340      3,140      3,940:    1,158       738
Old  :   137,521:   107,307    113,290     12,312      9,142      5,718      2,277      1,084        469      4,340      3,140      3,940:    1,158       738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :     2,274:       401      2,016        854       -406        349        250       -120          0        496        336        206:     -282      -107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       82.4        9.0        6.6        4.2        1.7        0.8        0.3        3.2        2.3        2.9:      0.8       0.5
Old  :     100.0:      78.0       82.4        9.0        6.6        4.2        1.7        0.8        0.3        3.2        2.3        2.9:      0.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       118:        67         59         10          6         10          4          .          .         11          6         12:
Old  :       118:        67         59         10          6         10          4          .          .         11          6         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       35.4       41.3       51.2       18.3       26.1       28.9       36.5
Old  :                 27.1       35.4       41.3       51.2       18.3       26.1       28.9       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    61,248:    43,397     36,509      8,199     20,203      3,065      5,703          0          0          0         95        160:      724     1,216
Old  :    61,248:    43,397     36,509      8,199     20,203      3,065      5,703          0          0          0         95        160:      724     1,216
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :      -891:     2,889      1,673       -349     -2,623         -5         45          0          0     -3,745       -205        120:      154       149
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       59.6       13.4       33.0        5.0        9.3        0.0        0.0        0.0        0.2        0.3:      1.2       2.0
Old  :     100.0:      70.9       59.6       13.4       33.0        5.0        9.3        0.0        0.0        0.0        0.2        0.3:      1.2       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        24         21          .          8          .          6          0          0          0          .          .:
Old  :        46:        24         21          .          8          .          6          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       60.1       68.3       80.5       37.4       42.7       50.5       57.3
Old  :                 44.9       60.1       68.3       80.5       37.4       42.7       50.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    58,136:    47,404     44,017      1,734      8,478      1,136      3,435          0          0      2,339      2,393      1,549:      539       563
Old  :    58,136:    47,404     44,017      1,734      8,478      1,136      3,435          0          0      2,339      2,393      1,549:      539       563
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -3,476:    -3,299     -1,954       -185     -1,752         58        -48          0          0        206        188       -246:       38       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       75.7        3.0       14.6        2.0        5.9        0.0        0.0        4.0        4.1        2.7:      0.9       1.0
Old  :     100.0:      81.5       75.7        3.0       14.6        2.0        5.9        0.0        0.0        4.0        4.1        2.7:      0.9       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        97:        46         47          6          6          6          6          0          0         10          6          6:
Old  :        97:        46         47          6          6          6          6          0          0         10          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       31.2       50.6       48.4       22.2       20.2       32.8       32.7
Old  :                 32.0       31.2       50.6       48.4       22.2       20.2       32.8       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,782:    29,580     22,868      1,280      8,554      1,633        900          0          0        112        115        177:      100       435
Old  :    33,782:    29,580     22,868      1,280      8,554      1,633        900          0          0        112        115        177:      100       435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -3,275:    -3,019     -2,722        201       -165       -194          0          0          0       -248       -194         -2:      -13         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       67.7        3.8       25.3        4.8        2.7        0.0        0.0        0.3        0.3        0.5:      0.3       1.3
Old  :     100.0:      87.6       67.7        3.8       25.3        4.8        2.7        0.0        0.0        0.3        0.3        0.5:      0.3       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         28          .          5          4          .          0          0          .          .          .:
Old  :        46:        23         28          .          5          4          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.7       47.3       87.5       66.7       58.2       34.3       64.3       45.6
Old  :                 77.7       47.3       87.5       66.7       58.2       34.3       64.3       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 01, 2020                                                                                      
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    23,207:    16,975     18,829      3,456      1,522        972          0        405          0        105        230        787:      912       462
Old  :    23,207:    16,975     18,829      3,456      1,522        972          0        405          0        105        230        787:      912       462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 25, 2020                                                                  :
     :    -1,124:    -1,349       -763        229       -439        -30          0          0          0        -76          0         81:       21        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       81.1       14.9        6.6        4.2        0.0        1.7        0.0        0.5        1.0        3.4:      3.9       2.0
Old  :     100.0:      73.1       81.1       14.9        6.6        4.2        0.0        1.7        0.0        0.5        1.0        3.4:      3.9       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         23          7          .          5          0          .          0          .          .          .:
Old  :        45:        26         23          7          .          5          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       53.3       60.4       72.8       40.7       49.8       58.0       64.8
Old  :                 41.0       53.3       60.4       72.8       40.7       49.8       58.0       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 04, 2020