Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 6,141,526 : : Positions : :3,918,958 1,413,700 568,185 3,980,514 266,697 536,698 21,793 119,162 391,492 10,525 309,953 : : : : Changes from: May 19, 2020 : : 45,805 -8,326 -28,979 5,403 16,775 17,889 -433 20,928 -35,882 2,829 15,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 23.0 9.3 64.8 4.3 8.7 0.4 1.9 6.4 0.2 5.0 : : : : Number of Traders in Each Category Total Traders: 243 : : 126 116 14 18 25 16 5 16 39 11 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 219,594 : : Positions : : 29,896 14,118 48,312 41,060 87,552 6,787 28,490 27,506 9,637 11,245 8,906 : : : : Changes from: May 19, 2020 : : -6,101 -940 -4,648 -14,700 -12,285 834 1,203 -4,741 -61 4,569 -7,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 6.4 22.0 18.7 39.9 3.1 13.0 12.5 4.4 5.1 4.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 4 9 5 11 . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 285,527 : : Positions : : 181,633 253,491 55,462 6,542 17,759 0 0 0 5,458 2,782 90 : : : : Changes from: May 19, 2020 : : 2,111 1,401 231 121 521 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 88.8 19.4 2.3 6.2 0.0 0.0 0.0 1.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 165,180 : : Positions : : 142,950 88,399 2,967 63,202 7,325 0 0 0 1,219 0 583 : : : : Changes from: May 19, 2020 : : -334 662 422 460 155 0 0 0 820 -157 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 53.5 1.8 38.3 4.4 0.0 0.0 0.0 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . 7 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 382,339 : : Positions : : 266,241 140,548 36,296 187,050 45,044 7,184 0 0 8,940 252 8,622 : : : : Changes from: May 19, 2020 : : 4,700 5,232 1,137 1,035 -415 0 0 0 697 -245 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 36.8 9.5 48.9 11.8 1.9 0.0 0.0 2.3 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 28 4 9 6 . 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 923,912 : : Positions : : 867,917 54,725 11,188 824,144 26,463 151 0 2,721 1,851 11,255 1,695 : : : : Changes from: May 19, 2020 : : -7,720 2,946 -629 -10,633 986 151 -45 -478 237 -37 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 5.9 1.2 89.2 2.9 0.0 0.0 0.3 0.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 15 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 381,885 : : Positions : : 263,276 279,368 60,137 49,726 44,868 0 416 0 3,397 2,860 756 : : : : Changes from: May 19, 2020 : : 6,364 1,878 273 -58 254 0 -96 0 360 1,475 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 73.2 15.7 13.0 11.7 0.0 0.1 0.0 0.9 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 30 6 8 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 581,799 : : Positions : : 513,715 396,422 27,746 149,246 28,414 0 256 0 945 248 744 : : : : Changes from: May 19, 2020 : : 8,261 -1,531 180 10,113 1,082 0 256 0 595 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 68.1 4.8 25.7 4.9 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 31 . 11 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 452,201 : : Positions : : 322,084 107,960 92,379 308,943 21,915 2,034 2,667 0 0 1,297 150 : : : : Changes from: May 19, 2020 : : 971 -4,319 -401 4,019 366 0 0 0 0 1,297 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 23.9 20.4 68.3 4.8 0.4 0.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 19 7 8 8 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 108,705 : : Positions : : 88,886 90,585 11,968 7,738 3,171 0 0 0 589 4,389 0 : : : : Changes from: May 19, 2020 : : 2,347 427 -241 0 177 0 0 0 -31 1,218 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 83.3 11.0 7.1 2.9 0.0 0.0 0.0 0.5 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 29,603 : : Positions : : 28,038 27,416 0 1,388 0 0 0 0 0 497 30 : : : : Changes from: May 19, 2020 : : 3,934 3,450 0 480 0 0 0 0 0 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 92.6 0.0 4.7 0.0 0.0 0.0 0.0 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 339,605 : : Positions : : 321,143 49,807 3,149 274,399 5,885 0 2,901 0 0 3,740 1,379 : : : : Changes from: May 19, 2020 : : 6,318 1,102 122 6,469 -209 0 0 0 0 601 1,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 14.7 0.9 80.8 1.7 0.0 0.9 0.0 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 16 . 13 8 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 188,497 : : Positions : : 157,777 33,330 3,800 130,945 19,430 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : -2,307 -257 1,498 -549 387 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 17.7 2.0 69.5 10.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 11 . 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 305,903 : : Positions : : 291,809 275,466 337 19,913 7,701 0 1,368 0 1,500 0 0 : : : : Changes from: May 19, 2020 : : -105 -567 120 799 244 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 90.1 0.1 6.5 2.5 0.0 0.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 . 8 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 51,341 : : Positions : : 21,645 49,730 21,047 0 186 310 0 0 6,222 480 0 : : : : Changes from: May 19, 2020 : : 4,843 4,425 -2,568 0 0 0 0 0 3,060 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 96.9 41.0 0.0 0.4 0.6 0.0 0.0 12.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 4 0 . . 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 607,300 : : Positions : : 489,057 163,120 38,414 367,035 53,549 1,651 345 723 8,309 8,029 8,105 : : : : Changes from: May 19, 2020 : : 5,591 3,794 -3,391 -3,925 1,279 211 269 -719 652 2,842 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 26.9 6.3 60.4 8.8 0.3 0.1 0.1 1.4 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 40 32 4 12 11 . . . . 12 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 203,749 : : Positions : : 114,841 93,631 43,493 62,118 42,056 0 0 0 0 780 0 : : : : Changes from: May 19, 2020 : : 5,064 547 -1,883 270 716 0 0 0 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 46.0 21.3 30.5 20.6 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 4 8 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 149,615 : : Positions : : 107,713 83,972 18,825 41,707 20,220 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 893 234 -1,259 -484 1,772 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 56.1 12.6 27.9 13.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 231,696 : : Positions : : 106,448 206,197 95,077 14,323 7,533 5,160 0 0 13,830 1,131 510 : : : : Changes from: May 19, 2020 : : 2,588 9,788 8,002 1,176 375 3,060 0 0 2,091 891 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 89.0 41.0 6.2 3.3 2.2 0.0 0.0 6.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 24 7 5 4 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 251,814 : : Positions : : 124,680 213,171 90,979 19,041 7,984 10,249 3,007 0 13,988 3,764 2,460 : : : : Changes from: May 19, 2020 : : 2,274 11,798 6,990 662 -90 3,060 0 0 51 -909 1,599 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 84.7 36.1 7.6 3.2 4.1 1.2 0.0 5.6 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 29 35 8 4 4 4 . 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 133,209 : : Positions : : 116,720 100,700 10,439 27,939 3,468 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 5,058 2,987 1,145 2,391 372 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 75.6 7.8 21.0 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 39,698 : : Positions : : 19,175 32,130 18,556 3,558 0 0 1,934 0 341 1,472 0 : : : : Changes from: May 19, 2020 : : 810 1,894 960 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 80.9 46.7 9.0 0.0 0.0 4.9 0.0 0.9 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 299,669 : : Positions : : 167,647 192,353 103,318 79,223 15,432 902 0 580 1,473 780 90 : : : : Changes from: May 19, 2020 : : -236 1,241 553 -1,317 726 902 -384 -828 -359 780 -456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 64.2 34.5 26.4 5.1 0.3 0.0 0.2 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 5 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 114,094 : : Positions : : 113,970 111,581 0 1,200 0 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 1,066 -142 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.9 97.8 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 120,929 : : Positions : : 94,846 71,062 7,280 34,314 6,706 0 0 0 1,222 0 0 : : : : Changes from: May 19, 2020 : : 1,194 544 2,158 579 -214 0 0 0 336 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 58.8 6.0 28.4 5.5 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 235,161 : : Positions : : 221,077 152,727 5,289 69,073 3,189 0 0 0 1,108 1,589 697 : : : : Changes from: May 19, 2020 : : -1,023 -3,187 270 1,026 336 0 0 0 0 489 -494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 64.9 2.2 29.4 1.4 0.0 0.0 0.0 0.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 22 . 6 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 193,444 : : Positions : : 123,227 183,865 48,762 0 7,404 0 416 0 390 0 0 : : : : Changes from: May 19, 2020 : : -1,398 287 516 0 0 0 416 0 390 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 95.0 25.2 0.0 3.8 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 82,867 : : Positions : : 44,132 75,303 32,643 790 1,041 0 0 0 466 0 150 : : : : Changes from: May 19, 2020 : : -142 -55 62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.9 39.4 1.0 1.3 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 66,521 : : Positions : : 56,714 56,415 7,137 7,229 0 0 0 0 463 0 0 : : : : Changes from: May 19, 2020 : : 3,670 1,294 420 1,260 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 84.8 10.7 10.9 0.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 211,089 : : Positions : : 143,531 160,872 48,885 34,007 7,453 360 0 0 2,352 0 150 : : : : Changes from: May 19, 2020 : : -603 1,572 2,445 0 -428 30 0 0 213 0 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 76.2 23.2 16.1 3.5 0.2 0.0 0.0 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 186,484 : : Positions : : 133,875 128,227 21,590 31,087 12,992 0 0 0 6,550 5,103 1,386 : : : : Changes from: May 19, 2020 : : 1,881 197 -372 566 -362 0 0 0 733 2,327 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 68.8 11.6 16.7 7.0 0.0 0.0 0.0 3.5 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 19 4 9 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 50,859 : : Positions : : 39,941 49,144 6,882 0 398 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 452 607 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 96.6 13.5 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 72,862 : : Positions : : 48,191 66,778 20,617 0 2,928 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 2,220 2,640 270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 91.6 28.3 0.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 267,715 : : Positions : : 202,787 154,848 28,200 80,890 22,666 1,092 0 0 3,551 1,940 1,663 : : : : Changes from: May 19, 2020 : : 1,617 2,518 0 -1,621 2,196 0 0 0 960 207 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 57.8 10.5 30.2 8.5 0.4 0.0 0.0 1.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 24 . 9 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 137,070 : : Positions : : 91,542 89,376 13,361 18,289 24,766 0 1,092 2 0 179 61 : : : : Changes from: May 19, 2020 : : 332 -181 215 755 -460 0 0 0 0 179 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 65.2 9.7 13.3 18.1 0.0 0.8 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . 6 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 168,645 : : Positions : : 151,025 139,679 3,693 21,557 3,384 0 0 0 555 1,712 0 : : : : Changes from: May 19, 2020 : : -881 -581 151 0 0 0 0 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 82.8 2.2 12.8 2.0 0.0 0.0 0.0 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 19 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 48,127 : : Positions : : 44,441 30,882 0 13,402 1,028 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 3,338 2,078 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 64.2 0.0 27.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 286,371 : : Positions : : 236,233 40,056 21,621 229,207 15,097 0 0 0 0 690 0 : : : : Changes from: May 19, 2020 : : 4,993 584 -90 -261 260 0 0 0 0 690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 14.0 7.5 80.0 5.3 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 9 . 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 107,165 : : Positions : : 79,608 51,697 13,813 47,475 3,368 0 1,498 0 3,335 0 0 : : : : Changes from: May 19, 2020 : : 1,526 2,134 1,667 241 602 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 48.2 12.9 44.3 3.1 0.0 1.4 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 184,726 : : Positions : : 158,478 133,087 3,924 29,766 15,238 0 0 0 0 0 0 : : : : Changes from: May 19, 2020 : : 525 707 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 72.0 2.1 16.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 19 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 INDEX - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233ED Open Interest is 23,513 : : Positions : : 19,535 21,953 2,381 0 0 0 0 0 0 430 0 : : : : Changes from: May 19, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 93.4 10.1 0.0 0.0 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 1,249,424 : : Positions : : 227,894 238,870 238,773 192,990 98,170 201,438 208,603 275,087 44,969 95,981 98,457 : : : : Changes from: May 19, 2020 : : -23,083 -8,151 11,227 -3,142 -8,924 -11,091 7,726 11,837 73 -21,702 4,803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 19.1 19.1 15.4 7.9 16.1 16.7 22.0 3.6 7.7 7.9 : : : : Number of Traders in Each Category Total Traders: 278 : : 39 35 20 16 25 60 61 65 32 36 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 312,817 : : Positions : : 114,380 101,598 71,509 109,658 29,647 10,421 128 12,122 29,634 22,701 28,381 : : : : Changes from: May 19, 2020 : : 4,011 24,753 18,757 9,423 -1,692 4,739 128 259 1,594 -5,872 991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 32.5 22.9 35.1 9.5 3.3 0.0 3.9 9.5 7.3 9.1 : : : : Number of Traders in Each Category Total Traders: 92 : : 37 28 6 15 19 6 . 6 13 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 145,803 : : Positions : : 26,145 23,096 44,114 7,304 30,319 1,507 16,960 19,327 9,520 27,314 9,419 : : : : Changes from: May 19, 2020 : : 2,243 240 883 -2,172 4,186 -173 2,494 524 1,414 4,049 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 15.8 30.3 5.0 20.8 1.0 11.6 13.3 6.5 18.7 6.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 12 9 12 . 14 . 8 8 10 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 732,123 : : Positions : : 363,797 108,938 112,171 478,092 100,468 3,169 0 5,418 107,961 12,489 14,780 : : : : Changes from: May 19, 2020 : : -188 362 -425 1,277 1,459 0 0 0 4 -1,636 -657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 14.9 15.3 65.3 13.7 0.4 0.0 0.7 14.7 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 16 6 13 18 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 173,693 : : Positions : : 29,278 31,824 63,855 51,916 45,858 1,864 3,819 8,210 10,232 15,117 9,624 : : : : Changes from: May 19, 2020 : : 1,918 -1,004 290 1,188 1,854 0 0 0 527 2,200 808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 18.3 36.8 29.9 26.4 1.1 2.2 4.7 5.9 8.7 5.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 8 11 6 17 . . 4 7 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 4,243 : : Positions : : 2,784 2,581 248 216 350 0 0 0 126 259 80 : : : : Changes from: May 19, 2020 : : 75 32 12 28 -17 0 0 0 4 30 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 60.8 5.8 5.1 8.2 0.0 0.0 0.0 3.0 6.1 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 33,100 : : Positions : : 20,514 27,409 7,062 2,736 2,915 46 0 0 2,191 0 0 : : : : Changes from: May 19, 2020 : : -382 -742 -255 90 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 82.8 21.3 8.3 8.8 0.1 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 33 5 4 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 26,881 : : Positions : : 25,338 22,395 120 2,563 858 0 0 0 15 18 403 : : : : Changes from: May 19, 2020 : : -145 -110 -20 -10 14 0 0 0 0 -45 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 83.3 0.4 9.5 3.2 0.0 0.0 0.0 0.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 26 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 9,628 : : Positions : : 6,788 8,722 1,552 30 247 0 0 0 151 165 265 : : : : Changes from: May 19, 2020 : : 369 411 97 0 0 0 0 0 -40 15 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 90.6 16.1 0.3 2.6 0.0 0.0 0.0 1.6 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 38,357 : : Positions : : 35,876 26,432 0 10,046 470 0 0 0 1,959 1,072 52 : : : : Changes from: May 19, 2020 : : -17 266 -137 -527 225 0 0 0 255 362 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 68.9 0.0 26.2 1.2 0.0 0.0 0.0 5.1 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 36 0 8 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 53,561 : : Positions : : 34,714 44,522 9,538 2,044 3,169 163 0 0 2,768 532 2,471 : : : : Changes from: May 19, 2020 : : 986 965 240 1,109 -104 48 -320 -5 663 56 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 83.1 17.8 3.8 5.9 0.3 0.0 0.0 5.2 1.0 4.6 : : : : Number of Traders in Each Category Total Traders: 91 : : 57 53 9 . 9 . 0 0 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV 1000 Metric Tonnes : CFTC Code #06641H Open Interest is 2,327 : : Positions : : 1,302 1,682 98 6 215 0 0 0 60 0 93 : : : : Changes from: May 19, 2020 : : 208 156 -36 6 8 0 0 0 -64 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 72.3 4.2 0.3 9.2 0.0 0.0 0.0 2.6 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 4,227 : : Positions : : 3,059 3,159 32 0 151 0 0 0 112 92 244 : : : : Changes from: May 19, 2020 : : 201 289 -12 0 -14 0 0 0 7 16 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 74.7 0.8 0.0 3.6 0.0 0.0 0.0 2.6 2.2 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . 0 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 57,335 : : Positions : : 54,051 31,530 1,441 24,615 775 0 0 0 898 30 46 : : : : Changes from: May 19, 2020 : : -306 192 -163 -539 349 0 0 0 137 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 55.0 2.5 42.9 1.4 0.0 0.0 0.0 1.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 41 38 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 136,856 : : Positions : : 111,236 113,207 13,206 10,005 4,280 1,057 2,550 435 2,999 2,865 2,654 : : : : Changes from: May 19, 2020 : : 1,226 1,449 187 348 -19 0 -285 0 80 -42 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 82.7 9.6 7.3 3.1 0.8 1.9 0.3 2.2 2.1 1.9 : : : : Number of Traders in Each Category Total Traders: 113 : : 72 61 11 5 9 . . . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 44,071 : : Positions : : 27,104 23,701 8,942 16,543 3,003 2,919 0 20 1,864 315 0 : : : : Changes from: May 19, 2020 : : 2,159 -525 -285 2,454 100 35 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 53.8 20.3 37.5 6.8 6.6 0.0 0.0 4.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 25 . 9 5 5 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 58,307 : : Positions : : 48,571 39,470 896 14,001 1,500 3,451 245 0 1,416 706 1,660 : : : : Changes from: May 19, 2020 : : 455 826 -40 -50 56 0 -165 0 164 -51 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 67.7 1.5 24.0 2.6 5.9 0.4 0.0 2.4 1.2 2.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 46 43 4 6 . . . 0 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 38,943 : : Positions : : 33,537 27,827 1,511 7,897 1,976 900 50 0 345 151 554 : : : : Changes from: May 19, 2020 : : -599 -659 20 40 15 0 0 0 -24 26 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 71.5 3.9 20.3 5.1 2.3 0.1 0.0 0.9 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 34 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665S Open Interest is 5,872 : : Positions : : 4,803 2,354 0 2,714 108 0 0 0 36 0 30 : : : : Changes from: May 19, 2020 : : 75 60 0 0 0 0 0 0 15 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 40.1 0.0 46.2 1.8 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 26, 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 23,934 : : Positions : : 18,533 19,291 2,714 1,628 1,138 0 480 0 0 546 538 : : : : Changes from: May 19, 2020 : : 379 251 52 -13 65 0 165 0 0 40 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.6 11.3 6.8 4.8 0.0 2.0 0.0 0.0 2.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 7 . 7 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 29, 2020