Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV   2500 MMBtus                                             :
CFTC Code #023391                                                    Open Interest is 5,192,380                :
: Positions                                                                                                    :
:3,532,040 1,175,091   631,825 3,124,796   281,764   145,996    90,462   139,618   152,324    71,682   280,887 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   31,408    34,617    13,507    13,583   -17,020    39,768    -1,665    -5,493   -24,664    15,789    16,110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      22.6      12.2      60.2       5.4       2.8       1.7       2.7       2.9       1.4       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      122       102        13        20        24         7         8        13        27        22        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   297,468                :
: Positions                                                                                                    :
:   41,782    24,380    41,486    31,812   103,479     5,812    59,407    24,837    57,532    30,347    15,120 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    5,114    15,213    24,998   -23,393     8,209     4,328    18,796       920       -91    24,383     8,033 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.0       8.2      13.9      10.7      34.8       2.0      20.0       8.3      19.3      10.2       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       14         9        11         5        13         .         4         .         8         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   281,789                :
: Positions                                                                                                    :
:  188,683   242,002    38,095     7,296    22,372         0     4,355         0     5,325         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,909     1,915    -3,037        58     2,632         0         0         0        62      -553       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      85.9      13.5       2.6       7.9       0.0       1.5       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        15         5         .         6         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   145,788                :
: Positions                                                                                                    :
:  132,520    71,524     1,468    55,077     3,502     2,989         0         0       854       987       907 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,305     4,801       -92     1,379      -148       818         0         0       539       206       159 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      49.1       1.0      37.8       2.4       2.1       0.0       0.0       0.6       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        16         .         5         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   335,577                :
: Positions                                                                                                    :
:  256,503   129,548    36,066   179,424    16,697     2,807         0         0     8,056        15     6,522 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   -7,161    -1,100       832    -5,478    -1,041       642         0         0      -923        15     1,570 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      38.6      10.7      53.5       5.0       0.8       0.0       0.0       2.4       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        21         5         8         7         .         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   860,297                :
: Positions                                                                                                    :
:  810,968    37,933     9,416   783,762    22,112     1,035         0         0     5,008    10,820     3,118 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    7,538       243       184     5,228       375       339         0         0      -907        62       152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3       4.4       1.1      91.1       2.6       0.1       0.0       0.0       0.6       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        17         .        10         9         .         0         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   376,914                :
: Positions                                                                                                    :
:  267,603   262,258    55,945    59,542    40,938         0     1,316         0     3,192     5,093     1,547 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   10,517    13,531     1,050     2,657       487         0       820         0       764       493       168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      69.6      14.8      15.8      10.9       0.0       0.3       0.0       0.8       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       30        30         6         9         8         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   539,356                :
: Positions                                                                                                    :
:  489,653   365,556    17,580   141,322    22,324        89       726       557     1,208     1,033        58 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   12,346    13,009       490      -174       691      -373       320       496         0       843         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      67.8       3.3      26.2       4.1       0.0       0.1       0.1       0.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       33        29         4         9        10         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   419,683                :
: Positions                                                                                                    :
:  305,649   127,594    94,241   260,153    13,495         0     3,703         0         0     3,983       150 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   20,308     3,232       303    12,768     1,181         0      -261         0         0     3,983       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      30.4      22.5      62.0       3.2       0.0       0.9       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        20         6         7         8         0         .         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   110,812                :
: Positions                                                                                                    :
:   83,648    94,771    22,436     8,988        74       128       372       271         0     3,167       909 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    1,339     1,302      -490         0       -30        -2         0       -47         0        33       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      85.5      20.2       8.1       0.1       0.1       0.3       0.2       0.0       2.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        20         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    33,598                :
: Positions                                                                                                    :
:   23,598    31,263     8,519       203         0         0       362         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,744     5,128     1,711       203         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      93.1      25.4       0.6       0.0       0.0       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       12        16         4         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   285,174                :
: Positions                                                                                                    :
:  271,629    56,948     1,455   203,150     9,200         0     2,807         0         0     5,791        62 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    5,004     5,150      -245    -1,899       765         0       642         0         0     2,367        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.3      20.0       0.5      71.2       3.2       0.0       1.0       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        15         .        10         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   204,705                :
: Positions                                                                                                    :
:  176,694    42,053     4,619   138,957    18,166         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   15,114    -3,642    -2,132    13,965       745         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      20.5       2.3      67.9       8.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        11         .        10         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is   308,076                :
: Positions                                                                                                    :
:  290,906   271,776     9,344    26,183     4,549         0     2,736         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   12,775    15,325     5,694     1,328    -1,247         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      88.2       3.0       8.5       1.5       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        19         .         5         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    48,545                :
: Positions                                                                                                    :
:   10,706    45,709    29,815     2,335       145     1,147         0         0     5,462         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    5,001     9,068     2,683      -145       145         0         0         0     1,450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.1      94.2      61.4       4.8       0.3       2.4       0.0       0.0      11.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       12        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   585,994                :
: Positions                                                                                                    :
:  437,565   137,455    49,024   373,334    53,315     8,877       422     3,235    19,715     4,463     4,070 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   10,219    -1,600      -596     7,083       219        73       300         0      -427     4,124        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      23.5       8.4      63.7       9.1       1.5       0.1       0.6       3.4       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       40        29         4        12        10         .         .         .         5         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   195,937                :
: Positions                                                                                                    :
:   97,489   118,040    57,515    30,887    36,069         0       155       400       812       840       708 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    1,690       358     3,729     4,605       295      -181       155       -34       812       -20       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      60.2      29.4      15.8      18.4       0.0       0.1       0.2       0.4       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        14         6         .         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    49,563                :
: Positions                                                                                                    :
:   38,066    36,939     9,535    10,736       403         0         0         0         0       418         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,754     4,240     1,173         0         0         0         0         0      -301         0      -341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      74.5      19.2      21.7       0.8       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    92,517                :
: Positions                                                                                                    :
:   58,594    59,280    19,191    20,636     8,102         0         0         0         0       232         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:     -365     2,517       193      -822      -230         0         0         0         0       232         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      64.1      20.7      22.3       8.8       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AG                                                    Open Interest is   288,893                :
: Positions                                                                                                    :
:  166,534   279,533   108,006         0     6,187       232         0         0         0     1,798       682 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   16,430    19,870     5,434         0     1,893         0         0         0      -370     1,798       254 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      96.8      37.4       0.0       2.1       0.1       0.0       0.0       0.0       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        23         8         0         4         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   275,008                :
: Positions                                                                                                    :
:  157,111   260,851   105,361         0     3,627     5,242     2,697         0     1,674     6,663       682 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   16,383    19,775     7,711         0     1,400         0         0         0         0     2,197      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      94.9      38.3       0.0       1.3       1.9       1.0       0.0       0.6       2.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       29        27        11         0         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   128,495                :
: Positions                                                                                                    :
:  111,628    97,910    13,089    28,139       426         0         0         0         0     1,361         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   10,465    11,381      -144      -145         0         0         0         0         0       493         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      76.2      10.2      21.9       0.3       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        23         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    32,327                :
: Positions                                                                                                    :
:   19,185    30,287    11,974     1,806         0       383         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    5,708     6,327     1,350       464         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      93.7      37.0       5.6       0.0       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        16         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   267,601                :
: Positions                                                                                                    :
:  184,229   162,772    69,282    84,085     7,989       171     1,366       176         0       158     1,557 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    6,992    11,035     2,274    -1,843        94        49       604         0         0       100       117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      60.8      25.9      31.4       3.0       0.1       0.5       0.1       0.0       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       30        24         4         7         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV   2500 mmbtu                                               :
CFTC Code #0233AT                                                    Open Interest is   124,640                :
: Positions                                                                                                    :
:  123,905   123,867         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    5,800     6,235         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.4      99.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        14         0         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is   101,381                :
: Positions                                                                                                    :
:   82,587    71,283     5,589    15,180     2,254         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:       -7     2,342       215      -552         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      70.3       5.5      15.0       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   226,963                :
: Positions                                                                                                    :
:  216,662   150,535       532    66,080     4,336         0         0         0       724       410       604 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   13,851    16,671       532    -2,863       895         0         0         0      -406      -165       264 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5      66.3       0.2      29.1       1.9       0.0       0.0       0.0       0.3       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        22         .         7         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   197,529                :
: Positions                                                                                                    :
:  140,268   184,233    45,101     2,168     6,474         0         0         0         0       586         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    7,653     4,673    -1,742       246      -123         0         0         0         0       586         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      93.3      22.8       1.1       3.3       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        18         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    85,374                :
: Positions                                                                                                    :
:   35,835    81,102    40,630     2,371       710         0         0         0       279         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,773     2,273      -706       -88       221         0         0         0       279         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      95.0      47.6       2.8       0.8       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         9         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    34,318                :
: Positions                                                                                                    :
:   27,654    30,247     2,702     3,158       377         0         0         0       930         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      88.1       7.9       9.2       1.1       0.0       0.0       0.0       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   187,162                :
: Positions                                                                                                    :
:  132,194   142,061    40,485    33,446     2,526         0         0         0     3,653         0       453 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,956     5,205    -2,049      -412      -190         0         0         0       735       -20        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      75.9      21.6      17.9       1.3       0.0       0.0       0.0       2.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   179,809                :
: Positions                                                                                                    :
:  129,106   116,052    19,334    24,196    11,557         0         0         0         0     8,530     6,702 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   19,234    16,887      -451       -54      -424         0         0         0         0       353        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      64.5      10.8      13.5       6.4       0.0       0.0       0.0       0.0       4.7       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        19         5         6         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    48,717                :
: Positions                                                                                                    :
:   24,801    47,110    22,489       250        29       367       372         0         0       381         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    4,875     6,448     1,445       -29        29         0       372         0         0       381         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      96.7      46.2       0.5       0.1       0.8       0.8       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        17         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   236,573                :
: Positions                                                                                                    :
:  172,522   151,503    37,379    55,658    17,207         0     1,749       525         0       977     3,926 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    9,507    12,754      -238      -107     1,026         0      -122       477         0      -384       281 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      64.0      15.8      23.5       7.3       0.0       0.7       0.2       0.0       0.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        26         4         7         7         0         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   135,146                :
: Positions                                                                                                    :
:   92,950    95,609    24,259    22,901    13,438       415         0       530         0     1,297         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,054     1,176    -1,501      -176       933      -379         0       477         0       615         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      70.7      18.0      16.9       9.9       0.3       0.0       0.4       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         5         5         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    20,941                :
: Positions                                                                                                    :
:    8,168    19,727    11,240         0        93         0       290         0       306         0       174 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.0      94.2      53.7       0.0       0.4       0.0       1.4       0.0       1.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         .         0         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   165,672                :
: Positions                                                                                                    :
:  147,378   134,804     5,632    22,892     5,722         0         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   10,464     9,272    -1,102       428     1,220         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      81.4       3.4      13.8       3.5       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        15         .         4         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    37,808                :
: Positions                                                                                                    :
:   32,867    32,076     3,256     2,565         0         0         0         0       418     1,498         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    4,791     3,624         0         0         0         0         0         0         0      -397       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      84.8       8.6       6.8       0.0       0.0       0.0       0.0       1.1       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   278,033                :
: Positions                                                                                                    :
:  231,050     8,921    25,524   261,888     6,614         0         0         0         0       232         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,163     2,348        58        73         0         0         0         0         0       232         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1       3.2       9.2      94.2       2.4       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25         7         .         7         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is   103,863                :
: Positions                                                                                                    :
:   55,256    47,165    32,070    44,262     1,068         0     8,774         0     7,622         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      428        29      -730      -642         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      45.4      30.9      42.6       1.0       0.0       8.4       0.0       7.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233EB                                                    Open Interest is   209,101                :
: Positions                                                                                                    :
:  168,987   161,827    19,520    28,122    16,789         0         0         0         0       836       372 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    1,077      -341      -758         0       178         0         0         0         0        79       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      77.4       9.3      13.4       8.0       0.0       0.0       0.0       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        16         .         7         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,465,557                :
: Positions                                                                                                    :
:  209,838   219,568   320,694    92,247   142,369   192,827   489,452   319,958    84,774    49,677   117,593 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   11,591     6,333    17,686     5,822   -19,123    23,072    22,153   -50,040   -18,447    -5,405    -7,833 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.3      15.0      21.9       6.3       9.7      13.2      33.4      21.8       5.8       3.4       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       49        37        26        10        26        57        75        71        62        40        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   318,740                :
: Positions                                                                                                    :
:  136,174    70,448    52,723    90,647    35,643    11,839     7,509    18,097    18,434    53,838    26,511 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      651    -3,307     2,899     3,215    -1,412    -5,368     6,759     2,923     3,017    -6,455     3,992 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.7      22.1      16.5      28.4      11.2       3.7       2.4       5.7       5.8      16.9       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       31        27         6        13        17         4         .         6        14        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   115,939                :
: Positions                                                                                                    :
:   18,103    23,327    21,962     5,098    27,292     2,561    23,601    11,467    20,131    10,466     8,686 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      381     1,797     2,601    -2,481     5,396       512     6,810     3,358     7,657     2,957     2,221 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      20.1      18.9       4.4      23.5       2.2      20.4       9.9      17.4       9.0       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       13        13        10         5        15         .         7         6        11         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    68,268                :
: Positions                                                                                                    :
:      579    13,320    15,099     4,812    16,063         0     7,807     5,431     1,183       912       321 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.8      19.5      22.1       7.0      23.5       0.0      11.4       8.0       1.7       1.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         5         7         .         8         0         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                       :
CFTC Code #03565B                                                    Open Interest is   786,086                :
: Positions                                                                                                    :
:  350,342   129,590   126,161   528,465    81,970     2,335     2,900    10,036   175,034     4,676    11,977 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:   14,116     4,396      -634     2,003     2,032         0         0         0    -6,356       864       353 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      16.5      16.0      67.2      10.4       0.3       0.4       1.3      22.3       0.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       19        16         4        14        16         .         .         4         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                   :
CFTC Code #03565C                                                    Open Interest is   127,832                :
: Positions                                                                                                    :
:   22,784    32,949    45,914    44,923    30,068     4,202         0     3,163     3,146     5,686     4,283 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        0     2,780     1,085      -345     1,255       528    -1,394      -138     2,037     2,766      -524 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      25.8      35.9      35.1      23.5       3.3       0.0       2.5       2.5       4.4       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        9         9         9         6        14         .         0         .         .         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV   1000 metric tonnes                                    :
CFTC Code #066411                                                    Open Interest is     1,986                :
: Positions                                                                                                    :
:      949       940        80       208       226         0         0         0       267         0       136 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:       62        16        24        26        -3         0         0         0       -21         0       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      47.3       4.0      10.5      11.4       0.0       0.0       0.0      13.4       0.0       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        15         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV   1000  metric tonnes                                          :
CFTC Code #066413                                                    Open Interest is     4,692                :
: Positions                                                                                                    :
:    3,046     3,481       744        29       125         0         0         0       133       159        61 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      144       110       -50       -18       -30         0         0         0        23        -5        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      74.2      15.9       0.6       2.7       0.0       0.0       0.0       2.8       3.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        23         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                             :
CFTC Code #066416                                                    Open Interest is    32,540                :
: Positions                                                                                                    :
:   16,964    27,023     9,608     3,257     2,011         0       153         0     3,519         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    1,284     1,361       284        12        26         0        55         0        55         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      83.0      29.5      10.0       6.2       0.0       0.5       0.0      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        30         5         .         5         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641A                                                    Open Interest is    22,222                :
: Positions                                                                                                    :
:   20,892    17,085         8     2,930     1,072         0         0         0        75         0        55 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,076     2,076       -15         5       134         0         0         0        10         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      76.9       0.0      13.2       4.8       0.0       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        20         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641D                                                    Open Interest is     9,318                :
: Positions                                                                                                    :
:    6,875     8,444       818       194       281         0         0         0       536       110        15 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      733       672      -193       129       110         0         0         0        30         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      90.6       8.8       2.1       3.0       0.0       0.0       0.0       5.8       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        27         .         .         4         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641F                                                    Open Interest is    47,542                :
: Positions                                                                                                    :
:   44,241    31,979         0    12,660       612         0         0         0     1,306     2,043       196 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    1,194     1,617         0      -168       -58         0         0         0       -45       -15        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      67.3       0.0      26.6       1.3       0.0       0.0       0.0       2.7       4.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       28        34         0         7         .         0         0         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641G                                                    Open Interest is    61,312                :
: Positions                                                                                                    :
:   42,913    52,519    10,969       793     3,796       135     1,835         2     1,656       545     1,391 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,017     1,704      -222        28       591       -30       220         2       -73      -212       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      85.7      17.9       1.3       6.2       0.2       3.0       0.0       2.7       0.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       50        55        11         4        12         .         .         .         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV   1000 Metric  Tonnes                                       :
CFTC Code #06641H                                                    Open Interest is     2,058                :
: Positions                                                                                                    :
:      984     1,194       237         0       176         0         0         0        57        97       109 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      58.0      11.5       0.0       8.6       0.0       0.0       0.0       2.8       4.7       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #06665A                                                    Open Interest is     1,806                :
: Positions                                                                                                    :
:      882     1,219         0        30         0         0         0         0       326         0        65 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:       47        41         0       -43       -34         0         0         0         9         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      67.5       0.0       1.7       0.0       0.0       0.0       0.0      18.1       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         0         .         0         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     4,696                :
: Positions                                                                                                    :
:    3,428     3,338       101         0       106         0         0         0       165       376       130 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        3       123        93         0       -67         0         0         0         7        -1       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      71.1       2.2       0.0       2.3       0.0       0.0       0.0       3.5       8.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        22         .         0         .         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665G                                                    Open Interest is    61,147                :
: Positions                                                                                                    :
:   55,435    34,308       947    25,611       600         0         0         0     4,024       127       125 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,713     1,010      -465       810       292         0         0         0      -140        28         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      56.1       1.5      41.9       1.0       0.0       0.0       0.0       6.6       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       37        34         .         7         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   131,544                :
: Positions                                                                                                    :
:  104,076   110,724    12,409     9,977     4,212     1,125     1,909        84     6,063     1,419     2,773 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    3,005     3,588       673      -587      -359         0       424        32      -129       124       385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      84.2       9.4       7.6       3.2       0.9       1.5       0.1       4.6       1.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   115                     :
:       63        61        10         6        11         .         6         .        12         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    41,863                :
: Positions                                                                                                    :
:   23,562    25,777    10,208    11,209     3,551     1,260     1,190         0     3,186         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      368       587       164       -30      -248         0        20         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      61.6      24.4      26.8       8.5       3.0       2.8       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        28         .         6         5         .         5         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    53,734                :
: Positions                                                                                                    :
:   47,646    34,969       866    16,114       856     1,397        90        80     1,766       448       652 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:    2,378     2,527       149      -182       139      -100        40        50       340       -91       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      65.1       1.6      30.0       1.6       2.6       0.2       0.1       3.3       0.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       47        45         .         6         .         .         .         .         9         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #06665R                                                    Open Interest is    18,998                :
: Positions                                                                                                    :
:   14,686     8,304     1,220     7,803     1,776       900        85         0       100        77        99 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      155       -12       -23        15        90         0         0         0         0        35       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      43.7       6.4      41.1       9.3       4.7       0.4       0.0       0.5       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        21         .         4         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665S                                                    Open Interest is     6,416                :
: Positions                                                                                                    :
:    5,395     2,328         0     3,446       108         0         0         0        40         0        30 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      36.3       0.0      53.7       1.7       0.0       0.0       0.0       0.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         0         5         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,714                :
: Positions                                                                                                    :
:   11,514    13,249     2,466     1,853       556         0         0         0       581        90       749 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      740       540       -91        95        70         0         0         0       -14        15       169 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      79.3      14.8      11.1       3.3       0.0       0.0       0.0       3.5       0.5       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        22         6         .         4         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 28, 2020           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE BALMO  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665W                                                    Open Interest is     3,408                :
: Positions                                                                                                    :
:    2,749     2,726       151       155       452         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 21, 2020                                                                           :
:      125        26       -95         0        95         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      80.0       4.4       4.5      13.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated January 31, 2020