Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV   2500 MMBtus                                             :
CFTC Code #023391                                                    Open Interest is 6,022,854                :
: Positions                                                                                                    :
:3,631,476 1,326,570   546,778 3,926,674   317,878   659,378    12,829   106,880   417,643     7,187   305,048 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
: -163,668   -50,853   -31,300   -45,478     7,809    27,706   -14,362    -5,060    49,805    -7,469   -50,216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      22.0       9.1      65.2       5.3      10.9       0.2       1.8       6.9       0.1       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      121       107        11        18        23        14         5        15        36         9        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 1,554,168                :
: Positions                                                                                                    :
:  152,372   157,488    31,220    37,595   771,174    11,712    19,064   336,789    19,988     4,076   226,676 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -24    -9,586     7,325     2,782    23,198     1,407     5,852    30,220   -17,925    -1,924    55,500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      10.1       2.0       2.4      49.6       0.8       1.2      21.7       1.3       0.3      14.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       35        32         6        11        17         5         .         5        10         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   257,908                :
: Positions                                                                                                    :
:  177,495   229,050    39,753     6,918     9,156         0         0         0     3,196     2,237        62 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -2,580    -5,942       155       304      -611         0         0         0    -1,670         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      88.8      15.4       2.7       3.6       0.0       0.0       0.0       1.2       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        15         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   161,389                :
: Positions                                                                                                    :
:  146,540    81,514         0    68,278     2,282       288         0         0       785       419     1,402 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    4,299    -2,015         0     4,771    -3,821        32         0         0         0        -3       427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      50.5       0.0      42.3       1.4       0.2       0.0       0.0       0.5       0.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        18         0         8         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   336,866                :
: Positions                                                                                                    :
:  244,201   124,168    30,875   168,584    31,698     5,934         0         0     5,322     3,448     5,412 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -399     1,285      -880      -656       312         0         0         0         5       649      -184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      36.9       9.2      50.0       9.4       1.8       0.0       0.0       1.6       1.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        26         4         9         5         4         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is 1,155,262                :
: Positions                                                                                                    :
:1,099,712    53,983    13,501 1,054,209    23,706     1,524         0     2,325     1,951    11,824     1,321 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    6,631      -141       -60     3,138     1,216       669         0        16       459       490        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2       4.7       1.2      91.3       2.1       0.1       0.0       0.2       0.2       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        17         .        10         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   414,795                :
: Positions                                                                                                    :
:  298,524   272,793    62,080    94,088    39,491       390     1,612         2     4,170       279       483 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,365     2,604       -90    -2,051       828      -120       -32         0       -60       -31       -99 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      65.8      15.0      22.7       9.5       0.1       0.4       0.0       1.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       32        31         6         8         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   622,671                :
: Positions                                                                                                    :
:  552,956   410,661    28,869   180,485    26,237       930       352         0     1,314     1,028       860 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   12,773     7,344       212     5,770      -478       -30       128         0       494     1,028       488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      66.0       4.6      29.0       4.2       0.1       0.1       0.0       0.2       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       28        34         .        12         9         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   476,161                :
: Positions                                                                                                    :
:  363,780   127,931    79,330   314,035    19,460     4,029     1,748         0         0     3,003        87 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    8,748    -1,189    -1,159     8,922    -3,192         0         0         0         0      -647        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      26.9      16.7      66.0       4.1       0.8       0.4       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        18         7         8         9         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   101,974                :
: Positions                                                                                                    :
:   83,262    84,525     8,578     6,274     3,747         0       370         0         0     1,921         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,524     3,874     1,348         0      -372         0        60         0         0    -2,583       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      82.9       8.4       6.2       3.7       0.0       0.4       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV   Any multiple of 2,500 MMBtus                            :
CFTC Code #02339P                                                    Open Interest is    13,901                :
: Positions                                                                                                    :
:    9,600    13,126       744       310         0         0         0         0       558         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      94.4       5.4       2.2       0.0       0.0       0.0       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        13         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    26,594                :
: Positions                                                                                                    :
:   19,153    23,340     1,551     1,938       665         0         0         0       527         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,798       -93       -62         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      87.8       5.8       7.3       2.5       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   331,583                :
: Positions                                                                                                    :
:  305,519    46,359     2,904   265,505     5,830         0     1,925         0         0     4,428         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -3,011       866       602     1,468     1,529         0         0         0         0    -1,594      -286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      14.0       0.9      80.1       1.8       0.0       0.6       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        18         .        11         5         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   199,282                :
: Positions                                                                                                    :
:  174,238    25,692     3,435   154,263    13,879         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -212       190       247     1,264       660         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      12.9       1.7      77.4       7.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        11         .        11         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is   298,101                :
: Positions                                                                                                    :
:  276,457   266,330     1,289    24,458     5,577     2,280         0         0       926         0       453 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -3,992     2,954         0         0         0       250         0         0       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      89.3       0.4       8.2       1.9       0.8       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         .         6         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    41,563                :
: Positions                                                                                                    :
:   14,051    39,207    18,536       806       496         0       310         0     5,425         0       620 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:       56     1,331       744        93       -93         0         0         0       341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      94.3      44.6       1.9       1.2       0.0       0.7       0.0      13.1       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        19         .         .         .         0         .         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   616,620                :
: Positions                                                                                                    :
:  519,728   161,424    35,594   400,239    35,558       480         0         0     8,151     2,756     6,668 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   10,359     3,071    -2,063     6,603     1,131    -1,165      -801       -91       186    -1,586       216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      26.2       5.8      64.9       5.8       0.1       0.0       0.0       1.3       0.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       42        29         4        11        10         .         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   195,661                :
: Positions                                                                                                    :
:  105,137    96,049    45,854    54,027    40,908         0         0         0       404         0        30 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:  -10,427       239     1,770    -8,476    -1,422         0         0         0      -527      -465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      49.1      23.4      27.6      20.9       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         4         4         8         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is   189,473                :
: Positions                                                                                                    :
:  155,869    80,482    12,662    92,227    14,632         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   10,006      -353      -143    10,350    -1,660         0         0         0      -461         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      42.5       6.7      48.7       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        10         .         9         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AG                                                    Open Interest is   223,920                :
: Positions                                                                                                    :
:   98,466   184,380    94,966    21,561     7,346    14,911         0         0     5,053     4,550         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,296     6,733       540     1,468       533     6,913         0         0     4,061     1,643       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      82.3      42.4       9.6       3.3       6.7       0.0       0.0       2.3       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       17        33         9         .         7         5         0         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   245,143                :
: Positions                                                                                                    :
:  102,472   203,675    84,635    22,809     6,359    25,813         0         0    17,670     5,108     1,271 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    3,005     6,857    -3,112     1,468     1,054     5,105         0         0     3,186       520       813 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      83.1      34.5       9.3       2.6      10.5       0.0       0.0       7.2       2.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       27        44         9         4         6         6         0         0         6         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   141,557                :
: Positions                                                                                                    :
:  126,007   103,150    10,718    34,127     2,672         0         0         0         0       372         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,314     2,958       240      -466       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      72.9       7.6      24.1       1.9       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       17        25         .         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    38,878                :
: Positions                                                                                                    :
:   16,462    34,608    20,465     2,046         0         0       651         0       837     1,108         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      709       399         0        62         0         0         0         0         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.3      89.0      52.6       5.3       0.0       0.0       1.7       0.0       2.2       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9        14         4         .         0         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   287,144                :
: Positions                                                                                                    :
:  185,297   180,230    73,497    75,973    17,859     3,801       847       688     1,413     2,049        91 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      729       637      -745      -200       -44     1,773      -604       586       -60       708        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      62.8      25.6      26.5       6.2       1.3       0.3       0.2       0.5       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        32         5         6         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV   2500 mmbtu                                               :
CFTC Code #0233AT                                                    Open Interest is   115,758                :
: Positions                                                                                                    :
:  114,983   114,363       310         0         0         0         0         0         0       372         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,116     1,581         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      98.8       0.3       0.0       0.0       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        16         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    14,067                :
: Positions                                                                                                    :
:    6,665    12,269     5,180         0         0         0         0         0         0     1,116         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -93         0         0         0         0         0         0         0         0        93         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      87.2      36.8       0.0       0.0       0.0       0.0       0.0       0.0       7.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is   111,224                :
: Positions                                                                                                    :
:   87,112    61,890     3,929    33,654     8,019         0         0         0     1,459         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -199      -110        -2         0         2         0         0         0        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      55.6       3.5      30.3       7.2       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        15         .         4         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   241,076                :
: Positions                                                                                                    :
:  228,874   167,054     3,241    61,514     2,836         0         0         0         0     1,370     2,140 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,466     3,027        60         0       -91         0         0         0         0        88        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      69.3       1.3      25.5       1.2       0.0       0.0       0.0       0.0       0.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        25         .         6         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   192,204                :
: Positions                                                                                                    :
:  141,769   181,669    36,793         0     7,254         0         0         0         0       336        31 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,644     2,003       329         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      94.5      19.1       0.0       3.8       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        17         5         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    93,678                :
: Positions                                                                                                    :
:   61,223    61,840    21,434    17,420     6,379         0         0         0       615         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -360    -1,491      -107       -31       -42         0         0         0        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      66.0      22.9      18.6       6.8       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         5         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    43,591                :
: Positions                                                                                                    :
:   34,941    38,797     4,353     3,237         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,705        31      -124         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      89.0      10.0       7.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   216,410                :
: Positions                                                                                                    :
:  169,463   159,176    24,233    34,159    12,517         0         0         0     1,899         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,342    -1,589    -1,317       242         0         0         0         0       -59         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      73.6      11.2      15.8       5.8       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   186,002                :
: Positions                                                                                                    :
:  130,747   113,647    23,713    43,338    16,953       288         0         0     6,040     3,345       787 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,737      -897    -1,315     1,550       946        32         0         0       -88      -196      -174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      61.1      12.7      23.3       9.1       0.2       0.0       0.0       3.2       1.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        19         4         9         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BM                                                    Open Interest is    18,471                :
: Positions                                                                                                    :
:   12,784    15,906       984       217       372         0         0         0     2,216       217         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      86.1       5.3       1.2       2.0       0.0       0.0       0.0      12.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV   MMBtu                                                :
CFTC Code #0233BY                                                    Open Interest is    46,642                :
: Positions                                                                                                    :
:   35,331    38,328     5,687         0       336         0         0         0     1,294         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -31    -5,449        60         0         0         0         0         0       -35         0      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      82.2      12.2       0.0       0.7       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    69,639                :
: Positions                                                                                                    :
:   41,474    62,938    17,929         0     3,238         0         0         0     1,147         0       558 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,547       159         0         0         0         0         0         0       -62         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      90.4      25.7       0.0       4.6       0.0       0.0       0.0       1.6       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       11        18         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   243,913                :
: Positions                                                                                                    :
:  176,794   131,877    22,385    84,640    20,873     1,313         0         0     8,290         0     1,197 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -3,047    -1,283      -403     3,091      -370         0         0         0     1,357         0       154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      54.1       9.2      34.7       8.6       0.5       0.0       0.0       3.4       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        26         .        10         7         .         0         0         7         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CS                                                    Open Interest is    15,378                :
: Positions                                                                                                    :
:    8,593    13,549       744         0         0     1,147         0         0     4,278     1,054         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:       31       -31         0         0         0       310         0         0       341       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      88.1       4.8       0.0       0.0       7.5       0.0       0.0      27.8       6.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        5        12         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   138,265                :
: Positions                                                                                                    :
:   94,446    88,456    15,896    19,365    24,281         0     1,092         1         0     1,920         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      541     1,252      -310      -896      -125         0         0         0         0      -118         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      64.0      11.5      14.0      17.6       0.0       0.8       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         4         7         7         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    36,113                :
: Positions                                                                                                    :
:   21,335    29,351     6,443         0     6,576         0         0         0       651         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0      -310         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      81.3      17.8       0.0      18.2       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   150,461                :
: Positions                                                                                                    :
:  132,385   122,236     3,746    20,096     3,260     1,022         0         0     1,085     2,419         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -308    -1,121      -151         0         0         0         0         0         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      81.2       2.5      13.4       2.2       0.7       0.0       0.0       0.7       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        20         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    60,369                :
: Positions                                                                                                    :
:   40,395    44,641    11,581     8,533     2,506         0         0         0     1,661     2,007         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -746     2,684       365      -428         0         0         0         0         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      73.9      19.2      14.1       4.2       0.0       0.0       0.0       2.8       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    41,608                :
: Positions                                                                                                    :
:   34,259    26,390     1,116    11,285     2,888         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -682      -217         0        62         0         0         0         0      -217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      63.4       2.7      27.1       6.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        17         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   282,023                :
: Positions                                                                                                    :
:  235,637    43,005    25,011   223,567    10,516         0         0         0         0     4,269         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,467       263     1,540     1,814      -119         0         0         0         0     1,456         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      15.2       8.9      79.3       3.7       0.0       0.0       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        17         4         6         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is   103,561                :
: Positions                                                                                                    :
:   76,675    51,771    11,210    43,530     4,852         0     1,498         0     3,746       372         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    5,253    -2,544    -2,043     4,987       401         0         0         0         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      50.0      10.8      42.0       4.7       0.0       1.4       0.0       3.6       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15         9         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DW                                                    Open Interest is    20,438                :
: Positions                                                                                                    :
:   14,639    19,818     3,075         0         0         0         0         0     1,054         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -74       546         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      97.0      15.0       0.0       0.0       0.0       0.0       0.0       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233EB                                                    Open Interest is   199,273                :
: Positions                                                                                                    :
:  172,000   145,348     5,625    32,809    13,512         0         0         0     1,379         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,064     1,710     1,130         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      72.9       2.8      16.5       6.8       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        26         .         4         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233ED                                                    Open Interest is    26,525                :
: Positions                                                                                                    :
:   23,650    22,003       649     2,294        31         0         0         0       899         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      961      -589         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      83.0       2.4       8.6       0.1       0.0       0.0       0.0       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,311,456                :
: Positions                                                                                                    :
:  239,160   230,435   185,424   207,001   119,376   288,972   190,854   247,339    46,759   151,435   122,382 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -7,806    -3,626    13,157    18,042      -600    10,242   -45,333    18,588    -7,475    36,098   -18,903 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      17.6      14.1      15.8       9.1      22.0      14.6      18.9       3.6      11.5       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   321                     :
:       42        37        20        17        31        66        67        78        42        52        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   692,404                :
: Positions                                                                                                    :
:  118,839   112,995    13,476   112,668   261,846    66,417     9,240    90,896    36,431     1,144    97,560 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    3,108       238    -3,002     4,098     5,745       586     5,346    12,167     9,633       264    14,097 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.2      16.3       1.9      16.3      37.8       9.6       1.3      13.1       5.3       0.2      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   125                     :
:       38        31         5        16        20        22        11        26        20        12        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   302,530                :
: Positions                                                                                                    :
:   98,609    93,815    62,976    93,350    41,987     2,585         0    16,322    34,915    22,937    25,907 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:  -11,082    -5,899    -2,305   -13,007       -86    -9,124         0       -41     2,362       551    -3,714 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      31.0      20.8      30.9      13.9       0.9       0.0       5.4      11.5       7.6       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       28        25         7        13        19         4         0         4        14         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   123,342                :
: Positions                                                                                                    :
:   21,692    22,772    45,948     3,278    29,741     1,332    26,115    11,449     1,922    12,842     5,909 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,136    -5,152       677     1,737    -4,826      -955     4,376    -5,054    -2,509    -6,746    -1,485 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.6      18.5      37.3       2.7      24.1       1.1      21.2       9.3       1.6      10.4       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       12        11        12         .        14         .         5         5         4         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    84,767                :
: Positions                                                                                                    :
:    4,603     3,801       744     6,012    14,379     8,329    12,561    25,521    11,576     2,984    19,502 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,030     1,429       623    -1,406     2,819       814     1,237     1,341    -6,483    -5,301    11,939 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.4       4.5       0.9       7.1      17.0       9.8      14.8      30.1      13.7       3.5      23.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12         8         .         .         .         7         .         6         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                       :
CFTC Code #03565B                                                    Open Interest is   722,450                :
: Positions                                                                                                    :
:  330,770   100,376   140,535   466,932   103,845    11,433         0    12,134    87,708    14,996    13,417 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:  -13,744    -3,108     5,551   -16,160       269         0         0         0    -8,516       -30      -578 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      13.9      19.5      64.6      14.4       1.6       0.0       1.7      12.1       2.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       17        15         8        13        19         .         0         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                   :
CFTC Code #03565C                                                    Open Interest is   189,335                :
: Positions                                                                                                    :
:   26,978    27,583    79,828    70,460    53,986     2,624     4,957     5,909     6,577    17,215     3,201 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -4,697    -3,910    -9,278    -4,208       757      -288       438    -1,129    -1,053    -1,932    -2,158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      14.6      42.2      37.2      28.5       1.4       2.6       3.1       3.5       9.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       10        10        10         6        15         .         .         .         5         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV   1000  metric tonnes                                          :
CFTC Code #066413                                                    Open Interest is     5,158                :
: Positions                                                                                                    :
:    3,097     2,783       174       324       558         0         0         0       781       534       115 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -528      -545      -222      -181        22         0         0         0        75       -63       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      54.0       3.4       6.3      10.8       0.0       0.0       0.0      15.1      10.4       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        23         .         .         4         0         0         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                             :
CFTC Code #066416                                                    Open Interest is    30,485                :
: Positions                                                                                                    :
:   20,772    24,898     4,876     3,035     2,369        51         0         0     1,975         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,781    -2,398      -671       125      -194         0         0         0       208         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      81.7      16.0      10.0       7.8       0.2       0.0       0.0       6.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        30         .         4         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641A                                                    Open Interest is    20,041                :
: Positions                                                                                                    :
:   19,514    16,055         0     2,856       194         0         0         0         0       106       167 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,465    -1,130       -75      -285         0         0         0         0         0       -58         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      80.1       0.0      14.3       1.0       0.0       0.0       0.0       0.0       0.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        23         0         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BUTANE OPIS MT BELV NONTET FP  - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641D                                                    Open Interest is    10,092                :
: Positions                                                                                                    :
:    7,700     8,329       757       124       591         0         0         0       344       318       309 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,273    -1,511      -141      -226       122         0         0         0      -102       109      -107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      82.5       7.5       1.2       5.9       0.0       0.0       0.0       3.4       3.2       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        22         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641F                                                    Open Interest is    23,822                :
: Positions                                                                                                    :
:   21,826    14,816       100     7,643       424         0         0         0     1,018       310       239 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -3,762    -2,398       100    -1,902       -25         0         0         0    -1,034      -417        69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      62.2       0.4      32.1       1.8       0.0       0.0       0.0       4.3       1.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       25        35         .         8         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641G                                                    Open Interest is    48,230                :
: Positions                                                                                                    :
:   31,604    40,823     7,596     1,217     2,985       623         0         0     3,309       860     1,311 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -2,654    -3,524    -1,813      -766      -541      -184         0         0       555        91      -755 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      84.6      15.7       2.5       6.2       1.3       0.0       0.0       6.9       1.8       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       53        51        10         .         8         .         0         0         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV   1000 Metric  Tonnes                                       :
CFTC Code #06641H                                                    Open Interest is     2,173                :
: Positions                                                                                                    :
:      976     1,492       144        52       192        36         0         0         7         0        72 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -145      -530       -35       -13         2         0         0         0      -145       -34        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      68.7       6.6       2.4       8.8       1.7       0.0       0.0       0.3       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        17         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #06665A                                                    Open Interest is     1,735                :
: Positions                                                                                                    :
:      766     1,134        98        57        63         0         0         0       118         0       111 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -324      -232       -23        -2         3         0         0         0        17       -80       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      65.4       5.6       3.3       3.6       0.0       0.0       0.0       6.8       0.0       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        14         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     4,046                :
: Positions                                                                                                    :
:    2,577     2,888       371         0        68         0         0         0        99        47       308 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -401      -421       101         0       -37         0         0         0        12         1       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      71.4       9.2       0.0       1.7       0.0       0.0       0.0       2.4       1.2       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        23         .         0         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665G                                                    Open Interest is    44,625                :
: Positions                                                                                                    :
:   42,691    15,825       540    27,573       602         0         0         0       667       152        14 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -5,900    -5,230      -710    -1,818        -9         0         0         0      -426       -15        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      35.5       1.2      61.8       1.3       0.0       0.0       0.0       1.5       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        33         .         7         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   136,035                :
: Positions                                                                                                    :
:  106,062   112,440    13,017     9,283     5,116     1,452     1,838       510     5,661     2,646     3,141 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,968     3,002      -499       -60       392         5        -8        62       777       -47       192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      82.7       9.6       6.8       3.8       1.1       1.4       0.4       4.2       1.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       67        60        10         6        12         .         .         .        10         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    56,549                :
: Positions                                                                                                    :
:   37,576    31,916     8,494    20,698     2,933     5,681         0         0     1,645       300        40 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      428     1,117      -441      -743       338       209         0         0       187        40       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      56.4      15.0      36.6       5.2      10.0       0.0       0.0       2.9       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        21         .         7         .         7         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    55,990                :
: Positions                                                                                                    :
:   46,263    41,145     1,788     9,731       797     3,608         0         0     1,018     1,771     1,834 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -3,706    -3,114      -189    -1,383        48      -188         0         0      -640       187      -282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      73.5       3.2      17.4       1.4       6.4       0.0       0.0       1.8       3.2       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       52        40         7         5         4         5         0         0         6         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                       :
CFTC Code #06665R                                                    Open Interest is    33,843                :
: Positions                                                                                                    :
:   29,396    22,757     1,248     8,503     1,631       900         0         0       370       308       176 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -2,375    -2,627         5       242       253         0         0         0       -71       -92       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      67.2       3.7      25.1       4.8       2.7       0.0       0.0       1.1       0.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        29         .         7         4         .         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    23,191                :
: Positions                                                                                                    :
:   17,467    18,981     3,151     1,677     1,034         0       405         0       108       230       518 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,373    -1,099       -91      -312        -1         0         0         0       -56         5      -131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      81.8      13.6       7.2       4.5       0.0       1.7       0.0       0.5       1.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        21         6         .         6         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------



Updated August 07, 2020