Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 6,186,276 : : Positions : :3,866,888 1,365,395 598,983 3,928,265 288,511 545,680 42,401 119,193 346,004 30,961 392,025 : : : : Changes from: June 16, 2020 : : 24,479 -11,928 -32,970 -16,494 12,107 3,256 21,916 10,222 10,336 10,822 20,499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 22.1 9.7 63.5 4.7 8.8 0.7 1.9 5.6 0.5 6.3 : : : : Number of Traders in Each Category Total Traders: 242 : : 130 114 12 19 24 14 6 15 32 16 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 257,214 : : Positions : : 38,330 13,270 45,747 39,889 101,208 9,984 18,172 38,787 10,209 33,093 12,699 : : : : Changes from: June 16, 2020 : : 6,307 -1,533 -1,130 -465 5,437 0 1,504 1,532 2,204 7,748 870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 5.2 17.8 15.5 39.3 3.9 7.1 15.1 4.0 12.9 4.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 7 8 7 12 . . . . 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 276,069 : : Positions : : 180,731 242,656 43,204 6,535 18,489 0 0 0 5,824 2,392 0 : : : : Changes from: June 16, 2020 : : 875 388 -908 311 144 0 0 0 -62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 87.9 15.6 2.4 6.7 0.0 0.0 0.0 2.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 5 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 159,271 : : Positions : : 141,076 84,221 0 62,260 6,452 0 0 0 786 0 1,188 : : : : Changes from: June 16, 2020 : : 1,851 1,671 0 248 -123 0 0 0 311 0 613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 52.9 0.0 39.1 4.1 0.0 0.0 0.0 0.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 0 8 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 360,584 : : Positions : : 257,105 128,798 35,520 184,537 37,739 6,448 0 0 7,694 372 7,494 : : : : Changes from: June 16, 2020 : : 3,094 -2,324 182 6,842 -4,774 -256 0 0 720 -244 -589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 35.7 9.9 51.2 10.5 1.8 0.0 0.0 2.1 0.1 2.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 4 9 6 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 1,157,247 : : Positions : :1,105,439 48,962 12,713 1,068,521 21,680 719 0 2,727 1,251 10,590 1,738 : : : : Changes from: June 16, 2020 : : 211,905 -5,944 -45 218,769 -3,424 -16 0 27 0 -400 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 4.2 1.1 92.3 1.9 0.1 0.0 0.2 0.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 16 . 10 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 411,188 : : Positions : : 296,547 270,425 64,939 97,015 38,413 0 224 0 2,943 0 1,606 : : : : Changes from: June 16, 2020 : : 39,448 -6,771 -164 45,103 -4,531 0 0 0 370 -312 891 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 65.8 15.8 23.6 9.3 0.0 0.1 0.0 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 31 6 8 8 0 . 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 574,186 : : Positions : : 503,180 394,275 30,055 146,192 27,400 380 0 0 52 248 372 : : : : Changes from: June 16, 2020 : : 4,067 4,454 1,444 700 325 160 0 0 -219 0 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 68.7 5.2 25.5 4.8 0.1 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 36 . 10 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 462,344 : : Positions : : 331,092 111,295 91,298 316,395 22,835 2,034 2,337 0 0 0 0 : : : : Changes from: June 16, 2020 : : 3,937 696 735 3,790 358 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 24.1 19.7 68.4 4.9 0.4 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 23 6 9 9 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 105,182 : : Positions : : 86,131 86,532 9,857 7,018 3,344 0 0 0 0 4,931 74 : : : : Changes from: June 16, 2020 : : 852 983 -606 0 396 0 0 0 0 400 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 82.3 9.4 6.7 3.2 0.0 0.0 0.0 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 27,378 : : Positions : : 25,776 23,976 990 2,008 92 0 0 0 0 480 0 : : : : Changes from: June 16, 2020 : : 4,115 3,286 683 1,048 92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 87.6 3.6 7.3 0.3 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 334,022 : : Positions : : 317,180 47,598 2,301 269,420 4,691 0 2,421 0 0 3,280 155 : : : : Changes from: June 16, 2020 : : -1,627 -1,043 -336 -1,210 0 0 0 0 0 243 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 14.2 0.7 80.7 1.4 0.0 0.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 17 . 11 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 187,397 : : Positions : : 160,124 29,561 2,448 135,725 16,640 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 5,010 -78 -559 4,903 -714 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 15.8 1.3 72.4 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 12 . 11 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 295,305 : : Positions : : 281,548 267,280 1,630 20,347 6,150 0 0 0 1,230 0 0 : : : : Changes from: June 16, 2020 : : 2,145 1,983 62 -145 545 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 90.5 0.6 6.9 2.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 17 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 45,646 : : Positions : : 16,712 43,690 18,491 620 0 691 310 0 7,893 480 0 : : : : Changes from: June 16, 2020 : : 2,573 5,536 -496 620 0 0 310 0 3,813 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 95.7 40.5 1.4 0.0 1.5 0.7 0.0 17.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 17 . . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 596,710 : : Positions : : 492,611 147,766 34,547 387,696 42,756 3,891 776 523 9,291 3,548 5,967 : : : : Changes from: June 16, 2020 : : 8,056 918 394 8,147 -1,140 641 -813 5 956 296 -694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 24.8 5.8 65.0 7.2 0.7 0.1 0.1 1.6 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 29 4 12 10 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 205,047 : : Positions : : 115,370 93,862 43,196 63,084 43,462 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 1,702 217 1,816 3,383 -1,405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 45.8 21.1 30.8 21.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 4 4 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 146,487 : : Positions : : 105,586 80,560 20,236 43,364 18,465 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 771 976 1,095 1,928 -822 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 55.0 13.8 29.6 12.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 207,298 : : Positions : : 97,442 179,127 86,399 18,227 7,452 0 0 0 8,184 303 589 : : : : Changes from: June 16, 2020 : : 5,672 14,398 2,418 3,910 279 0 0 0 8,184 -310 558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 86.4 41.7 8.8 3.6 0.0 0.0 0.0 3.9 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 17 24 6 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 229,960 : : Positions : : 93,709 202,196 92,464 19,026 5,364 12,102 0 0 24,213 1,028 644 : : : : Changes from: June 16, 2020 : : 6,718 14,172 2,449 3,885 0 0 0 0 8,866 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 87.9 40.2 8.3 2.3 5.3 0.0 0.0 10.5 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 21 33 8 4 . 4 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 128,668 : : Positions : : 113,417 93,762 9,127 29,771 3,277 0 0 0 0 248 0 : : : : Changes from: June 16, 2020 : : 6,510 5,113 403 2,170 217 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 72.9 7.1 23.1 2.5 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 21 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 38,719 : : Positions : : 14,098 35,554 23,173 1,388 0 0 0 0 620 1,224 0 : : : : Changes from: June 16, 2020 : : 988 2,016 1,147 248 0 0 0 0 620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 91.8 59.8 3.6 0.0 0.0 0.0 0.0 1.6 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 4 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 295,264 : : Positions : : 193,580 192,602 78,442 76,517 16,098 1,932 620 110 1,535 272 1,024 : : : : Changes from: June 16, 2020 : : 21,855 -14,858 -35,580 884 6,590 0 0 0 31 -151 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 65.2 26.6 25.9 5.5 0.7 0.2 0.0 0.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 31 5 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 113,097 : : Positions : : 112,278 110,680 420 1,200 0 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 4,421 4,545 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 97.9 0.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 114,804 : : Positions : : 89,387 63,766 4,788 33,435 6,860 0 0 0 1,554 112 255 : : : : Changes from: June 16, 2020 : : -82 62 -214 -151 61 0 0 0 -62 112 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 55.5 4.2 29.1 6.0 0.0 0.0 0.0 1.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 247,690 : : Positions : : 234,825 169,531 3,964 66,133 2,893 0 0 0 0 258 1,501 : : : : Changes from: June 16, 2020 : : 164 -40 -144 0 -65 0 0 0 0 91 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 68.4 1.6 26.7 1.2 0.0 0.0 0.0 0.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 194,108 : : Positions : : 139,034 184,269 32,861 0 7,405 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 16,826 -1,287 -18,089 0 -151 0 -416 0 -309 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 94.9 16.9 0.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 99,286 : : Positions : : 65,169 69,474 22,241 15,583 7,430 0 0 0 616 0 0 : : : : Changes from: June 16, 2020 : : 23,306 -1,802 -10,466 14,820 6,590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 70.0 22.4 15.7 7.5 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 59,204 : : Positions : : 51,067 51,579 6,610 6,082 0 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 5,482 5,439 651 620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 87.1 11.2 10.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 216,616 : : Positions : : 165,487 161,904 28,376 34,814 11,233 0 0 0 2,455 0 0 : : : : Changes from: June 16, 2020 : : 22,841 1,297 -23,185 0 6,378 0 0 0 211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 74.7 13.1 16.1 5.2 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 177,760 : : Positions : : 128,729 114,201 21,314 37,420 13,992 0 0 0 6,837 2,718 146 : : : : Changes from: June 16, 2020 : : 1,435 -2,482 -2,326 1,928 2,254 0 0 0 248 -1,997 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 64.2 12.0 21.1 7.9 0.0 0.0 0.0 3.8 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 20 5 8 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 66,809 : : Positions : : 40,871 61,860 19,534 0 2,928 0 0 0 1,364 0 0 : : : : Changes from: June 16, 2020 : : 863 4,144 899 0 0 0 0 0 1,364 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 92.6 29.2 0.0 4.4 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 258,561 : : Positions : : 195,712 144,881 25,688 84,591 21,506 1,093 0 0 5,041 0 1,321 : : : : Changes from: June 16, 2020 : : 1,146 -717 0 801 -558 -492 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 56.0 9.9 32.7 8.3 0.4 0.0 0.0 1.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 . 9 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 142,821 : : Positions : : 94,773 92,130 17,076 18,704 25,888 0 988 105 0 2,542 0 : : : : Changes from: June 16, 2020 : : 1,704 3,328 2,947 413 551 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 64.5 12.0 13.1 18.1 0.0 0.7 0.1 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 4 7 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 31,918 : : Positions : : 16,485 25,218 6,566 0 6,576 0 0 0 1,161 0 0 : : : : Changes from: June 16, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 79.0 20.6 0.0 20.6 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 160,448 : : Positions : : 141,827 132,253 3,457 20,547 3,477 620 0 0 1,978 1,712 0 : : : : Changes from: June 16, 2020 : : 415 1,810 -31 0 31 620 0 0 1,423 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 82.4 2.2 12.8 2.2 0.4 0.0 0.0 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 18 . 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 44,995 : : Positions : : 38,986 30,452 714 9,241 3,166 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 1,664 2,642 714 -1,704 2,138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 67.7 1.6 20.5 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 279,885 : : Positions : : 232,628 46,096 23,517 220,453 12,194 0 0 0 186 310 186 : : : : Changes from: June 16, 2020 : : 1,649 2,018 613 -897 428 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 16.5 8.4 78.8 4.4 0.0 0.0 0.0 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 16 . 6 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 107,275 : : Positions : : 77,344 50,828 13,251 49,859 4,056 0 1,498 0 4,769 0 0 : : : : Changes from: June 16, 2020 : : 1,493 65 -2 4,312 876 0 0 0 651 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 47.4 12.4 46.5 3.8 0.0 1.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 19,445 : : Positions : : 13,938 18,985 4,129 0 0 0 0 0 886 0 0 : : : : Changes from: June 16, 2020 : : 1,146 1,612 124 0 0 0 0 0 496 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 97.6 21.2 0.0 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 188,320 : : Positions : : 161,918 137,046 3,504 29,074 13,957 0 0 0 1,232 0 0 : : : : Changes from: June 16, 2020 : : 6,562 7,106 302 0 0 0 0 0 616 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 72.8 1.9 15.4 7.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 22 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 24,377 : : Positions : : 21,453 22,657 1,575 868 0 0 0 0 0 0 0 : : : : Changes from: June 16, 2020 : : 2,356 2,256 279 620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 92.9 6.5 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 1,311,538 : : Positions : : 245,801 241,895 210,689 175,394 105,972 250,835 281,929 253,318 54,186 85,794 123,011 : : : : Changes from: June 16, 2020 : : 4,177 4,531 -2,739 -2,096 2,031 28,889 -636 -11,192 -7,276 16,240 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 18.4 16.1 13.4 8.1 19.1 21.5 19.3 4.1 6.5 9.4 : : : : Number of Traders in Each Category Total Traders: 311 : : 42 37 19 18 29 55 80 71 45 33 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 319,276 : : Positions : : 113,848 107,877 74,381 103,069 28,791 5,711 4,961 16,820 35,149 20,462 29,535 : : : : Changes from: June 16, 2020 : : 7,078 6,317 4,952 3,492 1,382 1,081 4,751 3,249 3,332 2,918 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 33.8 23.3 32.3 9.0 1.8 1.6 5.3 11.0 6.4 9.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 33 28 8 14 19 5 . 9 16 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 147,114 : : Positions : : 27,737 22,420 42,716 5,713 34,047 0 25,268 17,731 5,206 20,558 10,107 : : : : Changes from: June 16, 2020 : : 6,417 843 -265 946 1,707 -657 3,180 3,411 720 1,847 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 15.2 29.0 3.9 23.1 0.0 17.2 12.1 3.5 14.0 6.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 12 11 13 . 15 0 7 7 7 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 759,694 : : Positions : : 356,766 107,087 138,472 502,251 98,827 11,433 0 12,134 105,807 13,653 13,657 : : : : Changes from: June 16, 2020 : : 3,813 1,384 -2,430 198 1,133 0 0 0 4,680 0 -482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 14.1 18.2 66.1 13.0 1.5 0.0 1.6 13.9 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 19 16 6 13 18 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 199,657 : : Positions : : 28,071 33,450 80,859 69,202 56,364 2,312 3,482 8,517 11,998 15,658 7,072 : : : : Changes from: June 16, 2020 : : -253 319 1,042 960 -323 0 0 0 762 364 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 16.8 40.5 34.7 28.2 1.2 1.7 4.3 6.0 7.8 3.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 10 11 6 17 . . 4 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 4,877 : : Positions : : 3,100 3,060 597 352 278 0 0 0 245 381 108 : : : : Changes from: June 16, 2020 : : 180 175 57 10 13 0 0 0 117 94 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 62.7 12.2 7.2 5.7 0.0 0.0 0.0 5.0 7.8 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 25 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 32,358 : : Positions : : 21,086 26,361 6,016 3,048 2,899 46 0 0 1,919 0 0 : : : : Changes from: June 16, 2020 : : 1,092 962 10 130 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 81.5 18.6 9.4 9.0 0.1 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 32 4 5 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 26,550 : : Positions : : 25,077 22,473 110 2,485 816 0 0 0 229 0 241 : : : : Changes from: June 16, 2020 : : -12 248 0 0 0 0 0 0 214 -51 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 84.6 0.4 9.4 3.1 0.0 0.0 0.0 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 10,486 : : Positions : : 8,027 9,097 1,079 0 504 0 0 0 91 195 255 : : : : Changes from: June 16, 2020 : : 1,152 631 -312 0 253 0 0 0 46 20 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 86.8 10.3 0.0 4.8 0.0 0.0 0.0 0.9 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 5 0 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 33,586 : : Positions : : 30,305 22,108 0 9,671 865 0 0 0 2,140 462 89 : : : : Changes from: June 16, 2020 : : 540 459 0 311 106 0 0 0 180 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 65.8 0.0 28.8 2.6 0.0 0.0 0.0 6.4 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 34 0 9 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 52,319 : : Positions : : 33,499 41,576 10,240 3,962 2,694 599 0 0 2,626 1,402 2,000 : : : : Changes from: June 16, 2020 : : 230 552 9 427 51 191 0 0 716 107 381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 79.5 19.6 7.6 5.1 1.1 0.0 0.0 5.0 2.7 3.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 50 49 9 . 8 . 0 0 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 2,384 : : Positions : : 1,299 1,573 197 62 190 0 0 0 19 26 84 : : : : Changes from: June 16, 2020 : : 20 134 11 6 22 0 0 0 0 26 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 66.0 8.3 2.6 8.0 0.0 0.0 0.0 0.8 1.1 3.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 4,117 : : Positions : : 2,792 2,849 0 45 114 0 0 0 110 84 329 : : : : Changes from: June 16, 2020 : : -77 -76 0 31 5 0 0 0 -4 7 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 69.2 0.0 1.1 2.8 0.0 0.0 0.0 2.7 2.0 8.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 22 0 . . 0 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 52,124 : : Positions : : 49,612 23,652 511 26,734 1,143 0 0 0 670 0 74 : : : : Changes from: June 16, 2020 : : 2,562 -365 -387 2,555 39 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 45.4 1.0 51.3 2.2 0.0 0.0 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 38 . 7 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 137,240 : : Positions : : 107,572 113,198 15,876 10,375 4,621 1,437 2,118 325 3,286 2,892 2,992 : : : : Changes from: June 16, 2020 : : 436 2,539 1,653 -84 145 235 75 -75 120 -76 584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.5 11.6 7.6 3.4 1.0 1.5 0.2 2.4 2.1 2.2 : : : : Number of Traders in Each Category Total Traders: 119 : : 74 61 11 5 11 . . . 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 52,376 : : Positions : : 34,043 27,102 8,567 20,765 3,639 4,178 0 0 1,631 320 80 : : : : Changes from: June 16, 2020 : : 2,260 2,468 0 264 457 462 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 51.7 16.4 39.6 6.9 8.0 0.0 0.0 3.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 26 . 9 5 6 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 57,572 : : Positions : : 47,391 40,416 1,271 12,190 1,306 3,877 0 0 1,346 1,259 1,674 : : : : Changes from: June 16, 2020 : : 899 1,253 73 -22 88 185 0 0 30 53 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 70.2 2.2 21.2 2.3 6.7 0.0 0.0 2.3 2.2 2.9 : : : : Number of Traders in Each Category Total Traders: 91 : : 48 46 6 5 4 6 0 0 8 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 38,898 : : Positions : : 33,756 27,451 1,486 8,482 1,648 900 265 0 445 369 455 : : : : Changes from: June 16, 2020 : : 271 -86 26 288 2 0 0 0 149 244 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 70.6 3.8 21.8 4.2 2.3 0.7 0.0 1.1 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 32 . 6 6 . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665S Open Interest is 6,060 : : Positions : : 5,014 2,445 0 2,878 108 0 0 0 46 0 20 : : : : Changes from: June 16, 2020 : : -21 -6 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 40.3 0.0 47.5 1.8 0.0 0.0 0.0 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 24,143 : : Positions : : 18,496 19,086 3,015 2,278 895 0 405 0 55 325 709 : : : : Changes from: June 16, 2020 : : 640 799 169 200 -129 0 -75 0 55 -75 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 79.1 12.5 9.4 3.7 0.0 1.7 0.0 0.2 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 6 . 6 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated June 26, 2020