Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 5,139,324 : : Positions : :3,500,632 1,140,474 618,318 3,111,213 298,784 106,228 92,127 145,111 176,988 55,893 264,777 : : : : Changes from: January 14, 2020 : : 37,080 42,598 33,898 5,937 -5,145 10,927 7,313 -11,632 -43,102 -20,926 28,732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 22.2 12.0 60.5 5.8 2.1 1.8 2.8 3.4 1.1 5.2 : : : : Number of Traders in Each Category Total Traders: 224 : : 119 92 14 19 24 6 10 12 26 17 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 1,379,421 : : Positions : : 115,674 195,551 91,050 6,378 615,859 4,151 16,248 267,300 43,998 36,615 239,550 : : : : Changes from: January 14, 2020 : : 6,644 31,608 -888 -4,624 86,499 1,154 -14,963 67,974 17,656 12,611 76,762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 14.2 6.6 0.5 44.6 0.3 1.2 19.4 3.2 2.7 17.4 : : : : Number of Traders in Each Category Total Traders: 74 : : 29 28 10 6 16 5 4 6 8 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 277,141 : : Positions : : 184,774 240,087 41,132 7,238 19,740 0 4,355 0 5,263 553 62 : : : : Changes from: January 14, 2020 : : 758 3,147 1,511 31 1,507 0 0 0 630 -31 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 86.6 14.8 2.6 7.1 0.0 1.6 0.0 1.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 140,797 : : Positions : : 129,215 66,723 1,560 53,698 3,650 2,171 0 0 315 781 748 : : : : Changes from: January 14, 2020 : : 5,285 3,671 1,030 -367 -239 428 0 0 87 658 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 47.4 1.1 38.1 2.6 1.5 0.0 0.0 0.2 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 342,743 : : Positions : : 263,664 130,648 35,234 184,902 17,738 2,165 0 0 8,979 0 4,952 : : : : Changes from: January 14, 2020 : : 11,842 11,614 1,273 2,266 -1,833 2,165 0 0 892 -1,362 -859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 38.1 10.3 53.9 5.2 0.6 0.0 0.0 2.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 21 5 8 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 853,559 : : Positions : : 803,430 37,690 9,232 778,534 21,737 696 0 0 5,915 10,758 2,966 : : : : Changes from: January 14, 2020 : : 637 -486 -310 -794 666 435 0 0 -1,926 0 404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 4.4 1.1 91.2 2.5 0.1 0.0 0.0 0.7 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 15 . 10 9 . 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 362,727 : : Positions : : 257,086 248,727 54,895 56,885 40,451 0 496 0 2,428 4,600 1,379 : : : : Changes from: January 14, 2020 : : 3,408 3,475 767 -275 -168 0 496 0 -408 -1,152 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 68.6 15.1 15.7 11.2 0.0 0.1 0.0 0.7 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 29 5 9 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 525,943 : : Positions : : 477,307 352,547 17,090 141,496 21,633 462 406 61 1,208 190 58 : : : : Changes from: January 14, 2020 : : 11,753 12,393 249 1,363 433 462 0 61 186 -1,284 -642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 67.0 3.2 26.9 4.1 0.1 0.1 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 25 4 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 399,262 : : Positions : : 285,341 124,362 93,938 247,385 12,314 0 3,964 0 0 0 0 : : : : Changes from: January 14, 2020 : : 2,650 -893 -472 2,733 188 0 1,498 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 31.1 23.5 62.0 3.1 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 21 7 6 8 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 110,191 : : Positions : : 82,309 93,469 22,926 8,988 104 130 372 318 0 3,134 949 : : : : Changes from: January 14, 2020 : : 6,299 7,865 1,876 0 0 4 -310 94 -323 57 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 84.8 20.8 8.2 0.1 0.1 0.3 0.3 0.0 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 27,824 : : Positions : : 19,854 26,135 6,808 0 0 0 362 0 0 0 0 : : : : Changes from: January 14, 2020 : : 1,131 2,494 1,450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 93.9 24.5 0.0 0.0 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 16 4 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 279,392 : : Positions : : 266,625 51,798 1,700 205,049 8,435 0 2,165 0 0 3,424 0 : : : : Changes from: January 14, 2020 : : 10,702 581 -61 7,379 216 0 2,165 0 0 856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 18.5 0.6 73.4 3.0 0.0 0.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 14 . 10 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 191,123 : : Positions : : 161,580 45,695 6,751 124,992 17,421 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 6,687 2,666 1,149 5,344 -1,066 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 23.9 3.5 65.4 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 12 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 292,798 : : Positions : : 278,131 256,451 3,650 24,855 5,796 0 2,736 0 0 0 0 : : : : Changes from: January 14, 2020 : : 5,921 296 -552 2,692 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 87.6 1.2 8.5 2.0 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 39,307 : : Positions : : 5,705 36,641 27,132 2,480 0 1,147 0 0 4,012 0 0 : : : : Changes from: January 14, 2020 : : 522 1,856 116 0 0 0 0 0 1,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 93.2 69.0 6.3 0.0 2.9 0.0 0.0 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 15 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 576,092 : : Positions : : 427,346 139,055 49,620 366,251 53,096 8,804 122 3,235 20,142 339 4,040 : : : : Changes from: January 14, 2020 : : 5,673 2,540 -1,057 3,739 4,418 -4 0 4 1,508 325 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 24.1 8.6 63.6 9.2 1.5 0.0 0.6 3.5 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 68 : : 41 27 4 11 10 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 190,698 : : Positions : : 95,799 117,682 53,786 26,282 35,774 181 0 434 0 860 803 : : : : Changes from: January 14, 2020 : : 1,519 -460 80 1,916 -1,876 95 0 -155 0 4 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 61.7 28.2 13.8 18.8 0.1 0.0 0.2 0.0 0.5 0.4 : : : : 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 21, 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 45,546 : : Positions : : 35,312 32,699 8,362 10,736 403 0 0 0 301 418 341 : : : : Changes from: January 14, 2020 : : -232 660 232 0 0 0 0 0 203 0 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 71.8 18.4 23.6 0.9 0.0 0.0 0.0 0.7 0.9 0.7 : : : : 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 21, 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 92,316 : : Positions : : 58,959 56,763 18,998 21,458 8,332 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 1,917 4,328 2,971 180 -1,008 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 61.5 20.6 23.2 9.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 264,991 : : Positions : : 150,104 259,663 102,572 0 4,294 232 0 0 370 0 428 : : : : Changes from: January 14, 2020 : : 870 1,798 1,037 0 -609 232 0 0 -428 0 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 98.0 38.7 0.0 1.6 0.1 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 6 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 252,093 : : Positions : : 140,728 241,076 97,650 0 2,227 5,242 2,697 0 1,674 4,466 798 : : : : Changes from: January 14, 2020 : : 1,160 1,972 950 0 0 232 0 0 -240 188 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 95.6 38.7 0.0 0.9 2.1 1.1 0.0 0.7 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 22 10 0 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 117,141 : : Positions : : 101,163 86,529 13,233 28,284 426 0 0 0 0 868 0 : : : : Changes from: January 14, 2020 : : 1,687 1,972 285 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 73.9 11.3 24.1 0.4 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 25,515 : : Positions : : 13,477 23,960 10,624 1,342 0 383 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 435 464 87 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 93.9 41.6 5.3 0.0 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 257,235 : : Positions : : 177,237 151,737 67,008 85,928 7,895 122 762 176 0 58 1,440 : : : : Changes from: January 14, 2020 : : 586 71 863 795 180 122 0 176 0 -17 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 59.0 26.0 33.4 3.1 0.0 0.3 0.1 0.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 24 4 7 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 118,376 : : Positions : : 118,105 117,632 0 0 0 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 19,760 19,760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 99.4 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 21, 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 101,411 : : Positions : : 82,594 68,941 5,374 15,732 2,254 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 2,679 3,468 152 -546 177 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.0 5.3 15.5 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 212,367 : : Positions : : 202,811 133,864 0 68,943 3,441 0 0 0 1,130 575 340 : : : : Changes from: January 14, 2020 : : 705 1,034 -645 245 -857 0 0 0 1,130 -323 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 63.0 0.0 32.5 1.6 0.0 0.0 0.0 0.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 0 8 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 191,284 : : Positions : : 132,615 179,560 46,843 1,922 6,597 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : 4,871 5,647 428 428 -730 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 93.9 24.5 1.0 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 82,931 : : Positions : : 33,062 78,829 41,336 2,459 489 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : -381 912 685 -490 183 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 95.1 49.8 3.0 0.6 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 21, 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 184,613 : : Positions : : 128,238 136,856 42,534 33,858 2,716 0 0 0 2,918 20 398 : : : : Changes from: January 14, 2020 : : 1,468 6,371 2,167 -273 -35 0 0 0 -22 20 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 74.1 23.0 18.3 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 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 161,169 : : Positions : : 109,872 99,165 19,785 24,250 11,981 0 0 0 0 8,177 6,640 : : : : Changes from: January 14, 2020 : : 5,941 4,799 251 333 -222 0 -338 -214 0 1,633 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 61.5 12.3 15.0 7.4 0.0 0.0 0.0 0.0 5.1 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 20 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 42,492 : : Positions : : 19,926 40,662 21,044 279 0 367 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : -116 -203 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 95.7 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 : : 11 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 225,555 : : Positions : : 163,015 138,749 37,617 55,765 16,181 0 1,871 48 0 1,361 3,645 : : : : Changes from: January 14, 2020 : : 1,725 -1,474 -137 -251 207 0 523 0 0 337 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 61.5 16.7 24.7 7.2 0.0 0.8 0.0 0.0 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 24 4 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 132,117 : : Positions : : 89,896 94,433 25,760 23,077 12,505 794 0 53 0 682 0 : : : : Changes from: January 14, 2020 : : 2,602 3,198 767 162 326 245 0 26 -610 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 71.5 19.5 17.5 9.5 0.6 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 5 5 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 156,310 : : Positions : : 136,914 125,532 6,734 22,464 4,502 0 0 0 600 0 0 : : : : Changes from: January 14, 2020 : : 3,393 4,145 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 80.3 4.3 14.4 2.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 34,097 : : Positions : : 28,076 28,452 3,256 2,565 0 0 0 0 418 1,895 31 : : : : Changes from: January 14, 2020 : : 1,587 2,257 1,179 0 0 0 0 0 0 116 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 83.4 9.5 7.5 0.0 0.0 0.0 0.0 1.2 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 275,409 : : Positions : : 227,887 6,573 25,466 261,815 6,614 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : -357 153 -365 -875 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 2.4 9.2 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 21, 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 104,476 : : Positions : : 54,828 47,136 32,800 44,904 1,068 0 8,774 0 7,622 0 0 : : : : Changes from: January 14, 2020 : : 212 31 -30 151 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 45.1 31.4 43.0 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 21, 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 209,574 : : Positions : : 167,910 162,168 20,278 28,122 16,611 0 0 0 0 757 451 : : : : Changes from: January 14, 2020 : : 4,165 4,844 -213 276 -34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 77.4 9.7 13.4 7.9 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 21, 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 1,552,332 : : Positions : : 198,312 213,499 304,147 87,039 162,471 171,433 467,337 370,377 105,134 61,348 151,731 : : : : Changes from: January 14, 2020 : : 12,658 -1,435 -4,782 -284 7,082 15,049 41,009 -1,421 14,425 963 19,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 13.8 19.6 5.6 10.5 11.0 30.1 23.9 6.8 4.0 9.8 : : : : Number of Traders in Each Category Total Traders: 371 : : 50 39 27 9 27 59 85 85 76 47 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 557,273 : : Positions : : 84,918 119,073 20,111 24,497 209,239 42,488 11,491 75,612 14,324 10,769 100,125 : : : : Changes from: January 14, 2020 : : 12,188 21,109 1,847 3,092 30,282 8,015 9,328 18,138 4,679 -4,798 30,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 21.4 3.6 4.4 37.5 7.6 2.1 13.6 2.6 1.9 18.0 : : : : Number of Traders in Each Category Total Traders: 138 : : 38 30 10 13 23 22 9 20 28 15 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 317,532 : : Positions : : 135,523 73,839 51,205 86,327 40,684 17,207 750 15,174 15,417 60,944 24,332 : : : : Changes from: January 14, 2020 : : -3,549 944 11,145 1,453 2,197 -103 -56 -530 -5,622 203 3,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 23.3 16.1 27.2 12.8 5.4 0.2 4.8 4.9 19.2 7.7 : : : : Number of Traders in Each Category Total Traders: 81 : : 31 25 6 13 17 . . 4 10 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 98,101 : : Positions : : 17,722 21,530 19,361 7,579 21,896 2,049 16,791 8,109 12,474 7,509 6,465 : : : : Changes from: January 14, 2020 : : -954 2,979 2,462 -350 3,528 466 994 1,478 4,236 -242 1,439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 21.9 19.7 7.7 22.3 2.1 17.1 8.3 12.7 7.7 6.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 10 13 10 4 13 . 6 5 9 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 174,847 : : Positions : : 3,726 10,597 6,600 0 11,687 26,679 21,080 93,029 375 5,673 32,614 : : : : Changes from: January 14, 2020 : : 601 3,476 1,279 0 2,016 1,630 -2,544 16,151 -203 2,290 2,892 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 6.1 3.8 0.0 6.7 15.3 12.1 53.2 0.2 3.2 18.7 : : : : Number of Traders in Each Category Total Traders: 30 : : . 6 4 0 . 7 4 10 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 187,151 : : Positions : : 21,496 26,897 17,734 9,078 115,717 0 4,269 19,935 478 885 2,686 : : : : Changes from: January 14, 2020 : : 3,196 1,068 -941 812 8,998 0 1,122 263 319 -34 897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 14.4 9.5 4.9 61.8 0.0 2.3 10.7 0.3 0.5 1.4 : : : : 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 21, 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 777,338 : : Positions : : 336,226 125,194 126,795 526,462 79,938 2,335 2,900 10,036 181,390 3,812 11,624 : : : : Changes from: January 14, 2020 : : 2,118 -854 -100 2,744 1,566 0 0 0 740 140 617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 16.1 16.3 67.7 10.3 0.3 0.4 1.3 23.3 0.5 1.5 : : : : 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 21, 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 123,350 : : Positions : : 22,784 30,169 44,829 45,268 28,813 3,674 1,394 3,301 1,109 2,920 4,807 : : : : Changes from: January 14, 2020 : : 337 296 -338 384 -274 0 -94 94 250 -1,300 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 24.5 36.3 36.7 23.4 3.0 1.1 2.7 0.9 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 9 9 6 14 . . . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 1,926 : : Positions : : 887 924 56 182 229 0 0 0 288 0 157 : : : : Changes from: January 14, 2020 : : 114 74 14 -5 16 0 0 0 13 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 48.0 2.9 9.4 11.9 0.0 0.0 0.0 15.0 0.0 8.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 4,629 : : Positions : : 2,902 3,371 794 47 155 0 0 0 110 164 26 : : : : Changes from: January 14, 2020 : : 52 133 -55 -49 6 0 0 0 0 -87 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 72.8 17.2 1.0 3.3 0.0 0.0 0.0 2.4 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 31,259 : : Positions : : 15,717 25,778 9,403 3,245 1,992 0 98 0 3,464 0 0 : : : : Changes from: January 14, 2020 : : 771 1,342 432 0 -214 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 82.5 30.1 10.4 6.4 0.0 0.3 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 28 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 19,982 : : Positions : : 18,816 15,009 23 2,925 938 0 0 0 65 0 30 : : : : Changes from: January 14, 2020 : : 1,431 1,556 23 -107 264 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 75.1 0.1 14.6 4.7 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 8,630 : : Positions : : 6,142 7,772 1,011 65 171 0 0 0 506 110 5 : : : : Changes from: January 14, 2020 : : 176 242 -5 0 0 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 90.1 11.7 0.8 2.0 0.0 0.0 0.0 5.9 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 46,146 : : Positions : : 43,047 30,362 0 12,828 670 0 0 0 1,351 2,058 176 : : : : Changes from: January 14, 2020 : : 1,629 1,772 0 -763 387 0 0 0 -511 62 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 65.8 0.0 27.8 1.5 0.0 0.0 0.0 2.9 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 34 0 7 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 59,155 : : Positions : : 40,896 50,815 11,191 765 3,205 165 1,615 0 1,729 757 1,267 : : : : Changes from: January 14, 2020 : : 255 830 774 -12 159 0 294 0 113 110 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 85.9 18.9 1.3 5.4 0.3 2.7 0.0 2.9 1.3 2.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 50 53 11 . 11 . . 0 8 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,733 : : Positions : : 835 1,178 0 73 34 0 0 0 317 0 65 : : : : Changes from: January 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 68.0 0.0 4.2 2.0 0.0 0.0 0.0 18.3 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 4,615 : : Positions : : 3,425 3,215 8 0 173 0 0 0 158 377 170 : : : : Changes from: January 14, 2020 : : 254 313 -130 0 -10 0 0 0 47 -72 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 69.7 0.2 0.0 3.7 0.0 0.0 0.0 3.4 8.2 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 . 0 . 0 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 58,965 : : Positions : : 52,722 33,298 1,412 24,801 308 0 0 0 4,164 99 125 : : : : Changes from: January 14, 2020 : : 1,379 985 -379 85 128 0 0 0 0 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 56.5 2.4 42.1 0.5 0.0 0.0 0.0 7.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 32 . 7 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 127,937 : : Positions : : 101,071 107,136 11,736 10,564 4,571 1,125 1,485 52 6,192 1,295 2,388 : : : : Changes from: January 14, 2020 : : 3,350 3,528 -410 -218 440 0 139 7 350 -184 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 83.7 9.2 8.3 3.6 0.9 1.2 0.0 4.8 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 115 : : 62 60 9 7 11 . 6 . 12 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 41,504 : : Positions : : 23,194 25,190 10,044 11,239 3,799 1,260 1,170 0 3,186 0 0 : : : : Changes from: January 14, 2020 : : 892 1,307 65 -340 116 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 60.7 24.2 27.1 9.2 3.0 2.8 0.0 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 . 7 6 . 4 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 51,176 : : Positions : : 45,268 32,442 717 16,296 717 1,497 50 30 1,426 539 662 : : : : Changes from: January 14, 2020 : : 2,753 2,501 -84 -17 -34 27 0 30 -35 67 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 63.4 1.4 31.8 1.4 2.9 0.1 0.1 2.8 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 47 45 . 7 . 4 . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 18,796 : : Positions : : 14,531 8,316 1,243 7,788 1,686 900 85 0 100 42 119 : : : : Changes from: January 14, 2020 : : 407 302 -10 85 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 44.2 6.6 41.4 9.0 4.8 0.5 0.0 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 . 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 15,840 : : Positions : : 10,774 12,709 2,557 1,758 486 0 0 0 595 75 580 : : : : Changes from: January 14, 2020 : : 350 246 -35 -10 -23 0 0 0 -19 25 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 80.2 16.1 11.1 3.1 0.0 0.0 0.0 3.8 0.5 3.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 21 6 . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 3,282 : : Positions : : 2,624 2,700 246 155 357 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 82.3 7.5 4.7 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 24, 2020