Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 5,428,191 : : Positions : :3,718,750 1,135,139 525,417 3,470,417 264,411 222,337 43,506 145,706 192,409 24,546 322,712 : : : : Changes from: March 10, 2020 : : 50,631 30,372 17,051 113,922 -17,673 15,959 -21,511 -307 41,121 -4,977 28,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 20.9 9.7 63.9 4.9 4.1 0.8 2.7 3.5 0.5 5.9 : : : : Number of Traders in Each Category Total Traders: 231 : : 126 100 12 19 24 11 4 12 32 15 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 1,613,186 : : Positions : : 160,639 214,934 38,547 23,541 713,102 8,965 22,378 331,287 53,801 1,578 304,765 : : : : Changes from: March 10, 2020 : : 11,878 23,145 -4,143 -4,299 69,271 -3,470 -4,096 62,609 10,316 90 18,793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 13.3 2.4 1.5 44.2 0.6 1.4 20.5 3.3 0.1 18.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 33 32 8 8 16 4 4 5 16 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 281,789 : : Positions : : 180,654 249,486 50,343 7,101 15,446 0 3,575 0 6,007 0 153 : : : : Changes from: March 10, 2020 : : 2,171 4,062 1,804 0 -1,712 0 0 0 243 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 88.5 17.9 2.5 5.5 0.0 1.3 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 142,099 : : Positions : : 130,889 70,809 1,023 60,269 2,672 1,951 0 0 569 0 274 : : : : Changes from: March 10, 2020 : : 6,100 1,968 -3,218 8,451 1,157 -1,095 0 0 32 0 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 49.8 0.7 42.4 1.9 1.4 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 6 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 357,538 : : Positions : : 258,915 157,976 38,650 163,661 25,648 3,877 0 0 8,002 132 5,858 : : : : Changes from: March 10, 2020 : : -986 821 587 -594 3,264 0 0 0 -167 0 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 44.2 10.8 45.8 7.2 1.1 0.0 0.0 2.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 17 5 8 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 904,691 : : Positions : : 849,228 58,171 8,997 802,913 27,747 0 820 31 4,763 11,065 1,611 : : : : Changes from: March 10, 2020 : : 17,073 -1,930 91 18,903 2,136 0 184 -31 1,559 65 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 6.4 1.0 88.7 3.1 0.0 0.1 0.0 0.5 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 17 . 10 8 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 385,563 : : Positions : : 268,104 275,489 58,359 46,253 42,160 0 672 0 2,588 3,221 1,989 : : : : Changes from: March 10, 2020 : : 4,407 5,262 674 2,529 -280 0 -848 0 617 -151 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 71.5 15.1 12.0 10.9 0.0 0.2 0.0 0.7 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 26 6 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 573,065 : : Positions : : 521,340 403,910 20,604 136,323 21,828 0 416 0 1,208 35 523 : : : : Changes from: March 10, 2020 : : 21,924 13,302 -281 6,105 -213 0 32 0 -332 35 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 70.5 3.6 23.8 3.8 0.0 0.1 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 27 4 10 10 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 438,491 : : Positions : : 312,855 112,144 90,896 285,988 20,254 0 1,926 0 0 1,880 370 : : : : Changes from: March 10, 2020 : : 5,707 -6,145 119 9,489 400 0 -1,649 0 0 599 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 25.6 20.7 65.2 4.6 0.0 0.4 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 19 7 7 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 107,245 : : Positions : : 83,325 90,533 18,821 8,988 1,195 0 0 0 620 4,749 0 : : : : Changes from: March 10, 2020 : : 487 1,393 609 0 212 0 0 0 0 -636 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 84.4 17.5 8.4 1.1 0.0 0.0 0.0 0.6 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 27,318 : : Positions : : 25,128 25,712 1,330 465 0 0 0 0 0 157 60 : : : : Changes from: March 10, 2020 : : 930 1,080 90 0 0 0 0 0 0 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 94.1 4.9 1.7 0.0 0.0 0.0 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 304,751 : : Positions : : 290,376 57,439 629 218,479 7,908 0 3,877 0 0 5,475 91 : : : : Changes from: March 10, 2020 : : 15,304 1,675 -1 13,498 -2,773 0 0 0 0 -29 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 18.8 0.2 71.7 2.6 0.0 1.3 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 11 . 9 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 200,644 : : Positions : : 173,088 39,335 5,341 137,609 17,629 0 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 4,611 4,548 -270 -218 742 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 19.6 2.7 68.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 11 . 9 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 314,150 : : Positions : : 298,022 279,615 253 21,421 7,415 0 2,736 0 1,712 544 0 : : : : Changes from: March 10, 2020 : : 7,435 8,560 -60 -428 334 0 0 0 214 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 89.0 0.1 6.8 2.4 0.0 0.9 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 53,646 : : Positions : : 16,239 50,790 29,547 1,585 0 5,432 0 0 961 899 0 : : : : Changes from: March 10, 2020 : : 1,186 908 960 810 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 94.7 55.1 3.0 0.0 10.1 0.0 0.0 1.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 17 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 601,665 : : Positions : : 470,324 159,167 42,760 369,236 52,580 0 4,065 1,631 14,788 2,120 6,175 : : : : Changes from: March 10, 2020 : : 5,182 15,354 -88 -6,407 207 0 -1,106 30 265 -2,169 929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 26.5 7.1 61.4 8.7 0.0 0.7 0.3 2.5 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 41 33 4 12 8 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 202,685 : : Positions : : 112,994 106,019 39,743 44,906 42,683 72 0 1,384 1,081 0 392 : : : : Changes from: March 10, 2020 : : 5,555 -1,127 1,287 8,503 -2,134 72 0 1,384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 52.3 19.6 22.2 21.1 0.0 0.0 0.7 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 4 4 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 234,893 : : Positions : : 126,389 222,762 92,500 834 7,931 0 0 0 0 1,138 150 : : : : Changes from: March 10, 2020 : : -7,673 -2,693 4,380 834 270 0 0 0 0 -360 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 94.8 39.4 0.4 3.4 0.0 0.0 0.0 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 6 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 242,750 : : Positions : : 130,751 219,306 83,045 2,177 10,530 12,555 371 0 1,426 9,322 150 : : : : Changes from: March 10, 2020 : : 658 7,433 6,260 0 -814 0 0 0 0 -360 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 90.3 34.2 0.9 4.3 5.2 0.2 0.0 0.6 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 23 33 8 . . . . 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 122,658 : : Positions : : 104,256 94,283 15,605 26,726 124 0 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 6,014 7,120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 76.9 12.7 21.8 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 21 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 37,459 : : Positions : : 15,244 30,462 21,626 2,784 0 0 1,364 0 217 1,712 0 : : : : Changes from: March 10, 2020 : : 2,430 1,052 -330 1,110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 81.3 57.7 7.4 0.0 0.0 3.6 0.0 0.6 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 282,585 : : Positions : : 165,650 179,618 93,855 76,155 11,155 537 2,040 267 0 0 558 : : : : Changes from: March 10, 2020 : : -1,873 1,629 1,901 463 0 0 -1,382 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 63.6 33.2 26.9 3.9 0.2 0.7 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 17, 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 128,754 : : Positions : : 126,774 128,047 1,178 0 0 0 0 0 0 217 0 : : : : Changes from: March 10, 2020 : : 3,374 3,066 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 99.5 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 : : 11 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 106,166 : : Positions : : 89,393 73,543 5,183 17,074 2,368 0 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 6,666 -4 0 7,299 428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 69.3 4.9 16.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 232,553 : : Positions : : 218,697 144,595 5,869 79,160 2,332 0 0 0 862 0 1,504 : : : : Changes from: March 10, 2020 : : -968 1,258 3,852 0 0 0 0 0 -6 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 62.2 2.5 34.0 1.0 0.0 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 201,139 : : Positions : : 145,493 190,228 38,103 0 7,553 0 352 0 0 0 0 : : : : Changes from: March 10, 2020 : : 2,193 -70 397 0 0 0 96 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 94.6 18.9 0.0 3.8 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 91,309 : : Positions : : 41,246 83,379 35,970 0 1,201 0 0 0 0 850 124 : : : : Changes from: March 10, 2020 : : 25 393 -3 -1,710 -303 0 0 0 0 391 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 91.3 39.4 0.0 1.3 0.0 0.0 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 6 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 42,229 : : Positions : : 37,048 38,973 1,404 2,884 279 0 0 0 1,020 0 0 : : : : Changes from: March 10, 2020 : : 630 990 300 0 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 92.3 3.3 6.8 0.7 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 201,668 : : Positions : : 142,517 158,257 44,475 28,268 3,357 0 0 0 3,610 0 60 : : : : Changes from: March 10, 2020 : : 40 904 3 0 642 0 0 0 707 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 78.5 22.1 14.0 1.7 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 204,692 : : Positions : : 148,870 148,902 21,019 16,154 10,903 0 0 0 3,788 8,845 7,869 : : : : Changes from: March 10, 2020 : : 6,679 4,032 -2,816 -34 1,260 0 0 0 1,588 -83 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 72.7 10.3 7.9 5.3 0.0 0.0 0.0 1.9 4.3 3.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 14 6 4 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 77,578 : : Positions : : 49,729 69,067 22,808 1,767 2,928 0 1,414 0 0 0 0 : : : : Changes from: March 10, 2020 : : 3,970 3,910 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 89.0 29.4 2.3 3.8 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 250,191 : : Positions : : 177,064 145,921 32,538 67,451 24,963 999 0 0 1,372 620 3,611 : : : : Changes from: March 10, 2020 : : 5,524 4,834 -25 1,532 1,220 -20 0 0 30 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 58.3 13.0 27.0 10.0 0.4 0.0 0.0 0.5 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 . 8 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 136,620 : : Positions : : 90,974 86,637 16,476 20,900 22,154 0 999 3 0 0 0 : : : : Changes from: March 10, 2020 : : 456 308 0 28 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.4 12.1 15.3 16.2 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 17, 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 170,197 : : Positions : : 155,205 140,416 2,996 23,148 2,348 0 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 6,809 9,197 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.5 1.8 13.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 44,641 : : Positions : : 37,155 32,397 1,300 8,409 952 0 0 0 279 0 0 : : : : Changes from: March 10, 2020 : : 1,464 1,558 0 856 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 72.6 2.9 18.8 2.1 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 263,417 : : Positions : : 209,684 15,622 25,499 240,187 7,270 0 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 3,133 4,217 2,619 893 152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 5.9 9.7 91.2 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 8 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 96,034 : : Positions : : 60,433 43,891 18,915 45,323 3,201 0 0 0 4,922 0 0 : : : : Changes from: March 10, 2020 : : 1,115 -93 -604 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 45.7 19.7 47.2 3.3 0.0 0.0 0.0 5.1 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 17, 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 206,942 : : Positions : : 173,074 164,677 14,985 25,329 10,510 0 0 0 0 1,208 0 : : : : Changes from: March 10, 2020 : : 2,023 1,563 -304 -642 183 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 79.6 7.2 12.2 5.1 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 1,350,439 : : Positions : : 244,440 257,265 230,353 122,072 132,808 135,618 264,452 318,721 69,421 65,070 148,895 : : : : Changes from: March 10, 2020 : : -2,628 206 -52,948 27,775 -3,734 -9,978 -121,933 -27,770 -8,004 16,706 -4,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 19.1 17.1 9.0 9.8 10.0 19.6 23.6 5.1 4.8 11.0 : : : : Number of Traders in Each Category Total Traders: 316 : : 39 35 25 10 29 45 74 75 61 39 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 716,339 : : Positions : : 119,840 160,075 13,909 46,619 261,223 48,311 7,175 108,679 37,253 7,524 120,328 : : : : Changes from: March 10, 2020 : : 5,756 22,050 3,841 1,971 19,764 9,950 1,780 14,305 8,461 2,592 12,028 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 22.3 1.9 6.5 36.5 6.7 1.0 15.2 5.2 1.1 16.8 : : : : Number of Traders in Each Category Total Traders: 130 : : 40 33 8 14 21 23 6 18 25 13 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 294,920 : : Positions : : 127,617 74,168 55,793 66,816 37,097 11,261 2,593 12,424 6,193 58,626 22,387 : : : : Changes from: March 10, 2020 : : -412 311 1,406 -794 1,781 1,408 1,466 332 375 786 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 25.1 18.9 22.7 12.6 3.8 0.9 4.2 2.1 19.9 7.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 28 23 6 10 15 4 . 4 6 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 114,208 : : Positions : : 22,398 24,548 29,677 7,980 24,255 0 20,037 12,920 6,740 8,318 10,007 : : : : Changes from: March 10, 2020 : : -2,219 2,782 7,206 631 -699 0 3,050 475 4,106 85 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 21.5 26.0 7.0 21.2 0.0 17.5 11.3 5.9 7.3 8.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 12 11 12 4 15 0 8 5 10 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 66,479 : : Positions : : 3,670 4,285 0 8,480 4,202 15,282 3,099 38,246 297 2,884 4,658 : : : : Changes from: March 10, 2020 : : -547 986 0 3,468 -1,383 2,671 -1,077 6,032 107 -1,721 1,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 6.4 0.0 12.8 6.3 23.0 4.7 57.5 0.4 4.3 7.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 6 0 . . 5 4 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 151,962 : : Positions : : 22,008 23,536 14,711 13,278 96,127 813 1,016 15,998 863 412 1,343 : : : : Changes from: March 10, 2020 : : 1,722 34 -105 1,155 3,281 -517 199 813 513 188 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 15.5 9.7 8.7 63.3 0.5 0.7 10.5 0.6 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 . 5 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 743,005 : : Positions : : 376,244 114,840 112,764 489,490 88,008 4,881 4,846 4,666 112,763 7,207 16,027 : : : : Changes from: March 10, 2020 : : 5,688 2,819 5,189 10,322 -5,076 3,852 0 -3,424 -2,310 146 316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 15.5 15.2 65.9 11.8 0.7 0.7 0.6 15.2 1.0 2.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 16 4 12 16 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 136,091 : : Positions : : 25,964 32,602 55,016 47,225 31,744 2,268 1,593 3,587 8,828 5,698 4,665 : : : : Changes from: March 10, 2020 : : 126 880 7,605 2,713 256 24 350 0 1,198 -1,068 1,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 24.0 40.4 34.7 23.3 1.7 1.2 2.6 6.5 4.2 3.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 8 10 6 14 . . 4 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 4,551 : : Positions : : 2,655 3,198 753 93 288 0 0 0 104 163 60 : : : : Changes from: March 10, 2020 : : 335 319 44 14 81 0 0 0 104 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 70.3 16.5 2.0 6.3 0.0 0.0 0.0 2.3 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 34,345 : : Positions : : 19,627 29,203 9,744 3,280 1,770 0 0 0 2,845 0 30 : : : : Changes from: March 10, 2020 : : 1,015 1,198 27 -75 129 0 -126 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 85.0 28.4 9.6 5.2 0.0 0.0 0.0 8.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 29 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 16,244 : : Positions : : 15,267 11,538 0 3,061 786 0 0 0 70 0 24 : : : : Changes from: March 10, 2020 : : -10 -10 0 0 0 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 17, 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 7,414 : : Positions : : 5,308 6,012 573 552 380 0 0 0 258 108 81 : : : : Changes from: March 10, 2020 : : 173 -12 0 127 70 0 0 0 -17 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 81.1 7.7 7.4 5.1 0.0 0.0 0.0 3.5 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 39,789 : : Positions : : 36,511 26,169 0 12,476 207 0 0 0 2,476 637 0 : : : : Changes from: March 10, 2020 : : 1,972 1,070 0 872 48 0 0 0 32 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 65.8 0.0 31.4 0.5 0.0 0.0 0.0 6.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 30 0 8 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 55,155 : : Positions : : 37,378 45,619 9,476 829 4,104 153 1,127 7 1,420 873 1,673 : : : : Changes from: March 10, 2020 : : 1,047 1,284 191 -67 -268 0 19 0 67 124 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.7 17.2 1.5 7.4 0.3 2.0 0.0 2.6 1.6 3.0 : : : : Number of Traders in Each Category Total Traders: 91 : : 51 49 10 4 12 . . . 5 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,537 : : Positions : : 740 892 59 0 41 0 0 0 241 29 22 : : : : Changes from: March 10, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 58.0 3.8 0.0 2.7 0.0 0.0 0.0 15.7 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 4,290 : : Positions : : 3,131 3,386 67 67 223 0 0 0 176 34 53 : : : : Changes from: March 10, 2020 : : 361 318 30 67 50 0 0 0 -4 -5 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.9 1.6 1.6 5.2 0.0 0.0 0.0 4.1 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 57,889 : : Positions : : 55,119 27,800 1,166 29,361 347 0 0 0 1,087 25 50 : : : : Changes from: March 10, 2020 : : 2,564 2,726 531 396 96 0 0 0 -63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 48.0 2.0 50.7 0.6 0.0 0.0 0.0 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 33 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 134,451 : : Positions : : 112,762 110,710 9,402 12,352 5,317 780 1,827 60 2,580 892 2,694 : : : : Changes from: March 10, 2020 : : 1,585 1,553 -290 -84 875 0 -193 2 77 227 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 82.3 7.0 9.2 4.0 0.6 1.4 0.0 1.9 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 113 : : 64 61 10 6 10 . 8 . 8 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 39,970 : : Positions : : 21,422 24,990 11,269 9,901 3,487 1,260 965 0 2,330 65 130 : : : : Changes from: March 10, 2020 : : -935 -357 240 -173 -45 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 62.5 28.2 24.8 8.7 3.2 2.4 0.0 5.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 30 . 6 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 56,893 : : Positions : : 49,703 38,857 1,652 14,973 1,267 972 340 0 2,257 254 699 : : : : Changes from: March 10, 2020 : : 348 1,287 468 -636 117 0 290 0 38 5 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 68.3 2.9 26.3 2.2 1.7 0.6 0.0 4.0 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 47 45 5 6 4 . . 0 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 35,603 : : Positions : : 30,558 23,804 1,433 8,542 2,214 900 85 0 3 175 49 : : : : Changes from: March 10, 2020 : : 2,386 2,402 10 3 63 0 0 0 -1 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 66.9 4.0 24.0 6.2 2.5 0.2 0.0 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 26 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 18,004 : : Positions : : 13,146 13,267 1,942 2,432 1,015 0 0 0 175 318 852 : : : : Changes from: March 10, 2020 : : 1,105 1,255 0 -118 205 0 0 0 35 45 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 73.7 10.8 13.5 5.6 0.0 0.0 0.0 1.0 1.8 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 5 4 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 2,310 : : Positions : : 1,904 1,887 32 7 311 0 0 0 0 25 35 : : : : Changes from: March 10, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 81.7 1.4 0.3 13.5 0.0 0.0 0.0 0.0 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 20, 2020