Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 5,992,438 : : Positions : :3,725,770 1,352,917 596,134 3,817,933 282,455 560,454 31,175 99,609 317,937 12,996 377,498 : : : : Changes from: June 30, 2020 : : 37,482 6,675 31 39,288 9,927 23,755 3,199 -16,662 -11,475 3,561 13,464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 22.6 9.9 63.7 4.7 9.4 0.5 1.7 5.3 0.2 6.3 : : : : Number of Traders in Each Category Total Traders: 233 : : 124 109 13 18 23 13 6 15 33 11 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 233,190 : : Positions : : 38,947 11,455 43,120 37,387 96,355 7,560 23,179 34,378 3,052 20,951 8,958 : : : : Changes from: June 30, 2020 : : 1,302 -534 1,546 -210 -1,572 0 100 -100 -341 3,151 2,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 4.9 18.5 16.0 41.3 3.2 9.9 14.7 1.3 9.0 3.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 13 7 10 4 11 . . . . 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 266,314 : : Positions : : 178,178 232,268 38,082 6,727 18,838 0 0 0 4,646 2,299 124 : : : : Changes from: June 30, 2020 : : -3,913 -10,321 -3,334 161 13 0 0 0 -1,333 -93 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 87.2 14.3 2.5 7.1 0.0 0.0 0.0 1.7 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 July 7, 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 153,410 : : Positions : : 137,368 79,458 0 61,809 5,756 224 0 0 399 123 489 : : : : Changes from: June 30, 2020 : : -5,218 -4,909 0 -1,790 -488 0 0 0 -541 35 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 51.8 0.0 40.3 3.8 0.1 0.0 0.0 0.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 0 8 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 339,733 : : Positions : : 240,681 110,931 33,404 182,345 36,516 6,670 0 0 5,435 372 6,319 : : : : Changes from: June 30, 2020 : : -18,153 -17,017 -2,467 -4,060 -1,136 -66 0 0 -1,322 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 32.7 9.8 53.7 10.7 2.0 0.0 0.0 1.6 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 4 9 6 4 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 1,138,276 : : Positions : :1,087,070 53,201 13,191 1,044,561 22,317 570 861 2,875 85 11,000 1,490 : : : : Changes from: June 30, 2020 : : -24,689 728 -366 -26,644 996 150 425 56 -1,692 -256 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 4.7 1.2 91.8 2.0 0.0 0.1 0.3 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 17 . 10 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 397,454 : : Positions : : 285,180 262,827 64,588 92,837 36,563 600 0 0 2,664 0 564 : : : : Changes from: June 30, 2020 : : -13,706 -9,644 -895 -3,065 -1,973 600 -224 0 122 -29 -432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 66.1 16.3 23.4 9.2 0.2 0.0 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 29 6 8 8 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 558,718 : : Positions : : 489,921 382,653 28,960 143,294 27,336 390 0 0 113 148 341 : : : : Changes from: June 30, 2020 : : -24,734 -22,060 -1,861 -4,875 -797 90 0 0 -64 -155 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 68.5 5.2 25.6 4.9 0.1 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 33 . 10 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 459,997 : : Positions : : 345,249 120,980 87,401 308,818 20,406 2,034 1,748 0 0 0 0 : : : : Changes from: June 30, 2020 : : -6,481 -5,507 -3,590 -9,233 -1,114 0 -589 0 0 -185 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 26.3 19.0 67.1 4.4 0.4 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 19 7 8 9 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 97,081 : : Positions : : 80,296 79,980 7,972 6,274 3,495 0 0 0 0 4,733 0 : : : : Changes from: June 30, 2020 : : -6,992 -8,017 -1,641 -744 -30 0 0 0 -248 -659 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 82.4 8.2 6.5 3.6 0.0 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 17,219 : : Positions : : 15,178 16,042 869 868 92 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -11,249 -8,802 -90 -1,140 0 0 0 0 0 -511 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 93.2 5.0 5.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 313,311 : : Positions : : 294,757 43,879 2,174 252,533 4,898 0 1,925 0 0 3,707 0 : : : : Changes from: June 30, 2020 : : -17,404 -4,062 -118 -13,278 298 0 -496 0 -159 -154 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 14.0 0.7 80.6 1.6 0.0 0.6 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 15 . 11 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 178,633 : : Positions : : 154,483 25,897 2,246 132,506 15,390 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -8,138 -3,367 -392 -5,253 -1,130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 14.5 1.3 74.2 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 11 . 11 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 283,451 : : Positions : : 270,284 252,756 1,413 23,811 5,636 320 0 0 1,348 0 0 : : : : Changes from: June 30, 2020 : : -11,513 -15,424 -341 4,063 -186 320 0 0 118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 89.2 0.5 8.4 2.0 0.1 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 35,210 : : Positions : : 10,523 33,505 17,389 1,395 0 0 310 0 5,022 0 0 : : : : Changes from: June 30, 2020 : : -7,274 -12,660 -1,470 0 0 -810 0 0 -4,080 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 95.2 49.4 4.0 0.0 0.0 0.9 0.0 14.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 15 . . 0 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 583,415 : : Positions : : 484,618 145,066 36,667 385,343 36,215 3,398 744 0 7,531 2,374 6,034 : : : : Changes from: June 30, 2020 : : -15,145 -5,284 732 -7,840 -5,987 -419 -93 -431 -3,011 -1,915 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 24.9 6.3 66.0 6.2 0.6 0.1 0.0 1.3 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 40 27 4 11 11 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 196,356 : : Positions : : 108,898 90,573 42,703 59,671 41,584 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -7,156 -3,703 -433 -3,916 -2,119 0 0 0 -279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 46.1 21.7 30.4 21.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 4 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 144,320 : : Positions : : 102,326 75,253 19,599 48,130 18,965 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -2,474 -5,339 -121 5,433 -1,426 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 52.1 13.6 33.3 13.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 183,021 : : Positions : : 85,979 153,443 84,198 19,489 6,263 0 0 0 0 644 0 : : : : Changes from: June 30, 2020 : : -22,203 -52,600 -6,522 -204 -2,404 -12,648 0 0 -12,748 -689 -644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 83.8 46.0 10.6 3.4 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 203,180 : : Positions : : 89,024 174,334 81,546 20,489 5,485 12,648 0 0 13,244 1,240 644 : : : : Changes from: June 30, 2020 : : -16,055 -56,548 -13,288 -276 -480 -12,340 0 0 -16,140 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 85.8 40.1 10.1 2.7 6.2 0.0 0.0 6.5 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 22 35 9 4 . 4 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 118,182 : : Positions : : 104,267 84,735 8,905 29,817 2,580 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -18,993 -16,924 -1,649 -3,420 -480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 71.7 7.5 25.2 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 21 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 33,894 : : Positions : : 13,431 31,794 19,225 651 0 0 0 0 620 984 0 : : : : Changes from: June 30, 2020 : : -2,496 -5,770 -4,320 -1,264 0 0 0 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 93.8 56.7 1.9 0.0 0.0 0.0 0.0 1.8 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 11 4 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 279,442 : : Positions : : 183,118 180,685 73,117 72,929 16,555 2,171 620 92 1,167 472 843 : : : : Changes from: June 30, 2020 : : -8,965 -9,721 -5,168 -3,682 153 239 0 -18 -123 -342 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 64.7 26.2 26.1 5.9 0.8 0.2 0.0 0.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 32 5 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 105,461 : : Positions : : 105,275 104,287 0 0 0 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -10,470 -9,550 -420 -1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 98.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 108,799 : : Positions : : 84,635 59,111 4,602 33,025 6,860 0 0 0 1,399 0 0 : : : : Changes from: June 30, 2020 : : -4,845 -4,762 -186 -410 0 0 0 0 -155 -112 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 54.3 4.2 30.4 6.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 233,525 : : Positions : : 223,164 160,867 3,044 61,481 2,645 0 0 0 0 75 1,284 : : : : Changes from: June 30, 2020 : : -16,044 -11,057 -951 -4,466 -248 0 0 0 0 -1,394 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 68.9 1.3 26.3 1.1 0.0 0.0 0.0 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 186,773 : : Positions : : 136,881 177,460 30,731 0 7,254 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -3,947 -6,106 -2,403 0 0 0 -288 0 0 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.0 16.5 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 94,596 : : Positions : : 63,142 64,431 20,954 16,534 6,177 0 0 0 585 0 0 : : : : Changes from: June 30, 2020 : : -2,312 -5,291 -1,625 1,253 -1,253 0 0 0 -31 -403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 68.1 22.2 17.5 6.5 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 42,718 : : Positions : : 37,288 38,017 3,396 3,237 0 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -14,244 -13,500 -3,090 -3,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 89.0 7.9 7.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 209,090 : : Positions : : 160,575 155,574 28,124 33,856 10,377 0 0 0 1,771 0 0 : : : : Changes from: June 30, 2020 : : -4,121 -6,389 -1,686 -744 0 0 0 0 -744 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.4 13.5 16.2 5.0 0.0 0.0 0.0 0.8 0.0 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 July 7, 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 168,140 : : Positions : : 121,062 107,879 20,889 35,867 13,711 224 0 0 5,969 1,933 30 : : : : Changes from: June 30, 2020 : : -7,819 -6,381 -597 -2,102 -456 224 0 0 -899 -691 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 64.2 12.4 21.3 8.2 0.1 0.0 0.0 3.6 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 18 4 9 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 64,397 : : Positions : : 41,378 60,051 16,875 0 3,052 0 0 0 1,705 0 0 : : : : Changes from: June 30, 2020 : : -5,701 -8,040 -2,070 0 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.3 26.2 0.0 4.7 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 243,600 : : Positions : : 183,736 134,969 22,819 81,522 21,392 1,373 0 0 5,200 0 887 : : : : Changes from: June 30, 2020 : : -12,360 -9,802 -2,567 -2,786 -456 280 0 0 310 -776 -588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 55.4 9.4 33.5 8.8 0.6 0.0 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 . 9 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 132,410 : : Positions : : 88,023 83,546 17,164 19,442 24,109 0 1,092 1 0 1,767 0 : : : : Changes from: June 30, 2020 : : -6,629 -9,214 -1,533 916 -2,883 0 104 -104 0 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 63.1 13.0 14.7 18.2 0.0 0.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 5 6 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 149,321 : : Positions : : 131,950 122,311 3,551 19,896 3,260 992 0 0 1,854 1,712 0 : : : : Changes from: June 30, 2020 : : -11,918 -11,906 125 -651 -217 -124 0 0 -527 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 81.9 2.4 13.3 2.2 0.7 0.0 0.0 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 54,958 : : Positions : : 38,883 40,954 12,056 8,964 1,197 0 0 0 1,510 1,645 0 : : : : Changes from: June 30, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 74.5 21.9 16.3 2.2 0.0 0.0 0.0 2.7 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 35,526 : : Positions : : 28,836 23,658 682 7,621 3,136 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -10,398 -7,007 155 -1,650 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 66.6 1.9 21.5 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 262,685 : : Positions : : 216,880 40,568 23,352 210,269 11,264 0 0 0 0 0 0 : : : : Changes from: June 30, 2020 : : -18,901 -6,367 256 -11,518 -951 0 0 0 -186 -1,085 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 15.4 8.9 80.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 15 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 98,549 : : Positions : : 70,374 48,317 13,101 44,018 3,716 0 1,498 0 3,808 0 0 : : : : Changes from: June 30, 2020 : : -7,486 -2,511 -150 -6,508 -160 0 0 0 -961 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 49.0 13.3 44.7 3.8 0.0 1.5 0.0 3.9 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 July 7, 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 15,924 : : Positions : : 11,055 15,831 3,199 0 0 0 0 0 1,054 0 0 : : : : Changes from: June 30, 2020 : : -3,720 -5,043 -930 0 0 0 0 0 -390 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 99.4 20.1 0.0 0.0 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 181,059 : : Positions : : 156,146 134,137 2,880 26,521 13,826 0 0 0 1,166 0 0 : : : : Changes from: June 30, 2020 : : -10,039 -7,467 -440 -2,584 -101 0 0 0 -219 -157 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.1 1.6 14.6 7.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 23 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 20,015 : : Positions : : 17,791 18,377 525 868 0 0 0 0 279 0 0 : : : : Changes from: June 30, 2020 : : -3,600 -4,718 -1,050 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 91.8 2.6 4.3 0.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 1,310,701 : : Positions : : 226,114 228,590 219,526 184,109 99,533 259,978 238,118 262,294 54,821 131,590 124,368 : : : : Changes from: June 30, 2020 : : -10,442 -4,285 3,764 7,136 -5,628 2,582 -25,657 5,870 -2,583 17,192 1,452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 17.4 16.7 14.0 7.6 19.8 18.2 20.0 4.2 10.0 9.5 : : : : Number of Traders in Each Category Total Traders: 315 : : 43 38 19 18 30 65 67 77 39 44 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 292,159 : : Positions : : 103,136 97,605 64,396 95,853 27,933 7,575 611 15,458 31,319 21,204 25,399 : : : : Changes from: June 30, 2020 : : 890 167 678 345 -34 140 -45 16 1,035 1,822 -1,372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 33.4 22.0 32.8 9.6 2.6 0.2 5.3 10.7 7.3 8.7 : : : : Number of Traders in Each Category Total Traders: 79 : : 28 25 7 13 18 5 . 4 13 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 119,943 : : Positions : : 17,842 22,572 39,071 514 29,772 886 20,617 13,067 3,128 16,356 6,571 : : : : Changes from: June 30, 2020 : : -1,472 -427 -2,219 -199 -226 395 -231 109 192 -2,000 1,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 18.8 32.6 0.4 24.8 0.7 17.2 10.9 2.6 13.6 5.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 12 12 14 . 14 . 6 6 5 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 740,549 : : Positions : : 342,001 103,403 137,600 481,858 102,781 11,433 0 12,134 95,418 15,026 13,859 : : : : Changes from: June 30, 2020 : : 2,169 0 -221 1,608 -1,459 0 0 0 484 456 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 14.0 18.6 65.1 13.9 1.5 0.0 1.6 12.9 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 July 7, 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 185,979 : : Positions : : 27,415 29,948 78,995 65,728 52,298 2,912 3,763 7,038 7,818 16,446 4,568 : : : : Changes from: June 30, 2020 : : 319 -14 -183 -58 -196 0 0 0 -1,061 -311 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 16.1 42.5 35.3 28.1 1.6 2.0 3.8 4.2 8.8 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 10 11 6 17 . . 4 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 4,688 : : Positions : : 2,910 2,747 568 319 328 0 0 0 205 391 123 : : : : Changes from: June 30, 2020 : : -517 -525 -30 -58 51 0 0 0 -20 -24 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 58.6 12.1 6.8 7.0 0.0 0.0 0.0 4.4 8.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 30,244 : : Positions : : 20,287 25,003 5,534 2,801 2,349 0 0 0 1,647 0 0 : : : : Changes from: June 30, 2020 : : -1,526 -1,786 -467 -424 -415 0 0 0 -272 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 82.7 18.3 9.3 7.8 0.0 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 32 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 19,950 : : Positions : : 19,390 15,751 75 3,111 104 0 0 0 0 64 167 : : : : Changes from: June 30, 2020 : : -5,687 -6,712 -35 636 -712 0 0 0 -239 64 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 79.0 0.4 15.6 0.5 0.0 0.0 0.0 0.0 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 10,416 : : Positions : : 7,893 8,945 904 68 453 0 0 0 220 165 393 : : : : Changes from: June 30, 2020 : : -1,029 -889 -7 68 -155 0 0 0 119 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 85.9 8.7 0.7 4.3 0.0 0.0 0.0 2.1 1.6 3.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 26,323 : : Positions : : 23,631 15,565 0 9,039 950 0 0 0 1,547 435 15 : : : : Changes from: June 30, 2020 : : -7,399 -7,227 0 -969 -212 0 0 0 -1,083 -214 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 59.1 0.0 34.3 3.6 0.0 0.0 0.0 5.9 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 33 0 9 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 48,981 : : Positions : : 30,433 39,546 9,829 2,623 3,116 544 0 0 2,484 883 1,996 : : : : Changes from: June 30, 2020 : : -4,314 -4,784 -337 366 -631 -15 0 0 162 -392 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 80.7 20.1 5.4 6.4 1.1 0.0 0.0 5.1 1.8 4.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 48 46 10 . 9 . 0 0 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 2,123 : : Positions : : 971 1,470 160 34 206 0 0 0 92 26 82 : : : : Changes from: June 30, 2020 : : -466 -364 -30 -34 -21 0 0 0 73 -9 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 69.2 7.5 1.6 9.7 0.0 0.0 0.0 4.3 1.2 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 3,604 : : Positions : : 2,469 2,497 59 46 138 0 0 0 59 34 265 : : : : Changes from: June 30, 2020 : : -595 -516 59 40 -2 0 0 0 -51 -22 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 69.3 1.6 1.3 3.8 0.0 0.0 0.0 1.6 0.9 7.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 21 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 45,388 : : Positions : : 42,667 18,729 793 25,171 1,021 0 0 0 760 37 0 : : : : Changes from: June 30, 2020 : : -9,267 -7,279 219 -1,743 -366 0 0 0 -24 37 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 41.3 1.7 55.5 2.2 0.0 0.0 0.0 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 35 . 6 . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 127,494 : : Positions : : 101,078 104,876 13,870 9,685 4,057 1,152 2,157 428 3,005 2,798 2,734 : : : : Changes from: June 30, 2020 : : -9,835 -11,993 -1,151 -371 -271 -345 18 5 -579 113 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 82.3 10.9 7.6 3.2 0.9 1.7 0.3 2.4 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 117 : : 69 62 11 5 12 . . . 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 49,748 : : Positions : : 31,577 26,262 7,979 18,692 3,842 4,540 0 0 1,398 260 80 : : : : Changes from: June 30, 2020 : : -2,950 -1,932 -540 -1,650 -161 134 0 0 -233 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 52.8 16.0 37.6 7.7 9.1 0.0 0.0 2.8 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 22 . 7 . 6 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 56,780 : : Positions : : 47,036 40,996 1,700 11,046 778 3,630 0 0 1,557 1,488 1,679 : : : : Changes from: June 30, 2020 : : -2,618 -2,112 33 -1,136 -176 -217 0 0 -125 248 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 72.2 3.0 19.5 1.4 6.4 0.0 0.0 2.7 2.6 3.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 47 45 8 5 5 6 0 0 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 33,026 : : Positions : : 28,621 23,447 1,315 7,250 1,350 900 0 0 451 225 238 : : : : Changes from: June 30, 2020 : : -5,467 -5,704 -124 82 -458 0 -265 0 -134 -154 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 71.0 4.0 22.0 4.1 2.7 0.0 0.0 1.4 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 32 . 7 7 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 22,732 : : Positions : : 17,182 18,281 3,069 1,971 934 0 405 0 108 235 478 : : : : Changes from: June 30, 2020 : : -1,703 -1,416 -131 -322 27 0 0 0 53 -82 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 80.4 13.5 8.7 4.1 0.0 1.8 0.0 0.5 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 22 6 . 7 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated July 10, 2020