Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 6,296,241 : : Positions : :3,673,951 1,316,053 602,464 4,070,046 388,635 848,091 19,974 83,868 274,626 12,201 384,784 : : : : Changes from: September 15, 2020 : : 68,131 3,165 11,759 66,337 -8,392 15,999 -4,427 684 -30,676 4,305 8,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 20.9 9.6 64.6 6.2 13.5 0.3 1.3 4.4 0.2 6.1 : : : : Number of Traders in Each Category Total Traders: 239 : : 127 107 14 18 23 15 6 15 33 14 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 240,173 : : Positions : : 33,837 19,059 92,907 25,595 79,506 740 71,685 22,277 5,017 16,163 5,696 : : : : Changes from: September 15, 2020 : : 4,814 294 5,749 -7,910 -1,958 -2,998 13,810 -5,282 1,336 2,647 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 7.9 38.7 10.7 33.1 0.3 29.8 9.3 2.1 6.7 2.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 12 10 12 4 13 . 4 5 4 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 220,855 : : Positions : : 154,351 196,911 28,813 6,857 8,094 390 0 0 3,581 2,181 635 : : : : Changes from: September 15, 2020 : : 336 530 -639 -341 250 60 0 0 -184 -372 635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 89.2 13.0 3.1 3.7 0.2 0.0 0.0 1.6 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 149,329 : : Positions : : 139,610 69,962 0 72,270 795 0 0 0 1,418 0 821 : : : : Changes from: September 15, 2020 : : 3,816 772 0 2,397 124 -256 0 0 -75 -234 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 46.9 0.0 48.4 0.5 0.0 0.0 0.0 0.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 0 8 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 318,045 : : Positions : : 224,738 127,539 34,519 158,164 23,203 7,020 0 0 11,911 2,573 3,779 : : : : Changes from: September 15, 2020 : : 231 6,165 -2,216 -2,597 1,304 1,964 0 0 2,061 -1,679 249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 40.1 10.9 49.7 7.3 2.2 0.0 0.0 3.7 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 28 5 10 6 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 1,140,565 : : Positions : :1,081,502 49,696 13,901 1,044,849 30,536 1,556 0 1,267 2,517 10,222 1,563 : : : : Changes from: September 15, 2020 : : 5,257 2,846 277 4,357 2,088 1,106 0 -1,225 1,621 -571 633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 4.4 1.2 91.6 2.7 0.1 0.0 0.1 0.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 16 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 399,735 : : Positions : : 273,306 261,015 59,101 92,260 36,662 6,854 252 240 9,442 0 2,824 : : : : Changes from: September 15, 2020 : : 4,299 743 -801 3,830 -1,256 2,788 0 240 -627 0 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 65.3 14.8 23.1 9.2 1.7 0.1 0.1 2.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 28 5 8 8 . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 660,862 : : Positions : : 590,088 445,202 28,065 182,789 28,030 496 384 0 1,525 372 1,434 : : : : Changes from: September 15, 2020 : : 881 750 -480 382 1,774 496 -1,158 -210 -657 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 67.4 4.2 27.7 4.2 0.1 0.1 0.0 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 30 . 11 9 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 502,465 : : Positions : : 406,448 162,040 65,549 309,682 22,143 0 0 0 480 248 0 : : : : Changes from: September 15, 2020 : : 3,849 -314 -85 3,383 980 -1,371 0 0 30 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 32.2 13.0 61.6 4.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 21 4 10 8 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 95,828 : : Positions : : 77,378 79,923 10,531 4,810 2,785 0 430 0 240 4,948 135 : : : : Changes from: September 15, 2020 : : 41 1,350 1,651 0 0 0 120 0 240 32 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 83.4 11.0 5.0 2.9 0.0 0.4 0.0 0.3 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 26,900 : : Positions : : 21,293 19,668 1,200 6,082 604 620 0 0 362 240 0 : : : : Changes from: September 15, 2020 : : 3,202 2,383 0 2,077 0 620 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 73.1 4.5 22.6 2.2 2.3 0.0 0.0 1.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 321,358 : : Positions : : 307,909 44,330 3,206 264,035 3,401 0 1,377 0 0 3,111 328 : : : : Changes from: September 15, 2020 : : 15,075 4,283 -148 7,427 -113 0 0 0 0 456 -385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 13.8 1.0 82.2 1.1 0.0 0.4 0.0 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 18 . 11 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 181,218 : : Positions : : 156,487 22,934 3,980 135,859 14,840 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : -192 434 59 -68 -28 0 -493 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 12.7 2.2 75.0 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 11 . 9 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 264,223 : : Positions : : 252,629 235,165 1,565 20,484 5,053 1,230 0 210 347 0 453 : : : : Changes from: September 15, 2020 : : 1,194 387 0 803 0 0 0 0 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 89.0 0.6 7.8 1.9 0.5 0.0 0.1 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 27,016 : : Positions : : 8,521 22,975 14,811 1,445 0 0 448 0 2,082 390 0 : : : : Changes from: September 15, 2020 : : 1,953 1,519 1,085 1,085 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 85.0 54.8 5.3 0.0 0.0 1.7 0.0 7.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 13 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 607,201 : : Positions : : 486,601 154,131 56,509 394,279 32,735 5,032 11,415 22 11,717 4,571 4,480 : : : : Changes from: September 15, 2020 : : -7,991 4,354 9,021 -1,129 3,902 799 -496 -13 38 181 358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 25.4 9.3 64.9 5.4 0.8 1.9 0.0 1.9 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 39 23 5 12 11 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 188,942 : : Positions : : 105,758 89,960 44,433 59,467 34,702 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 997 -381 9 1,085 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 47.6 23.5 31.5 18.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 5 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 226,122 : : Positions : : 206,834 78,456 5,153 137,913 8,892 0 0 0 981 0 58 : : : : Changes from: September 15, 2020 : : 1,011 -622 0 910 428 0 0 0 -637 0 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 34.7 2.3 61.0 3.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . 9 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 185,392 : : Positions : : 84,638 153,414 85,532 24,571 5,623 2,697 0 0 837 558 0 : : : : Changes from: September 15, 2020 : : 1,947 7,812 4,309 434 -155 2,697 0 0 -93 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 82.8 46.1 13.3 3.0 1.5 0.0 0.0 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 17 7 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 186,309 : : Positions : : 80,923 153,269 86,664 25,578 3,652 7,467 0 0 6,758 3,030 0 : : : : Changes from: September 15, 2020 : : 1,984 8,091 4,123 341 -372 2,697 0 0 155 682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 82.3 46.5 13.7 2.0 4.0 0.0 0.0 3.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 24 36 8 4 . 4 0 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 114,378 : : Positions : : 103,881 78,184 8,429 31,830 1,464 0 0 0 0 2,052 0 : : : : Changes from: September 15, 2020 : : 8,521 6,812 0 1,209 0 0 0 0 0 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 68.4 7.4 27.8 1.3 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 21 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 30,817 : : Positions : : 13,904 25,536 14,276 4,573 0 1,426 0 0 0 308 0 : : : : Changes from: September 15, 2020 : : 2,356 2,874 0 1,144 0 1,426 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 82.9 46.3 14.8 0.0 4.6 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 15 5 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 274,942 : : Positions : : 166,829 185,741 74,751 66,778 15,514 13,196 0 180 0 1,637 31 : : : : Changes from: September 15, 2020 : : 1,137 6,383 964 66 62 1,780 0 0 0 151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 67.6 27.2 24.3 5.6 4.8 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 31 5 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 107,120 : : Positions : : 106,369 106,092 240 480 0 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 2,015 2,562 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 99.0 0.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 22 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 107,362 : : Positions : : 84,016 60,695 3,574 30,786 9,788 0 0 0 970 343 60 : : : : Changes from: September 15, 2020 : : 1,266 1,018 0 21 886 0 0 0 -124 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 56.5 3.3 28.7 9.1 0.0 0.0 0.0 0.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 212,761 : : Positions : : 204,429 140,155 1,499 61,698 2,034 0 0 0 0 1,569 1,965 : : : : Changes from: September 15, 2020 : : 2,761 2,426 -304 -397 0 0 0 0 0 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 65.9 0.7 29.0 1.0 0.0 0.0 0.0 0.0 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . 7 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 185,728 : : Positions : : 140,196 175,050 31,129 0 7,214 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 5,872 3,127 -1,869 0 616 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 94.3 16.8 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 September 22, 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 87,863 : : Positions : : 58,534 54,882 21,581 23,185 3,116 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : -815 379 1,873 244 -122 0 0 0 -522 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 62.5 24.6 26.4 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 29,991 : : Positions : : 16,915 28,563 5,205 468 90 0 0 0 5,273 240 180 : : : : Changes from: September 15, 2020 : : 372 3,173 775 0 0 0 0 0 2,239 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 95.2 17.4 1.6 0.3 0.0 0.0 0.0 17.6 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 211,096 : : Positions : : 172,559 149,061 15,123 37,887 12,713 0 0 0 1,891 0 1,253 : : : : Changes from: September 15, 2020 : : 106 -2,418 120 2,772 -1,975 0 0 0 -722 0 530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 70.6 7.2 17.9 6.0 0.0 0.0 0.0 0.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 186,464 : : Positions : : 150,700 94,766 6,552 65,535 15,783 224 0 0 3,868 1,944 0 : : : : Changes from: September 15, 2020 : : 10,172 -400 -2,717 11,068 -736 -32 0 0 -62 683 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 50.8 3.5 35.1 8.5 0.1 0.0 0.0 2.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 21 . 11 9 . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 54,574 : : Positions : : 34,223 49,072 14,771 0 2,928 1,260 0 0 480 690 0 : : : : Changes from: September 15, 2020 : : 558 2,108 1,302 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 89.9 27.1 0.0 5.4 2.3 0.0 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 231,042 : : Positions : : 180,596 121,806 18,149 83,804 17,243 1,245 2,672 14 6,070 0 370 : : : : Changes from: September 15, 2020 : : 5,770 1,924 0 4,537 -1,993 153 -22 14 -33 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 52.7 7.9 36.3 7.5 0.5 1.2 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 22 . 10 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 120,253 : : Positions : : 78,328 70,718 21,731 26,084 15,605 310 2,029 19 0 1,313 0 : : : : Changes from: September 15, 2020 : : 116 -461 3,345 3,660 -691 0 937 19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 58.8 18.1 21.7 13.0 0.3 1.7 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 5 5 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 130,723 : : Positions : : 116,456 105,014 5,288 19,531 1,738 0 0 0 0 1,712 0 : : : : Changes from: September 15, 2020 : : 345 861 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 80.3 4.0 14.9 1.3 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 54,087 : : Positions : : 42,561 38,735 3,840 6,366 4,082 0 0 0 1,661 1,675 0 : : : : Changes from: September 15, 2020 : : 427 93 -302 -330 56 0 0 0 0 -399 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 71.6 7.1 11.8 7.5 0.0 0.0 0.0 3.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 33,207 : : Positions : : 29,459 17,044 720 13,433 1,028 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 4,261 2,309 0 1,704 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 51.3 2.2 40.5 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 268,745 : : Positions : : 233,541 30,778 23,280 227,206 8,676 0 0 0 0 743 0 : : : : Changes from: September 15, 2020 : : 13,004 -224 -186 9,208 0 0 0 0 0 743 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 11.5 8.7 84.5 3.2 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 17 4 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 96,261 : : Positions : : 72,025 48,674 14,264 38,499 2,926 0 0 0 352 0 1,284 : : : : Changes from: September 15, 2020 : : -549 214 0 -736 -428 0 0 0 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 50.6 14.8 40.0 3.0 0.0 0.0 0.0 0.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 15,225 : : Positions : : 12,120 14,923 2,621 0 0 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 248 310 62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 98.0 17.2 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 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 180,939 : : Positions : : 154,652 135,689 10,689 28,549 10,462 0 0 0 0 0 0 : : : : Changes from: September 15, 2020 : : 1,930 1,322 -428 -341 428 0 0 0 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 75.0 5.9 15.8 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 25 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 18,347 : : Positions : : 15,219 12,833 1,652 4,054 0 0 0 0 690 0 0 : : : : Changes from: September 15, 2020 : : 775 469 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 69.9 9.0 22.1 0.0 0.0 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 1,265,829 : : Positions : : 190,208 206,262 176,511 228,718 122,415 280,473 181,810 242,359 64,211 116,709 128,776 : : : : Changes from: September 15, 2020 : : 6,596 -2,107 -405 474 -2,417 17,279 40,325 -22,494 6,181 -12,187 10,971 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 16.3 13.9 18.1 9.7 22.2 14.4 19.1 5.1 9.2 10.2 : : : : Number of Traders in Each Category Total Traders: 307 : : 39 36 18 17 29 61 63 78 50 38 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 337,656 : : Positions : : 107,577 87,715 58,046 149,485 30,064 13,194 444 18,873 69,340 18,825 23,895 : : : : Changes from: September 15, 2020 : : 22 2,063 -686 3,912 -1,158 -847 444 1,240 6,771 -1,117 -1,674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 26.0 17.2 44.3 8.9 3.9 0.1 5.6 20.5 5.6 7.1 : : : : Number of Traders in Each Category Total Traders: 90 : : 30 24 10 12 17 5 . 5 17 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 158,699 : : Positions : : 22,416 24,998 56,401 9,540 20,464 11,289 35,953 20,503 10,628 31,642 7,535 : : : : Changes from: September 15, 2020 : : 4,185 2,715 3,844 1,884 -207 9,541 10,826 806 4,908 7,517 1,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 15.8 35.5 6.0 12.9 7.1 22.7 12.9 6.7 19.9 4.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 12 11 4 15 . 8 7 10 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 732,238 : : Positions : : 319,392 105,968 144,404 479,745 101,065 14,016 0 12,135 112,195 13,938 7,926 : : : : Changes from: September 15, 2020 : : 928 700 2,256 3,626 204 0 0 0 1,665 0 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 14.5 19.7 65.5 13.8 1.9 0.0 1.7 15.3 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 18 16 8 13 19 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 208,535 : : Positions : : 27,968 21,721 100,866 79,539 52,703 7,044 16,931 5,230 5,771 20,295 4,705 : : : : Changes from: September 15, 2020 : : 0 -319 6,334 1,949 -959 0 3,417 209 110 548 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 10.4 48.4 38.1 25.3 3.4 8.1 2.5 2.8 9.7 2.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 8 11 7 15 . . 4 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 6,499 : : Positions : : 3,524 3,977 451 166 758 0 0 0 975 288 139 : : : : Changes from: September 15, 2020 : : 178 9 -23 -43 -9 0 0 0 -30 -20 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 61.2 6.9 2.6 11.7 0.0 0.0 0.0 15.0 4.4 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 34,886 : : Positions : : 27,671 28,415 3,898 3,546 2,555 0 28 0 60 0 210 : : : : Changes from: September 15, 2020 : : 1,407 1,509 60 50 -164 0 28 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 81.5 11.2 10.2 7.3 0.0 0.1 0.0 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 33 4 4 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 18,922 : : Positions : : 18,325 15,065 0 2,686 327 0 0 0 0 21 142 : : : : Changes from: September 15, 2020 : : 964 959 0 0 46 0 0 0 0 18 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 79.6 0.0 14.2 1.7 0.0 0.0 0.0 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 24 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 11,504 : : Positions : : 9,093 9,031 592 502 873 29 0 0 205 274 263 : : : : Changes from: September 15, 2020 : : 268 276 -69 88 -8 29 0 0 50 -73 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 78.5 5.1 4.4 7.6 0.3 0.0 0.0 1.8 2.4 2.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 26 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 CONWAY INWELL FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641E Open Interest is 3,833 : : Positions : : 2,905 1,947 0 970 235 0 0 0 0 198 98 : : : : Changes from: September 15, 2020 : : 155 50 0 20 75 0 0 0 0 60 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 50.8 0.0 25.3 6.1 0.0 0.0 0.0 0.0 5.2 2.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 31,580 : : Positions : : 28,454 21,774 362 8,076 365 0 0 0 1,732 496 652 : : : : Changes from: September 15, 2020 : : 927 804 0 434 75 0 0 0 361 50 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 68.9 1.1 25.6 1.2 0.0 0.0 0.0 5.5 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 33 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 61,133 : : Positions : : 40,598 53,115 8,843 1,015 3,166 677 0 0 5,475 1,569 1,884 : : : : Changes from: September 15, 2020 : : 1,106 1,122 -94 1 431 217 0 0 -142 -26 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 86.9 14.5 1.7 5.2 1.1 0.0 0.0 9.0 2.6 3.1 : : : : Number of Traders in Each Category Total Traders: 94 : : 52 53 10 . 8 . 0 0 6 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 2,766 : : Positions : : 1,336 1,795 229 36 240 0 0 0 225 26 50 : : : : Changes from: September 15, 2020 : : 166 176 17 36 62 -32 0 0 20 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 64.9 8.3 1.3 8.7 0.0 0.0 0.0 8.1 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 18 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 4,684 : : Positions : : 2,970 3,219 323 0 267 0 0 0 92 16 372 : : : : Changes from: September 15, 2020 : : 29 156 113 0 -54 0 0 0 -23 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 68.7 6.9 0.0 5.7 0.0 0.0 0.0 2.0 0.3 7.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 27 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 53,565 : : Positions : : 49,424 23,778 1,108 27,103 701 0 0 0 1,266 261 887 : : : : Changes from: September 15, 2020 : : 1,778 1,943 362 431 -196 0 0 0 335 92 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 44.4 2.1 50.6 1.3 0.0 0.0 0.0 2.4 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 36 . 7 . 0 0 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 137,268 : : Positions : : 107,345 111,795 11,603 8,655 6,746 1,452 1,421 509 4,211 3,685 3,512 : : : : Changes from: September 15, 2020 : : 1,508 1,024 -198 467 978 50 -130 -10 -275 64 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 81.4 8.5 6.3 4.9 1.1 1.0 0.4 3.1 2.7 2.6 : : : : Number of Traders in Each Category Total Traders: 115 : : 65 61 11 5 10 . 4 . 8 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 65,899 : : Positions : : 47,272 40,209 8,827 20,950 3,217 5,373 0 0 235 0 373 : : : : Changes from: September 15, 2020 : : 1,817 1,848 215 140 75 -200 0 0 180 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 61.0 13.4 31.8 4.9 8.2 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 30 . 8 4 5 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 63,170 : : Positions : : 51,779 48,060 1,919 8,569 1,268 3,220 0 0 1,916 2,543 1,992 : : : : Changes from: September 15, 2020 : : 2,824 2,465 -92 -55 216 -60 0 0 -316 50 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 76.1 3.0 13.6 2.0 5.1 0.0 0.0 3.0 4.0 3.2 : : : : Number of Traders in Each Category Total Traders: 99 : : 49 47 6 6 6 6 0 0 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 36,041 : : Positions : : 31,022 24,770 1,270 9,118 1,337 900 0 0 1,207 241 155 : : : : Changes from: September 15, 2020 : : -315 205 0 -41 -4 0 0 0 444 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 68.7 3.5 25.3 3.7 2.5 0.0 0.0 3.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 28 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 24,762 : : Positions : : 17,909 20,400 4,093 1,695 808 0 405 0 401 259 710 : : : : Changes from: September 15, 2020 : : 531 569 198 150 -6 0 0 0 105 9 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 82.4 16.5 6.8 3.3 0.0 1.6 0.0 1.6 1.0 2.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 7 . 5 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 25, 2020