Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 5,981,750 : : Positions : :3,767,219 1,373,060 574,201 3,865,460 271,637 546,447 21,340 98,991 365,071 6,651 327,643 : : : : Changes from: May 26, 2020 : : -151,739 -40,640 6,016 -115,054 4,940 9,749 -453 -20,171 -26,421 -3,874 17,690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 23.0 9.6 64.6 4.5 9.1 0.4 1.7 6.1 0.1 5.5 : : : : Number of Traders in Each Category Total Traders: 235 : : 122 112 13 19 25 13 5 15 37 11 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 1,450,298 : : Positions : : 140,711 181,479 31,320 22,284 737,389 9,692 6,700 309,441 37,219 10,032 181,910 : : : : Changes from: May 26, 2020 : : 1,296 8,111 -1,611 -1,470 7,813 5,992 -976 11,681 -1,503 -1,370 -1,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 12.5 2.2 1.5 50.8 0.7 0.5 21.3 2.6 0.7 12.5 : : : : Number of Traders in Each Category Total Traders: 72 : : 30 28 6 10 16 4 . 4 10 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 288,672 : : Positions : : 185,583 251,938 52,267 6,604 19,195 0 0 0 5,886 2,782 0 : : : : Changes from: May 26, 2020 : : 3,950 -1,553 -3,195 62 1,436 0 0 0 428 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 87.3 18.1 2.3 6.6 0.0 0.0 0.0 2.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 5 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 164,573 : : Positions : : 141,900 87,046 2,404 63,281 7,287 0 0 0 1,139 35 600 : : : : Changes from: May 26, 2020 : : -1,050 -1,353 -563 79 -38 0 0 0 -80 35 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 52.9 1.5 38.5 4.4 0.0 0.0 0.0 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 . 7 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 378,683 : : Positions : : 262,463 141,391 36,378 182,330 46,467 7,184 0 0 9,335 252 7,538 : : : : Changes from: May 26, 2020 : : -3,778 843 82 -4,720 1,423 0 0 0 395 0 -1,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 37.3 9.6 48.1 12.3 1.9 0.0 0.0 2.5 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 9 6 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 913,308 : : Positions : : 860,436 53,655 11,208 817,705 24,580 0 404 2,560 238 10,229 1,455 : : : : Changes from: May 26, 2020 : : -7,481 -1,070 20 -6,439 -1,883 -151 404 -161 -1,613 -1,026 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 5.9 1.2 89.5 2.7 0.0 0.0 0.3 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 15 . 10 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 384,831 : : Positions : : 263,245 284,181 61,586 47,575 45,077 0 288 0 2,971 1,675 625 : : : : Changes from: May 26, 2020 : : -31 4,813 1,449 -2,151 209 0 -128 0 -426 -1,185 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 73.8 16.0 12.4 11.7 0.0 0.1 0.0 0.8 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 30 6 8 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 591,754 : : Positions : : 523,165 400,566 28,957 154,743 27,898 0 256 0 43 248 589 : : : : Changes from: May 26, 2020 : : 9,450 4,144 1,211 5,497 -516 0 0 0 -902 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 67.7 4.9 26.1 4.7 0.0 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 33 . 11 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 463,364 : : Positions : : 332,026 109,118 91,596 316,401 23,067 2,034 2,667 0 0 1,068 243 : : : : Changes from: May 26, 2020 : : 9,942 1,158 -783 7,458 1,152 0 0 0 0 -229 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 23.5 19.8 68.3 5.0 0.4 0.6 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 20 7 8 9 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 109,665 : : Positions : : 89,374 90,764 12,452 7,738 2,948 0 0 0 104 4,941 330 : : : : Changes from: May 26, 2020 : : 488 179 484 0 -223 0 0 0 -485 552 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.8 11.4 7.1 2.7 0.0 0.0 0.0 0.1 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 30,623 : : Positions : : 27,508 27,806 0 1,388 0 0 0 0 0 1,007 0 : : : : Changes from: May 26, 2020 : : -530 390 0 0 0 0 0 0 0 510 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 90.8 0.0 4.5 0.0 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 352,088 : : Positions : : 329,608 50,500 1,899 284,545 6,786 0 2,901 0 0 3,111 341 : : : : Changes from: May 26, 2020 : : 8,465 693 -1,250 10,146 901 0 0 0 0 -629 -1,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 14.3 0.5 80.8 1.9 0.0 0.8 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 17 . 13 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 193,840 : : Positions : : 161,650 34,182 3,300 133,481 20,513 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 3,873 852 -500 2,536 1,083 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 17.6 1.7 68.9 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 12 . 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 306,723 : : Positions : : 286,062 275,527 368 20,278 7,701 0 1,368 0 1,500 0 0 : : : : Changes from: May 26, 2020 : : -5,747 61 31 365 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 89.8 0.1 6.6 2.5 0.0 0.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 . 8 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 52,781 : : Positions : : 20,716 50,772 20,537 0 186 761 0 240 7,242 480 0 : : : : Changes from: May 26, 2020 : : -929 1,042 -510 0 0 451 0 240 1,020 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 96.2 38.9 0.0 0.4 1.4 0.0 0.5 13.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 4 0 . . 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 614,040 : : Positions : : 493,128 162,087 33,757 370,511 57,766 1,743 172 723 8,926 6,071 7,708 : : : : Changes from: May 26, 2020 : : 4,071 -1,033 -4,657 3,476 4,217 92 -173 0 617 -1,958 -397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 26.4 5.5 60.3 9.4 0.3 0.0 0.1 1.5 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 31 4 12 11 . . . . 10 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 206,059 : : Positions : : 114,652 93,330 42,121 62,137 44,466 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : -189 -301 -1,372 19 2,410 0 0 0 0 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 45.3 20.4 30.2 21.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 4 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 150,404 : : Positions : : 107,827 84,728 18,757 41,307 20,712 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 114 756 -68 -400 492 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 56.3 12.5 27.5 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 246,771 : : Positions : : 107,625 216,898 98,235 14,851 7,173 12,149 0 0 15,099 780 861 : : : : Changes from: May 26, 2020 : : 1,177 10,701 3,158 528 -360 6,989 0 0 1,269 -351 351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 87.9 39.8 6.0 2.9 4.9 0.0 0.0 6.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 24 7 4 . 4 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 268,622 : : Positions : : 126,908 227,823 92,774 20,280 8,464 17,191 1,952 0 15,579 3,473 2,601 : : : : Changes from: May 26, 2020 : : 2,228 14,652 1,795 1,239 480 6,942 -1,055 0 1,591 -291 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 84.8 34.5 7.5 3.2 6.4 0.7 0.0 5.8 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 30 35 8 5 4 4 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 137,661 : : Positions : : 120,691 103,647 10,523 28,617 3,195 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 3,971 2,947 84 678 -273 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 75.3 7.6 20.8 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 39,758 : : Positions : : 19,235 32,190 18,556 3,558 0 0 1,934 0 341 1,472 0 : : : : Changes from: May 26, 2020 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 81.0 46.7 8.9 0.0 0.0 4.9 0.0 0.9 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 4 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 299,019 : : Positions : : 170,786 192,766 102,474 79,421 15,032 1,407 0 199 1,200 360 210 : : : : Changes from: May 26, 2020 : : 3,139 413 -844 198 -400 505 0 -381 -273 -420 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 64.5 34.3 26.6 5.0 0.5 0.0 0.1 0.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 32 5 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 115,024 : : Positions : : 114,360 112,605 420 1,200 0 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 390 1,024 420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 97.9 0.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 120,594 : : Positions : : 94,939 68,788 5,122 33,860 6,706 0 0 0 1,222 0 0 : : : : Changes from: May 26, 2020 : : 93 -2,274 -2,158 -454 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 57.0 4.2 28.1 5.6 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 238,447 : : Positions : : 224,063 156,038 5,227 69,073 3,067 0 0 0 1,108 1,943 957 : : : : Changes from: May 26, 2020 : : 2,986 3,311 -62 0 -122 0 0 0 0 354 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 65.4 2.2 29.0 1.3 0.0 0.0 0.0 0.5 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 23 . 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 194,494 : : Positions : : 122,795 184,894 48,976 0 7,404 0 416 0 360 0 0 : : : : Changes from: May 26, 2020 : : -432 1,029 214 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 95.1 25.2 0.0 3.8 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 84,503 : : Positions : : 45,988 74,942 32,644 790 1,041 0 0 0 466 0 150 : : : : Changes from: May 26, 2020 : : 1,856 -361 1 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 88.7 38.6 0.9 1.2 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 66,581 : : Positions : : 53,335 56,475 7,137 7,229 0 0 0 0 523 0 0 : : : : Changes from: May 26, 2020 : : -3,379 60 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 84.8 10.7 10.9 0.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 213,309 : : Positions : : 142,659 164,191 53,466 34,468 5,925 0 0 0 3,171 0 31 : : : : Changes from: May 26, 2020 : : -872 3,319 4,581 461 -1,528 -360 0 0 819 0 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.0 25.1 16.2 2.8 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 188,276 : : Positions : : 135,028 125,662 24,277 35,702 12,482 0 0 0 6,764 4,112 182 : : : : Changes from: May 26, 2020 : : 1,153 -2,565 2,687 4,615 -510 0 0 0 214 -991 -1,204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 66.7 12.9 19.0 6.6 0.0 0.0 0.0 3.6 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 19 4 9 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 51,253 : : Positions : : 40,275 47,027 6,882 0 398 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 334 -2,117 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 91.8 13.4 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 June 2, 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 72,742 : : Positions : : 45,000 66,625 20,557 0 2,928 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : -3,191 -153 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 91.6 28.3 0.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 266,555 : : Positions : : 197,422 154,502 28,410 79,891 22,883 1,092 0 0 3,551 1,908 1,633 : : : : Changes from: May 26, 2020 : : -5,365 -346 210 -999 217 0 0 0 0 -32 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 58.0 10.7 30.0 8.6 0.4 0.0 0.0 1.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 24 . 9 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 137,890 : : Positions : : 91,657 89,735 13,678 18,812 24,734 0 1,092 2 0 300 30 : : : : Changes from: May 26, 2020 : : 115 359 317 523 -32 0 0 0 0 121 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 65.1 9.9 13.6 17.9 0.0 0.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . 6 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 167,843 : : Positions : : 150,101 137,346 3,690 21,557 3,384 0 0 0 555 1,712 0 : : : : Changes from: May 26, 2020 : : -924 -2,333 -3 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 81.8 2.2 12.8 2.0 0.0 0.0 0.0 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 18 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 48,677 : : Positions : : 44,530 31,132 0 13,642 1,028 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 89 250 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 64.0 0.0 28.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 289,051 : : Positions : : 241,537 39,200 21,131 234,877 12,963 0 0 0 0 690 0 : : : : Changes from: May 26, 2020 : : 5,304 -856 -490 5,670 -2,134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 13.6 7.3 81.3 4.5 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 10 . 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 107,844 : : Positions : : 79,639 52,364 14,205 47,445 3,410 0 1,498 0 3,335 0 0 : : : : Changes from: May 26, 2020 : : 31 667 392 -30 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 48.6 13.2 44.0 3.2 0.0 1.4 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 Index (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DW Open Interest is 22,669 : : Positions : : 15,148 22,023 4,935 0 0 0 0 0 1,630 0 0 : : : : Changes from: May 26, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 97.2 21.8 0.0 0.0 0.0 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 186,576 : : Positions : : 161,174 132,383 3,748 31,022 14,323 0 0 0 0 0 0 : : : : Changes from: May 26, 2020 : : 2,696 -704 -176 1,256 -915 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 71.0 2.0 16.6 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 20 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 INDEX - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233ED Open Interest is 23,633 : : Positions : : 19,655 20,775 2,381 0 0 0 0 0 0 430 0 : : : : Changes from: May 26, 2020 : : 120 -1,178 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 87.9 10.1 0.0 0.0 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 1,336,427 : : Positions : : 241,589 256,672 233,845 202,021 99,359 211,239 222,732 293,998 58,670 91,476 127,858 : : : : Changes from: May 26, 2020 : : 13,637 17,694 -4,955 8,587 582 9,717 13,879 18,595 11,994 -5,988 17,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 19.2 17.5 15.1 7.4 15.8 16.7 22.0 4.4 6.8 9.6 : : : : Number of Traders in Each Category Total Traders: 306 : : 42 37 20 16 31 58 71 74 49 32 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 679,005 : : Positions : : 123,931 125,876 15,617 99,211 266,892 56,110 1,287 78,904 32,225 3,693 98,092 : : : : Changes from: May 26, 2020 : : 1,513 4,890 7,024 19,662 7,694 5,655 -7,038 2,838 3,135 77 -1,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 18.5 2.3 14.6 39.3 8.3 0.2 11.6 4.7 0.5 14.4 : : : : Number of Traders in Each Category Total Traders: 123 : : 37 33 6 15 19 23 4 20 25 9 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 302,402 : : Positions : : 102,443 95,697 69,489 92,270 36,671 3,573 483 12,487 29,645 21,744 28,263 : : : : Changes from: May 26, 2020 : : -12,181 -7,726 -2,843 -14,063 -594 -6,848 355 365 296 -1,152 -1,911 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 31.6 23.0 30.5 12.1 1.2 0.2 4.1 9.8 7.2 9.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 28 27 6 12 18 4 . 4 10 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 123,952 : : Positions : : 15,694 23,003 46,057 7,530 25,830 448 19,847 13,552 4,308 15,113 6,930 : : : : Changes from: May 26, 2020 : : -10,451 -93 1,943 226 -4,489 -1,059 2,887 -5,775 -5,212 -12,201 -2,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 18.6 37.2 6.1 20.8 0.4 16.0 10.9 3.5 12.2 5.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 10 11 . 13 . 6 6 6 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 55,704 : : Positions : : 3,175 4,427 0 9,477 4,970 5,706 8,082 21,033 12,965 731 6,900 : : : : Changes from: May 26, 2020 : : 9 1,602 0 210 -337 1,272 84 1,436 377 -105 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 7.9 0.0 17.0 8.9 10.2 14.5 37.8 23.3 1.3 12.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 7 0 . . 6 . 4 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 753,191 : : Positions : : 355,329 103,513 138,530 500,782 97,295 11,433 0 12,134 99,290 13,653 13,601 : : : : Changes from: May 26, 2020 : : -8,468 -5,425 26,359 22,690 -3,173 8,264 0 6,716 -8,671 1,164 -1,179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 13.7 18.4 66.5 12.9 1.5 0.0 1.6 13.2 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 18 15 6 13 18 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 193,240 : : Positions : : 26,252 36,171 81,756 66,004 53,734 2,781 4,248 6,383 11,611 13,458 6,240 : : : : Changes from: May 26, 2020 : : -3,026 4,347 17,901 14,088 7,876 917 429 -1,827 1,379 -1,659 -3,384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 18.7 42.3 34.2 27.8 1.4 2.2 3.3 6.0 7.0 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 8 10 11 6 17 . . 4 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 3,849 : : Positions : : 2,478 2,301 373 238 188 0 0 0 91 218 67 : : : : Changes from: May 26, 2020 : : -306 -280 125 22 -162 0 0 0 -35 -41 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 59.8 9.7 6.2 4.9 0.0 0.0 0.0 2.4 5.7 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 30,212 : : Positions : : 18,741 24,257 6,041 2,806 3,034 46 0 0 1,919 0 0 : : : : Changes from: May 26, 2020 : : -1,949 -3,385 -1,078 70 42 0 0 0 -272 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 80.3 20.0 9.3 10.0 0.2 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 31 4 5 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 24,548 : : Positions : : 23,195 20,206 23 2,510 816 0 0 0 15 51 370 : : : : Changes from: May 26, 2020 : : -2,143 -2,189 -97 -53 -42 0 0 0 0 33 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 82.3 0.1 10.2 3.3 0.0 0.0 0.0 0.1 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 7,994 : : Positions : : 5,747 7,128 1,131 0 274 0 0 0 95 185 212 : : : : Changes from: May 26, 2020 : : -1,041 -1,594 -421 -30 27 0 0 0 -56 20 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.2 14.1 0.0 3.4 0.0 0.0 0.0 1.2 2.3 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 25 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 31,030 : : Positions : : 28,942 20,387 0 9,395 343 0 0 0 1,693 562 52 : : : : Changes from: May 26, 2020 : : -6,934 -6,045 0 -651 -127 0 0 0 -266 -510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 65.7 0.0 30.3 1.1 0.0 0.0 0.0 5.5 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 32 0 8 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 47,439 : : Positions : : 31,103 39,621 8,773 1,537 2,709 173 10 50 1,740 622 2,043 : : : : Changes from: May 26, 2020 : : -3,611 -4,901 -765 -507 -460 10 10 50 -1,028 90 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 83.5 18.5 3.2 5.7 0.4 0.0 0.1 3.7 1.3 4.3 : : : : Number of Traders in Each Category Total Traders: 88 : : 52 48 9 . 8 . . . 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 3,780 : : Positions : : 2,430 2,646 48 0 104 0 0 0 128 55 200 : : : : Changes from: May 26, 2020 : : -629 -513 16 0 -47 0 0 0 16 -37 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 70.0 1.3 0.0 2.8 0.0 0.0 0.0 3.4 1.5 5.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 47,153 : : Positions : : 45,275 23,179 665 22,880 675 0 0 0 387 0 37 : : : : Changes from: May 26, 2020 : : -8,776 -8,351 -776 -1,735 -100 0 0 0 -511 -30 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 49.2 1.4 48.5 1.4 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 34 . 8 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 141,062 : : Positions : : 114,316 115,983 13,828 11,054 4,072 1,057 2,445 435 2,961 3,300 3,027 : : : : Changes from: May 26, 2020 : : 3,080 2,776 622 1,049 -208 0 -105 0 -38 435 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 82.2 9.8 7.8 2.9 0.7 1.7 0.3 2.1 2.3 2.1 : : : : Number of Traders in Each Category Total Traders: 115 : : 73 65 11 5 9 . . . 6 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 44,176 : : Positions : : 28,257 21,743 8,522 18,892 2,539 2,974 0 0 1,631 440 0 : : : : Changes from: May 26, 2020 : : 1,153 -1,958 -420 2,349 -464 55 0 -20 -233 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 49.2 19.3 42.8 5.7 6.7 0.0 0.0 3.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 24 . 9 5 5 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 53,533 : : Positions : : 45,196 35,596 810 13,392 1,180 3,354 70 0 782 1,228 1,318 : : : : Changes from: May 26, 2020 : : -3,375 -3,874 -86 -609 -320 -97 -175 0 -634 522 -342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 66.5 1.5 25.0 2.2 6.3 0.1 0.0 1.5 2.3 2.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 44 43 4 5 . . . 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 37,593 : : Positions : : 32,424 26,570 1,583 7,984 1,585 900 265 0 326 125 602 : : : : Changes from: May 26, 2020 : : -1,113 -1,257 72 87 -391 0 215 0 -19 -26 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 70.7 4.2 21.2 4.2 2.4 0.7 0.0 0.9 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 33 . 5 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 22,101 : : Positions : : 16,893 17,744 2,809 1,572 1,066 0 480 0 0 451 488 : : : : Changes from: May 26, 2020 : : -1,640 -1,547 95 -56 -72 0 0 0 0 -95 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 80.3 12.7 7.1 4.8 0.0 2.2 0.0 0.0 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 22 6 4 6 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 05, 2020