Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,090,165 : : Positions : :3,463,552 1,097,876 584,420 3,105,276 303,929 95,301 84,814 156,743 220,090 76,819 236,045 : : : : Changes from: January 7, 2020 : : 28,791 2,849 -7,202 73,317 7,452 6,928 3,282 13,149 54,789 3,931 -32,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 21.6 11.5 61.0 6.0 1.9 1.7 3.1 4.3 1.5 4.6 : : : : Number of Traders in Each Category Total Traders: 220 : : 115 87 14 19 24 7 8 12 30 16 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,123,573 : : Positions : : 109,030 163,943 91,939 11,002 529,360 2,996 31,211 199,326 26,342 24,004 162,788 : : : : Changes from: January 7, 2020 : : 1,394 -2,163 -4,585 1,659 6,313 1,193 -959 22,136 990 386 12,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 14.6 8.2 1.0 47.1 0.3 2.8 17.7 2.3 2.1 14.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 27 25 8 8 16 . 5 4 11 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 272,660 : : Positions : : 184,016 236,940 39,621 7,207 18,233 0 4,355 0 4,633 584 0 : : : : Changes from: January 7, 2020 : : 4,629 4,338 -1,429 -31 1,353 0 0 0 -360 -463 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 86.9 14.5 2.6 6.7 0.0 1.6 0.0 1.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 5 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 134,852 : : Positions : : 123,930 63,052 530 54,065 3,889 1,743 0 0 228 123 898 : : : : Changes from: January 7, 2020 : : -1,280 642 250 -264 108 1,743 0 0 45 -94 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 46.8 0.4 40.1 2.9 1.3 0.0 0.0 0.2 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 6 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 331,276 : : Positions : : 251,822 119,034 33,961 182,636 19,571 0 0 0 8,087 1,362 5,811 : : : : Changes from: January 7, 2020 : : 4,007 17,966 -875 -9,514 2,723 0 -3,574 -197 2,276 -320 721 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 35.9 10.3 55.1 5.9 0.0 0.0 0.0 2.4 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 22 5 8 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 853,619 : : Positions : : 802,793 38,176 9,542 779,328 21,071 261 0 0 7,841 10,758 2,562 : : : : Changes from: January 7, 2020 : : 10,665 -39 -153 9,852 396 58 0 0 -363 221 502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 4.5 1.1 91.3 2.5 0.0 0.0 0.0 0.9 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 15 . 10 9 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 359,148 : : Positions : : 253,678 245,252 54,128 57,160 40,619 0 0 0 2,836 5,752 1,326 : : : : Changes from: January 7, 2020 : : 4,713 8,324 -4,047 -5,250 1,403 0 0 0 237 -34 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 68.3 15.1 15.9 11.3 0.0 0.0 0.0 0.8 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 30 5 9 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 512,806 : : Positions : : 465,554 340,154 16,841 140,133 21,200 0 406 0 1,022 1,474 700 : : : : Changes from: January 7, 2020 : : 11,806 9,463 732 782 984 0 0 0 0 1,284 642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 66.3 3.3 27.3 4.1 0.0 0.1 0.0 0.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 24 4 9 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 395,971 : : Positions : : 282,691 125,255 94,410 244,652 12,126 0 2,466 0 0 0 0 : : : : Changes from: January 7, 2020 : : 14,452 10,002 -120 3,607 -226 0 0 0 0 -880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 31.6 23.8 61.8 3.1 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 6 7 8 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 102,582 : : Positions : : 76,010 85,604 21,050 8,988 104 126 682 224 323 3,077 826 : : : : Changes from: January 7, 2020 : : 888 1,162 329 0 0 0 0 0 323 -517 764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 83.4 20.5 8.8 0.1 0.1 0.7 0.2 0.3 3.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 25,243 : : Positions : : 18,723 23,641 5,358 0 0 0 362 0 0 0 0 : : : : Changes from: January 7, 2020 : : 3,186 3,408 290 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 93.7 21.2 0.0 0.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 16 4 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 268,349 : : Positions : : 255,923 51,217 1,761 197,670 8,219 0 0 0 0 2,568 0 : : : : Changes from: January 7, 2020 : : 30,834 -1,165 123 29,246 852 0 -484 -58 0 2,568 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 19.1 0.7 73.7 3.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 14 . 10 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 184,266 : : Positions : : 154,893 43,029 5,602 119,648 18,487 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 7,033 985 -498 4,302 584 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 23.4 3.0 64.9 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 11 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 288,898 : : Positions : : 272,210 256,155 4,202 22,163 5,676 0 2,736 0 0 0 0 : : : : Changes from: January 7, 2020 : : 22,612 26,442 2,920 -579 -780 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 88.7 1.5 7.7 2.0 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 37,480 : : Positions : : 5,183 34,785 27,016 2,480 0 1,147 0 0 2,852 0 0 : : : : Changes from: January 7, 2020 : : 1,694 8,686 6,412 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 92.8 72.1 6.6 0.0 3.1 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 15 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 564,570 : : Positions : : 421,673 136,515 50,677 362,512 48,678 8,808 122 3,231 18,634 14 4,025 : : : : Changes from: January 7, 2020 : : 5,466 6,454 -944 -4,294 1,679 34 0 689 -811 14 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 24.2 9.0 64.2 8.6 1.6 0.0 0.6 3.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 67 : : 41 26 4 11 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 191,074 : : Positions : : 94,280 118,142 53,706 24,366 37,650 86 0 589 0 856 865 : : : : Changes from: January 7, 2020 : : 7,886 4,102 -2,235 56 -948 -212 0 27 0 437 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 61.8 28.1 12.8 19.7 0.0 0.0 0.3 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 4 . 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 45,517 : : Positions : : 35,544 32,039 8,130 10,736 403 0 0 0 98 418 544 : : : : Changes from: January 7, 2020 : : 3,788 5,532 3,152 0 0 0 0 0 -428 418 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 70.4 17.9 23.6 0.9 0.0 0.0 0.0 0.2 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 88,796 : : Positions : : 57,042 52,435 16,027 21,278 9,340 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 1,784 2,024 -1,322 -900 1,652 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 59.1 18.0 24.0 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 263,316 : : Positions : : 149,234 257,865 101,535 0 4,903 0 0 0 798 0 0 : : : : Changes from: January 7, 2020 : : 948 -362 -846 0 1,078 0 0 0 -522 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 97.9 38.6 0.0 1.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 6 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 249,693 : : Positions : : 139,568 239,104 96,700 0 2,227 5,010 2,697 0 1,914 4,278 558 : : : : Changes from: January 7, 2020 : : 7,532 7,092 82 0 730 0 0 0 -522 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 95.8 38.7 0.0 0.9 2.0 1.1 0.0 0.8 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 22 10 0 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 115,111 : : Positions : : 99,476 84,557 12,948 28,284 426 0 0 0 0 868 0 : : : : Changes from: January 7, 2020 : : 3,930 3,628 -240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 73.5 11.2 24.6 0.4 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 24,993 : : Positions : : 13,042 23,496 10,537 1,342 0 383 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 2,582 2,582 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 94.0 42.2 5.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 256,210 : : Positions : : 176,651 151,666 66,145 85,133 7,715 0 762 0 0 75 1,702 : : : : Changes from: January 7, 2020 : : 1,782 4,633 2,914 623 103 0 0 0 -370 75 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 59.2 25.8 33.2 3.0 0.0 0.3 0.0 0.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 23 4 7 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 98,616 : : Positions : : 98,345 97,872 0 0 0 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 488 604 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 99.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 99,109 : : Positions : : 79,915 65,473 5,222 16,278 2,077 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 2,928 3,808 244 -1,254 -29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 66.1 5.3 16.4 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 211,252 : : Positions : : 202,106 132,830 645 68,698 4,298 0 0 0 0 898 0 : : : : Changes from: January 7, 2020 : : 3,830 4,487 -189 163 238 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 62.9 0.3 32.5 2.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 . 8 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 186,142 : : Positions : : 127,744 173,913 46,415 1,494 7,327 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 67 2,135 2,532 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.4 24.9 0.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 82,262 : : Positions : : 33,443 77,917 40,651 2,949 306 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 227 1,250 46 0 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 94.7 49.4 3.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 9 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 179,027 : : Positions : : 126,770 130,485 40,367 34,131 2,751 0 0 0 2,940 0 373 : : : : Changes from: January 7, 2020 : : -1,145 38 3,425 713 -650 0 0 0 80 0 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 72.9 22.5 19.1 1.5 0.0 0.0 0.0 1.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 154,791 : : Positions : : 103,931 94,366 19,534 23,917 12,203 0 338 214 0 6,544 6,345 : : : : Changes from: January 7, 2020 : : 1,085 5,011 624 -333 2 0 -426 0 0 -980 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 61.0 12.6 15.5 7.9 0.0 0.2 0.1 0.0 4.2 4.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 6 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 42,550 : : Positions : : 20,042 40,865 21,044 279 0 367 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : 1,100 1,013 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 96.0 49.5 0.7 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 224,184 : : Positions : : 161,290 140,223 37,754 56,016 15,974 0 1,348 48 0 1,024 3,171 : : : : Changes from: January 7, 2020 : : -416 2,353 327 -392 806 0 55 34 0 -775 432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 62.5 16.8 25.0 7.1 0.0 0.6 0.0 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 25 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 130,238 : : Positions : : 87,294 91,235 24,993 22,915 12,179 549 0 27 610 620 0 : : : : Changes from: January 7, 2020 : : 2,828 2,127 339 705 746 103 0 -147 25 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 70.1 19.2 17.6 9.4 0.4 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 4 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 152,978 : : Positions : : 133,521 121,387 6,824 22,464 4,502 0 0 0 600 0 0 : : : : Changes from: January 7, 2020 : : 1,852 2,094 365 0 -11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 79.3 4.5 14.7 2.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 31,811 : : Positions : : 26,489 26,195 2,077 2,565 0 0 0 0 418 1,779 147 : : : : Changes from: January 7, 2020 : : 5,682 7,944 2,077 0 0 0 0 0 418 26 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 82.3 6.5 8.1 0.0 0.0 0.0 0.0 1.3 5.6 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 276,131 : : Positions : : 228,244 6,420 25,831 262,690 6,614 0 0 0 0 0 0 : : : : Changes from: January 7, 2020 : : -1,041 0 -214 122 641 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 2.3 9.4 95.1 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 6 . 7 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 104,264 : : Positions : : 54,616 47,105 32,830 44,753 1,038 0 8,774 0 7,622 0 0 : : : : Changes from: January 7, 2020 : : 854 3,226 2,676 365 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 45.2 31.5 42.9 1.0 0.0 8.4 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 204,459 : : Positions : : 163,745 157,324 20,491 27,846 16,645 0 0 0 0 757 451 : : : : Changes from: January 7, 2020 : : 4,065 5,117 17 0 -718 0 0 0 0 -91 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 76.9 10.0 13.6 8.1 0.0 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 7 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,485,991 : : Positions : : 185,655 214,934 308,929 87,323 155,389 156,384 426,328 371,798 90,709 60,385 132,692 : : : : Changes from: January 7, 2020 : : 11,802 6,785 31,377 5,951 27,093 8,774 28,302 29,984 -4,627 8,213 8,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 14.5 20.8 5.9 10.5 10.5 28.7 25.0 6.1 4.1 8.9 : : : : Number of Traders in Each Category Total Traders: 367 : : 46 35 26 10 28 59 81 85 84 41 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 448,917 : : Positions : : 72,730 97,964 18,264 21,404 178,957 34,472 2,163 57,474 9,645 15,568 70,077 : : : : Changes from: January 7, 2020 : : 872 -2,641 -3,044 4,493 4,927 6,201 62 1,796 894 2,653 2,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 21.8 4.1 4.8 39.9 7.7 0.5 12.8 2.1 3.5 15.6 : : : : Number of Traders in Each Category Total Traders: 136 : : 37 29 8 15 23 22 10 24 21 21 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 309,343 : : Positions : : 139,072 72,895 40,059 84,874 38,487 17,309 806 15,705 21,039 60,741 21,052 : : : : Changes from: January 7, 2020 : : 2,110 5,156 5,319 -509 1,375 52 0 689 -1,910 1,873 543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 23.6 12.9 27.4 12.4 5.6 0.3 5.1 6.8 19.6 6.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 30 25 6 13 17 . . 5 12 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 88,016 : : Positions : : 18,676 18,551 16,899 7,929 18,368 1,583 15,797 6,631 8,238 7,751 5,026 : : : : Changes from: January 7, 2020 : : 142 3,015 -2,545 -3,271 -875 1,583 1,475 -294 102 571 635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 21.1 19.2 9.0 20.9 1.8 17.9 7.5 9.4 8.8 5.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 10 13 8 5 11 . 7 5 8 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 150,590 : : Positions : : 3,125 7,121 5,321 0 9,671 25,050 23,624 76,878 578 3,382 29,721 : : : : Changes from: January 7, 2020 : : -1 530 371 0 706 2,735 1,258 413 -23 1,367 628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 4.7 3.5 0.0 6.4 16.6 15.7 51.1 0.4 2.2 19.7 : : : : Number of Traders in Each Category Total Traders: 29 : : . 6 . 0 . 6 6 10 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 171,919 : : Positions : : 18,300 25,830 18,675 8,266 106,719 0 3,147 19,672 159 919 1,789 : : : : Changes from: January 7, 2020 : : -738 -79 431 83 -1,156 0 -496 114 -49 -16 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 15.0 10.9 4.8 62.1 0.0 1.8 11.4 0.1 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 4 5 9 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 772,269 : : Positions : : 334,108 126,048 126,895 523,718 78,372 2,335 2,900 10,036 180,650 3,672 11,007 : : : : Changes from: January 7, 2020 : : -241 -75 5,440 7,315 -4,093 0 0 0 1,461 0 642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 16.3 16.4 67.8 10.1 0.3 0.4 1.3 23.4 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 14 4 14 16 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 124,030 : : Positions : : 22,447 29,873 45,167 44,884 29,087 3,674 1,488 3,207 859 4,220 4,555 : : : : Changes from: January 7, 2020 : : 0 0 1,953 1,776 -118 -488 -522 522 521 941 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 24.1 36.4 36.2 23.5 3.0 1.2 2.6 0.7 3.4 3.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 9 6 14 . . . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066411 Open Interest is 1,867 : : Positions : : 773 850 42 187 213 0 0 0 275 0 163 : : : : Changes from: January 7, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 45.5 2.2 10.0 11.4 0.0 0.0 0.0 14.7 0.0 8.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . 0 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,610 : : Positions : : 2,850 3,238 849 96 149 0 0 0 110 251 40 : : : : Changes from: January 7, 2020 : : 177 205 35 -1 -2 0 0 0 33 97 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 70.2 18.4 2.1 3.2 0.0 0.0 0.0 2.4 5.4 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 30,140 : : Positions : : 14,946 24,435 8,971 3,245 2,206 0 98 0 3,354 0 0 : : : : Changes from: January 7, 2020 : : 396 482 -5 0 8 0 -51 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 81.1 29.8 10.8 7.3 0.0 0.3 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 18,274 : : Positions : : 17,385 13,453 0 3,032 674 0 0 0 60 0 35 : : : : Changes from: January 7, 2020 : : 1,843 1,674 0 77 -79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 73.6 0.0 16.6 3.7 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 8,408 : : Positions : : 5,966 7,530 1,016 65 171 0 0 0 444 110 5 : : : : Changes from: January 7, 2020 : : 350 248 -82 0 57 0 0 0 5 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 89.6 12.1 0.8 2.0 0.0 0.0 0.0 5.3 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 44,643 : : Positions : : 41,418 28,590 0 13,591 283 0 0 0 1,862 1,996 151 : : : : Changes from: January 7, 2020 : : 3,815 3,511 0 878 16 0 0 0 635 58 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 64.0 0.0 30.4 0.6 0.0 0.0 0.0 4.2 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 33 0 7 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 57,872 : : Positions : : 40,641 49,985 10,417 777 3,046 165 1,321 0 1,616 647 1,439 : : : : Changes from: January 7, 2020 : : 3,363 3,969 591 41 -210 0 235 0 94 -126 382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 86.4 18.0 1.3 5.3 0.3 2.3 0.0 2.8 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 90 : : 47 51 11 . 11 . . 0 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 4,494 : : Positions : : 3,171 2,902 138 0 183 0 0 0 111 449 126 : : : : Changes from: January 7, 2020 : : 369 202 38 -30 48 0 0 0 -13 -51 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 64.6 3.1 0.0 4.1 0.0 0.0 0.0 2.5 10.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . 0 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 57,762 : : Positions : : 51,343 32,313 1,791 24,716 180 0 0 0 4,164 149 50 : : : : Changes from: January 7, 2020 : : 1,968 2,689 571 70 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 55.9 3.1 42.8 0.3 0.0 0.0 0.0 7.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 30 . 7 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 124,597 : : Positions : : 97,721 103,608 12,146 10,782 4,131 1,125 1,346 45 5,842 1,479 2,376 : : : : Changes from: January 7, 2020 : : 7,062 4,989 -1,255 633 259 0 430 0 -9 -22 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 83.2 9.7 8.7 3.3 0.9 1.1 0.0 4.7 1.2 1.9 : : : : Number of Traders in Each Category Total Traders: 114 : : 61 60 10 6 11 . 6 . 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 40,431 : : Positions : : 22,302 23,883 9,979 11,579 3,683 1,260 1,180 0 3,186 0 0 : : : : Changes from: January 7, 2020 : : 3,296 2,918 -350 258 427 0 -228 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 59.1 24.7 28.6 9.1 3.1 2.9 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 . 8 6 . 4 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 48,480 : : Positions : : 42,515 29,941 801 16,313 751 1,470 50 0 1,461 472 593 : : : : Changes from: January 7, 2020 : : 1,289 1,107 -65 81 398 -110 -50 0 70 41 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 61.8 1.7 33.6 1.5 3.0 0.1 0.0 3.0 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 44 . 7 . 4 . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 18,379 : : Positions : : 14,124 8,014 1,253 7,703 1,676 900 85 0 100 42 119 : : : : Changes from: January 7, 2020 : : 834 464 -92 278 62 0 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 43.6 6.8 41.9 9.1 4.9 0.5 0.0 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 15,579 : : Positions : : 10,424 12,463 2,592 1,768 509 0 0 0 614 50 562 : : : : Changes from: January 7, 2020 : : 146 591 273 -42 -53 0 0 0 85 -25 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 80.0 16.6 11.3 3.3 0.0 0.0 0.0 3.9 0.3 3.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 21 6 . 4 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 17, 2020