Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 5,098,015 : : Positions : :3,516,632 1,108,540 532,195 3,167,610 281,232 184,784 77,334 138,901 134,804 27,115 274,225 : : : : Changes from: February 25, 2020 : : -139,001 -76,575 -25,372 -66,222 -13,693 -21,262 -13,993 26,046 3,489 -18,144 10,109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 21.7 10.4 62.1 5.5 3.6 1.5 2.7 2.6 0.5 5.4 : : : : Number of Traders in Each Category Total Traders: 222 : : 116 92 12 20 26 10 5 10 27 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 202,015 : : Positions : : 35,949 12,407 13,376 46,649 70,776 0 22,031 30,473 38,303 6,144 12,062 : : : : Changes from: February 25, 2020 : : -3,550 -17,443 -18,843 21,126 -14,628 -15,012 -23,880 -5,231 -11,503 -29,455 -6,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 6.1 6.6 23.1 35.0 0.0 10.9 15.1 19.0 3.0 6.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 7 8 7 10 0 4 . 9 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 284,090 : : Positions : : 184,490 246,832 44,402 6,832 20,994 0 3,978 0 5,827 0 92 : : : : Changes from: February 25, 2020 : : 1,950 213 1,469 0 129 0 0 0 61 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 86.9 15.6 2.4 7.4 0.0 1.4 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 6 . 7 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 149,046 : : Positions : : 129,185 72,753 4,335 54,024 2,046 3,291 0 0 2,123 248 520 : : : : Changes from: February 25, 2020 : : -1,889 -3,972 -112 1,107 -726 0 0 0 537 0 -497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 48.8 2.9 36.2 1.4 2.2 0.0 0.0 1.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 363,610 : : Positions : : 270,312 158,502 36,930 173,158 19,613 3,877 0 0 10,508 132 6,345 : : : : Changes from: February 25, 2020 : : 19,722 13,415 -422 5,671 -733 0 0 0 1,376 124 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 43.6 10.2 47.6 5.4 1.1 0.0 0.0 2.9 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 19 5 8 6 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 860,672 : : Positions : : 807,582 55,362 8,692 763,755 27,250 0 0 0 2,887 10,736 1,710 : : : : Changes from: February 25, 2020 : : -6,158 7,777 -270 -12,993 1,368 0 0 0 -2,356 -128 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 6.4 1.0 88.7 3.2 0.0 0.0 0.0 0.3 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 16 . 10 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 394,794 : : Positions : : 272,828 285,052 61,871 47,867 44,109 0 982 0 1,566 4,950 2,433 : : : : Changes from: February 25, 2020 : : 2,160 10,496 3,745 -3,027 1,478 0 -120 0 -682 -1,913 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.2 15.7 12.1 11.2 0.0 0.2 0.0 0.4 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 31 7 8 7 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 563,327 : : Positions : : 511,473 384,065 19,766 143,517 22,481 0 0 0 1,208 248 0 : : : : Changes from: February 25, 2020 : : 7,095 4,596 -136 -1,162 694 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 68.2 3.5 25.5 4.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 27 4 10 10 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 448,984 : : Positions : : 326,135 132,888 90,455 273,463 19,670 0 9,088 0 429 1,741 397 : : : : Changes from: February 25, 2020 : : 12,591 -1,101 -3,420 12,943 3,364 0 2,870 0 0 208 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 29.6 20.1 60.9 4.4 0.0 2.0 0.0 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 19 8 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 115,047 : : Positions : : 89,474 95,370 18,797 8,988 1,059 0 372 0 496 5,777 459 : : : : Changes from: February 25, 2020 : : 3,216 1,742 -639 0 998 0 0 0 496 822 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 82.9 16.3 7.8 0.9 0.0 0.3 0.0 0.4 5.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 32,718 : : Positions : : 23,496 29,208 3,618 726 0 0 0 0 0 159 58 : : : : Changes from: February 25, 2020 : : -2,760 -871 -1,181 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 89.3 11.1 2.2 0.0 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 302,908 : : Positions : : 282,832 58,084 910 212,894 10,717 0 3,877 0 0 8,011 277 : : : : Changes from: February 25, 2020 : : 4,258 -2,402 31 6,284 -1,273 0 0 0 -782 2,204 -348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 19.2 0.3 70.3 3.5 0.0 1.3 0.0 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 15 . 10 4 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 202,871 : : Positions : : 174,284 39,213 4,464 139,188 18,727 0 0 0 0 279 0 : : : : Changes from: February 25, 2020 : : 176 1,710 -141 -2,017 388 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 19.3 2.2 68.6 9.2 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 14 . 9 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 321,978 : : Positions : : 301,729 284,630 685 23,909 6,931 0 2,736 0 0 544 0 : : : : Changes from: February 25, 2020 : : -8,909 -161 217 -240 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 88.4 0.2 7.4 2.2 0.0 0.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 62,232 : : Positions : : 18,732 59,059 32,328 630 145 5,432 0 0 3,339 1,015 0 : : : : Changes from: February 25, 2020 : : 220 787 0 0 0 842 0 0 155 488 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 94.9 51.9 1.0 0.2 8.7 0.0 0.0 5.4 1.6 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 March 3, 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 623,131 : : Positions : : 477,060 156,280 47,061 391,819 46,083 8,774 1,125 5,393 16,096 6,822 5,867 : : : : Changes from: February 25, 2020 : : 8,004 4,958 292 5,964 -2,700 0 -362 481 -240 -745 987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 25.1 7.6 62.9 7.4 1.4 0.2 0.9 2.6 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 30 4 12 9 . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 202,799 : : Positions : : 113,854 118,462 47,756 37,034 36,244 0 0 0 439 0 1,248 : : : : Changes from: February 25, 2020 : : 11,072 7,842 2,033 4,012 1,582 0 0 0 426 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 58.4 23.5 18.3 17.9 0.0 0.0 0.0 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 6 . 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 52,290 : : Positions : : 35,463 38,869 12,770 9,248 1,484 0 0 0 0 480 0 : : : : Changes from: February 25, 2020 : : -436 144 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.3 24.4 17.7 2.8 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 March 3, 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 94,017 : : Positions : : 56,154 59,935 23,430 19,364 8,753 0 0 0 0 0 0 : : : : Changes from: February 25, 2020 : : -968 3,879 3,889 -365 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 63.7 24.9 20.6 9.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 289,124 : : Positions : : 156,265 262,217 92,029 465 11,204 12,555 371 0 1,984 9,403 0 : : : : Changes from: February 25, 2020 : : -23,900 -21,419 -7,060 -1,408 2,913 5,549 371 0 155 -434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 90.7 31.8 0.2 3.9 4.3 0.1 0.0 0.7 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 19 27 8 . . . . 0 . 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 276,412 : : Positions : : 148,868 246,992 84,930 465 13,224 14,933 366 18 2,933 12,912 279 : : : : Changes from: February 25, 2020 : : -27,627 -19,861 -6,619 -498 5,143 5,549 366 18 310 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 89.4 30.7 0.2 4.8 5.4 0.1 0.0 1.1 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 29 39 10 . 4 . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 133,543 : : Positions : : 113,686 99,368 15,931 27,364 240 0 0 0 232 348 0 : : : : Changes from: February 25, 2020 : : 302 -1,562 248 0 0 0 0 0 -261 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 74.4 11.9 20.5 0.2 0.0 0.0 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 21 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 41,270 : : Positions : : 18,158 33,520 20,240 2,457 0 0 1,364 0 217 1,712 0 : : : : Changes from: February 25, 2020 : : -1,366 -933 1,490 0 0 0 0 0 0 1,712 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 81.2 49.0 6.0 0.0 0.0 3.3 0.0 0.5 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 295,387 : : Positions : : 182,758 177,693 93,234 85,913 10,854 537 5,371 269 555 1,559 1,333 : : : : Changes from: February 25, 2020 : : 4,715 7,312 8,856 3,312 375 0 660 0 184 526 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 60.2 31.6 29.1 3.7 0.2 1.8 0.1 0.2 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 27 5 7 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 137,962 : : Positions : : 135,406 137,451 1,178 0 0 0 0 0 0 217 0 : : : : Changes from: February 25, 2020 : : -968 -548 0 0 0 0 0 0 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 99.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 102,232 : : Positions : : 85,110 68,499 5,586 13,752 2,126 0 0 0 0 402 30 : : : : Changes from: February 25, 2020 : : 1,524 -112 0 -428 0 0 0 0 0 -404 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 67.0 5.5 13.5 2.1 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 234,453 : : Positions : : 222,741 150,848 2,141 73,565 3,111 0 0 0 1,394 0 1,683 : : : : Changes from: February 25, 2020 : : 5,483 -1,433 212 6,451 -49 0 0 0 430 -464 -282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 64.3 0.9 31.4 1.3 0.0 0.0 0.0 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . 6 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 207,752 : : Positions : : 148,133 192,821 38,366 143 8,366 0 0 0 0 2,416 0 : : : : Changes from: February 25, 2020 : : 2,199 3,899 -4,509 89 -151 0 0 0 0 1,052 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 92.8 18.5 0.1 4.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 4 . . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 93,217 : : Positions : : 47,157 84,843 37,895 1,771 2,660 0 0 0 65 0 644 : : : : Changes from: February 25, 2020 : : 759 740 24 -30 -32 0 0 0 -61 0 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 91.0 40.7 1.9 2.9 0.0 0.0 0.0 0.1 0.0 0.7 : : : : 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 March 3, 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 43,712 : : Positions : : 37,509 38,600 2,206 2,507 656 0 0 0 872 0 58 : : : : Changes from: February 25, 2020 : : 856 -282 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 88.3 5.0 5.7 1.5 0.0 0.0 0.0 2.0 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 March 3, 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 200,790 : : Positions : : 144,321 152,928 37,597 28,609 4,400 0 0 0 4,299 0 0 : : : : Changes from: February 25, 2020 : : 2,365 2,163 -403 -3,724 1,000 0 0 0 214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 76.2 18.7 14.2 2.2 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 193,979 : : Positions : : 135,983 134,545 26,664 19,102 9,235 0 0 0 279 9,978 6,553 : : : : Changes from: February 25, 2020 : : 5,595 9,618 733 -1,186 -666 0 0 0 0 721 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 69.4 13.7 9.8 4.8 0.0 0.0 0.0 0.1 5.1 3.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 17 6 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 31,432 : : Positions : : 29,867 19,018 716 7,499 493 0 0 0 0 589 0 : : : : Changes from: February 25, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 60.5 2.3 23.9 1.6 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV MMBtu : CFTC Code #0233BY Open Interest is 55,251 : : Positions : : 42,410 51,679 8,540 0 367 0 0 0 341 0 0 : : : : Changes from: February 25, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 93.5 15.5 0.0 0.7 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 76,712 : : Positions : : 43,908 67,306 24,751 1,767 2,928 0 1,414 0 0 412 0 : : : : Changes from: February 25, 2020 : : -2,403 -217 -232 341 0 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 87.7 32.3 2.3 3.8 0.0 1.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 257,426 : : Positions : : 184,697 142,440 33,097 78,932 21,114 0 1,248 877 2,416 1,209 3,396 : : : : Changes from: February 25, 2020 : : -4,888 753 120 111 381 0 0 0 -306 496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 55.3 12.9 30.7 8.2 0.0 0.5 0.3 0.9 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 24 . 8 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 137,371 : : Positions : : 89,457 93,726 25,068 22,563 14,556 744 0 880 0 1,217 302 : : : : Changes from: February 25, 2020 : : -2,036 -649 -33 -647 275 0 0 0 0 -496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.2 18.2 16.4 10.6 0.5 0.0 0.6 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 5 4 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 25,539 : : Positions : : 8,065 23,238 14,819 0 0 1,954 0 0 232 0 0 : : : : Changes from: February 25, 2020 : : 186 -1,513 -31 0 0 331 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 91.0 58.0 0.0 0.0 7.7 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 164,836 : : Positions : : 148,427 129,577 3,096 23,015 3,856 0 0 0 310 0 0 : : : : Changes from: February 25, 2020 : : 4,389 2,874 94 0 -194 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 78.6 1.9 14.0 2.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 40,370 : : Positions : : 31,616 31,943 3,868 4,564 310 0 0 0 511 0 0 : : : : Changes from: February 25, 2020 : : -486 -1,520 -29 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 79.1 9.6 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 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 267,252 : : Positions : : 220,331 11,054 22,888 246,848 7,793 0 0 0 0 775 0 : : : : Changes from: February 25, 2020 : : 1,108 777 -953 -416 588 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 4.1 8.6 92.4 2.9 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 9 . 7 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 107,538 : : Positions : : 62,978 46,754 29,719 47,645 916 0 8,774 0 6,317 0 0 : : : : Changes from: February 25, 2020 : : 1,528 -429 -1,766 -121 -554 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 43.5 27.6 44.3 0.9 0.0 8.2 0.0 5.9 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 March 3, 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 32,381 : : Positions : : 18,766 31,503 6,790 0 0 0 0 0 5,752 0 0 : : : : Changes from: February 25, 2020 : : 2,500 1,951 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 97.3 21.0 0.0 0.0 0.0 0.0 0.0 17.8 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 March 3, 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 210,421 : : Positions : : 178,173 165,245 16,412 27,841 11,184 0 0 0 0 994 462 : : : : Changes from: February 25, 2020 : : 4,541 2,454 -1,102 -462 912 0 0 0 0 310 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 78.5 7.8 13.2 5.3 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 6 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 1,443,665 : : Positions : : 240,320 251,616 298,970 92,759 119,492 145,202 435,554 346,453 94,789 36,304 125,015 : : : : Changes from: February 25, 2020 : : 26,686 23,801 2,801 -1,337 4,995 -18,053 -37,853 29,781 -8,192 9,648 6,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 17.4 20.7 6.4 8.3 10.1 30.2 24.0 6.6 2.5 8.7 : : : : Number of Traders in Each Category Total Traders: 342 : : 42 37 25 11 28 48 86 75 66 37 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 282,655 : : Positions : : 126,872 73,568 53,071 69,353 31,531 12,588 1,218 11,826 5,925 57,238 20,740 : : : : Changes from: February 25, 2020 : : -15,583 -6,153 910 -10,939 -5,606 -3,991 -1,395 -2,470 -2,274 -2,327 -4,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 26.0 18.8 24.5 11.2 4.5 0.4 4.2 2.1 20.3 7.3 : : : : Number of Traders in Each Category Total Traders: 73 : : 27 24 6 10 15 4 . . 6 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 103,139 : : Positions : : 22,627 21,857 21,332 6,906 22,938 210 15,940 12,413 3,328 7,355 9,022 : : : : Changes from: February 25, 2020 : : -1,735 -2,365 1,875 -3,736 -2,265 -1,236 -13,138 -1,301 -18,055 -1,036 -1,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 21.2 20.7 6.7 22.2 0.2 15.5 12.0 3.2 7.1 8.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 11 10 4 12 . 7 5 7 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 733,879 : : Positions : : 367,034 111,813 108,925 476,270 90,494 1,029 4,846 8,090 114,261 6,881 17,002 : : : : Changes from: February 25, 2020 : : -11,332 -9,357 -4,627 -27,630 2,413 -391 1,474 -1,474 -19,589 493 -652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 15.2 14.8 64.9 12.3 0.1 0.7 1.1 15.6 0.9 2.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 15 4 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 126,199 : : Positions : : 22,789 33,675 54,571 44,187 25,861 2,758 1,243 3,073 4,849 7,236 3,741 : : : : Changes from: February 25, 2020 : : -394 -1,642 -2,007 -1,391 -1,363 227 784 -596 633 -145 -2,949 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 26.7 43.2 35.0 20.5 2.2 1.0 2.4 3.8 5.7 3.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 9 10 5 14 . . 4 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 3,936 : : Positions : : 2,249 2,791 659 21 201 0 0 0 43 116 23 : : : : Changes from: February 25, 2020 : : -483 -632 -151 -3 30 0 0 0 -107 -61 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 70.9 16.7 0.5 5.1 0.0 0.0 0.0 1.1 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 31,460 : : Positions : : 17,262 26,430 9,466 3,355 1,526 0 61 0 2,845 0 30 : : : : Changes from: February 25, 2020 : : -822 -1,268 -258 -200 -551 0 0 0 -367 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.0 30.1 10.7 4.9 0.0 0.2 0.0 9.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 29 5 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 16,194 : : Positions : : 15,222 11,493 0 3,061 781 0 0 0 70 0 24 : : : : Changes from: February 25, 2020 : : -2,803 -2,767 -18 -1 -199 0 0 0 30 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 71.0 0.0 18.9 4.8 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 6,725 : : Positions : : 4,542 5,742 563 109 390 0 0 0 250 108 130 : : : : Changes from: February 25, 2020 : : -948 -1,386 -118 24 -20 0 0 0 -79 108 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 85.4 8.4 1.6 5.8 0.0 0.0 0.0 3.7 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 36,667 : : Positions : : 34,363 24,236 0 11,351 205 0 0 0 1,504 575 0 : : : : Changes from: February 25, 2020 : : -4,577 -2,621 0 -1,137 0 0 0 0 -57 -861 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 66.1 0.0 31.0 0.6 0.0 0.0 0.0 4.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 27 0 8 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 53,237 : : Positions : : 36,199 43,549 9,181 1,283 4,302 123 1,230 7 1,339 590 1,447 : : : : Changes from: February 25, 2020 : : -3,970 -4,910 -218 260 -885 -19 35 7 -127 103 -523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 81.8 17.2 2.4 8.1 0.2 2.3 0.0 2.5 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 48 45 11 . 12 . . . 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 3,762 : : Positions : : 2,649 3,020 0 4 125 0 0 0 159 16 117 : : : : Changes from: February 25, 2020 : : -595 -423 -33 4 -46 0 0 0 -112 -142 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 80.3 0.0 0.1 3.3 0.0 0.0 0.0 4.2 0.4 3.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 25 0 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 53,353 : : Positions : : 51,349 23,824 573 28,947 231 0 0 0 1,150 25 50 : : : : Changes from: February 25, 2020 : : -6,025 -6,873 -29 -1,378 -123 0 0 0 -2,247 -32 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 44.7 1.1 54.3 0.4 0.0 0.0 0.0 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 32 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 142,417 : : Positions : : 118,320 119,074 11,210 12,811 4,693 895 1,870 90 3,623 494 2,820 : : : : Changes from: February 25, 2020 : : 5,053 4,564 -994 -117 759 -115 -44 -11 24 -436 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 83.6 7.9 9.0 3.3 0.6 1.3 0.1 2.5 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 117 : : 67 62 10 6 11 . 8 . 8 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 40,110 : : Positions : : 22,399 24,559 10,379 10,284 3,552 1,260 1,430 0 2,330 65 130 : : : : Changes from: February 25, 2020 : : -1,776 -2,087 -787 -855 30 0 -15 0 -343 65 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 61.2 25.9 25.6 8.9 3.1 3.6 0.0 5.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 31 . 6 4 . 5 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 53,581 : : Positions : : 47,317 35,699 909 15,582 921 1,197 50 35 1,980 100 731 : : : : Changes from: February 25, 2020 : : -4,613 -2,911 123 -1,564 -52 -231 0 15 0 -138 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 66.6 1.7 29.1 1.7 2.2 0.1 0.1 3.7 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 51 42 . 6 . 4 . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 27,758 : : Positions : : 22,794 16,922 1,537 7,734 2,058 900 85 0 0 231 6 : : : : Changes from: February 25, 2020 : : -6 931 65 -528 40 0 0 0 0 4 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 61.0 5.5 27.9 7.4 3.2 0.3 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 4 4 6 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 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 14,908 : : Positions : : 10,326 10,937 1,909 2,048 829 0 0 0 324 248 690 : : : : Changes from: February 25, 2020 : : -1,494 -2,128 -304 375 53 0 0 0 -154 -47 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 73.4 12.8 13.7 5.6 0.0 0.0 0.0 2.2 1.7 4.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 6 . 5 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 06, 2020