Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 5,970,877 : : Positions : :3,775,959 1,297,332 545,368 4,004,067 257,740 469,811 24,141 103,045 527,062 5,341 258,503 : : : : Changes from: April 28, 2020 : : -203,986 -20,045 16,326 -65,343 4,920 14,021 -4,268 -277 62,090 -6,797 -30,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 21.7 9.1 67.1 4.3 7.9 0.4 1.7 8.8 0.1 4.3 : : : : Number of Traders in Each Category Total Traders: 225 : : 117 108 12 18 24 13 4 14 38 7 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 1,574,048 : : Positions : : 157,437 195,817 39,718 26,870 742,250 11,203 29,815 294,580 58,056 15,234 268,414 : : : : Changes from: April 28, 2020 : : 9,891 5,061 1,639 5,212 8,405 3,608 6,197 4,832 7,084 5,935 13,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 12.4 2.5 1.7 47.2 0.7 1.9 18.7 3.7 1.0 17.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 29 7 9 16 4 . 4 4 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 275,222 : : Positions : : 175,134 242,294 52,260 6,890 16,132 0 0 0 5,547 2,782 150 : : : : Changes from: April 28, 2020 : : -8,816 -9,705 -948 -204 884 0 0 0 -279 -403 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 88.0 19.0 2.5 5.9 0.0 0.0 0.0 2.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 155,416 : : Positions : : 136,097 80,891 910 60,730 7,785 0 0 0 279 0 0 : : : : Changes from: April 28, 2020 : : -3,496 -1,483 -13 -1,380 -468 0 0 0 -335 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 52.0 0.6 39.1 5.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 352,224 : : Positions : : 235,402 125,751 35,070 170,553 45,541 7,152 0 0 7,645 615 7,695 : : : : Changes from: April 28, 2020 : : -6,898 -8,739 -2,375 224 -771 1,087 0 0 -2,045 -79 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 35.7 10.0 48.4 12.9 2.0 0.0 0.0 2.2 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 20 4 9 6 . 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 933,105 : : Positions : : 881,248 55,145 11,929 835,454 25,409 0 862 1,982 0 11,107 1,753 : : : : Changes from: April 28, 2020 : : -7,382 -2,983 676 -4,375 -259 0 18 784 -1,821 50 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 5.9 1.3 89.5 2.7 0.0 0.1 0.2 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 17 . 10 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 370,122 : : Positions : : 247,564 266,903 60,486 42,998 43,834 0 608 0 2,790 2,748 958 : : : : Changes from: April 28, 2020 : : -12,428 -5,777 -986 -8,931 -1,991 0 0 0 -512 -2,450 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 72.1 16.3 11.6 11.8 0.0 0.2 0.0 0.8 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 26 6 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 564,394 : : Positions : : 505,255 403,148 22,447 127,799 26,903 0 0 0 0 490 711 : : : : Changes from: April 28, 2020 : : -24,226 -16,504 1,784 -8,178 -944 0 0 0 -1,430 242 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 71.4 4.0 22.6 4.8 0.0 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 31 . 11 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 442,796 : : Positions : : 316,138 110,859 89,168 297,342 20,500 2,034 2,667 0 0 0 0 : : : : Changes from: April 28, 2020 : : -12,570 -12,947 -897 1,549 -1,629 0 31 -31 0 -1,454 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 25.0 20.1 67.2 4.6 0.5 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 18 7 7 7 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 99,398 : : Positions : : 80,614 82,052 9,916 7,738 3,313 0 0 0 651 3,696 0 : : : : Changes from: April 28, 2020 : : -3,356 -6,121 -5,999 -744 1,503 0 0 0 31 -1,038 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 82.5 10.0 7.8 3.3 0.0 0.0 0.0 0.7 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 23,153 : : Positions : : 21,704 22,316 0 248 0 0 0 0 0 527 0 : : : : Changes from: April 28, 2020 : : -11,250 -9,390 0 -1,705 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 96.4 0.0 1.1 0.0 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 305,619 : : Positions : : 292,252 46,091 2,391 243,703 4,845 0 2,901 0 0 3,231 217 : : : : Changes from: April 28, 2020 : : -17,347 -9,545 163 -8,824 545 0 -496 0 0 -669 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 15.1 0.8 79.7 1.6 0.0 0.9 0.0 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 13 . 12 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 187,520 : : Positions : : 159,216 32,466 2,298 132,616 18,685 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -8,712 -2,337 -2,244 -8,412 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 17.3 1.2 70.7 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 10 . 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 306,942 : : Positions : : 292,966 278,467 217 18,192 7,734 0 1,368 0 1,530 0 0 : : : : Changes from: April 28, 2020 : : -12,385 -12,720 -389 -1,565 -543 0 -1,368 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 90.7 0.1 5.9 2.5 0.0 0.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 . 7 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 47,016 : : Positions : : 18,350 46,613 23,106 0 0 310 240 0 3,162 0 0 : : : : Changes from: April 28, 2020 : : -7,214 -9,573 -1,188 -1,338 -372 -983 240 -240 -1,620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 99.1 49.1 0.0 0.0 0.7 0.5 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 12 4 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 591,684 : : Positions : : 467,873 164,163 42,363 358,999 48,589 1,498 1,639 949 13,380 2,404 6,190 : : : : Changes from: April 28, 2020 : : -21,563 -12,274 1,844 -7,391 -4,365 -31 -2,396 -342 -752 -2,483 -343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 27.7 7.2 60.7 8.2 0.3 0.3 0.2 2.3 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 29 4 12 11 . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 190,574 : : Positions : : 107,497 84,556 37,544 62,100 37,880 0 16 1,456 651 0 79 : : : : Changes from: April 28, 2020 : : -7,414 -1,799 -2,715 -4,969 697 0 0 0 651 -589 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 44.4 19.7 32.6 19.9 0.0 0.0 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 4 4 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 144,889 : : Positions : : 102,062 83,578 20,691 40,120 18,080 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -903 -5,017 -3,198 2,095 3,135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 57.7 14.3 27.7 12.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 211,927 : : Positions : : 111,042 189,831 86,355 11,025 7,338 0 0 0 0 1,071 0 : : : : Changes from: April 28, 2020 : : -31,925 -30,317 -4,210 -3,642 -3,758 -5,089 -3,007 0 -2,077 -3,999 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 89.6 40.7 5.2 3.5 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 5 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 230,605 : : Positions : : 129,884 195,831 83,449 16,257 8,344 5,089 3,007 0 2,108 5,504 0 : : : : Changes from: April 28, 2020 : : -20,814 -40,171 -7,530 -496 -2,072 -6,420 -1,620 0 -3,945 4,065 -4,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 84.9 36.2 7.0 3.6 2.2 1.3 0.0 0.9 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 24 27 8 . 4 . . 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 122,229 : : Positions : : 105,992 91,158 8,994 26,223 3,186 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -10,979 -11,340 -2,880 -316 33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 74.6 7.4 21.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 37,066 : : Positions : : 17,825 30,634 17,364 2,418 0 0 1,934 0 341 1,472 0 : : : : Changes from: April 28, 2020 : : -7,392 -6,816 -2,910 -2,610 0 0 0 0 -30 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 82.6 46.8 6.5 0.0 0.0 5.2 0.0 0.9 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 10 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 286,626 : : Positions : : 163,652 176,878 97,614 82,033 13,148 0 1,570 1,374 2,172 112 988 : : : : Changes from: April 28, 2020 : : -4,579 -5,912 -1,071 -275 635 0 -2,627 -64 -2,046 36 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 61.7 34.1 28.6 4.6 0.0 0.5 0.5 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 29 5 6 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 105,254 : : Positions : : 85,573 69,670 4,938 23,150 2,368 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -6,449 -2,158 -155 -1,169 0 0 0 0 0 -554 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 66.2 4.7 22.0 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 222,409 : : Positions : : 210,821 139,538 4,931 74,185 2,668 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -14,575 -10,158 -1,521 -1,964 48 0 0 0 0 -1,551 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 62.7 2.2 33.4 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 189,300 : : Positions : : 125,958 180,334 45,701 0 7,100 0 320 0 0 0 0 : : : : Changes from: April 28, 2020 : : -7,221 -8,812 -1,674 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 95.3 24.1 0.0 3.8 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 81,751 : : Positions : : 43,325 75,583 32,311 0 427 0 0 0 435 0 150 : : : : Changes from: April 28, 2020 : : 1,442 -4,149 -587 -480 -1,349 0 0 0 307 0 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 92.5 39.5 0.0 0.5 0.0 0.0 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 6 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 56,011 : : Positions : : 49,204 50,351 4,467 4,769 0 0 0 0 403 0 0 : : : : Changes from: April 28, 2020 : : -7,042 -6,671 -1,200 -1,740 0 0 0 0 -107 -617 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 89.9 8.0 8.5 0.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 203,154 : : Positions : : 144,533 156,960 41,971 31,817 6,720 0 0 0 2,265 0 152 : : : : Changes from: April 28, 2020 : : -2,386 -7,490 -4,194 -616 1,436 0 0 0 -962 0 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.3 20.7 15.7 3.3 0.0 0.0 0.0 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 174,756 : : Positions : : 126,497 122,711 20,953 24,650 12,932 0 0 0 5,664 3,603 576 : : : : Changes from: April 28, 2020 : : -23,080 -24,939 1,275 -605 -1,676 0 0 0 -2,356 1,474 -1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 70.2 12.0 14.1 7.4 0.0 0.0 0.0 3.2 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 18 5 7 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV MMBtu : CFTC Code #0233BY Open Interest is 49,917 : : Positions : : 39,123 48,202 6,882 0 398 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -930 -1,629 -622 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 96.6 13.8 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 69,332 : : Positions : : 46,301 63,214 19,487 0 2,928 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -5,250 -6,990 -2,130 -912 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 91.2 28.1 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 258,115 : : Positions : : 195,208 149,309 28,106 79,625 18,918 2,007 0 0 2,591 2,663 1,692 : : : : Changes from: April 28, 2020 : : -409 -758 -2,100 469 -2,639 607 0 0 2,294 1,611 -2,059 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 57.8 10.9 30.8 7.3 0.8 0.0 0.0 1.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . 9 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 132,922 : : Positions : : 86,773 87,665 14,695 17,553 21,895 0 2,007 2 0 0 0 : : : : Changes from: April 28, 2020 : : -4,875 -7,585 -4,182 -1,948 179 0 607 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.0 11.1 13.2 16.5 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 165,322 : : Positions : : 148,104 137,906 3,390 21,557 3,374 0 0 0 586 0 0 : : : : Changes from: April 28, 2020 : : -9,619 -9,464 -237 -919 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.4 2.1 13.0 2.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 17 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 41,385 : : Positions : : 36,435 24,346 0 13,522 1,028 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -6,466 -4,504 -734 -1,650 -30 0 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 58.8 0.0 32.7 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 251,170 : : Positions : : 194,217 25,639 23,885 210,029 14,542 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -16,052 1,648 -610 -16,472 -645 0 0 0 0 -1,457 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 10.2 9.5 83.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 8 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 99,549 : : Positions : : 74,880 47,335 9,559 44,165 2,793 0 1,498 0 3,763 0 0 : : : : Changes from: April 28, 2020 : : -3,887 -1,801 -1,441 -4,900 -545 0 0 0 -589 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 47.5 9.6 44.4 2.8 0.0 1.5 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 180,451 : : Positions : : 155,882 131,025 4,170 29,368 14,649 0 0 0 0 0 0 : : : : Changes from: April 28, 2020 : : -14,462 -17,434 -2,683 14 1,350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 72.6 2.3 16.3 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 1,232,885 : : Positions : : 242,255 253,018 207,906 186,132 115,838 216,128 164,622 234,281 43,490 131,780 106,318 : : : : Changes from: April 28, 2020 : : -22,123 -18,418 -7,774 3,870 1,301 22,761 -13,628 6,861 860 24,873 -6,926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 20.5 16.9 15.1 9.4 17.5 13.4 19.0 3.5 10.7 8.6 : : : : Number of Traders in Each Category Total Traders: 290 : : 41 38 19 16 28 63 58 78 33 41 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 728,030 : : Positions : : 132,717 128,404 10,694 89,982 276,321 40,097 21,855 85,688 57,641 3,043 117,417 : : : : Changes from: April 28, 2020 : : 5,448 1,173 -772 2,339 2,432 1,431 8,049 4,021 7,398 1,068 1,718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 17.6 1.5 12.4 38.0 5.5 3.0 11.8 7.9 0.4 16.1 : : : : Number of Traders in Each Category Total Traders: 122 : : 38 34 5 15 19 14 12 18 25 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 284,702 : : Positions : : 109,169 78,881 53,223 86,531 39,636 4,812 0 11,818 24,003 29,719 25,377 : : : : Changes from: April 28, 2020 : : -17,240 -5,642 -715 -1,606 -3,039 -2,685 -1,503 -412 2,612 -2,790 -6,105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 27.7 18.7 30.4 13.9 1.7 0.0 4.2 8.4 10.4 8.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 29 28 7 12 19 5 0 . 9 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 116,187 : : Positions : : 16,944 23,825 35,863 5,517 24,772 295 11,433 14,265 6,089 16,363 8,087 : : : : Changes from: April 28, 2020 : : 309 2,369 1,526 -737 524 -844 -732 2,156 1,683 1,472 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 20.5 30.9 4.7 21.3 0.3 9.8 12.3 5.2 14.1 7.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 11 9 11 . 13 . 5 6 10 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 50,813 : : Positions : : 4,774 3,427 699 7,089 4,835 2,632 8,771 19,923 11,384 257 6,473 : : : : Changes from: April 28, 2020 : : -37 -249 179 -931 445 244 1,090 48 -392 36 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 6.7 1.4 14.0 9.5 5.2 17.3 39.2 22.4 0.5 12.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 6 . . . 4 4 5 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 724,227 : : Positions : : 364,374 108,507 115,504 470,642 97,192 3,169 0 5,418 97,575 11,807 15,183 : : : : Changes from: April 28, 2020 : : -11,433 -4,267 -3,732 -19,854 -918 0 0 0 -8,323 -534 -626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 15.0 15.9 65.0 13.4 0.4 0.0 0.7 13.5 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 15 6 12 18 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 158,745 : : Positions : : 25,288 31,274 63,004 52,524 37,411 1,280 5,039 8,015 10,311 8,683 9,060 : : : : Changes from: April 28, 2020 : : -1,086 1,547 6,240 5,829 1,671 154 -1,116 1,116 805 101 1,299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 19.7 39.7 33.1 23.6 0.8 3.2 5.0 6.5 5.5 5.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 8 11 6 16 . . 4 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 3,820 : : Positions : : 2,452 2,385 225 162 348 0 0 0 123 52 117 : : : : Changes from: April 28, 2020 : : -425 -619 -366 -37 68 0 0 0 75 -193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 62.4 5.9 4.2 9.1 0.0 0.0 0.0 3.2 1.4 3.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 31,490 : : Positions : : 18,522 26,373 7,995 2,562 2,395 0 0 0 2,191 0 0 : : : : Changes from: April 28, 2020 : : -1,410 -1,994 -652 -329 144 0 0 0 -272 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 83.7 25.4 8.1 7.6 0.0 0.0 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 30 5 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 25,985 : : Positions : : 24,668 21,704 140 2,563 719 0 0 0 15 73 291 : : : : Changes from: April 28, 2020 : : -3,434 -3,270 100 -158 -187 0 0 0 -20 73 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 83.5 0.5 9.9 2.8 0.0 0.0 0.0 0.1 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 8,138 : : Positions : : 5,407 7,293 1,280 30 380 0 0 0 159 0 128 : : : : Changes from: April 28, 2020 : : -1,141 -339 520 -27 -452 0 0 0 7 -192 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 89.6 15.7 0.4 4.7 0.0 0.0 0.0 2.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 25 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 36,139 : : Positions : : 34,273 25,027 49 9,777 452 0 0 0 972 713 95 : : : : Changes from: April 28, 2020 : : -4,860 -4,633 49 -837 18 0 0 0 -622 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 69.3 0.1 27.1 1.3 0.0 0.0 0.0 2.7 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 37 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 50,101 : : Positions : : 32,035 42,240 9,415 584 3,323 105 700 0 2,273 177 2,279 : : : : Changes from: April 28, 2020 : : -1,810 -2,564 68 -168 -1,153 -70 0 0 -816 114 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 84.3 18.8 1.2 6.6 0.2 1.4 0.0 4.5 0.4 4.5 : : : : Number of Traders in Each Category Total Traders: 86 : : 52 51 11 . 9 . . 0 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV 1000 Metric Tonnes : CFTC Code #06641H Open Interest is 1,741 : : Positions : : 753 1,314 189 0 69 0 0 0 87 0 41 : : : : Changes from: April 28, 2020 : : -338 -449 27 0 -40 0 0 0 15 0 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 75.5 10.9 0.0 4.0 0.0 0.0 0.0 5.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 3,766 : : Positions : : 2,699 2,712 15 5 172 0 0 0 23 41 165 : : : : Changes from: April 28, 2020 : : -782 -581 -4 -89 -7 0 0 0 -13 -105 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 72.0 0.4 0.1 4.6 0.0 0.0 0.0 0.6 1.1 4.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 55,684 : : Positions : : 53,619 28,694 280 25,702 863 0 0 0 712 30 95 : : : : Changes from: April 28, 2020 : : -6,805 -4,047 -87 -2,983 -100 0 0 0 -190 -50 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 51.5 0.5 46.2 1.5 0.0 0.0 0.0 1.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 41 35 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 130,027 : : Positions : : 106,079 107,038 13,102 9,842 3,918 784 2,729 126 2,646 2,939 2,474 : : : : Changes from: April 28, 2020 : : -4,893 -5,547 -178 -731 -575 4 1,183 -1 -31 -528 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 82.3 10.1 7.6 3.0 0.6 2.1 0.1 2.0 2.3 1.9 : : : : Number of Traders in Each Category Total Traders: 114 : : 71 63 10 6 8 . 4 . 4 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 37,843 : : Positions : : 20,343 23,479 9,312 9,979 3,527 2,544 160 0 1,864 225 0 : : : : Changes from: April 28, 2020 : : -1,514 -1,033 -380 13 -63 960 -180 0 -233 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 62.0 24.6 26.4 9.3 6.7 0.4 0.0 4.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 . 6 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 53,798 : : Positions : : 44,878 35,646 941 13,421 1,229 2,800 705 0 1,417 509 1,649 : : : : Changes from: April 28, 2020 : : -6,269 -4,129 -305 -1,567 -360 1,199 50 0 -622 -208 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 66.3 1.7 24.9 2.3 5.2 1.3 0.0 2.6 0.9 3.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 45 47 4 6 . . . 0 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 36,768 : : Positions : : 31,718 25,690 1,381 7,972 1,991 900 50 0 241 65 417 : : : : Changes from: April 28, 2020 : : -4,659 -4,220 3 -512 -98 0 -25 0 -4 -89 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 69.9 3.8 21.7 5.4 2.4 0.1 0.0 0.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 34 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 20,795 : : Positions : : 16,118 16,743 2,313 2,022 857 0 0 0 3 446 480 : : : : Changes from: April 28, 2020 : : -2,554 -1,783 -39 -741 57 0 0 0 -24 -26 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 80.5 11.1 9.7 4.1 0.0 0.0 0.0 0.0 2.1 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 23 5 4 7 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 08, 2020