Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 5,251,835 : : Positions : :3,655,633 1,185,115 557,567 3,233,832 294,925 206,046 91,327 112,855 131,315 45,259 264,116 : : : : Changes from: February 18, 2020 : : 116,927 53,003 -46,989 59,738 -377 16,827 2,913 9,139 25,541 -6,849 -4,461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 22.6 10.6 61.6 5.6 3.9 1.7 2.1 2.5 0.9 5.0 : : : : Number of Traders in Each Category Total Traders: 238 : : 124 104 12 20 26 10 8 13 26 25 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 277,301 : : Positions : : 39,499 29,850 32,219 25,523 85,404 15,012 45,911 35,704 49,806 35,599 18,196 : : : : Changes from: February 18, 2020 : : 3,614 16,522 7,803 -14,197 -13,823 15,012 6,632 10,416 11,174 29,635 5,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 10.8 11.6 9.2 30.8 5.4 16.6 12.9 18.0 12.8 6.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 14 12 10 6 13 . 5 . 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 281,647 : : Positions : : 182,540 246,619 42,933 6,832 20,865 0 3,978 0 5,766 0 92 : : : : Changes from: February 18, 2020 : : 2,953 6,472 2,990 -92 -91 0 0 0 -673 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 87.6 15.2 2.4 7.4 0.0 1.4 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 6 . 7 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 148,097 : : Positions : : 131,074 76,725 4,447 52,917 2,772 3,291 0 0 1,586 248 1,017 : : : : Changes from: February 18, 2020 : : 1,807 1,707 1,069 1,722 365 0 0 0 1,185 0 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 51.8 3.0 35.7 1.9 2.2 0.0 0.0 1.1 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 343,443 : : Positions : : 250,590 145,087 37,352 167,487 20,346 3,877 0 0 9,132 8 6,480 : : : : Changes from: February 18, 2020 : : 8,417 9,897 217 683 1,663 0 0 0 -733 -1,241 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 42.2 10.9 48.8 5.9 1.1 0.0 0.0 2.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 19 5 8 7 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 864,451 : : Positions : : 813,740 47,585 8,962 776,748 25,882 0 0 0 5,243 10,864 1,957 : : : : Changes from: February 18, 2020 : : 11,109 8,990 -271 3,022 1,364 0 0 0 387 32 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 5.5 1.0 89.9 3.0 0.0 0.0 0.0 0.6 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 19 . 10 8 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 383,486 : : Positions : : 270,668 274,556 58,126 50,894 42,631 0 1,102 0 2,248 6,863 2,113 : : : : Changes from: February 18, 2020 : : 2,447 2,292 979 -626 1,370 0 -120 0 -184 2,265 859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 71.6 15.2 13.3 11.1 0.0 0.3 0.0 0.6 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 30 31 7 8 7 0 . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 554,415 : : Positions : : 504,378 379,469 19,902 144,679 21,787 0 0 0 1,208 248 0 : : : : Changes from: February 18, 2020 : : 15,650 14,951 871 1,577 -680 -329 0 -340 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 68.4 3.6 26.1 3.9 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 28 4 10 10 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 431,174 : : Positions : : 313,544 133,989 93,875 260,520 16,306 0 6,218 0 429 1,533 122 : : : : Changes from: February 18, 2020 : : 10,626 3,337 -1,056 4,430 668 0 123 0 429 462 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 31.1 21.8 60.4 3.8 0.0 1.4 0.0 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 19 8 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 110,493 : : Positions : : 86,258 93,628 19,436 8,988 61 0 372 0 0 4,955 459 : : : : Changes from: February 18, 2020 : : 1,150 992 -550 0 0 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 84.7 17.6 8.1 0.1 0.0 0.3 0.0 0.0 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 32,160 : : Positions : : 26,256 30,079 4,799 726 0 0 0 0 0 159 58 : : : : Changes from: February 18, 2020 : : 5,797 4,793 -682 494 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 93.5 14.9 2.3 0.0 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 15 . . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 296,892 : : Positions : : 278,574 60,486 879 206,610 11,990 0 3,877 0 782 5,807 625 : : : : Changes from: February 18, 2020 : : 2,365 2,392 91 605 -481 0 0 0 363 1,322 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 20.4 0.3 69.6 4.0 0.0 1.3 0.0 0.3 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 14 . 10 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 202,201 : : Positions : : 174,108 37,503 4,605 141,205 18,339 0 0 0 0 279 0 : : : : Changes from: February 18, 2020 : : 589 521 0 -93 -124 0 0 0 0 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 18.5 2.3 69.8 9.1 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 13 . 10 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 321,582 : : Positions : : 310,638 284,791 468 24,149 6,691 0 2,736 0 0 544 0 : : : : Changes from: February 18, 2020 : : 3,303 3,025 0 372 -341 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 88.6 0.1 7.5 2.1 0.0 0.9 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 60,170 : : Positions : : 18,512 58,272 32,328 630 145 4,590 0 0 3,184 527 0 : : : : Changes from: February 18, 2020 : : 7,055 12,085 2,077 186 0 2,772 0 0 434 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 96.8 53.7 1.0 0.2 7.6 0.0 0.0 5.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 611,700 : : Positions : : 469,056 151,322 46,769 385,855 48,783 8,774 1,487 4,912 16,336 7,567 4,880 : : : : Changes from: February 18, 2020 : : 6,103 844 -1,593 2,998 2,224 0 -612 1,202 -645 1,429 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 24.7 7.6 63.1 8.0 1.4 0.2 0.8 2.7 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 40 32 4 12 9 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 187,365 : : Positions : : 102,782 110,620 45,723 33,022 34,662 0 0 0 13 0 1,308 : : : : Changes from: February 18, 2020 : : 1,485 1,191 -882 84 911 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 59.0 24.4 17.6 18.5 0.0 0.0 0.0 0.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 5 . 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 51,856 : : Positions : : 35,899 38,725 12,770 9,248 1,484 0 0 0 0 480 0 : : : : Changes from: February 18, 2020 : : 116 -25 1,427 40 200 0 0 0 0 124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 74.7 24.6 17.8 2.9 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 90,683 : : Positions : : 57,122 56,056 19,541 19,729 9,181 0 0 0 0 0 0 : : : : Changes from: February 18, 2020 : : 967 -2,193 -1,663 0 606 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 61.8 21.5 21.8 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 304,741 : : Positions : : 180,165 283,636 99,089 1,873 8,291 7,006 0 0 1,829 9,837 0 : : : : Changes from: February 18, 2020 : : 9,586 9,139 -4,359 344 2,511 4,371 0 0 1,829 3,503 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 93.1 32.5 0.6 2.7 2.3 0.0 0.0 0.6 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 22 8 . 5 . 0 0 . 8 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 289,785 : : Positions : : 176,495 266,853 91,549 963 8,081 9,384 0 0 2,623 13,036 279 : : : : Changes from: February 18, 2020 : : 12,779 10,379 -4,913 498 4,741 4,371 0 0 1,666 3,367 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 92.1 31.6 0.3 2.8 3.2 0.0 0.0 0.9 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 29 33 10 . 4 . 0 0 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 132,655 : : Positions : : 113,384 100,930 15,683 27,364 240 0 0 0 493 348 0 : : : : Changes from: February 18, 2020 : : 11,964 13,320 918 -341 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 76.1 11.8 20.6 0.2 0.0 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 39,000 : : Positions : : 19,524 34,453 18,750 2,457 0 0 1,364 0 217 0 0 : : : : Changes from: February 18, 2020 : : 2,505 2,542 403 682 0 0 -496 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 88.3 48.1 6.3 0.0 0.0 3.5 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 279,813 : : Positions : : 178,043 170,381 84,378 82,601 10,479 537 4,711 269 371 1,033 1,302 : : : : Changes from: February 18, 2020 : : 1,570 4,612 5,289 1,794 0 229 -484 0 371 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 60.9 30.2 29.5 3.7 0.2 1.7 0.1 0.1 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 27 5 7 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 138,210 : : Positions : : 136,374 137,999 1,178 0 0 0 0 0 0 0 0 : : : : Changes from: February 18, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 99.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 99,886 : : Positions : : 83,586 68,611 5,586 14,180 2,126 0 0 0 0 806 0 : : : : Changes from: February 18, 2020 : : 3,419 1,770 149 -302 61 0 0 0 0 806 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 68.7 5.6 14.2 2.1 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 227,686 : : Positions : : 217,258 152,281 1,929 67,114 3,160 0 0 0 964 464 1,965 : : : : Changes from: February 18, 2020 : : 3,835 3,372 1,373 2,123 -585 0 0 0 964 35 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 66.9 0.8 29.5 1.4 0.0 0.0 0.0 0.4 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 . 6 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 201,219 : : Positions : : 145,934 188,922 42,875 54 8,517 0 0 0 0 1,364 0 : : : : Changes from: February 18, 2020 : : -246 -1,223 1,290 -676 0 0 0 0 0 1,364 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 93.9 21.3 0.0 4.2 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 5 . . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 91,505 : : Positions : : 46,398 84,103 37,871 1,801 2,692 0 0 0 126 0 583 : : : : Changes from: February 18, 2020 : : 6,264 688 -643 -56 467 0 0 0 -367 0 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 91.9 41.4 2.0 2.9 0.0 0.0 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 8 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 42,428 : : Positions : : 36,653 38,882 2,206 2,507 656 0 0 0 872 0 58 : : : : Changes from: February 18, 2020 : : 11,443 12,106 -155 -372 279 0 0 0 624 0 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 91.6 5.2 5.9 1.5 0.0 0.0 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 194,774 : : Positions : : 141,956 150,765 38,000 32,333 3,400 0 0 0 4,085 0 0 : : : : Changes from: February 18, 2020 : : 4,248 5,806 172 -88 376 0 0 0 681 0 -546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 77.4 19.5 16.6 1.7 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 184,846 : : Positions : : 130,388 124,927 25,931 20,288 9,901 0 0 0 279 9,257 6,556 : : : : Changes from: February 18, 2020 : : 717 -304 -24 -31 -50 0 0 0 279 989 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 67.6 14.0 11.0 5.4 0.0 0.0 0.0 0.2 5.0 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 18 8 4 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 76,650 : : Positions : : 46,311 67,523 24,983 1,426 2,928 0 1,384 0 0 412 0 : : : : Changes from: February 18, 2020 : : 15,871 3,775 -9,461 1,426 2,928 0 1,012 0 0 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 88.1 32.6 1.9 3.8 0.0 1.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 256,171 : : Positions : : 189,585 141,687 32,977 78,821 20,733 0 1,248 877 2,722 713 3,396 : : : : Changes from: February 18, 2020 : : 10,371 1,134 -732 7,295 2,833 0 300 0 -77 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 55.3 12.9 30.8 8.1 0.0 0.5 0.3 1.1 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 . 8 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 137,599 : : Positions : : 91,493 94,375 25,101 23,210 14,281 744 0 880 0 1,713 302 : : : : Changes from: February 18, 2020 : : 1,501 1,255 1,031 179 1,003 511 0 0 -85 783 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 68.6 18.2 16.9 10.4 0.5 0.0 0.6 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 4 5 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 25,012 : : Positions : : 7,879 24,751 14,850 0 0 1,623 0 0 232 0 0 : : : : Changes from: February 18, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 99.0 59.4 0.0 0.0 6.5 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 159,803 : : Positions : : 144,038 126,703 3,002 23,015 4,050 0 0 0 310 0 0 : : : : Changes from: February 18, 2020 : : 180 -474 -406 0 -214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 79.3 1.9 14.4 2.5 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 40,218 : : Positions : : 32,102 33,463 3,897 4,564 310 0 0 0 511 0 0 : : : : Changes from: February 18, 2020 : : 2,539 3,909 672 -62 310 0 0 0 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 83.2 9.7 11.3 0.8 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 265,921 : : Positions : : 219,223 10,277 23,841 247,264 7,205 0 0 0 0 775 0 : : : : Changes from: February 18, 2020 : : 2,125 1,614 -1,071 -1,644 269 0 0 0 0 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 3.9 9.0 93.0 2.7 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 9 . 7 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 108,456 : : Positions : : 61,450 47,183 31,485 47,766 1,470 0 8,774 0 6,317 0 0 : : : : Changes from: February 18, 2020 : : 3,982 2,156 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 43.5 29.0 44.0 1.4 0.0 8.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 Index (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DW Open Interest is 29,850 : : Positions : : 16,266 29,552 6,790 0 0 0 0 0 5,752 0 0 : : : : Changes from: February 18, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 99.0 22.7 0.0 0.0 0.0 0.0 0.0 19.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 206,125 : : Positions : : 173,632 162,791 17,514 28,303 10,272 0 0 0 0 684 524 : : : : Changes from: February 18, 2020 : : 5,935 2,712 -959 -183 566 0 0 0 0 -152 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 79.0 8.5 13.7 5.0 0.0 0.0 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 7 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 1,406,499 : : Positions : : 213,634 227,815 296,169 94,096 114,497 163,255 473,407 316,672 102,981 26,656 118,883 : : : : Changes from: February 18, 2020 : : -5,027 967 1,048 -4,413 -13,773 -21,995 -5,676 -10,064 129 -7,949 3,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 16.2 21.1 6.7 8.1 11.6 33.7 22.5 7.3 1.9 8.5 : : : : Number of Traders in Each Category Total Traders: 348 : : 46 38 27 9 28 55 80 71 73 34 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 314,085 : : Positions : : 142,455 79,721 52,161 80,292 37,137 16,579 2,613 14,296 8,199 59,565 25,164 : : : : Changes from: February 18, 2020 : : 3,358 -1,425 -4,088 3,347 4,385 1,481 -4,229 264 -21 3,046 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 25.4 16.6 25.6 11.8 5.3 0.8 4.6 2.6 19.0 8.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 35 27 6 15 17 5 . 5 7 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 128,740 : : Positions : : 24,362 24,222 19,457 10,642 25,203 1,446 29,078 13,714 21,383 8,391 10,398 : : : : Changes from: February 18, 2020 : : 1,099 2,653 -3,070 3,852 1,274 1,139 5,497 2,797 8,964 -699 2,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 18.8 15.1 8.3 19.6 1.1 22.6 10.7 16.6 6.5 8.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 9 5 13 . 8 7 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 59,396 : : Positions : : 266 12,964 18,689 902 14,308 0 3,955 5,389 668 1,033 249 : : : : Changes from: February 18, 2020 : : 266 341 2,150 0 -405 0 600 -42 8 598 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.4 21.8 31.5 1.5 24.1 0.0 6.7 9.1 1.1 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . 5 7 . 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 765,692 : : Positions : : 378,366 121,170 113,552 503,900 88,081 1,420 3,372 9,564 133,850 6,388 17,654 : : : : Changes from: February 18, 2020 : : 21,360 777 -9,770 -1,344 -1,405 -450 0 0 -7,524 0 2,762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 15.8 14.8 65.8 11.5 0.2 0.4 1.2 17.5 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 20 16 4 14 17 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 132,994 : : Positions : : 23,183 35,317 56,578 45,578 27,224 2,531 459 3,669 4,216 7,381 6,690 : : : : Changes from: February 18, 2020 : : 554 882 -212 -741 -123 -324 -150 474 56 -117 846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 26.6 42.5 34.3 20.5 1.9 0.3 2.8 3.2 5.5 5.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 11 10 6 14 . . . 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 2,467 : : Positions : : 1,123 1,177 94 238 471 0 0 0 276 0 192 : : : : Changes from: February 18, 2020 : : 69 63 0 131 74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 47.7 3.8 9.6 19.1 0.0 0.0 0.0 11.2 0.0 7.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 4,575 : : Positions : : 2,732 3,423 810 24 171 0 0 0 150 177 67 : : : : Changes from: February 18, 2020 : : 144 191 -81 -14 -48 0 0 0 18 69 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 74.8 17.7 0.5 3.7 0.0 0.0 0.0 3.3 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 33,487 : : Positions : : 18,084 27,698 9,724 3,555 2,077 0 61 0 3,212 0 30 : : : : Changes from: February 18, 2020 : : 1,662 2,018 345 -5 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 82.7 29.0 10.6 6.2 0.0 0.2 0.0 9.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 30 5 . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 19,234 : : Positions : : 18,025 14,260 18 3,062 980 0 0 0 40 0 79 : : : : Changes from: February 18, 2020 : : 100 70 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 74.1 0.1 15.9 5.1 0.0 0.0 0.0 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 8,043 : : Positions : : 5,490 7,128 681 85 410 0 0 0 329 0 193 : : : : Changes from: February 18, 2020 : : 18 130 0 -30 55 0 0 0 -5 -35 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.6 8.5 1.1 5.1 0.0 0.0 0.0 4.1 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 24 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 41,381 : : Positions : : 38,940 26,857 0 12,488 205 0 0 0 1,561 1,436 70 : : : : Changes from: February 18, 2020 : : 1,310 1,514 0 379 -30 0 0 0 583 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 64.9 0.0 30.2 0.5 0.0 0.0 0.0 3.8 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 30 0 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 58,922 : : Positions : : 40,169 48,459 9,399 1,023 5,187 142 1,195 0 1,466 487 1,970 : : : : Changes from: February 18, 2020 : : 1,936 799 -775 147 772 0 -417 -2 -369 200 298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 82.2 16.0 1.7 8.8 0.2 2.0 0.0 2.5 0.8 3.3 : : : : Number of Traders in Each Category Total Traders: 93 : : 51 52 9 6 13 . . 0 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 4,499 : : Positions : : 3,244 3,443 33 0 171 0 0 0 271 158 94 : : : : Changes from: February 18, 2020 : : 23 -59 -4 0 15 0 0 0 44 12 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.5 0.7 0.0 3.8 0.0 0.0 0.0 6.0 3.5 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 23 . 0 . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 61,917 : : Positions : : 57,374 30,697 602 30,325 354 0 0 0 3,397 57 174 : : : : Changes from: February 18, 2020 : : 2,062 1,619 292 1,060 -296 0 0 0 300 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 49.6 1.0 49.0 0.6 0.0 0.0 0.0 5.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 38 . 7 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 137,655 : : Positions : : 113,267 114,510 12,204 12,928 3,934 1,010 1,914 101 3,599 930 2,722 : : : : Changes from: February 18, 2020 : : 4,210 5,295 952 -45 77 0 -79 9 71 42 294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 83.2 8.9 9.4 2.9 0.7 1.4 0.1 2.6 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 67 63 10 6 10 . 8 . 7 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 43,021 : : Positions : : 24,175 26,646 11,166 11,139 3,522 1,260 1,445 0 2,673 0 150 : : : : Changes from: February 18, 2020 : : 1,226 1,286 360 270 73 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 61.9 26.0 25.9 8.2 2.9 3.4 0.0 6.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 31 . 6 4 . 5 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 58,483 : : Positions : : 51,930 38,610 786 17,146 973 1,428 50 20 1,980 238 891 : : : : Changes from: February 18, 2020 : : 2,391 2,514 -111 321 -31 135 -25 -55 254 8 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 66.0 1.3 29.3 1.7 2.4 0.1 0.0 3.4 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 83 : : 49 44 . 7 . 4 . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 27,485 : : Positions : : 22,800 15,991 1,472 8,262 2,018 900 85 0 0 227 49 : : : : Changes from: February 18, 2020 : : 2,839 2,456 90 455 118 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 58.2 5.4 30.1 7.3 3.3 0.3 0.0 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . 5 6 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 16,661 : : Positions : : 11,820 13,065 2,213 1,673 776 0 0 0 478 295 672 : : : : Changes from: February 18, 2020 : : 989 1,056 -79 -86 65 0 0 0 50 -10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 78.4 13.3 10.0 4.7 0.0 0.0 0.0 2.9 1.8 4.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 24 6 . 6 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 25, 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 2,322 : : Positions : : 1,216 2,232 879 0 50 0 0 0 137 0 40 : : : : Changes from: February 18, 2020 : : 150 215 65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 96.1 37.9 0.0 2.2 0.0 0.0 0.0 5.9 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 28, 2020