Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 6,226,401 : : Positions : :3,605,820 1,312,888 590,705 4,003,709 397,027 832,092 24,401 83,184 305,302 7,896 376,584 : : : : Changes from: September 8, 2020 : : 3,635 -8,856 -11,802 52,088 3,065 36,080 509 -1,950 14,780 -2,586 -10,833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 21.1 9.5 64.3 6.4 13.4 0.4 1.3 4.9 0.1 6.0 : : : : Number of Traders in Each Category Total Traders: 236 : : 125 109 14 18 22 13 7 14 33 12 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 1,572,682 : : Positions : : 159,095 158,920 18,959 47,905 795,049 19,912 340 336,127 22,107 13,403 219,484 : : : : Changes from: September 8, 2020 : : -1,054 -4,826 -4,040 2,770 -5,486 2,754 -494 -2,466 555 760 -6,492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 10.1 1.2 3.0 50.6 1.3 0.0 21.4 1.4 0.9 14.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 34 32 8 9 17 5 . 7 12 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 220,486 : : Positions : : 154,015 196,381 29,452 7,198 7,844 330 0 0 3,765 2,553 0 : : : : Changes from: September 8, 2020 : : 668 52 -492 -1 -59 -30 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 89.1 13.4 3.3 3.6 0.1 0.0 0.0 1.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 146,296 : : Positions : : 135,794 69,190 0 69,873 671 256 0 0 1,493 234 586 : : : : Changes from: September 8, 2020 : : 2,701 -600 0 2,533 61 0 0 0 0 234 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 47.3 0.0 47.8 0.5 0.2 0.0 0.0 1.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 0 8 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 314,942 : : Positions : : 224,507 121,374 36,735 160,761 21,899 5,056 0 0 9,850 4,252 3,530 : : : : Changes from: September 8, 2020 : : -1,032 1,236 3,056 389 -3,510 100 0 0 1,002 1,824 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 38.5 11.7 51.0 7.0 1.6 0.0 0.0 3.1 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 27 5 8 6 . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 1,132,116 : : Positions : :1,076,245 46,850 13,624 1,040,492 28,448 450 0 2,492 896 10,793 930 : : : : Changes from: September 8, 2020 : : 4,743 -3,915 564 9,866 2,418 -161 0 -1 645 -90 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 4.1 1.2 91.9 2.5 0.0 0.0 0.2 0.1 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 17 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 395,606 : : Positions : : 269,007 260,272 59,902 88,430 37,918 4,066 252 0 10,069 0 3,104 : : : : Changes from: September 8, 2020 : : 2,994 400 -1,366 3,039 -592 0 0 0 1,735 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 65.8 15.1 22.4 9.6 1.0 0.1 0.0 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 29 5 8 8 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 658,203 : : Positions : : 589,207 444,452 28,545 182,407 26,256 0 1,542 210 2,182 372 1,453 : : : : Changes from: September 8, 2020 : : 23,552 23,313 243 199 98 0 360 0 178 372 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 67.5 4.3 27.7 4.0 0.0 0.2 0.0 0.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 31 . 11 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 498,275 : : Positions : : 402,599 162,354 65,634 306,299 21,163 1,371 0 0 450 0 0 : : : : Changes from: September 8, 2020 : : 13,712 2,959 -1,127 9,694 -2 -1,329 0 0 0 -364 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 32.6 13.2 61.5 4.2 0.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 20 5 9 8 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 94,145 : : Positions : : 77,337 78,573 8,880 4,810 2,785 0 310 0 0 4,916 105 : : : : Changes from: September 8, 2020 : : 2,925 2,319 -89 0 157 0 0 0 0 -150 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 83.5 9.4 5.1 3.0 0.0 0.3 0.0 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 22,374 : : Positions : : 18,091 17,285 1,200 4,005 604 0 0 0 300 240 0 : : : : Changes from: September 8, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 77.3 5.4 17.9 2.7 0.0 0.0 0.0 1.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 311,086 : : Positions : : 292,834 40,047 3,354 256,608 3,514 0 1,377 0 0 2,655 713 : : : : Changes from: September 8, 2020 : : 3,497 -648 -215 2,838 -53 0 428 0 0 644 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 12.9 1.1 82.5 1.1 0.0 0.4 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 14 . 11 5 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 181,348 : : Positions : : 156,679 22,500 3,921 135,927 14,868 0 493 0 0 0 0 : : : : Changes from: September 8, 2020 : : 997 449 -153 -32 639 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 12.4 2.2 75.0 8.2 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 11 . 9 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 263,277 : : Positions : : 251,435 234,778 1,565 19,681 5,053 1,230 0 210 440 0 453 : : : : Changes from: September 8, 2020 : : -583 -583 0 31 0 -360 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 89.2 0.6 7.5 1.9 0.5 0.0 0.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 24,102 : : Positions : : 6,568 21,456 13,726 360 0 0 448 0 2,082 390 0 : : : : Changes from: September 8, 2020 : : 902 1,240 -868 0 0 0 0 0 1,302 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 89.0 56.9 1.5 0.0 0.0 1.9 0.0 8.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 13 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 599,859 : : Positions : : 494,592 149,777 47,488 395,408 28,833 4,233 11,911 35 11,679 4,390 4,122 : : : : Changes from: September 8, 2020 : : 3,612 -245 2,149 9,412 -2,114 1,438 -62 -1,134 2,792 1,403 -501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 25.0 7.9 65.9 4.8 0.7 2.0 0.0 1.9 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 40 26 5 12 11 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 188,615 : : Positions : : 104,761 90,341 44,424 58,382 34,765 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 2,972 1,339 17 1,298 -136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 47.9 23.6 31.0 18.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 5 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 225,379 : : Positions : : 205,823 79,078 5,153 137,003 8,464 0 0 0 1,618 0 0 : : : : Changes from: September 8, 2020 : : 7,562 4,020 -830 3,682 -403 0 0 0 698 0 -358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 35.1 2.3 60.8 3.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 9 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 177,115 : : Positions : : 82,691 145,602 81,223 24,137 5,778 0 0 0 930 248 0 : : : : Changes from: September 8, 2020 : : 572 3,418 2,350 490 0 0 0 0 496 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 82.2 45.9 13.6 3.3 0.0 0.0 0.0 0.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 6 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 177,567 : : Positions : : 78,939 145,178 82,541 25,237 4,024 4,770 0 0 6,603 2,348 0 : : : : Changes from: September 8, 2020 : : 1,062 3,418 2,350 490 0 0 0 0 744 248 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 81.8 46.5 14.2 2.3 2.7 0.0 0.0 3.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 23 37 8 4 . . 0 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 105,981 : : Positions : : 95,360 71,372 8,429 30,621 1,464 0 0 0 0 1,680 0 : : : : Changes from: September 8, 2020 : : 5,619 6,612 1,086 186 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 67.3 8.0 28.9 1.4 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 20 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 26,942 : : Positions : : 11,548 22,662 14,276 3,429 0 0 0 0 0 308 0 : : : : Changes from: September 8, 2020 : : 713 1,571 1,137 279 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 84.1 53.0 12.7 0.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 5 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 270,959 : : Positions : : 165,692 179,358 73,787 66,712 15,452 11,416 0 180 0 1,486 31 : : : : Changes from: September 8, 2020 : : 1,362 5,973 4,148 310 -240 1,182 0 -1,054 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 66.2 27.2 24.6 5.7 4.2 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 29 5 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 105,074 : : Positions : : 104,354 103,530 240 480 0 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 2,666 2,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 98.5 0.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 106,189 : : Positions : : 82,750 59,677 3,574 30,765 8,902 0 0 0 1,094 250 60 : : : : Changes from: September 8, 2020 : : 337 1,085 -214 -88 -214 0 0 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 56.2 3.4 29.0 8.4 0.0 0.0 0.0 1.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 210,242 : : Positions : : 201,668 137,729 1,803 62,095 2,034 0 0 0 0 1,600 1,965 : : : : Changes from: September 8, 2020 : : 1,867 1,407 247 -58 -231 0 0 0 -88 340 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 65.5 0.9 29.5 1.0 0.0 0.0 0.0 0.0 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 7 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 181,395 : : Positions : : 134,324 171,923 32,998 0 6,598 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 2,466 903 -582 0 -354 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 94.8 18.2 0.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 87,091 : : Positions : : 59,349 54,503 19,708 22,941 3,238 0 0 0 522 0 0 : : : : Changes from: September 8, 2020 : : 1,663 -383 287 3,841 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 62.6 22.6 26.3 3.7 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 27,542 : : Positions : : 16,543 25,390 4,430 468 90 0 0 0 3,034 240 180 : : : : Changes from: September 8, 2020 : : 558 1,608 496 0 0 0 0 0 192 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 92.2 16.1 1.7 0.3 0.0 0.0 0.0 11.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 212,887 : : Positions : : 172,453 151,479 15,003 35,115 14,688 0 0 0 2,613 0 723 : : : : Changes from: September 8, 2020 : : 3,832 332 -571 2,725 -157 0 0 0 -297 0 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 71.2 7.0 16.5 6.9 0.0 0.0 0.0 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 178,258 : : Positions : : 140,528 95,166 9,269 54,467 16,519 256 0 0 3,930 1,261 0 : : : : Changes from: September 8, 2020 : : 6,554 -1,069 -6,224 2,716 715 0 0 0 -93 517 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 53.4 5.2 30.6 9.3 0.1 0.0 0.0 2.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 22 . 9 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 52,590 : : Positions : : 33,665 46,964 13,469 0 2,928 1,260 0 0 480 690 0 : : : : Changes from: September 8, 2020 : : 122 277 155 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 89.3 25.6 0.0 5.6 2.4 0.0 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 226,569 : : Positions : : 174,826 119,882 18,149 79,267 19,236 1,092 2,694 0 6,103 0 277 : : : : Changes from: September 8, 2020 : : 5,490 4,504 0 896 831 0 0 0 0 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 52.9 8.0 35.0 8.5 0.5 1.2 0.0 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 22 . 10 7 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 116,150 : : Positions : : 78,212 71,179 18,386 22,424 16,296 310 1,092 0 0 1,313 0 : : : : Changes from: September 8, 2020 : : -1,223 -35 1,140 -798 591 310 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 61.3 15.8 19.3 14.0 0.3 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 20 6 5 7 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 129,862 : : Positions : : 116,111 104,153 5,288 19,531 1,738 0 0 0 0 1,712 0 : : : : Changes from: September 8, 2020 : : 186 248 248 0 -248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 80.2 4.1 15.0 1.3 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 53,786 : : Positions : : 42,134 38,642 4,142 6,696 4,026 0 0 0 1,661 2,074 0 : : : : Changes from: September 8, 2020 : : 2,076 -2,505 -4,836 144 398 0 0 0 0 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 71.8 7.7 12.4 7.5 0.0 0.0 0.0 3.1 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 29,008 : : Positions : : 25,198 14,735 720 11,729 1,090 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 0 -310 0 248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 50.8 2.5 40.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 259,172 : : Positions : : 220,537 31,002 23,466 217,998 8,676 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 310 -900 -125 930 217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 12.0 9.1 84.1 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 16 4 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 97,211 : : Positions : : 72,574 48,460 14,264 39,235 3,354 0 0 0 476 0 1,284 : : : : Changes from: September 8, 2020 : : 3,541 0 -465 1,178 389 0 0 0 -1,867 0 1,284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 49.9 14.7 40.4 3.5 0.0 0.0 0.0 0.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 14,915 : : Positions : : 11,872 14,613 2,559 0 0 0 0 0 0 0 0 : : : : Changes from: September 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 98.0 17.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 179,225 : : Positions : : 152,722 134,367 11,117 28,890 10,034 0 0 0 217 0 0 : : : : Changes from: September 8, 2020 : : 470 181 694 434 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 75.0 6.2 16.1 5.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 25 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,572 : : Positions : : 14,444 12,364 1,652 4,054 0 0 0 0 690 0 0 : : : : Changes from: September 8, 2020 : : 930 926 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 70.4 9.4 23.1 0.0 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 15 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 1,270,194 : : Positions : : 183,614 208,369 177,202 228,883 125,531 263,324 141,776 265,059 59,807 130,003 130,279 : : : : Changes from: September 8, 2020 : : -5,255 -400 -1,845 11,159 4,867 4,136 946 12,218 5,300 -12,955 -5,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 16.4 14.0 18.0 9.9 20.7 11.2 20.9 4.7 10.2 10.3 : : : : Number of Traders in Each Category Total Traders: 304 : : 37 35 20 16 30 72 52 78 39 48 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 739,058 : : Positions : : 114,210 93,203 12,687 152,840 259,306 87,155 1,671 122,938 35,735 2,872 99,802 : : : : Changes from: September 8, 2020 : : -5,060 -4,891 -944 -1,360 -3,212 3,664 9 -861 -2,995 874 3,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 12.6 1.7 20.7 35.1 11.8 0.2 16.6 4.8 0.4 13.5 : : : : Number of Traders in Each Category Total Traders: 129 : : 40 32 . 17 19 28 . 28 26 12 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 347,136 : : Positions : : 107,572 87,405 60,223 145,478 43,118 14,041 0 17,633 62,398 19,958 25,772 : : : : Changes from: September 8, 2020 : : 1,530 -6,809 2,644 12,296 -61 311 0 2,092 4,924 4,701 -819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 25.2 17.3 41.9 12.4 4.0 0.0 5.1 18.0 5.7 7.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 30 25 8 14 18 6 0 4 15 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 135,201 : : Positions : : 18,231 22,283 52,557 7,656 20,671 1,748 25,127 19,697 5,720 24,125 6,045 : : : : Changes from: September 8, 2020 : : 957 207 263 865 286 902 -4,311 6,032 673 6,519 288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 16.5 38.9 5.7 15.3 1.3 18.6 14.6 4.2 17.8 4.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 12 11 12 . 15 . 6 7 5 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 80,480 : : Positions : : 3,847 1,245 1,494 24 5,628 21,522 25,213 19,684 4,805 5,155 23,243 : : : : Changes from: September 8, 2020 : : 73 -19 -214 -350 -392 3,495 1,337 -1,135 -1,147 1,270 1,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 1.5 1.9 0.0 7.0 26.7 31.3 24.5 6.0 6.4 28.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 7 . . . 9 . 7 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 727,705 : : Positions : : 318,464 105,268 142,148 476,119 100,861 14,016 0 12,135 110,530 13,938 7,798 : : : : Changes from: September 8, 2020 : : 1,334 648 3,845 7,317 1,538 0 0 0 2,421 0 -1,682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 14.5 19.5 65.4 13.9 1.9 0.0 1.7 15.2 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 16 8 13 19 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 202,160 : : Positions : : 27,968 22,040 94,532 77,590 53,662 7,044 13,514 5,021 5,661 19,747 4,160 : : : : Changes from: September 8, 2020 : : 1,092 -2,180 85 -577 -399 0 170 -16 -1,203 1,596 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 10.9 46.8 38.4 26.5 3.5 6.7 2.5 2.8 9.8 2.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 8 11 7 15 . . . 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 6,397 : : Positions : : 3,346 3,968 474 209 767 0 0 0 1,005 308 149 : : : : Changes from: September 8, 2020 : : 227 400 -13 36 -35 0 0 0 0 49 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 62.0 7.4 3.3 12.0 0.0 0.0 0.0 15.7 4.8 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . 4 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 33,741 : : Positions : : 26,362 27,136 3,970 3,496 2,767 0 0 0 60 0 210 : : : : Changes from: September 8, 2020 : : 1,564 1,598 113 25 173 0 0 0 0 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.4 11.8 10.4 8.2 0.0 0.0 0.0 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 33 . 4 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,952 : : Positions : : 17,361 14,106 0 2,686 281 0 0 0 0 3 167 : : : : Changes from: September 8, 2020 : : 31 -66 0 20 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 78.6 0.0 15.0 1.6 0.0 0.0 0.0 0.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 24 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 11,114 : : Positions : : 8,825 8,755 661 414 881 0 0 0 155 347 161 : : : : Changes from: September 8, 2020 : : 507 378 -47 114 8 -30 0 0 0 15 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 78.8 5.9 3.7 7.9 0.0 0.0 0.0 1.4 3.1 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 25 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 CONWAY INWELL FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641E Open Interest is 3,628 : : Positions : : 2,750 1,897 0 950 160 0 0 0 0 138 108 : : : : Changes from: September 8, 2020 : : 625 10 0 450 0 0 0 0 0 60 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 52.3 0.0 26.2 4.4 0.0 0.0 0.0 0.0 3.8 3.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 30,031 : : Positions : : 27,527 20,970 362 7,642 290 0 0 0 1,371 446 466 : : : : Changes from: September 8, 2020 : : 909 1,029 37 4 -93 0 0 0 451 334 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 69.8 1.2 25.4 1.0 0.0 0.0 0.0 4.6 1.5 1.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 33 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 59,386 : : Positions : : 39,492 51,993 8,937 1,014 2,735 460 0 0 5,617 1,595 1,654 : : : : Changes from: September 8, 2020 : : 916 1,562 1,246 -52 -27 -280 0 0 -404 -57 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.6 15.0 1.7 4.6 0.8 0.0 0.0 9.5 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 93 : : 53 52 10 . 8 . 0 0 6 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 2,563 : : Positions : : 1,170 1,619 212 0 178 32 0 0 205 26 38 : : : : Changes from: September 8, 2020 : : 197 204 15 0 -10 -8 0 0 8 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 63.2 8.3 0.0 6.9 1.2 0.0 0.0 8.0 1.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 4,515 : : Positions : : 2,941 3,063 210 0 321 0 0 0 115 16 342 : : : : Changes from: September 8, 2020 : : 44 163 13 0 30 0 0 0 59 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 67.8 4.7 0.0 7.1 0.0 0.0 0.0 2.5 0.4 7.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 25 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 51,069 : : Positions : : 47,646 21,835 746 26,672 897 0 0 0 931 169 666 : : : : Changes from: September 8, 2020 : : 1,787 1,797 116 108 -50 0 0 0 17 74 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 42.8 1.5 52.2 1.8 0.0 0.0 0.0 1.8 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 36 . 6 . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 134,958 : : Positions : : 105,837 110,771 11,801 8,188 5,768 1,402 1,551 519 4,486 3,621 3,549 : : : : Changes from: September 8, 2020 : : 6,272 4,197 -466 -46 343 -585 320 93 205 473 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.1 8.7 6.1 4.3 1.0 1.1 0.4 3.3 2.7 2.6 : : : : Number of Traders in Each Category Total Traders: 115 : : 62 62 11 5 10 . 4 . 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 63,905 : : Positions : : 45,455 38,361 8,612 20,810 3,142 5,573 0 0 55 0 383 : : : : Changes from: September 8, 2020 : : 1,259 1,433 182 -40 57 -65 0 0 0 0 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 60.0 13.5 32.6 4.9 8.7 0.0 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 29 . 8 4 6 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 60,198 : : Positions : : 48,955 45,595 2,011 8,624 1,052 3,280 0 0 2,232 2,493 1,702 : : : : Changes from: September 8, 2020 : : 517 261 -339 119 61 -175 0 0 152 30 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.7 3.3 14.3 1.7 5.4 0.0 0.0 3.7 4.1 2.8 : : : : Number of Traders in Each Category Total Traders: 99 : : 49 48 6 6 6 6 0 0 10 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 35,903 : : Positions : : 31,337 24,565 1,270 9,159 1,341 900 0 0 763 241 177 : : : : Changes from: September 8, 2020 : : 834 974 -10 335 -292 0 0 0 601 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 68.4 3.5 25.5 3.7 2.5 0.0 0.0 2.1 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 28 . 5 4 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 24,129 : : Positions : : 17,378 19,831 3,895 1,545 814 0 405 0 296 250 798 : : : : Changes from: September 8, 2020 : : 328 828 341 38 -228 0 0 0 191 20 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 82.2 16.1 6.4 3.4 0.0 1.7 0.0 1.2 1.0 3.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 24 7 . 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2020