Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 5,303,782 : : Positions : :3,668,119 1,104,767 508,366 3,356,495 282,084 206,378 65,017 146,013 151,288 29,523 294,146 : : : : Changes from: March 3, 2020 : : 151,487 -3,773 -23,829 188,885 852 21,594 -12,317 7,112 16,484 2,408 19,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 20.8 9.6 63.3 5.3 3.9 1.2 2.8 2.9 0.6 5.5 : : : : Number of Traders in Each Category Total Traders: 223 : : 117 93 11 19 24 11 5 12 27 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 1,447,762 : : Positions : : 148,761 191,788 42,690 27,841 643,831 12,434 26,475 268,678 43,485 1,488 285,972 : : : : Changes from: March 3, 2020 : : 11,781 3,830 3,426 5,678 31,976 2,527 16,615 -4,997 4,369 -4,523 57,203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 13.2 2.9 1.9 44.5 0.9 1.8 18.6 3.0 0.1 19.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 34 32 8 8 16 4 4 5 14 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 279,467 : : Positions : : 178,483 245,424 48,539 7,101 17,158 0 3,575 0 5,764 0 153 : : : : Changes from: March 3, 2020 : : -6,007 -1,408 4,137 269 -3,836 0 -403 0 -63 0 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 87.8 17.4 2.5 6.1 0.0 1.3 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 137,650 : : Positions : : 124,789 68,841 4,241 51,818 1,515 3,046 0 0 537 0 397 : : : : Changes from: March 3, 2020 : : -4,396 -3,912 -94 -2,206 -531 -245 0 0 -1,586 -248 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 50.0 3.1 37.6 1.1 2.2 0.0 0.0 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 5 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 355,578 : : Positions : : 259,901 157,155 38,063 164,255 22,384 3,877 0 0 8,169 132 6,066 : : : : Changes from: March 3, 2020 : : -10,411 -1,347 1,133 -8,903 2,771 0 0 0 -2,339 0 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 44.2 10.7 46.2 6.3 1.1 0.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 17 5 8 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 884,705 : : Positions : : 832,155 60,101 8,906 784,010 25,611 0 636 62 3,204 11,000 1,523 : : : : Changes from: March 3, 2020 : : 24,573 4,739 214 20,255 -1,639 0 636 62 317 264 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 6.8 1.0 88.6 2.9 0.0 0.1 0.0 0.4 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 17 . 10 8 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 379,800 : : Positions : : 263,697 270,227 57,685 43,724 42,440 0 1,520 0 1,971 3,372 1,889 : : : : Changes from: March 3, 2020 : : -9,131 -14,825 -4,186 -4,143 -1,669 0 538 0 405 -1,578 -544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 71.1 15.2 11.5 11.2 0.0 0.4 0.0 0.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 26 6 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 552,202 : : Positions : : 499,416 390,608 20,885 130,218 22,041 0 384 0 1,540 0 341 : : : : Changes from: March 3, 2020 : : -12,057 6,543 1,119 -13,299 -440 0 384 0 332 -248 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 70.7 3.8 23.6 4.0 0.0 0.1 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 26 4 10 10 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 431,757 : : Positions : : 307,148 118,289 90,777 276,499 19,854 0 3,575 0 0 1,281 183 : : : : Changes from: March 3, 2020 : : -18,987 -14,599 322 3,036 184 0 -5,513 0 -429 -460 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 27.4 21.0 64.0 4.6 0.0 0.8 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 19 7 6 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 106,245 : : Positions : : 82,838 89,140 18,212 8,988 983 0 0 0 620 5,385 0 : : : : Changes from: March 3, 2020 : : -6,636 -6,230 -585 0 -76 0 -372 0 124 -392 -459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.9 17.1 8.5 0.9 0.0 0.0 0.0 0.6 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 26,058 : : Positions : : 24,198 24,632 1,240 465 0 0 0 0 0 217 0 : : : : Changes from: March 3, 2020 : : 702 -4,576 -2,378 -261 0 0 0 0 0 58 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 94.5 4.8 1.8 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 291,136 : : Positions : : 275,072 55,764 630 204,981 10,681 0 3,877 0 0 5,504 123 : : : : Changes from: March 3, 2020 : : -7,760 -2,320 -280 -7,913 -36 0 0 0 0 -2,507 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 19.2 0.2 70.4 3.7 0.0 1.3 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 12 . 9 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 195,408 : : Positions : : 168,477 34,787 5,611 137,827 16,887 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -5,807 -4,426 1,147 -1,361 -1,840 0 0 0 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 17.8 2.9 70.5 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 10 . 9 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 305,656 : : Positions : : 290,587 271,055 313 21,849 7,081 0 2,736 0 1,498 574 0 : : : : Changes from: March 3, 2020 : : -11,142 -13,575 -372 -2,060 150 0 0 0 1,498 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 88.7 0.1 7.1 2.3 0.0 0.9 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 51,928 : : Positions : : 15,053 49,882 28,587 775 0 5,432 0 0 961 899 0 : : : : Changes from: March 3, 2020 : : -3,679 -9,177 -3,741 145 -145 0 0 0 -2,378 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 96.1 55.1 1.5 0.0 10.5 0.0 0.0 1.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 17 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 594,749 : : Positions : : 465,142 143,813 42,848 375,643 52,373 0 5,171 1,601 14,523 4,289 5,246 : : : : Changes from: March 3, 2020 : : -11,918 -12,467 -4,213 -16,176 6,290 -8,774 4,046 -3,792 -1,573 -2,533 -621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 24.2 7.2 63.2 8.8 0.0 0.9 0.3 2.4 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 27 4 12 8 0 . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 196,327 : : Positions : : 107,439 107,146 38,456 36,403 44,817 0 0 0 1,081 0 392 : : : : Changes from: March 3, 2020 : : -6,415 -11,316 -9,300 -631 8,573 0 0 0 642 0 -856 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 54.6 19.6 18.5 22.8 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 5 . 8 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 46,275 : : Positions : : 31,362 34,623 11,900 8,088 1,484 0 0 0 0 217 0 : : : : Changes from: March 3, 2020 : : -4,101 -4,246 -870 -1,160 0 0 0 0 0 -263 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.8 25.7 17.5 3.2 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 237,796 : : Positions : : 134,062 225,455 88,120 0 7,661 0 0 0 0 1,498 0 : : : : Changes from: March 3, 2020 : : -22,203 -36,762 -3,909 -465 -3,543 -12,555 -371 0 -1,984 -7,905 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 94.8 37.1 0.0 3.2 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 6 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 236,496 : : Positions : : 130,093 211,873 76,785 2,177 11,344 12,555 371 0 1,426 9,682 0 : : : : Changes from: March 3, 2020 : : -18,775 -35,119 -8,145 1,712 -1,880 -2,378 5 -18 -1,507 -3,230 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 89.6 32.5 0.9 4.8 5.3 0.2 0.0 0.6 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 21 32 8 . 4 . . 0 . 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 116,644 : : Positions : : 98,242 87,163 15,605 26,726 124 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -15,444 -12,205 -326 -638 -116 0 0 0 -232 -348 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 74.7 13.4 22.9 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 35,359 : : Positions : : 12,814 29,410 21,956 1,674 0 0 1,364 0 217 1,712 0 : : : : Changes from: March 3, 2020 : : -5,344 -4,110 1,716 -783 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 83.2 62.1 4.7 0.0 0.0 3.9 0.0 0.6 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 282,052 : : Positions : : 167,523 177,989 91,954 75,692 11,155 537 3,422 267 0 0 558 : : : : Changes from: March 3, 2020 : : -15,235 296 -1,280 -10,221 301 0 -1,949 -2 -555 -1,559 -775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 63.1 32.6 26.8 4.0 0.2 1.2 0.1 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 26 5 6 5 . . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 125,260 : : Positions : : 123,400 124,981 1,178 0 0 0 0 0 0 217 0 : : : : Changes from: March 3, 2020 : : -12,006 -12,470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 99.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 99,607 : : Positions : : 82,727 73,547 5,183 9,775 1,940 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -2,383 5,048 -403 -3,977 -186 0 0 0 0 -402 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 73.8 5.2 9.8 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 229,962 : : Positions : : 219,665 143,337 2,017 79,160 2,332 0 0 0 868 0 1,498 : : : : Changes from: March 3, 2020 : : -3,076 -7,511 -124 5,595 -779 0 0 0 -526 0 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 62.3 0.9 34.4 1.0 0.0 0.0 0.0 0.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 200,718 : : Positions : : 143,300 190,298 37,706 0 7,553 0 256 0 0 0 0 : : : : Changes from: March 3, 2020 : : -4,833 -2,523 -660 -143 -813 0 256 0 0 -2,416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 94.8 18.8 0.0 3.8 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 90,704 : : Positions : : 41,221 82,986 35,973 1,710 1,504 0 0 0 0 459 275 : : : : Changes from: March 3, 2020 : : -5,936 -1,857 -1,922 -61 -1,156 0 0 0 -65 459 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 91.5 39.7 1.9 1.7 0.0 0.0 0.0 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 6 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 41,239 : : Positions : : 36,418 37,983 1,104 2,884 279 0 0 0 930 0 0 : : : : Changes from: March 3, 2020 : : -1,091 -617 -1,102 377 -377 0 0 0 58 0 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 92.1 2.7 7.0 0.7 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 200,197 : : Positions : : 142,477 157,353 44,472 28,268 2,715 0 0 0 2,903 0 31 : : : : Changes from: March 3, 2020 : : -1,844 4,425 6,875 -341 -1,685 0 0 0 -1,396 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 78.6 22.2 14.1 1.4 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 200,179 : : Positions : : 142,191 144,870 23,835 16,188 9,643 0 0 0 2,200 8,928 7,700 : : : : Changes from: March 3, 2020 : : 6,208 10,325 -2,829 -2,914 408 0 0 0 1,921 -1,050 1,147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 72.4 11.9 8.1 4.8 0.0 0.0 0.0 1.1 4.5 3.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 15 6 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 73,548 : : Positions : : 45,759 65,157 22,808 1,767 2,928 0 1,414 0 0 0 0 : : : : Changes from: March 3, 2020 : : 1,851 -2,149 -1,943 0 0 0 0 0 0 -412 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 88.6 31.0 2.4 4.0 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 242,564 : : Positions : : 171,540 141,087 32,563 65,919 23,743 1,019 0 0 1,342 620 3,641 : : : : Changes from: March 3, 2020 : : -13,157 -1,353 -534 -13,013 2,629 1,019 -1,248 -877 -1,074 -589 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 58.2 13.4 27.2 9.8 0.4 0.0 0.0 0.6 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 136,133 : : Positions : : 90,518 86,329 16,476 20,872 22,154 0 999 3 0 0 0 : : : : Changes from: March 3, 2020 : : 1,061 -7,397 -8,592 -1,691 7,598 -744 999 -877 0 -1,217 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 63.4 12.1 15.3 16.3 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 4 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 164,030 : : Positions : : 148,396 131,219 2,996 22,968 2,348 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -31 1,642 -100 -47 -1,508 0 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 80.0 1.8 14.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 42,197 : : Positions : : 35,691 30,839 1,300 7,553 952 0 0 0 279 0 0 : : : : Changes from: March 3, 2020 : : 4,075 -1,104 -2,568 2,989 642 0 0 0 -232 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 73.1 3.1 17.9 2.3 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 258,155 : : Positions : : 206,551 11,405 22,880 239,294 7,118 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -13,780 351 -8 -7,554 -675 0 0 0 0 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 4.4 8.9 92.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 8 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 95,523 : : Positions : : 59,318 43,984 19,519 45,323 3,201 0 0 0 4,922 0 0 : : : : Changes from: March 3, 2020 : : -3,660 -2,770 -10,200 -2,322 2,285 0 -8,774 0 -1,395 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 46.0 20.4 47.4 3.4 0.0 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 206,324 : : Positions : : 171,051 163,114 15,289 25,971 10,327 0 0 0 0 1,208 0 : : : : Changes from: March 3, 2020 : : -7,122 -2,131 -1,123 -1,870 -857 0 0 0 0 214 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 79.1 7.4 12.6 5.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 1,462,748 : : Positions : : 247,067 257,059 283,301 94,297 136,542 145,596 386,386 346,491 77,425 48,363 153,313 : : : : Changes from: March 3, 2020 : : 6,686 5,271 -16,083 922 15,644 -410 -49,171 -239 -17,596 10,689 10,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 17.6 19.4 6.4 9.3 10.0 26.4 23.7 5.3 3.3 10.5 : : : : Number of Traders in Each Category Total Traders: 343 : : 41 36 25 9 28 53 85 78 67 39 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 642,179 : : Positions : : 114,083 138,025 10,068 44,649 241,459 38,360 5,395 94,373 28,792 4,932 108,300 : : : : Changes from: March 3, 2020 : : 12,432 160 -2,902 9,866 16,539 -2,622 2,361 6,599 6,182 311 13,849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 21.5 1.6 7.0 37.6 6.0 0.8 14.7 4.5 0.8 16.9 : : : : Number of Traders in Each Category Total Traders: 131 : : 38 31 8 14 21 24 8 19 24 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 290,291 : : Positions : : 128,029 73,857 54,388 67,610 35,316 9,853 1,127 12,092 5,818 57,839 22,334 : : : : Changes from: March 3, 2020 : : 1,157 211 233 -430 -39 -2,735 -91 266 -107 162 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 25.4 18.7 23.3 12.2 3.4 0.4 4.2 2.0 19.9 7.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 26 23 6 10 15 . . . 5 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 107,803 : : Positions : : 24,617 21,766 22,471 7,349 24,954 0 16,987 12,445 2,634 8,233 9,807 : : : : Changes from: March 3, 2020 : : 1,990 -91 1,139 443 2,016 -210 1,047 32 -694 878 785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 20.2 20.8 6.8 23.1 0.0 15.8 11.5 2.4 7.6 9.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 10 11 4 13 0 8 5 7 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 58,317 : : Positions : : 4,217 3,299 0 5,012 5,585 12,611 4,176 32,214 190 4,605 3,372 : : : : Changes from: March 3, 2020 : : 1,339 -75 0 415 96 46 385 4,854 9 739 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 5.7 0.0 8.6 9.6 21.6 7.2 55.2 0.3 7.9 5.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 6 0 . . 4 5 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 146,016 : : Positions : : 20,287 23,502 14,816 12,123 92,847 1,330 818 15,186 350 224 1,103 : : : : Changes from: March 3, 2020 : : -127 1,054 157 -360 1,508 595 -229 709 -316 -108 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 16.1 10.1 8.3 63.6 0.9 0.6 10.4 0.2 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 5 . 5 8 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 738,562 : : Positions : : 370,556 112,021 107,575 479,168 93,084 1,029 4,846 8,090 115,073 7,061 15,711 : : : : Changes from: March 3, 2020 : : 3,522 208 -1,350 2,898 2,590 0 0 0 812 180 -1,291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 15.2 14.6 64.9 12.6 0.1 0.7 1.1 15.6 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 15 4 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 130,229 : : Positions : : 25,838 31,722 47,411 44,512 31,488 2,244 1,243 3,587 7,630 6,766 3,364 : : : : Changes from: March 3, 2020 : : 3,049 -1,953 -7,160 325 5,627 -514 0 514 2,781 -470 -377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 24.4 36.4 34.2 24.2 1.7 1.0 2.8 5.9 5.2 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 9 10 5 14 . . 4 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 4,131 : : Positions : : 2,320 2,879 709 79 207 0 0 0 0 163 0 : : : : Changes from: March 3, 2020 : : 71 88 50 58 6 0 0 0 -43 47 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 69.7 17.2 1.9 5.0 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 33,221 : : Positions : : 18,612 28,006 9,717 3,355 1,641 0 126 0 2,845 0 30 : : : : Changes from: March 3, 2020 : : 1,260 1,393 158 0 115 0 65 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 84.3 29.2 10.1 4.9 0.0 0.4 0.0 8.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 28 5 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 16,254 : : Positions : : 15,277 11,548 0 3,061 786 0 0 0 70 0 24 : : : : Changes from: March 3, 2020 : : 55 55 0 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 71.0 0.0 18.8 4.8 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 7,246 : : Positions : : 5,135 6,024 573 425 310 0 0 0 275 108 95 : : : : Changes from: March 3, 2020 : : 593 282 10 316 -80 0 0 0 25 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 83.1 7.9 5.9 4.3 0.0 0.0 0.0 3.8 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 37,737 : : Positions : : 34,539 25,099 0 11,604 159 0 0 0 2,444 575 0 : : : : Changes from: March 3, 2020 : : 176 863 0 253 -46 0 0 0 940 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 66.5 0.0 30.7 0.4 0.0 0.0 0.0 6.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 28 0 8 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 54,133 : : Positions : : 36,331 44,335 9,285 896 4,372 153 1,108 7 1,353 749 1,689 : : : : Changes from: March 3, 2020 : : 132 786 104 -387 70 30 -122 0 14 159 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 81.9 17.2 1.7 8.1 0.3 2.0 0.0 2.5 1.4 3.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 49 46 11 . 11 . . . 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 3,910 : : Positions : : 2,770 3,068 37 0 173 0 0 0 180 39 114 : : : : Changes from: March 3, 2020 : : 121 48 37 -4 48 0 0 0 21 23 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 78.5 0.9 0.0 4.4 0.0 0.0 0.0 4.6 1.0 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 25 . 0 . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 54,641 : : Positions : : 52,555 25,074 635 28,965 251 0 0 0 1,150 25 50 : : : : Changes from: March 3, 2020 : : 1,206 1,250 62 18 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 45.9 1.2 53.0 0.5 0.0 0.0 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 32 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 132,189 : : Positions : : 111,177 109,157 9,692 12,436 4,442 780 2,020 58 2,503 665 2,802 : : : : Changes from: March 3, 2020 : : -7,143 -9,917 -1,518 -375 -251 -115 150 -32 -1,120 171 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.6 7.3 9.4 3.4 0.6 1.5 0.0 1.9 0.5 2.1 : : : : Number of Traders in Each Category Total Traders: 116 : : 65 64 10 6 11 . 8 . 9 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 40,745 : : Positions : : 22,357 25,347 11,029 10,074 3,532 1,260 1,205 0 2,330 65 130 : : : : Changes from: March 3, 2020 : : -42 788 650 -210 -20 0 -225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 62.2 27.1 24.7 8.7 3.1 3.0 0.0 5.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 29 . 6 4 . 5 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 55,922 : : Positions : : 49,355 37,570 1,184 15,609 1,150 972 50 0 2,219 249 671 : : : : Changes from: March 3, 2020 : : 2,038 1,871 275 27 229 -225 0 -35 239 149 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 67.2 2.1 27.9 2.1 1.7 0.1 0.0 4.0 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 49 41 5 6 4 . . 0 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 33,088 : : Positions : : 28,172 21,402 1,423 8,539 2,151 900 85 0 4 140 49 : : : : Changes from: March 3, 2020 : : 5,378 4,480 -114 805 93 0 0 0 4 -91 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 64.7 4.3 25.8 6.5 2.7 0.3 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 16,494 : : Positions : : 12,041 12,012 1,942 2,550 810 0 0 0 140 273 729 : : : : Changes from: March 3, 2020 : : 1,715 1,075 33 502 -19 0 0 0 -184 25 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 72.8 11.8 15.5 4.9 0.0 0.0 0.0 0.8 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 5 4 4 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated March 13, 2020