Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,932,810 : : Positions : :3,688,288 1,346,242 596,103 3,778,645 272,528 536,699 27,976 116,271 329,412 9,435 364,034 : : : : Changes from: June 23, 2020 : : -178,600 -19,153 -2,880 -149,620 -15,983 -8,981 -14,425 -2,922 -16,592 -21,526 -27,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 22.7 10.0 63.7 4.6 9.0 0.5 2.0 5.6 0.2 6.1 : : : : Number of Traders in Each Category Total Traders: 233 : : 123 112 13 18 23 13 5 15 36 9 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 230,220 : : Positions : : 37,645 11,989 41,574 37,597 97,927 7,560 23,079 34,478 3,393 17,800 6,823 : : : : Changes from: June 23, 2020 : : -685 -1,281 -4,173 -2,292 -3,281 -2,424 4,907 -4,309 -6,816 -15,293 -5,876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 5.2 18.1 16.3 42.5 3.3 10.0 15.0 1.5 7.7 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 7 10 4 11 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 276,342 : : Positions : : 182,091 242,589 41,416 6,566 18,825 0 0 0 5,979 2,392 62 : : : : Changes from: June 23, 2020 : : 1,360 -67 -1,788 31 336 0 0 0 155 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 87.8 15.0 2.4 6.8 0.0 0.0 0.0 2.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 160,836 : : Positions : : 142,586 84,367 0 63,599 6,244 224 0 0 940 88 1,233 : : : : Changes from: June 23, 2020 : : 1,510 146 0 1,339 -208 224 0 0 154 88 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 52.5 0.0 39.5 3.9 0.1 0.0 0.0 0.6 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 0 8 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 361,624 : : Positions : : 258,834 127,948 35,871 186,405 37,652 6,736 0 0 6,757 372 6,292 : : : : Changes from: June 23, 2020 : : 1,729 -850 351 1,868 -87 288 0 0 -937 0 -1,202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 35.4 9.9 51.5 10.4 1.9 0.0 0.0 1.9 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 4 9 6 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 1,163,473 : : Positions : :1,111,759 52,473 13,557 1,071,205 21,321 420 436 2,819 1,777 11,256 1,521 : : : : Changes from: June 23, 2020 : : 6,320 3,511 844 2,684 -359 -299 436 92 526 666 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 4.5 1.2 92.1 1.8 0.0 0.0 0.2 0.2 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 16 . 10 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 413,330 : : Positions : : 298,886 272,471 65,483 95,902 38,536 0 224 0 2,542 29 996 : : : : Changes from: June 23, 2020 : : 2,339 2,046 544 -1,113 123 0 0 0 -401 29 -610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 65.9 15.8 23.2 9.3 0.0 0.1 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 30 6 8 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 587,393 : : Positions : : 514,655 404,713 30,821 148,169 28,133 300 0 0 177 303 465 : : : : Changes from: June 23, 2020 : : 11,475 10,438 766 1,977 733 -80 0 0 125 55 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 68.9 5.2 25.2 4.8 0.1 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 36 . 10 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 478,193 : : Positions : : 351,730 126,487 90,991 318,051 21,520 2,034 2,337 0 0 185 62 : : : : Changes from: June 23, 2020 : : 20,638 15,192 -307 1,656 -1,315 0 0 0 0 185 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 26.5 19.0 66.5 4.5 0.4 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 22 5 10 9 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 106,115 : : Positions : : 87,288 87,997 9,613 7,018 3,525 0 0 0 248 5,392 0 : : : : Changes from: June 23, 2020 : : 1,157 1,465 -244 0 181 0 0 0 248 461 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.9 9.1 6.6 3.3 0.0 0.0 0.0 0.2 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 28,091 : : Positions : : 26,427 24,844 959 2,008 92 0 0 0 0 511 0 : : : : Changes from: June 23, 2020 : : 651 868 -31 0 0 0 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 88.4 3.4 7.1 0.3 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 330,884 : : Positions : : 312,161 47,941 2,292 265,811 4,600 0 2,421 0 159 3,861 275 : : : : Changes from: June 23, 2020 : : -5,019 343 -9 -3,609 -91 0 0 0 159 581 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 14.5 0.7 80.3 1.4 0.0 0.7 0.0 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 18 . 11 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 188,959 : : Positions : : 162,621 29,264 2,638 137,759 16,520 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : 2,497 -297 190 2,034 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 15.5 1.4 72.9 8.7 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 30, 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 295,616 : : Positions : : 281,797 268,180 1,754 19,748 5,822 0 0 0 1,230 0 0 : : : : Changes from: June 23, 2020 : : 249 900 124 -599 -328 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 90.7 0.6 6.7 2.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 48,680 : : Positions : : 17,797 46,165 18,859 1,395 0 810 310 0 9,102 480 0 : : : : Changes from: June 23, 2020 : : 1,085 2,475 368 775 0 119 0 0 1,209 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 94.8 38.7 2.9 0.0 1.7 0.6 0.0 18.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 18 . . 0 . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 606,253 : : Positions : : 499,763 150,350 35,935 393,183 42,202 3,817 837 431 10,542 4,289 6,436 : : : : Changes from: June 23, 2020 : : 7,152 2,584 1,388 5,487 -554 -74 61 -92 1,251 741 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 24.8 5.9 64.9 7.0 0.6 0.1 0.1 1.7 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 43 28 4 12 11 . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 206,115 : : Positions : : 116,054 94,276 43,136 63,587 43,703 0 0 0 279 0 0 : : : : Changes from: June 23, 2020 : : 684 414 -60 503 241 0 0 0 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 45.7 20.9 30.9 21.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 4 4 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 148,638 : : Positions : : 104,800 80,592 19,720 42,697 20,391 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : -786 32 -516 -667 1,926 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 54.2 13.3 28.7 13.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 237,122 : : Positions : : 108,182 206,043 90,720 19,693 8,667 12,648 0 0 12,748 1,333 644 : : : : Changes from: June 23, 2020 : : 10,740 26,916 4,321 1,466 1,215 12,648 0 0 4,564 1,030 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 86.9 38.3 8.3 3.7 5.3 0.0 0.0 5.4 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 23 35 9 4 4 4 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 261,923 : : Positions : : 105,079 230,882 94,834 20,765 5,965 24,988 0 0 29,384 2,020 644 : : : : Changes from: June 23, 2020 : : 11,370 28,686 2,370 1,739 601 12,886 0 0 5,171 992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 88.1 36.2 7.9 2.3 9.5 0.0 0.0 11.2 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 28 37 9 4 . 6 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 139,632 : : Positions : : 123,260 101,659 10,554 33,237 3,060 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : 9,843 7,897 1,427 3,466 -217 0 0 0 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 72.8 7.6 23.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 23 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 40,920 : : Positions : : 15,927 37,564 23,545 1,915 0 0 0 0 620 1,224 0 : : : : Changes from: June 23, 2020 : : 1,829 2,010 372 527 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 91.8 57.5 4.7 0.0 0.0 0.0 0.0 1.5 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 16 4 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 294,298 : : Positions : : 192,083 190,406 78,285 76,611 16,402 1,932 620 110 1,290 814 843 : : : : Changes from: June 23, 2020 : : -1,497 -2,196 -157 94 304 0 0 0 -245 542 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 64.7 26.6 26.0 5.6 0.7 0.2 0.0 0.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 31 5 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 116,471 : : Positions : : 115,745 113,837 420 1,200 0 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : 3,467 3,157 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 97.7 0.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 13,722 : : Positions : : 6,420 12,708 5,210 0 0 0 0 0 0 279 0 : : : : Changes from: June 23, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 92.6 38.0 0.0 0.0 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 115,035 : : Positions : : 89,480 63,873 4,788 33,435 6,860 0 0 0 1,554 112 255 : : : : Changes from: June 23, 2020 : : 93 107 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 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 30, 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 251,408 : : Positions : : 239,208 171,924 3,995 65,947 2,893 0 0 0 0 1,469 1,408 : : : : Changes from: June 23, 2020 : : 4,383 2,393 31 -186 0 0 0 0 0 1,211 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 68.4 1.6 26.2 1.2 0.0 0.0 0.0 0.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 25 . 6 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 193,902 : : Positions : : 140,828 183,566 33,134 0 7,254 0 288 0 0 372 0 : : : : Changes from: June 23, 2020 : : 1,794 -703 273 0 -151 0 288 0 0 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 94.7 17.1 0.0 3.7 0.0 0.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 99,940 : : Positions : : 65,454 69,722 22,579 15,281 7,430 0 0 0 616 403 0 : : : : Changes from: June 23, 2020 : : 285 248 338 -302 0 0 0 0 0 403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 69.8 22.6 15.3 7.4 0.0 0.0 0.0 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 5 . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 59,638 : : Positions : : 51,532 51,517 6,486 6,237 0 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : 465 -62 -124 155 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 86.4 10.9 10.5 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 30, 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 215,750 : : Positions : : 164,696 161,963 29,810 34,600 10,377 0 0 0 2,515 0 0 : : : : Changes from: June 23, 2020 : : -791 59 1,434 -214 -856 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 75.1 13.8 16.0 4.8 0.0 0.0 0.0 1.2 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 30, 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 178,358 : : Positions : : 128,881 114,260 21,486 37,969 14,167 0 0 0 6,868 2,624 116 : : : : Changes from: June 23, 2020 : : 152 59 172 549 175 0 0 0 31 -94 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 64.1 12.0 21.3 7.9 0.0 0.0 0.0 3.9 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 20 5 8 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 72,707 : : Positions : : 47,079 68,091 18,945 0 3,052 0 0 0 1,795 0 0 : : : : Changes from: June 23, 2020 : : 6,208 6,231 -589 0 124 0 0 0 431 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 93.7 26.1 0.0 4.2 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 259,410 : : Positions : : 196,096 144,771 25,386 84,308 21,848 1,093 0 0 4,890 776 1,475 : : : : Changes from: June 23, 2020 : : 384 -110 -302 -283 342 0 0 0 -151 776 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 55.8 9.8 32.5 8.4 0.4 0.0 0.0 1.9 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 25 . 9 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 144,143 : : Positions : : 94,652 92,760 18,697 18,526 26,992 0 988 105 0 2,542 0 : : : : Changes from: June 23, 2020 : : -121 630 1,621 -178 1,104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 64.4 13.0 12.9 18.7 0.0 0.7 0.1 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 20 5 7 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 33,592 : : Positions : : 18,159 26,985 6,566 0 6,576 0 0 0 1,130 0 31 : : : : Changes from: June 23, 2020 : : 1,674 1,767 0 0 0 0 0 0 -31 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 80.3 19.5 0.0 19.6 0.0 0.0 0.0 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 12 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 162,540 : : Positions : : 143,868 134,217 3,426 20,547 3,477 1,116 0 0 2,381 1,712 0 : : : : Changes from: June 23, 2020 : : 2,041 1,964 -31 0 0 496 0 0 403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 82.6 2.1 12.6 2.1 0.7 0.0 0.0 1.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 18 . 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 45,181 : : Positions : : 39,234 30,665 527 9,271 3,136 0 0 0 0 0 0 : : : : Changes from: June 23, 2020 : : 248 213 -187 30 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 67.9 1.2 20.5 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 282,792 : : Positions : : 235,781 46,935 23,096 221,787 12,215 0 0 0 186 1,085 186 : : : : Changes from: June 23, 2020 : : 3,153 839 -421 1,334 21 0 0 0 0 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 16.6 8.2 78.4 4.3 0.0 0.0 0.0 0.1 0.4 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 30, 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 107,762 : : Positions : : 77,860 50,828 13,251 50,526 3,876 0 1,498 0 4,769 0 0 : : : : Changes from: June 23, 2020 : : 516 0 0 667 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 47.2 12.3 46.9 3.6 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 30, 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 20,964 : : Positions : : 14,775 20,874 4,129 0 0 0 0 0 1,444 0 0 : : : : Changes from: June 23, 2020 : : 837 1,889 0 0 0 0 0 0 558 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 99.6 19.7 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 192,754 : : Positions : : 166,185 141,604 3,320 29,105 13,927 0 0 0 1,385 157 246 : : : : Changes from: June 23, 2020 : : 4,267 4,558 -184 31 -30 0 0 0 153 157 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.5 1.7 15.1 7.2 0.0 0.0 0.0 0.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 23 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 24,935 : : Positions : : 21,391 23,095 1,575 868 0 0 0 0 279 0 0 : : : : Changes from: June 23, 2020 : : -62 438 0 0 0 0 0 0 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 92.6 6.3 3.5 0.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 1,316,452 : : Positions : : 236,556 232,875 215,762 176,973 105,161 257,396 263,775 256,424 57,404 114,398 122,916 : : : : Changes from: June 23, 2020 : : -9,245 -9,020 5,073 1,579 -811 6,561 -18,154 3,106 3,218 28,604 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 17.7 16.4 13.4 8.0 19.6 20.0 19.5 4.4 8.7 9.3 : : : : Number of Traders in Each Category Total Traders: 310 : : 43 39 19 17 30 62 69 72 38 38 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 290,880 : : Positions : : 102,246 97,438 63,718 95,508 27,967 7,435 656 15,442 30,284 19,382 26,771 : : : : Changes from: June 23, 2020 : : -11,602 -10,439 -10,663 -7,561 -824 1,724 -4,305 -1,378 -4,865 -1,080 -2,764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 33.5 21.9 32.8 9.6 2.6 0.2 5.3 10.4 6.7 9.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 27 25 7 13 18 5 . 4 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 121,829 : : Positions : : 19,314 22,999 41,290 713 29,998 491 20,848 12,958 2,936 18,356 5,494 : : : : Changes from: June 23, 2020 : : -8,423 579 -1,426 -5,000 -4,049 491 -4,420 -4,773 -2,270 -2,202 -4,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 18.9 33.9 0.6 24.6 0.4 17.1 10.6 2.4 15.1 4.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 12 14 . 14 . 6 6 5 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 739,893 : : Positions : : 339,832 103,403 137,821 480,250 104,240 11,433 0 12,134 94,934 14,570 13,808 : : : : Changes from: June 23, 2020 : : -16,934 -3,684 -651 -22,001 5,413 0 0 0 -10,873 917 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 14.0 18.6 64.9 14.1 1.5 0.0 1.6 12.8 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 15 6 13 18 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 186,766 : : Positions : : 27,096 29,962 79,178 65,786 52,494 2,912 3,763 7,038 8,879 16,757 4,891 : : : : Changes from: June 23, 2020 : : -975 -3,488 -1,681 -3,416 -3,870 600 281 -1,479 -3,119 1,099 -2,181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 16.0 42.4 35.2 28.1 1.6 2.0 3.8 4.8 9.0 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 11 6 17 . . 4 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 5,258 : : Positions : : 3,427 3,272 598 377 277 0 0 0 225 415 129 : : : : Changes from: June 23, 2020 : : 327 212 1 25 -1 0 0 0 -20 34 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 62.2 11.4 7.2 5.3 0.0 0.0 0.0 4.3 7.9 2.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 32,874 : : Positions : : 21,813 26,789 6,001 3,225 2,764 0 0 0 1,919 0 0 : : : : Changes from: June 23, 2020 : : 727 428 -15 177 -135 -46 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 81.5 18.3 9.8 8.4 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 32 4 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 26,600 : : Positions : : 25,077 22,463 110 2,475 816 0 0 0 239 0 231 : : : : Changes from: June 23, 2020 : : 0 -10 0 -10 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.4 0.4 9.3 3.1 0.0 0.0 0.0 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 11,540 : : Positions : : 8,922 9,834 911 0 608 0 0 0 101 185 373 : : : : Changes from: June 23, 2020 : : 895 737 -168 0 104 0 0 0 10 -10 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 85.2 7.9 0.0 5.3 0.0 0.0 0.0 0.9 1.6 3.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 26 5 0 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 35,054 : : Positions : : 31,030 22,792 0 10,008 1,162 0 0 0 2,630 649 52 : : : : Changes from: June 23, 2020 : : 725 684 0 337 297 0 0 0 490 187 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 65.0 0.0 28.6 3.3 0.0 0.0 0.0 7.5 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 35 0 9 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 54,374 : : Positions : : 34,747 44,330 10,166 2,257 3,747 559 0 0 2,322 1,275 2,089 : : : : Changes from: June 23, 2020 : : 1,248 2,754 -74 -1,705 1,053 -40 0 0 -304 -127 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 81.5 18.7 4.2 6.9 1.0 0.0 0.0 4.3 2.3 3.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 52 48 10 . 9 . 0 0 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 2,744 : : Positions : : 1,437 1,834 190 68 227 0 0 0 19 35 78 : : : : Changes from: June 23, 2020 : : 138 261 -7 6 37 0 0 0 0 9 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 66.8 6.9 2.5 8.3 0.0 0.0 0.0 0.7 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 4,284 : : Positions : : 3,064 3,013 0 6 140 0 0 0 110 56 320 : : : : Changes from: June 23, 2020 : : 272 164 0 -39 26 0 0 0 0 -28 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 70.3 0.0 0.1 3.3 0.0 0.0 0.0 2.6 1.3 7.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 23 0 . . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 54,830 : : Positions : : 51,934 26,008 574 26,914 1,387 0 0 0 784 0 37 : : : : Changes from: June 23, 2020 : : 2,322 2,356 63 180 244 0 0 0 114 0 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 47.4 1.0 49.1 2.5 0.0 0.0 0.0 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 40 . 7 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 139,767 : : Positions : : 110,913 116,869 15,021 10,056 4,328 1,497 2,139 423 3,584 2,685 2,576 : : : : Changes from: June 23, 2020 : : 3,341 3,671 -855 -319 -293 60 21 98 298 -207 -416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 83.6 10.7 7.2 3.1 1.1 1.5 0.3 2.6 1.9 1.8 : : : : Number of Traders in Each Category Total Traders: 118 : : 73 63 11 5 12 . . . 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 53,404 : : Positions : : 34,527 28,194 8,519 20,342 4,003 4,406 0 0 1,631 320 80 : : : : Changes from: June 23, 2020 : : 484 1,092 -48 -423 364 228 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 52.8 16.0 38.1 7.5 8.3 0.0 0.0 3.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 26 . 9 4 6 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 60,064 : : Positions : : 49,654 43,108 1,667 12,182 954 3,847 0 0 1,682 1,240 1,793 : : : : Changes from: June 23, 2020 : : 2,263 2,692 396 -8 -352 -30 0 0 336 -19 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 71.8 2.8 20.3 1.6 6.4 0.0 0.0 2.8 2.1 3.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 49 46 7 5 4 6 0 0 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 39,423 : : Positions : : 34,088 29,151 1,439 7,168 1,808 900 265 0 585 379 410 : : : : Changes from: June 23, 2020 : : 332 1,700 -47 -1,314 160 0 0 0 140 10 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 73.9 3.7 18.2 4.6 2.3 0.7 0.0 1.5 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 33 . 6 7 . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 6,072 : : Positions : : 5,026 2,457 0 2,878 108 0 0 0 46 0 20 : : : : Changes from: June 23, 2020 : : 12 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 40.5 0.0 47.4 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 30, 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 24,792 : : Positions : : 18,885 19,697 3,200 2,293 907 0 405 0 55 317 728 : : : : Changes from: June 23, 2020 : : 389 611 185 15 12 0 0 0 0 -8 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.4 12.9 9.2 3.7 0.0 1.6 0.0 0.2 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 6 . 7 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated July 06, 2020