Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 6,245,031 : : Positions : :3,691,914 1,351,861 591,063 4,009,644 389,698 710,854 18,176 107,437 377,288 7,316 339,465 : : : : Changes from: August 18, 2020 : : 21,669 34,620 25,552 21,694 25,939 -3,599 -7,109 5,518 2,533 -1,582 -21,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 21.6 9.5 64.2 6.2 11.4 0.3 1.7 6.0 0.1 5.4 : : : : Number of Traders in Each Category Total Traders: 244 : : 130 115 14 18 23 14 5 15 37 15 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 285,806 : : Positions : : 53,305 22,648 72,903 34,430 107,639 0 50,744 34,304 9,773 28,005 7,880 : : : : Changes from: August 18, 2020 : : 24,034 5,690 5,017 1,866 3,167 0 1,192 3,674 -1,811 18,300 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 7.9 25.5 12.0 37.7 0.0 17.8 12.0 3.4 9.8 2.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 13 9 11 5 13 0 5 4 4 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 228,395 : : Positions : : 160,248 203,095 29,785 6,956 9,431 300 0 0 3,059 2,759 0 : : : : Changes from: August 18, 2020 : : -6,454 -7,827 -2,051 120 -60 300 0 0 -59 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 88.9 13.0 3.0 4.1 0.1 0.0 0.0 1.3 1.2 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 August 25, 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 154,773 : : Positions : : 141,346 77,834 0 67,737 1,790 0 0 0 1,661 0 1,683 : : : : Changes from: August 18, 2020 : : 1,146 1,829 0 216 161 -256 0 0 829 -95 387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 50.3 0.0 43.8 1.2 0.0 0.0 0.0 1.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 0 8 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 325,877 : : Positions : : 230,996 123,405 33,422 162,355 29,263 5,104 0 0 8,416 3,492 5,506 : : : : Changes from: August 18, 2020 : : 1,862 5,463 334 -911 530 0 0 0 929 572 689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 37.9 10.3 49.8 9.0 1.6 0.0 0.0 2.6 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 30 5 8 7 4 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 1,149,906 : : Positions : :1,096,072 54,188 13,578 1,053,130 24,969 740 0 2,036 2,039 11,873 1,560 : : : : Changes from: August 18, 2020 : : 9,968 2,216 -86 6,733 394 -430 0 238 276 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 4.7 1.2 91.6 2.2 0.1 0.0 0.2 0.2 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 18 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 411,075 : : Positions : : 286,375 274,057 60,842 86,116 41,333 3,210 2,026 1 8,209 0 2,903 : : : : Changes from: August 18, 2020 : : -652 3,317 -695 -1,119 268 0 -164 0 3,644 0 752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 66.7 14.8 20.9 10.1 0.8 0.5 0.0 2.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 30 5 8 8 . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 652,890 : : Positions : : 585,599 427,656 28,916 194,858 24,748 240 640 0 1,394 1,320 1,905 : : : : Changes from: August 18, 2020 : : 12,602 9,425 1,169 2,413 940 0 32 0 -641 1,320 1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 65.5 4.4 29.8 3.8 0.0 0.1 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 33 . 12 10 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 477,458 : : Positions : : 374,044 146,460 71,084 299,283 20,808 4,029 0 0 630 1,897 61 : : : : Changes from: August 18, 2020 : : 22,627 19,583 -4,062 -2,619 2,821 0 0 0 210 1,897 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 30.7 14.9 62.7 4.4 0.8 0.0 0.0 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 20 6 9 9 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 100,023 : : Positions : : 80,866 82,437 10,760 5,530 2,675 0 1,494 7 0 5,427 43 : : : : Changes from: August 18, 2020 : : 2,049 1,593 1,730 0 -501 0 0 0 0 2,151 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 82.4 10.8 5.5 2.7 0.0 1.5 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 26,487 : : Positions : : 21,866 19,751 939 4,749 976 0 0 0 674 240 0 : : : : Changes from: August 18, 2020 : : 3,480 2,220 143 1,909 372 0 0 0 120 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 74.6 3.5 17.9 3.7 0.0 0.0 0.0 2.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 320,824 : : Positions : : 301,908 47,721 3,038 259,574 4,005 0 1,429 0 441 2,939 574 : : : : Changes from: August 18, 2020 : : 6,738 3,368 187 2,860 -272 0 0 0 151 425 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 14.9 0.9 80.9 1.2 0.0 0.4 0.0 0.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 . 11 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 190,732 : : Positions : : 165,455 24,107 4,472 146,734 14,433 0 490 0 0 0 0 : : : : Changes from: August 18, 2020 : : 3,489 244 274 211 213 0 490 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 12.6 2.3 76.9 7.6 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . 10 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 284,197 : : Positions : : 269,247 254,275 1,475 20,927 5,296 0 0 0 1,852 0 453 : : : : Changes from: August 18, 2020 : : 995 1,594 0 62 30 0 0 0 1,021 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 89.5 0.5 7.4 1.9 0.0 0.0 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 32,360 : : Positions : : 11,174 29,206 17,737 0 360 0 461 0 1,529 1,010 0 : : : : Changes from: August 18, 2020 : : 2,080 1,424 570 0 180 0 461 0 270 390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 90.3 54.8 0.0 1.1 0.0 1.4 0.0 4.7 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 17 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 613,691 : : Positions : : 514,469 152,953 37,606 397,003 34,151 462 9,799 2,353 8,606 6,255 5,116 : : : : Changes from: August 18, 2020 : : 864 -774 -154 2,294 763 462 -1,031 -112 1,425 3,822 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 24.9 6.1 64.7 5.6 0.1 1.6 0.4 1.4 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 40 26 4 12 11 . . . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 190,971 : : Positions : : 107,117 91,399 44,762 60,266 34,297 0 0 0 331 0 0 : : : : Changes from: August 18, 2020 : : 1,589 -2,221 -335 4,618 -1,751 0 0 0 331 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 47.9 23.4 31.6 18.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 4 4 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 220,301 : : Positions : : 196,328 82,748 5,166 123,996 12,225 0 0 0 1,849 0 420 : : : : Changes from: August 18, 2020 : : 20,845 1,652 152 20,518 254 0 0 0 1,539 0 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 37.6 2.3 56.3 5.5 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 10 . 10 4 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 199,933 : : Positions : : 96,189 165,091 86,132 26,041 5,778 0 0 0 4,867 1,110 217 : : : : Changes from: August 18, 2020 : : 11,985 18,460 6,151 3,860 -637 -210 0 0 4,557 443 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 82.6 43.1 13.0 2.9 0.0 0.0 0.0 2.4 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 18 26 7 4 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 211,422 : : Positions : : 94,993 173,800 85,226 26,244 4,850 15,091 0 0 9,687 5,283 630 : : : : Changes from: August 18, 2020 : : 12,847 19,858 6,092 3,463 -1,218 -30 0 0 4,324 90 630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 82.2 40.3 12.4 2.3 7.1 0.0 0.0 4.6 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 80 : : 24 42 8 5 6 5 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 123,342 : : Positions : : 110,005 87,231 10,026 31,485 2,022 0 0 0 0 1,692 0 : : : : Changes from: August 18, 2020 : : 3,390 1,234 420 1,110 0 0 0 0 0 1,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 70.7 8.1 25.5 1.6 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 13 23 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 34,326 : : Positions : : 16,248 28,574 16,580 4,421 0 0 651 0 367 680 0 : : : : Changes from: August 18, 2020 : : 2,940 1,290 -446 1,830 0 0 0 0 150 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 83.2 48.3 12.9 0.0 0.0 1.9 0.0 1.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 13 5 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 273,538 : : Positions : : 178,538 171,410 63,374 73,789 16,521 8,854 0 779 0 2,498 31 : : : : Changes from: August 18, 2020 : : 5,663 592 -4,273 -184 573 -816 0 409 0 543 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 62.7 23.2 27.0 6.0 3.2 0.0 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 5 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 120,333 : : Positions : : 119,322 118,598 550 480 0 0 0 0 0 462 0 : : : : Changes from: August 18, 2020 : : 2,870 2,604 240 480 0 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 98.6 0.5 0.4 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 21 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 108,962 : : Positions : : 85,306 60,446 3,966 32,983 7,895 0 0 0 1,334 0 0 : : : : Changes from: August 18, 2020 : : 608 754 -152 0 -62 0 0 0 0 -334 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 55.5 3.6 30.3 7.2 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 230,343 : : Positions : : 220,078 153,296 1,980 64,320 3,009 0 0 0 560 1,789 1,730 : : : : Changes from: August 18, 2020 : : 783 -2,791 -242 -366 100 0 0 0 0 1,412 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 66.6 0.9 27.9 1.3 0.0 0.0 0.0 0.2 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 24 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 188,090 : : Positions : : 139,919 177,704 34,629 0 7,254 0 0 0 0 272 0 : : : : Changes from: August 18, 2020 : : 453 392 240 0 0 0 0 0 0 272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 94.5 18.4 0.0 3.9 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 89,431 : : Positions : : 60,064 59,181 20,207 18,076 4,356 0 0 0 615 0 0 : : : : Changes from: August 18, 2020 : : 392 663 88 90 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 66.2 22.6 20.2 4.9 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 30,251 : : Positions : : 25,372 27,946 3,655 1,026 90 0 0 0 0 0 0 : : : : Changes from: August 18, 2020 : : -1,496 -174 510 -630 90 0 0 0 -333 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 92.4 12.1 3.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 210,991 : : Positions : : 167,209 155,462 21,975 33,934 12,089 0 0 0 1,126 0 0 : : : : Changes from: August 18, 2020 : : 1,103 1,164 -450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 73.7 10.4 16.1 5.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 182,587 : : Positions : : 130,690 110,286 20,953 42,332 17,690 256 0 0 4,773 834 0 : : : : Changes from: August 18, 2020 : : 2,862 1,244 156 900 756 0 0 0 -154 120 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.4 11.5 23.2 9.7 0.1 0.0 0.0 2.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 21 . 9 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV MMBtu : CFTC Code #0233BY Open Interest is 41,550 : : Positions : : 31,173 38,627 5,490 416 285 0 0 0 1,196 398 0 : : : : Changes from: August 18, 2020 : : -330 -814 -1,274 416 -298 0 0 0 240 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 93.0 13.2 1.0 0.7 0.0 0.0 0.0 2.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 60,955 : : Positions : : 39,256 54,366 16,568 0 3,114 0 0 0 0 1,186 0 : : : : Changes from: August 18, 2020 : : 1,470 2,100 690 0 0 0 0 0 0 690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.2 27.2 0.0 5.1 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 18 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 233,732 : : Positions : : 177,696 125,041 20,153 78,654 20,838 1,093 2,753 0 6,406 416 611 : : : : Changes from: August 18, 2020 : : 4,259 3,910 0 -1,616 1,038 0 1,777 0 -40 416 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 53.5 8.6 33.7 8.9 0.5 1.2 0.0 2.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 26 . 10 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 11,041 : : Positions : : 5,673 9,961 1,126 0 0 1,023 0 0 2,728 682 0 : : : : Changes from: August 18, 2020 : : 150 690 630 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 90.2 10.2 0.0 0.0 9.3 0.0 0.0 24.7 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 126,448 : : Positions : : 87,985 79,032 16,527 22,228 18,729 0 1,092 1 0 1,702 0 : : : : Changes from: August 18, 2020 : : 692 314 153 88 -142 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 62.5 13.1 17.6 14.8 0.0 0.9 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 6 5 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 139,569 : : Positions : : 125,199 113,456 4,396 19,731 2,768 0 0 0 390 1,712 0 : : : : Changes from: August 18, 2020 : : 729 1,638 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 81.3 3.1 14.1 2.0 0.0 0.0 0.0 0.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 59,348 : : Positions : : 42,251 43,965 10,191 7,870 3,250 0 0 0 1,661 1,564 0 : : : : Changes from: August 18, 2020 : : 61 247 0 -305 246 0 0 0 0 59 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 74.1 17.2 13.3 5.5 0.0 0.0 0.0 2.8 2.6 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 August 25, 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 34,671 : : Positions : : 29,956 20,500 1,185 12,477 1,152 0 0 0 0 0 0 : : : : Changes from: August 18, 2020 : : 2,275 1,230 120 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 59.1 3.4 36.0 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 272,105 : : Positions : : 230,713 40,034 24,738 219,225 9,632 0 328 0 0 2,408 0 : : : : Changes from: August 18, 2020 : : 8,439 910 -751 2,241 135 0 60 0 0 1,982 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 14.7 9.1 80.6 3.5 0.0 0.1 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 17 4 6 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 104,385 : : Positions : : 75,826 52,183 14,367 42,329 4,670 0 0 0 3,123 0 0 : : : : Changes from: August 18, 2020 : : 2,467 554 2,304 2,729 222 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 50.0 13.8 40.6 4.5 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 20,908 : : Positions : : 17,084 20,389 2,536 0 0 0 0 0 0 0 0 : : : : Changes from: August 18, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 97.5 12.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 187,332 : : Positions : : 160,096 139,229 8,186 30,507 11,704 0 0 0 697 0 0 : : : : Changes from: August 18, 2020 : : 2,270 2,829 -62 600 62 0 0 0 30 -188 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 74.3 4.4 16.3 6.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 26 . 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 21,808 : : Positions : : 18,911 17,383 758 2,926 31 0 0 0 1,100 0 0 : : : : Changes from: August 18, 2020 : : 3,546 3,216 301 630 31 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 79.7 3.5 13.4 0.1 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 1,231,205 : : Positions : : 197,130 203,395 187,422 222,244 117,129 275,682 141,871 230,448 48,263 168,436 112,415 : : : : Changes from: August 18, 2020 : : -16,240 -8,719 -2,989 -5,586 3,526 1,398 -8,783 -2,699 -968 3,801 -3,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 16.5 15.2 18.1 9.5 22.4 11.5 18.7 3.9 13.7 9.1 : : : : Number of Traders in Each Category Total Traders: 307 : : 40 38 22 16 31 71 52 73 30 51 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 323,296 : : Positions : : 100,938 94,055 61,075 121,269 31,857 16,005 332 15,333 54,291 28,290 24,298 : : : : Changes from: August 18, 2020 : : 896 1,113 -2,116 12,626 917 11,646 332 -313 6,004 2,511 -3,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 29.1 18.9 37.5 9.9 5.0 0.1 4.7 16.8 8.8 7.5 : : : : Number of Traders in Each Category Total Traders: 94 : : 33 28 9 12 17 8 . 5 14 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 151,099 : : Positions : : 23,071 25,284 47,978 8,785 26,224 15,754 22,460 19,736 7,730 32,413 5,627 : : : : Changes from: August 18, 2020 : : 1,075 1,941 2,380 2,683 -1,308 5,797 3,083 2,706 3,011 4,583 548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 16.7 31.8 5.8 17.4 10.4 14.9 13.1 5.1 21.5 3.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 13 11 4 14 5 5 9 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 741,210 : : Positions : : 328,712 107,447 139,096 484,563 101,972 11,433 0 12,134 116,923 14,383 8,828 : : : : Changes from: August 18, 2020 : : 0 124 752 5,352 -796 0 0 0 4,299 -365 523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 14.5 18.8 65.4 13.8 1.5 0.0 1.6 15.8 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 16 8 13 19 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 206,794 : : Positions : : 30,243 28,388 82,513 80,040 57,805 6,884 6,778 6,036 9,564 18,648 3,314 : : : : Changes from: August 18, 2020 : : -22 0 1,383 5,070 121 4,260 746 320 225 -33 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 13.7 39.9 38.7 28.0 3.3 3.3 2.9 4.6 9.0 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 10 9 8 15 . . 4 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 6,403 : : Positions : : 3,550 3,386 267 310 886 0 0 0 1,042 724 220 : : : : Changes from: August 18, 2020 : : 201 174 -1 13 200 0 0 0 88 27 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 52.9 4.2 4.8 13.8 0.0 0.0 0.0 16.3 11.3 3.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . . 4 0 0 0 5 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 32,159 : : Positions : : 22,131 26,067 4,679 3,259 2,448 134 0 0 2,155 0 0 : : : : Changes from: August 18, 2020 : : 453 271 -60 110 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 81.1 14.5 10.1 7.6 0.4 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 30 . 4 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 21,560 : : Positions : : 21,036 17,517 0 2,896 196 0 0 0 0 106 167 : : : : Changes from: August 18, 2020 : : 550 545 0 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 81.2 0.0 13.4 0.9 0.0 0.0 0.0 0.0 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 11,534 : : Positions : : 9,021 9,690 767 173 679 0 0 0 447 333 239 : : : : Changes from: August 18, 2020 : : 270 229 -40 49 -42 0 0 0 80 -30 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 84.0 6.6 1.5 5.9 0.0 0.0 0.0 3.9 2.9 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 24 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 28,390 : : Positions : : 26,245 19,102 300 8,221 194 0 0 0 1,130 327 306 : : : : Changes from: August 18, 2020 : : 3,315 3,123 200 661 -329 0 0 0 37 -82 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 67.3 1.1 29.0 0.7 0.0 0.0 0.0 4.0 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 37 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 56,928 : : Positions : : 35,160 49,704 10,343 1,840 2,143 925 0 0 6,377 1,279 1,464 : : : : Changes from: August 18, 2020 : : 1,557 2,893 1,582 476 -247 157 0 0 173 204 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 87.3 18.2 3.2 3.8 1.6 0.0 0.0 11.2 2.2 2.6 : : : : Number of Traders in Each Category Total Traders: 93 : : 56 53 9 . 9 . 0 0 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 2,579 : : Positions : : 1,073 1,773 202 41 196 42 0 0 141 0 86 : : : : Changes from: August 18, 2020 : : 65 149 59 3 14 0 0 0 7 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 68.7 7.8 1.6 7.6 1.6 0.0 0.0 5.5 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 2,010 : : Positions : : 954 1,336 73 0 84 0 0 0 113 0 111 : : : : Changes from: August 18, 2020 : : 37 65 -10 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 66.5 3.6 0.0 4.2 0.0 0.0 0.0 5.6 0.0 5.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 16 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 4,677 : : Positions : : 2,999 3,298 362 0 204 0 0 0 137 56 369 : : : : Changes from: August 18, 2020 : : 239 182 2 0 117 0 0 0 -22 11 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 70.5 7.7 0.0 4.4 0.0 0.0 0.0 2.9 1.2 7.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 27 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 52,390 : : Positions : : 50,183 21,180 731 29,890 602 0 0 0 579 115 124 : : : : Changes from: August 18, 2020 : : 2,321 2,488 210 50 -110 0 0 0 7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 40.4 1.4 57.1 1.1 0.0 0.0 0.0 1.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 34 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 135,247 : : Positions : : 106,906 111,274 11,458 9,548 5,369 2,027 1,204 469 3,844 2,804 3,734 : : : : Changes from: August 18, 2020 : : 2,223 1,867 -334 208 51 565 -50 -30 -50 111 369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 82.3 8.5 7.1 4.0 1.5 0.9 0.3 2.8 2.1 2.8 : : : : Number of Traders in Each Category Total Traders: 114 : : 66 57 10 6 10 4 . . 11 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 62,139 : : Positions : : 40,508 34,836 8,548 22,826 3,070 5,658 0 0 3,745 300 40 : : : : Changes from: August 18, 2020 : : 713 1,023 0 980 -80 30 0 0 1,260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 56.1 13.8 36.7 4.9 9.1 0.0 0.0 6.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 . 8 . 6 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 61,612 : : Positions : : 50,703 45,971 1,919 10,230 1,078 3,483 0 0 2,133 2,205 1,795 : : : : Changes from: August 18, 2020 : : 2,636 3,033 24 -479 -4 185 0 0 33 445 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 74.6 3.1 16.6 1.7 5.7 0.0 0.0 3.5 3.6 2.9 : : : : Number of Traders in Each Category Total Traders: 101 : : 52 46 7 7 6 6 0 0 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 37,057 : : Positions : : 32,599 25,590 1,079 8,719 1,827 900 0 0 360 309 179 : : : : Changes from: August 18, 2020 : : 1,212 1,088 0 124 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 69.1 2.9 23.5 4.9 2.4 0.0 0.0 1.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 31 . 6 4 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 24,331 : : Positions : : 18,324 19,592 3,227 1,961 1,002 0 405 0 181 230 706 : : : : Changes from: August 18, 2020 : : 486 215 -15 95 -46 0 0 0 -90 0 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 80.5 13.3 8.1 4.1 0.0 1.7 0.0 0.7 0.9 2.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 22 6 . 5 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated August 28, 2020