Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 6,132,210 : : Positions : :3,536,875 1,277,593 591,799 3,932,676 437,281 818,781 21,051 79,670 284,864 19,995 343,302 : : : : Changes from: September 22, 2020 : : -137,076 -38,460 -10,665 -137,370 48,646 -29,310 1,077 -4,198 10,238 7,794 -41,482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 20.8 9.7 64.1 7.1 13.4 0.3 1.3 4.6 0.3 5.6 : : : : Number of Traders in Each Category Total Traders: 228 : : 116 100 14 18 23 12 7 13 32 13 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,359,113 : : Positions : : 147,056 145,726 17,285 59,033 731,554 38,725 552 283,602 7,265 5,498 131,733 : : : : Changes from: September 22, 2020 : : -35,381 -31,262 -9,155 12,591 -86,280 -8,185 -20,088 -54,663 -17,621 -31,450 -139,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.7 1.3 4.3 53.8 2.8 0.0 20.9 0.5 0.4 9.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 33 30 6 11 17 5 . 7 7 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 222,141 : : Positions : : 154,592 196,974 29,083 6,584 8,519 390 0 0 3,898 2,751 601 : : : : Changes from: September 22, 2020 : : 241 63 270 -273 425 0 0 0 317 570 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 88.7 13.1 3.0 3.8 0.2 0.0 0.0 1.8 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 12 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 149,680 : : Positions : : 137,814 68,778 0 73,537 875 0 0 0 2,327 0 897 : : : : Changes from: September 22, 2020 : : -1,796 -1,184 0 1,267 80 0 0 0 909 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 46.0 0.0 49.1 0.6 0.0 0.0 0.0 1.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 0 8 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 313,242 : : Positions : : 223,425 138,967 40,556 147,852 15,972 6,018 0 0 13,783 2,498 3,186 : : : : Changes from: September 22, 2020 : : -1,313 11,428 6,037 -10,312 -7,231 -1,002 0 0 1,872 -75 -593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 44.4 12.9 47.2 5.1 1.9 0.0 0.0 4.4 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 29 5 10 6 . 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,150,531 : : Positions : :1,092,904 47,289 14,163 1,057,642 29,687 1,044 0 681 1,385 10,520 1,599 : : : : Changes from: September 22, 2020 : : 11,402 -2,407 262 12,793 -849 -512 0 -586 -1,132 298 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 4.1 1.2 91.9 2.6 0.1 0.0 0.1 0.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 16 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 404,476 : : Positions : : 273,079 266,149 59,981 92,344 36,154 8,962 341 240 12,011 1,003 2,824 : : : : Changes from: September 22, 2020 : : -227 5,134 880 84 -508 2,108 89 0 2,569 1,003 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 65.8 14.8 22.8 8.9 2.2 0.1 0.1 3.0 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 30 5 8 8 . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 678,738 : : Positions : : 606,257 465,955 28,096 177,912 30,177 0 320 0 1,004 238 1,606 : : : : Changes from: September 22, 2020 : : 16,169 20,753 31 -4,877 2,147 -496 -64 0 -521 -134 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 68.7 4.1 26.2 4.4 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 32 . 11 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 516,151 : : Positions : : 421,544 166,030 64,520 317,916 20,522 0 0 0 360 2,420 149 : : : : Changes from: September 22, 2020 : : 15,096 3,990 -1,029 8,234 -1,621 0 0 0 -120 2,172 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 32.2 12.5 61.6 4.0 0.0 0.0 0.0 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 22 4 10 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 96,132 : : Positions : : 78,127 80,287 10,311 4,810 2,785 0 430 0 0 4,738 105 : : : : Changes from: September 22, 2020 : : 749 364 -220 0 0 0 0 0 -240 -210 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 83.5 10.7 5.0 2.9 0.0 0.4 0.0 0.0 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 31,645 : : Positions : : 22,969 23,758 1,820 6,051 635 2,759 0 0 362 706 30 : : : : Changes from: September 22, 2020 : : 1,676 4,090 620 -31 31 2,139 0 0 0 466 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 75.1 5.8 19.1 2.0 8.7 0.0 0.0 1.1 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 337,033 : : Positions : : 322,884 42,033 3,232 282,708 2,495 0 1,377 0 219 2,873 983 : : : : Changes from: September 22, 2020 : : 14,975 -2,297 26 18,673 -906 0 0 0 219 -238 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 12.5 1.0 83.9 0.7 0.0 0.4 0.0 0.1 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 17 . 12 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 181,899 : : Positions : : 157,270 22,578 4,321 137,116 14,434 0 0 0 0 0 0 : : : : Changes from: September 22, 2020 : : 783 -356 341 1,257 -406 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 12.4 2.4 75.4 7.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . 9 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 269,531 : : Positions : : 257,776 237,422 1,565 21,948 5,301 1,230 0 210 0 896 589 : : : : Changes from: September 22, 2020 : : 5,147 2,257 0 1,464 248 0 0 0 -347 896 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 88.1 0.6 8.1 2.0 0.5 0.0 0.1 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 17 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 31,325 : : Positions : : 9,663 27,090 15,262 1,941 217 0 219 229 4,593 390 150 : : : : Changes from: September 22, 2020 : : 1,142 4,115 451 496 217 0 -229 229 2,511 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 86.5 48.7 6.2 0.7 0.0 0.7 0.7 14.7 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 17 4 . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 613,349 : : Positions : : 489,834 167,601 57,891 387,440 33,596 5,119 11,229 177 12,748 4,666 3,500 : : : : Changes from: September 22, 2020 : : 3,233 13,470 1,382 -6,839 861 87 -186 155 1,031 95 -980 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 27.3 9.4 63.2 5.5 0.8 1.8 0.0 2.1 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 39 25 5 12 11 . . . 5 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 189,623 : : Positions : : 105,105 90,712 45,186 59,853 34,645 0 0 0 372 0 0 : : : : Changes from: September 22, 2020 : : -653 752 753 386 -57 0 0 0 372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 47.8 23.8 31.6 18.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 4 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 228,094 : : Positions : : 207,120 77,591 5,184 139,152 8,830 0 0 0 2,102 0 107 : : : : Changes from: September 22, 2020 : : 286 -865 31 1,239 -62 0 0 0 1,121 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 34.0 2.3 61.0 3.9 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 . 9 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 216,278 : : Positions : : 102,018 180,088 89,322 25,307 6,947 4,650 0 0 10,263 1,751 60 : : : : Changes from: September 22, 2020 : : 17,380 26,674 3,790 736 1,324 1,953 0 0 9,426 1,193 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 83.3 41.3 11.7 3.2 2.2 0.0 0.0 4.7 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 20 31 10 4 5 . 0 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 220,521 : : Positions : : 101,229 182,793 87,318 27,288 5,090 9,600 0 0 16,066 4,223 240 : : : : Changes from: September 22, 2020 : : 20,306 29,524 654 1,710 1,438 2,133 0 0 9,308 1,193 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 82.9 39.6 12.4 2.3 4.4 0.0 0.0 7.3 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 30 43 9 5 4 . 0 0 9 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 124,585 : : Positions : : 113,724 84,916 8,390 35,673 1,464 0 0 0 0 1,680 0 : : : : Changes from: September 22, 2020 : : 9,843 6,732 -39 3,843 0 0 0 0 0 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 68.2 6.7 28.6 1.2 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 24 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 33,351 : : Positions : : 14,431 28,287 13,338 4,356 0 4,123 0 0 367 308 0 : : : : Changes from: September 22, 2020 : : 527 2,751 -938 -217 0 2,697 0 0 367 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 84.8 40.0 13.1 0.0 12.4 0.0 0.0 1.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 17 5 . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 278,309 : : Positions : : 167,294 188,011 74,960 66,751 15,407 15,765 0 183 0 3,179 31 : : : : Changes from: September 22, 2020 : : 465 2,270 209 -27 -107 2,569 0 3 0 1,542 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 67.6 26.9 24.0 5.5 5.7 0.0 0.1 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 31 5 6 5 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 106,779 : : Positions : : 105,501 105,594 302 480 0 0 0 0 0 0 0 : : : : Changes from: September 22, 2020 : : -868 -498 62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 98.9 0.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 23 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 107,061 : : Positions : : 83,070 61,793 3,669 29,788 9,669 0 0 0 2,782 0 0 : : : : Changes from: September 22, 2020 : : -946 1,098 95 -998 -119 0 0 0 1,812 -343 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 57.7 3.4 27.8 9.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 214,909 : : Positions : : 206,149 139,046 1,707 63,568 2,409 0 0 0 0 2,579 1,965 : : : : Changes from: September 22, 2020 : : 1,720 -1,109 208 1,870 375 0 0 0 0 1,010 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 64.7 0.8 29.6 1.1 0.0 0.0 0.0 0.0 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 27 . 7 . 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 187,069 : : Positions : : 141,022 174,515 31,795 0 7,032 0 0 0 0 2,542 0 : : : : Changes from: September 22, 2020 : : 826 -535 666 0 -182 0 0 0 0 2,542 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 93.3 17.0 0.0 3.8 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 89,365 : : Positions : : 58,557 56,701 23,166 23,154 2,890 0 0 0 0 0 0 : : : : Changes from: September 22, 2020 : : 23 1,819 1,585 -31 -226 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 63.4 25.9 25.9 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 31,799 : : Positions : : 16,601 28,009 5,298 0 0 0 0 0 5,776 762 242 : : : : Changes from: September 22, 2020 : : -314 -554 93 -468 -90 0 0 0 503 522 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 88.1 16.7 0.0 0.0 0.0 0.0 0.0 18.2 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 4 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 215,118 : : Positions : : 187,233 140,396 15,853 61,219 1,664 0 0 0 1,813 626 781 : : : : Changes from: September 22, 2020 : : 14,674 -8,665 730 23,332 -11,049 0 0 0 -78 626 -472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 65.3 7.4 28.5 0.8 0.0 0.0 0.0 0.8 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 195,585 : : Positions : : 161,085 96,932 6,184 71,566 15,181 224 0 0 4,170 3,029 0 : : : : Changes from: September 22, 2020 : : 10,385 2,166 -368 6,031 -602 0 0 0 302 1,085 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 49.6 3.2 36.6 7.8 0.1 0.0 0.0 2.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 22 . 11 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 55,938 : : Positions : : 35,215 49,785 14,771 651 2,928 1,260 0 0 604 690 0 : : : : Changes from: September 22, 2020 : : 992 713 0 651 0 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 89.0 26.4 1.2 5.2 2.3 0.0 0.0 1.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 236,976 : : Positions : : 186,242 123,924 18,512 89,412 16,514 1,245 2,488 14 6,163 0 398 : : : : Changes from: September 22, 2020 : : 5,646 2,118 363 5,608 -729 0 -184 0 93 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 52.3 7.8 37.7 7.0 0.5 1.0 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 23 . 10 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 122,513 : : Positions : : 79,825 71,729 22,186 26,377 16,270 310 2,029 19 0 1,313 0 : : : : Changes from: September 22, 2020 : : 1,497 1,011 455 293 665 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 58.5 18.1 21.5 13.3 0.3 1.7 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 5 5 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 129,859 : : Positions : : 115,395 104,542 5,226 18,625 1,738 0 0 0 620 1,712 0 : : : : Changes from: September 22, 2020 : : -1,061 -472 -62 -906 0 0 0 0 620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 80.5 4.0 14.3 1.3 0.0 0.0 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 35,144 : : Positions : : 30,322 18,588 720 12,080 1,090 0 0 0 0 161 180 : : : : Changes from: September 22, 2020 : : 863 1,544 0 -1,353 62 0 0 0 0 161 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 52.9 2.0 34.4 3.1 0.0 0.0 0.0 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 15 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 295,183 : : Positions : : 258,806 36,327 23,675 244,864 9,182 0 0 0 0 3,292 210 : : : : Changes from: September 22, 2020 : : 25,265 5,549 395 17,658 506 0 0 0 0 2,549 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 12.3 8.0 83.0 3.1 0.0 0.0 0.0 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 20 4 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 96,905 : : Positions : : 72,240 49,137 14,357 38,251 3,324 0 0 0 352 0 1,284 : : : : Changes from: September 22, 2020 : : 215 463 93 -248 398 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 50.7 14.8 39.5 3.4 0.0 0.0 0.0 0.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 20,247 : : Positions : : 16,516 19,757 2,745 0 0 0 0 0 496 0 60 : : : : Changes from: September 22, 2020 : : 4,396 4,834 124 0 0 0 0 0 496 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 97.6 13.6 0.0 0.0 0.0 0.0 0.0 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 181,553 : : Positions : : 155,295 136,455 10,506 28,580 10,676 0 0 0 0 0 0 : : : : Changes from: September 22, 2020 : : 643 766 -183 31 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 75.2 5.8 15.7 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 27 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 19,804 : : Positions : : 16,242 14,495 1,652 4,054 0 0 0 0 876 0 0 : : : : Changes from: September 22, 2020 : : 1,023 1,662 0 0 0 0 0 0 186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 73.2 8.3 20.5 0.0 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 16 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,279,399 : : Positions : : 199,305 214,658 177,527 233,789 121,062 273,861 161,330 249,496 55,931 119,705 140,921 : : : : Changes from: September 22, 2020 : : 8,947 8,154 139 4,535 -2,050 -7,084 -19,848 5,428 -6,217 3,301 -11,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 16.8 13.9 18.3 9.5 21.4 12.6 19.5 4.4 9.4 11.0 : : : : Number of Traders in Each Category Total Traders: 295 : : 38 35 18 16 28 64 60 87 40 40 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 666,109 : : Positions : : 106,589 67,801 11,162 162,579 241,081 99,018 724 109,421 16,239 2,431 75,707 : : : : Changes from: September 22, 2020 : : -14,931 -39,554 -4,532 -171 -25,514 -4,301 -231 -22,880 -20,629 -5,146 -49,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 10.2 1.7 24.4 36.2 14.9 0.1 16.4 2.4 0.4 11.4 : : : : Number of Traders in Each Category Total Traders: 125 : : 37 27 5 15 19 31 . 29 22 12 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 342,699 : : Positions : : 100,430 81,711 58,822 148,627 41,706 14,194 0 17,659 70,063 18,123 23,739 : : : : Changes from: September 22, 2020 : : -7,147 -6,144 -757 -210 -1,390 1,000 -444 -1,214 1,160 -1,075 -956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 23.8 17.2 43.4 12.2 4.1 0.0 5.2 20.4 5.3 6.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 25 20 8 13 17 6 0 4 16 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 111,885 : : Positions : : 4,933 22,454 63,683 9,589 19,005 1,331 32,701 9,624 1,091 4,060 4,797 : : : : Changes from: September 22, 2020 : : -17,483 -2,544 7,282 49 -1,459 -9,958 -3,252 -10,879 -9,537 -27,582 -2,738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.4 20.1 56.9 8.6 17.0 1.2 29.2 8.6 1.0 3.6 4.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 10 10 4 12 . 6 5 . 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 41,365 : : Positions : : 486 492 1,453 430 2,769 15,501 10,285 13,505 116 6,072 7,524 : : : : Changes from: September 22, 2020 : : -2,861 -647 122 430 -3,425 -10,665 -16,998 -4,154 -4,381 -1,067 -11,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 1.2 3.5 1.0 6.7 37.5 24.9 32.6 0.3 14.7 18.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 . . . 4 . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 706,816 : : Positions : : 309,971 101,580 142,135 459,949 99,844 14,016 0 12,135 99,754 13,862 8,395 : : : : Changes from: September 22, 2020 : : -9,421 -4,388 -2,269 -19,796 -1,221 0 0 0 -12,441 -76 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 14.4 20.1 65.1 14.1 2.0 0.0 1.7 14.1 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 18 16 9 12 19 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 192,466 : : Positions : : 24,699 17,638 103,850 75,376 46,252 5,290 17,494 5,514 699 19,229 1,821 : : : : Changes from: September 22, 2020 : : -3,269 -4,083 2,984 -4,163 -6,451 -1,754 563 284 -5,072 -1,066 -2,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 9.2 54.0 39.2 24.0 2.7 9.1 2.9 0.4 10.0 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 7 7 10 8 15 . . 5 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 6,723 : : Positions : : 4,092 4,475 567 114 750 0 0 0 576 249 223 : : : : Changes from: September 22, 2020 : : 568 498 116 -52 -8 0 0 0 -399 -39 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 66.6 8.4 1.7 11.2 0.0 0.0 0.0 8.6 3.7 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 27 . . 4 0 0 0 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 36,529 : : Positions : : 28,325 29,294 4,052 3,504 3,375 0 0 0 60 0 210 : : : : Changes from: September 22, 2020 : : 575 641 -5 -42 791 0 -28 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 80.2 11.1 9.6 9.2 0.0 0.0 0.0 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 33 4 4 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 19,256 : : Positions : : 18,800 15,264 0 2,982 236 0 0 0 0 1 142 : : : : Changes from: September 22, 2020 : : 475 199 0 296 -91 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 79.3 0.0 15.5 1.2 0.0 0.0 0.0 0.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 25 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 12,543 : : Positions : : 9,906 10,097 604 425 957 29 0 0 205 235 395 : : : : Changes from: September 22, 2020 : : 813 1,066 12 -77 84 0 0 0 0 -39 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 80.5 4.8 3.4 7.6 0.2 0.0 0.0 1.6 1.9 3.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 35 28 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 3,958 : : Positions : : 3,000 1,982 0 1,090 235 0 0 0 0 138 128 : : : : Changes from: September 22, 2020 : : 95 35 0 120 0 0 0 0 0 -60 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 50.1 0.0 27.5 5.9 0.0 0.0 0.0 0.0 3.5 3.2 : : : : 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 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 31,927 : : Positions : : 28,788 22,108 362 8,076 378 0 0 0 1,732 496 652 : : : : Changes from: September 22, 2020 : : 334 334 0 0 13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 69.2 1.1 25.3 1.2 0.0 0.0 0.0 5.4 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 32 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 63,753 : : Positions : : 42,841 54,693 7,998 1,040 3,905 832 0 0 5,382 1,464 2,226 : : : : Changes from: September 22, 2020 : : 2,243 1,578 -845 25 739 155 0 0 -93 -105 342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 85.8 12.5 1.6 6.1 1.3 0.0 0.0 8.4 2.3 3.5 : : : : Number of Traders in Each Category Total Traders: 96 : : 54 55 10 . 8 . 0 0 6 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 2,902 : : Positions : : 1,470 2,022 232 33 220 34 0 0 227 26 83 : : : : Changes from: September 22, 2020 : : 134 227 3 -3 -20 34 0 0 2 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 69.7 8.0 1.1 7.6 1.2 0.0 0.0 7.8 0.9 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 19 . . . . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 4,894 : : Positions : : 3,360 3,363 309 10 275 0 0 0 74 16 369 : : : : Changes from: September 22, 2020 : : 390 144 -14 10 8 0 0 0 -18 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 68.7 6.3 0.2 5.6 0.0 0.0 0.0 1.5 0.3 7.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 28 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 58,003 : : Positions : : 54,078 27,469 744 27,622 839 0 0 0 1,246 311 917 : : : : Changes from: September 22, 2020 : : 4,654 3,691 -364 519 138 0 0 0 -20 50 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 47.4 1.3 47.6 1.4 0.0 0.0 0.0 2.1 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 39 . 8 . 0 0 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 137,261 : : Positions : : 105,921 111,837 11,880 8,616 6,728 1,712 1,421 489 4,749 3,444 3,926 : : : : Changes from: September 22, 2020 : : -1,424 42 277 -39 -18 260 0 -20 538 -241 414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 81.5 8.7 6.3 4.9 1.2 1.0 0.4 3.5 2.5 2.9 : : : : Number of Traders in Each Category Total Traders: 119 : : 65 62 11 5 11 4 4 . 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 65,653 : : Positions : : 47,027 39,793 8,782 21,175 3,122 5,343 0 0 235 0 373 : : : : Changes from: September 22, 2020 : : -245 -416 -45 225 -95 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.6 13.4 32.3 4.8 8.1 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 30 . 8 4 5 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 65,402 : : Positions : : 54,052 49,706 1,848 8,914 1,577 3,235 0 0 1,927 2,536 1,973 : : : : Changes from: September 22, 2020 : : 2,273 1,646 -71 345 309 15 0 0 11 -7 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 76.0 2.8 13.6 2.4 4.9 0.0 0.0 2.9 3.9 3.0 : : : : Number of Traders in Each Category Total Traders: 102 : : 50 47 7 6 7 6 0 0 11 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 36,387 : : Positions : : 31,135 24,984 1,210 9,190 1,397 900 0 0 1,435 246 150 : : : : Changes from: September 22, 2020 : : 113 214 -60 72 60 0 0 0 228 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 68.7 3.3 25.3 3.8 2.5 0.0 0.0 3.9 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 28 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 26,307 : : Positions : : 19,441 21,811 4,308 1,822 747 0 405 0 238 300 723 : : : : Changes from: September 22, 2020 : : 1,532 1,411 215 127 -61 0 0 0 -163 41 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 82.9 16.4 6.9 2.8 0.0 1.5 0.0 0.9 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 25 7 . 5 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 02, 2020