Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 5,002,144 : : Positions : :3,426,795 1,098,208 612,492 3,067,547 291,205 157,959 89,277 114,069 88,884 34,371 279,664 : : : : Changes from: January 28, 2020 : : -105,245 -76,883 -19,333 -57,249 9,441 11,963 -1,185 -25,549 -63,440 -37,311 -1,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 22.0 12.2 61.3 5.8 3.2 1.8 2.3 1.8 0.7 5.6 : : : : Number of Traders in Each Category Total Traders: 222 : : 119 94 11 20 25 6 9 10 24 22 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,252,744 : : Positions : : 116,672 178,639 67,002 10,382 603,290 6,604 15,582 238,495 29,523 16,870 187,095 : : : : Changes from: January 28, 2020 : : 569 -6,454 -28,929 4,689 18,374 2,569 -21,884 11,925 -32,098 -33,387 16,229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 14.3 5.3 0.8 48.2 0.5 1.2 19.0 2.4 1.3 14.9 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 28 11 5 16 5 4 5 4 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 283,377 : : Positions : : 188,532 242,118 39,627 7,296 21,241 0 4,355 0 5,180 0 0 : : : : Changes from: January 28, 2020 : : -151 116 1,532 0 -1,131 0 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 85.4 14.0 2.6 7.5 0.0 1.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 147,334 : : Positions : : 133,464 71,931 1,593 55,438 3,652 2,989 0 0 1,001 896 875 : : : : Changes from: January 28, 2020 : : 944 407 125 361 150 0 0 0 147 -91 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 48.8 1.1 37.6 2.5 2.0 0.0 0.0 0.7 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 341,413 : : Positions : : 258,483 135,830 36,472 179,396 17,122 2,807 0 0 10,533 0 5,689 : : : : Changes from: January 28, 2020 : : 1,980 6,282 406 -28 425 0 0 0 2,477 -15 -833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 39.8 10.7 52.5 5.0 0.8 0.0 0.0 3.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 21 5 8 7 . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 837,402 : : Positions : : 786,974 33,252 8,900 764,673 23,446 0 0 0 4,455 10,557 3,361 : : : : Changes from: January 28, 2020 : : -23,994 -4,681 -516 -19,089 1,334 -1,035 0 0 -553 -263 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 4.0 1.1 91.3 2.8 0.0 0.0 0.0 0.5 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 15 . 10 8 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 380,231 : : Positions : : 270,939 264,083 56,282 58,315 40,906 0 1,376 0 3,390 5,035 1,555 : : : : Changes from: January 28, 2020 : : 3,336 1,825 337 -1,227 -32 0 60 0 198 -58 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 69.5 14.8 15.3 10.8 0.0 0.4 0.0 0.9 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 30 6 9 8 0 . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 549,175 : : Positions : : 498,786 362,773 16,835 145,407 23,249 483 406 527 1,208 624 120 : : : : Changes from: January 28, 2020 : : 9,133 -2,783 -745 4,085 925 394 -320 -30 0 -409 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 66.1 3.1 26.5 4.2 0.1 0.1 0.1 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 28 4 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 425,558 : : Positions : : 304,037 132,800 97,451 257,154 13,868 0 5,921 0 0 5,244 271 : : : : Changes from: January 28, 2020 : : -1,612 5,206 3,210 -2,999 373 0 2,218 0 0 1,261 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 31.2 22.9 60.4 3.3 0.0 1.4 0.0 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 19 7 6 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 113,695 : : Positions : : 85,576 96,931 23,001 8,988 61 152 372 250 0 4,215 783 : : : : Changes from: January 28, 2020 : : 1,928 2,160 565 0 -13 24 0 -21 0 1,048 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 85.3 20.2 7.9 0.1 0.1 0.3 0.2 0.0 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 33,598 : : Positions : : 20,285 30,957 6,165 232 29 0 362 0 0 0 0 : : : : Changes from: January 28, 2020 : : -3,313 -306 -2,354 29 29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 92.1 18.3 0.7 0.1 0.0 1.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 294,047 : : Positions : : 273,825 56,926 1,183 203,514 13,004 0 2,807 0 0 7,013 0 : : : : Changes from: January 28, 2020 : : 2,196 -22 -272 364 3,804 0 0 0 0 1,222 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 19.4 0.4 69.2 4.4 0.0 1.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 15 . 10 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 209,968 : : Positions : : 180,895 40,274 4,118 142,707 18,884 0 0 0 0 0 0 : : : : Changes from: January 28, 2020 : : 4,201 -1,779 -501 3,750 718 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 19.2 2.0 68.0 9.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 11 . 10 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 320,407 : : Positions : : 297,804 284,295 9,344 26,183 4,549 0 2,736 0 0 454 0 : : : : Changes from: January 28, 2020 : : 6,898 12,519 0 0 0 0 0 0 0 454 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 88.7 2.9 8.2 1.4 0.0 0.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 49,533 : : Positions : : 11,388 46,325 29,989 2,459 145 1,147 0 0 5,346 0 0 : : : : Changes from: January 28, 2020 : : 682 616 174 124 0 0 0 0 -116 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 93.5 60.5 5.0 0.3 2.3 0.0 0.0 10.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 605,770 : : Positions : : 458,026 140,013 47,499 390,417 51,489 8,902 820 3,235 19,443 3,723 4,039 : : : : Changes from: January 28, 2020 : : 20,461 2,558 -1,525 17,083 -1,826 25 398 0 -272 -740 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 23.1 7.8 64.4 8.5 1.5 0.1 0.5 3.2 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 41 30 4 12 10 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 189,324 : : Positions : : 103,938 110,274 44,446 33,000 35,319 67 0 424 812 202 1,136 : : : : Changes from: January 28, 2020 : : 6,449 -7,766 -13,069 2,113 -750 67 -155 24 0 -638 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 58.2 23.5 17.4 18.7 0.0 0.0 0.2 0.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 . 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 49,955 : : Positions : : 36,392 37,331 10,051 10,736 403 0 0 0 0 418 0 : : : : Changes from: January 28, 2020 : : -1,674 392 516 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 74.7 20.1 21.5 0.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 93,196 : : Positions : : 58,399 59,884 20,065 20,694 8,012 0 0 0 0 214 0 : : : : Changes from: January 28, 2020 : : -195 604 874 58 -90 0 0 0 0 -18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 64.3 21.5 22.2 8.6 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 305,222 : : Positions : : 169,828 291,649 108,296 0 6,535 2,378 0 0 957 3,451 682 : : : : Changes from: January 28, 2020 : : 3,294 12,116 290 0 348 2,146 0 0 957 1,653 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 95.6 35.5 0.0 2.1 0.8 0.0 0.0 0.3 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 26 8 0 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 292,038 : : Positions : : 166,048 273,305 106,818 0 3,743 7,393 2,697 13 2,780 8,378 682 : : : : Changes from: January 28, 2020 : : 8,937 12,454 1,457 0 116 2,151 0 13 1,106 1,715 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 93.6 36.6 0.0 1.3 2.5 0.9 0.0 1.0 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 32 33 11 0 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 132,681 : : Positions : : 114,646 99,673 13,880 28,139 426 0 0 0 261 1,332 0 : : : : Changes from: January 28, 2020 : : 3,018 1,763 791 0 0 0 0 0 261 -29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 75.1 10.5 21.2 0.3 0.0 0.0 0.0 0.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 32,683 : : Positions : : 19,034 27,206 11,625 1,806 0 383 0 0 0 0 0 : : : : Changes from: January 28, 2020 : : -151 -3,081 -349 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 83.2 35.6 5.5 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 268,579 : : Positions : : 180,719 160,672 72,080 82,982 10,014 171 3,480 176 0 58 1,843 : : : : Changes from: January 28, 2020 : : -3,510 -2,100 2,798 -1,103 2,025 0 2,114 0 0 -100 286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 59.8 26.8 30.9 3.7 0.1 1.3 0.1 0.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 26 4 7 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 140,934 : : Positions : : 139,951 139,855 0 0 0 0 0 0 0 0 0 : : : : Changes from: January 28, 2020 : : 16,046 15,988 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 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 : : 10 14 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 101,827 : : Positions : : 83,149 69,482 5,773 15,180 2,070 0 0 0 0 0 0 : : : : Changes from: January 28, 2020 : : 562 -1,801 184 0 -184 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 68.2 5.7 14.9 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 231,391 : : Positions : : 220,272 155,431 532 66,080 4,336 0 0 0 724 410 604 : : : : Changes from: January 28, 2020 : : 3,610 4,896 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 67.2 0.2 28.6 1.9 0.0 0.0 0.0 0.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . 7 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 197,995 : : Positions : : 139,538 184,674 45,236 2,970 6,562 0 0 0 0 754 0 : : : : Changes from: January 28, 2020 : : -730 441 135 802 88 0 0 0 0 168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 93.3 22.8 1.5 3.3 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 87,613 : : Positions : : 36,721 81,869 39,557 2,185 2,039 0 0 0 939 0 155 : : : : Changes from: January 28, 2020 : : 886 767 -1,073 -186 1,329 0 0 0 660 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 93.4 45.1 2.5 2.3 0.0 0.0 0.0 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 9 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 34,463 : : Positions : : 27,770 28,561 2,702 3,158 377 0 0 0 620 0 0 : : : : Changes from: January 28, 2020 : : 116 -1,686 0 0 0 0 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 82.9 7.8 9.2 1.1 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 189,324 : : Positions : : 134,034 142,126 41,521 32,945 1,865 0 0 0 3,315 0 668 : : : : Changes from: January 28, 2020 : : 1,840 65 1,036 -501 -661 0 0 0 -338 0 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 75.1 21.9 17.4 1.0 0.0 0.0 0.0 1.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 188,598 : : Positions : : 136,693 123,194 19,450 23,186 11,811 0 0 0 0 8,824 6,699 : : : : Changes from: January 28, 2020 : : 7,587 7,142 116 -1,010 254 0 0 0 0 294 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 65.3 10.3 12.3 6.3 0.0 0.0 0.0 0.0 4.7 3.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV MMBtu : CFTC Code #0233BY Open Interest is 52,912 : : Positions : : 41,080 46,948 5,720 0 1,655 0 0 0 434 0 0 : : : : Changes from: January 28, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.7 10.8 0.0 3.1 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 62,743 : : Positions : : 26,110 59,953 30,219 279 0 367 372 0 0 505 0 : : : : Changes from: January 28, 2020 : : 1,309 12,843 7,730 29 -29 0 0 0 0 124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 95.6 48.2 0.4 0.0 0.6 0.6 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 251,352 : : Positions : : 185,537 156,508 34,880 62,722 17,547 0 1,681 646 104 868 3,973 : : : : Changes from: January 28, 2020 : : 13,015 5,005 -2,499 7,064 340 0 -68 121 104 -109 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 62.3 13.9 25.0 7.0 0.0 0.7 0.3 0.0 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 25 . 9 7 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 137,075 : : Positions : : 95,890 92,025 21,793 22,497 14,298 294 0 651 0 1,121 333 : : : : Changes from: January 28, 2020 : : 2,940 -3,584 -2,466 -404 860 -121 0 121 0 -176 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 67.1 15.9 16.4 10.4 0.2 0.0 0.5 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 4 6 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CV Open Interest is 21,237 : : Positions : : 8,065 19,895 11,478 0 93 0 290 0 364 0 116 : : : : Changes from: January 28, 2020 : : -103 168 238 0 0 0 0 0 58 0 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 93.7 54.0 0.0 0.4 0.0 1.4 0.0 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 10 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 167,701 : : Positions : : 149,231 134,193 4,268 23,196 5,722 0 0 0 600 0 0 : : : : Changes from: January 28, 2020 : : 1,853 -611 -1,364 304 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 80.0 2.5 13.8 3.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 41,327 : : Positions : : 33,246 33,029 3,225 5,007 0 0 0 0 418 1,498 0 : : : : Changes from: January 28, 2020 : : 379 953 -31 2,442 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.9 7.8 12.1 0.0 0.0 0.0 0.0 1.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 276,711 : : Positions : : 228,414 8,285 25,554 260,352 6,828 0 0 0 0 232 0 : : : : Changes from: January 28, 2020 : : -2,636 -636 30 -1,536 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 3.0 9.2 94.1 2.5 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 6 . 7 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 111,495 : : Positions : : 59,040 45,219 33,354 49,637 1,282 0 8,774 0 7,622 0 0 : : : : Changes from: January 28, 2020 : : 3,784 -1,946 1,284 5,375 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 40.6 29.9 44.5 1.1 0.0 7.9 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 207,865 : : Positions : : 171,667 161,161 15,221 27,890 15,983 0 0 0 0 836 372 : : : : Changes from: January 28, 2020 : : 2,680 -666 -4,299 -232 -806 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.5 7.3 13.4 7.7 0.0 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 7 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,555,510 : : Positions : : 226,314 240,124 312,674 92,460 161,793 189,892 505,108 339,922 98,183 30,999 148,268 : : : : Changes from: January 28, 2020 : : 16,436 20,459 -8,335 -33 18,961 -4,170 15,664 19,376 11,731 -22,605 15,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 15.4 20.1 5.9 10.4 12.2 32.5 21.9 6.3 2.0 9.5 : : : : Number of Traders in Each Category Total Traders: 360 : : 48 37 27 10 29 58 82 77 72 42 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 526,786 : : Positions : : 90,803 116,550 15,084 26,465 199,062 40,071 5,370 79,120 12,259 12,376 82,104 : : : : Changes from: January 28, 2020 : : 10,815 11,156 -383 1,980 8,077 4,001 581 11,017 -183 430 12,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 22.1 2.9 5.0 37.8 7.6 1.0 15.0 2.3 2.3 15.6 : : : : Number of Traders in Each Category Total Traders: 137 : : 37 29 9 14 23 23 9 21 25 18 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 296,163 : : Positions : : 124,443 66,326 50,192 76,546 36,952 11,830 4,431 15,145 12,421 53,499 24,779 : : : : Changes from: January 28, 2020 : : -11,731 -4,200 -4,186 -13,037 -2,053 -9 -3,078 -2,952 -6,013 -1,255 -3,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 22.4 16.9 25.8 12.5 4.0 1.5 5.1 4.2 18.1 8.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 29 24 6 12 16 . . 4 11 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 93,747 : : Positions : : 16,016 20,915 24,904 4,206 20,593 0 15,414 10,335 6,312 9,216 5,264 : : : : Changes from: January 28, 2020 : : -2,087 -2,412 2,942 -892 -6,699 -2,561 -8,187 -1,132 -13,819 -1,250 -3,422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 22.3 26.6 4.5 22.0 0.0 16.4 11.0 6.7 9.8 5.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 10 13 10 5 14 0 7 6 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 171,273 : : Positions : : 2,893 11,591 4,408 765 12,971 27,386 17,765 92,527 377 4,909 30,544 : : : : Changes from: January 28, 2020 : : -383 1,111 -208 765 293 -908 -4,541 240 56 1,243 -1,913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 6.8 2.6 0.4 7.6 16.0 10.4 54.0 0.2 2.9 17.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 8 . . . 6 5 10 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 159,136 : : Positions : : 20,424 24,550 15,461 7,400 102,847 0 1,251 15,700 152 528 1,594 : : : : Changes from: January 28, 2020 : : 307 -500 4,170 -339 -2,678 0 -4,576 188 -476 -2,660 -2,431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 15.4 9.7 4.7 64.6 0.0 0.8 9.9 0.1 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 4 4 8 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 758,405 : : Positions : : 355,080 119,789 121,239 505,911 82,096 1,970 3,372 9,564 145,817 6,379 15,443 : : : : Changes from: January 28, 2020 : : 4,738 -9,801 -4,922 -22,554 126 -365 472 -472 -29,217 1,703 3,466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 15.8 16.0 66.7 10.8 0.3 0.4 1.3 19.2 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 15 4 14 15 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 122,195 : : Positions : : 21,537 32,525 51,470 42,228 27,116 2,673 609 3,013 3,537 5,185 3,692 : : : : Changes from: January 28, 2020 : : -1,247 -424 5,556 -2,695 -2,952 -1,529 609 -150 391 -501 -591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 26.6 42.1 34.6 22.2 2.2 0.5 2.5 2.9 4.2 3.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 9 10 5 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 4,086 : : Positions : : 2,526 2,858 706 22 201 0 0 0 124 108 77 : : : : Changes from: January 28, 2020 : : -520 -623 -38 -7 76 0 0 0 -9 -51 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.9 17.3 0.5 4.9 0.0 0.0 0.0 3.0 2.6 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 29,720 : : Positions : : 14,891 23,986 9,304 3,510 1,982 0 153 0 3,152 0 30 : : : : Changes from: January 28, 2020 : : -2,104 -3,168 -404 253 -30 0 0 0 -367 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 80.7 31.3 11.8 6.7 0.0 0.5 0.0 10.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 31 5 . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 19,119 : : Positions : : 17,961 14,199 18 2,862 980 0 0 0 40 0 55 : : : : Changes from: January 28, 2020 : : -2,931 -2,886 10 -68 -92 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 74.3 0.1 15.0 5.1 0.0 0.0 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 7,420 : : Positions : : 5,321 6,706 690 181 260 25 0 0 307 35 25 : : : : Changes from: January 28, 2020 : : -1,554 -1,738 -128 -13 -21 25 0 0 -229 -75 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 90.4 9.3 2.4 3.5 0.3 0.0 0.0 4.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 38,293 : : Positions : : 36,385 24,674 246 11,429 384 0 0 0 628 1,436 45 : : : : Changes from: January 28, 2020 : : -7,856 -7,305 246 -1,231 -228 0 0 0 -678 -607 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 64.4 0.6 29.8 1.0 0.0 0.0 0.0 1.6 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 23 29 . 6 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 53,285 : : Positions : : 36,680 45,469 9,810 708 3,516 0 1,563 0 1,528 435 1,086 : : : : Changes from: January 28, 2020 : : -6,233 -7,050 -1,159 -85 -280 -135 -272 -2 -128 -110 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 85.3 18.4 1.3 6.6 0.0 2.9 0.0 2.9 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 48 50 11 4 12 0 . 0 5 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 3,926 : : Positions : : 2,713 2,965 132 0 77 0 0 0 154 197 89 : : : : Changes from: January 28, 2020 : : -715 -373 31 0 -29 0 0 0 -11 -179 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 75.5 3.4 0.0 2.0 0.0 0.0 0.0 3.9 5.0 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 50,260 : : Positions : : 46,299 24,270 310 25,158 364 0 0 0 3,208 81 63 : : : : Changes from: January 28, 2020 : : -9,136 -10,038 -637 -453 -236 0 0 0 -816 -46 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 48.3 0.6 50.1 0.7 0.0 0.0 0.0 6.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 31 . 8 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 137,040 : : Positions : : 109,989 115,688 12,620 10,622 4,260 1,125 1,918 86 5,884 1,646 2,274 : : : : Changes from: January 28, 2020 : : 5,913 4,964 211 645 48 0 9 2 -179 227 -499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 84.4 9.2 7.8 3.1 0.8 1.4 0.1 4.3 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 117 : : 66 61 10 6 11 . 7 . 10 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 38,413 : : Positions : : 20,682 23,433 9,691 9,509 3,822 1,260 1,430 0 2,763 0 60 : : : : Changes from: January 28, 2020 : : -2,880 -2,344 -517 -1,700 271 0 240 0 -423 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 61.0 25.2 24.8 9.9 3.3 3.7 0.0 7.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 . 6 4 . 5 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 48,449 : : Positions : : 42,853 30,573 776 15,368 854 1,206 110 90 1,602 211 682 : : : : Changes from: January 28, 2020 : : -4,793 -4,396 -90 -746 -2 -191 20 10 -164 -237 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 63.1 1.6 31.7 1.8 2.5 0.2 0.2 3.3 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 43 41 . 6 . . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 16,777 : : Positions : : 12,552 6,699 1,177 7,162 1,732 900 85 0 100 59 99 : : : : Changes from: January 28, 2020 : : -2,134 -1,605 -43 -641 -44 0 0 0 0 -18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 39.9 7.0 42.7 10.3 5.4 0.5 0.0 0.6 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 19 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 13,886 : : Positions : : 9,703 10,645 1,984 1,704 532 0 0 0 410 195 535 : : : : Changes from: January 28, 2020 : : -1,811 -2,604 -482 -149 -24 0 0 0 -171 105 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 76.7 14.3 12.3 3.8 0.0 0.0 0.0 3.0 1.4 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 6 . 4 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 07, 2020