Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 6,347,412 : : Positions : :3,604,540 1,253,828 624,214 4,169,542 476,165 833,559 14,998 110,716 369,231 18,229 281,658 : : : : Changes from: October 13, 2020 : : 12,559 -10,566 8,830 63,835 29,458 2,344 -1,006 9,809 33,387 4,130 -23,761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 19.8 9.8 65.7 7.5 13.1 0.2 1.7 5.8 0.3 4.4 : : : : Number of Traders in Each Category Total Traders: 231 : : 118 103 15 17 23 15 5 15 34 11 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,568,914 : : Positions : : 180,932 167,037 19,363 88,737 805,426 73,170 2,202 320,025 15,999 32,097 150,796 : : : : Changes from: October 13, 2020 : : 10,889 6,922 -365 10,422 34,290 12,330 370 -4,731 7,733 13,119 -4,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 10.6 1.2 5.7 51.3 4.7 0.1 20.4 1.0 2.0 9.6 : : : : Number of Traders in Each Category Total Traders: 86 : : 34 33 6 11 17 6 . 8 7 17 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 211,284 : : Positions : : 150,257 185,924 27,726 7,807 9,994 420 0 0 370 2,060 524 : : : : Changes from: October 13, 2020 : : 7,547 1,442 -1,027 1,244 1,869 0 0 0 -2,338 208 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 88.0 13.1 3.7 4.7 0.2 0.0 0.0 0.2 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 11 6 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 150,056 : : Positions : : 139,409 69,144 0 68,283 658 0 0 0 2,182 0 607 : : : : Changes from: October 13, 2020 : : 4,587 2,897 0 1,352 62 0 0 0 569 0 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 46.1 0.0 45.5 0.4 0.0 0.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 0 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 316,948 : : Positions : : 239,059 145,895 28,608 147,214 13,498 5,580 0 0 16,152 2,895 2,127 : : : : Changes from: October 13, 2020 : : 14,529 2,199 -9,128 2,438 -77 0 0 0 1,490 462 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 46.0 9.0 46.4 4.3 1.8 0.0 0.0 5.1 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 24 4 12 7 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,131,616 : : Positions : :1,071,823 44,459 14,962 1,038,851 31,751 540 505 19 1,426 10,391 1,998 : : : : Changes from: October 13, 2020 : : 9,694 -595 -83 10,440 -1,519 0 -61 0 360 -33 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 3.9 1.3 91.8 2.8 0.0 0.0 0.0 0.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 16 . 10 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 379,381 : : Positions : : 256,573 242,905 56,939 90,189 31,850 6,346 0 30 9,778 1,872 2,381 : : : : Changes from: October 13, 2020 : : 884 -1,525 -1,571 -796 -449 0 0 -210 -492 60 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 64.0 15.0 23.8 8.4 1.7 0.0 0.0 2.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 27 4 8 7 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 644,237 : : Positions : : 576,274 435,995 26,526 173,488 29,046 448 2,130 0 1,397 0 1,359 : : : : Changes from: October 13, 2020 : : -2,178 -5,881 -375 3,438 -28 224 30 0 140 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 67.7 4.1 26.9 4.5 0.1 0.3 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 25 . 11 9 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 512,309 : : Positions : : 423,031 169,722 58,242 312,768 22,501 0 0 0 240 0 0 : : : : Changes from: October 13, 2020 : : 7,082 -524 -3,800 3,093 3,801 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 33.1 11.4 61.1 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 20 4 9 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 94,693 : : Positions : : 78,061 78,295 8,927 4,066 2,839 0 240 0 0 4,252 28 : : : : Changes from: October 13, 2020 : : 693 756 94 0 54 0 0 0 0 92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 82.7 9.4 4.3 3.0 0.0 0.3 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 24,240 : : Positions : : 18,869 20,376 620 2,122 544 2,759 0 0 0 496 0 : : : : Changes from: October 13, 2020 : : 3,492 2,528 0 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 84.1 2.6 8.8 2.2 11.4 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 338,668 : : Positions : : 314,467 47,415 3,130 275,291 3,761 0 0 0 2,426 7,320 443 : : : : Changes from: October 13, 2020 : : -1,363 8,137 942 -7,170 676 0 0 0 2,426 1,894 -736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 14.0 0.9 81.3 1.1 0.0 0.0 0.0 0.7 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 13 . 12 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 177,577 : : Positions : : 150,385 19,630 4,094 136,105 15,584 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : 2,289 -133 -189 2,674 1,032 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 11.1 2.3 76.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 . 9 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 266,074 : : Positions : : 255,016 223,444 1,058 29,743 5,040 0 0 0 0 4,751 0 : : : : Changes from: October 13, 2020 : : 3,536 3,362 -600 579 80 -870 0 -210 0 906 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 84.0 0.4 11.2 1.9 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 28,956 : : Positions : : 6,809 27,006 12,202 1,581 307 829 0 0 7,893 0 0 : : : : Changes from: October 13, 2020 : : 1,446 2,826 -120 0 90 600 0 0 840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 93.3 42.1 5.5 1.1 2.9 0.0 0.0 27.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 19 4 . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 585,317 : : Positions : : 454,306 148,654 65,695 382,228 30,962 7,846 11,324 22 14,997 2,368 1,264 : : : : Changes from: October 13, 2020 : : 1,862 -3,984 2,590 9,698 788 2,064 0 0 1,843 50 466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 25.4 11.2 65.3 5.3 1.3 1.9 0.0 2.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 24 5 12 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 187,875 : : Positions : : 106,237 93,331 43,476 56,250 34,163 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : 1,280 930 -712 61 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 49.7 23.1 29.9 18.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 4 4 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 228,431 : : Positions : : 208,226 80,104 5,535 140,029 7,028 0 0 0 2,916 0 112 : : : : Changes from: October 13, 2020 : : 5,753 7,517 -397 126 -236 0 0 0 2,916 0 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 35.1 2.4 61.3 3.1 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . 9 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 182,215 : : Positions : : 84,452 144,111 77,019 28,065 7,285 0 0 0 6,288 480 0 : : : : Changes from: October 13, 2020 : : 2,250 392 -4,274 1,158 2,097 0 0 0 3,928 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 79.1 42.3 15.4 4.0 0.0 0.0 0.0 3.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 7 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 196,370 : : Positions : : 87,378 159,584 82,514 29,582 3,860 4,770 0 0 16,564 2,059 510 : : : : Changes from: October 13, 2020 : : 3,458 8,713 3,263 1,158 -60 120 0 0 3,418 0 510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 81.3 42.0 15.1 2.0 2.4 0.0 0.0 8.4 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 24 36 8 5 4 . 0 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 103,911 : : Positions : : 92,575 68,677 7,862 33,483 1,164 0 0 0 240 0 0 : : : : Changes from: October 13, 2020 : : 604 1,808 120 -60 60 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 66.1 7.6 32.2 1.1 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 24,935 : : Positions : : 8,739 20,999 10,802 1,004 682 3,523 0 600 217 248 0 : : : : Changes from: October 13, 2020 : : 1,958 968 224 -292 682 -600 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 84.2 43.3 4.0 2.7 14.1 0.0 2.4 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 15 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 253,320 : : Positions : : 149,207 166,417 70,118 63,152 14,607 10,172 0 1,320 0 0 0 : : : : Changes from: October 13, 2020 : : -731 -2,767 449 1,486 -438 -961 0 1,140 0 -359 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 65.7 27.7 24.9 5.8 4.0 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 26 5 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 98,359 : : Positions : : 97,801 97,708 0 0 0 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : 2,080 2,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 99.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV 2500 MMBtu : CFTC Code #0233AX Open Interest is 15,727 : : Positions : : 14,549 12,322 8 1,848 302 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 78.3 0.1 11.8 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 99,989 : : Positions : : 73,897 56,964 2,806 27,499 10,042 0 0 0 3,475 715 650 : : : : Changes from: October 13, 2020 : : -2,904 -507 -88 -1,309 45 0 0 0 755 715 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 57.0 2.8 27.5 10.0 0.0 0.0 0.0 3.5 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 202,054 : : Positions : : 194,709 131,112 1,764 63,797 902 0 0 0 0 1,673 1,498 : : : : Changes from: October 13, 2020 : : 2,445 1,601 90 244 -90 0 0 0 -84 1,145 -383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 64.9 0.9 31.6 0.4 0.0 0.0 0.0 0.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 . 8 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 186,904 : : Positions : : 137,904 176,622 35,236 10 7,639 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : 1,912 3,593 2,229 10 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 94.5 18.9 0.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 86,940 : : Positions : : 56,270 57,745 22,974 23,824 1,893 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : -1,346 -314 366 -301 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 66.4 26.4 27.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 35,400 : : Positions : : 21,538 34,447 3,920 0 240 0 0 0 6,226 434 0 : : : : Changes from: October 13, 2020 : : 4,379 6,290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 97.3 11.1 0.0 0.7 0.0 0.0 0.0 17.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 211,302 : : Positions : : 183,965 135,459 15,812 62,254 1,664 0 0 0 676 0 828 : : : : Changes from: October 13, 2020 : : -1,534 -778 -180 428 0 0 0 0 158 -236 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 64.1 7.5 29.5 0.8 0.0 0.0 0.0 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 178,557 : : Positions : : 145,923 79,954 5,802 76,048 12,851 224 0 0 5,582 695 1,085 : : : : Changes from: October 13, 2020 : : 5,157 -2,427 3 6,140 -1,038 0 0 0 -143 39 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 44.8 3.2 42.6 7.2 0.1 0.0 0.0 3.1 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 18 . 11 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 49,190 : : Positions : : 30,376 43,508 12,191 651 2,928 0 240 0 1,680 0 0 : : : : Changes from: October 13, 2020 : : 124 2,282 90 0 0 0 240 0 1,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 88.4 24.8 1.3 6.0 0.0 0.5 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 232,836 : : Positions : : 187,899 119,985 15,675 90,524 13,507 1,259 3,528 0 6,532 238 270 : : : : Changes from: October 13, 2020 : : 1,352 -247 -882 -286 -298 0 192 0 -60 238 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 51.5 6.7 38.9 5.8 0.5 1.5 0.0 2.8 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 23 . 8 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 118,797 : : Positions : : 74,387 62,262 22,063 34,622 13,378 0 2,652 0 0 0 0 : : : : Changes from: October 13, 2020 : : -1,531 -1,053 153 1,271 -210 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 52.4 18.6 29.1 11.3 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 5 5 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 121,947 : : Positions : : 106,496 98,064 5,105 17,270 1,180 0 0 0 0 1,712 0 : : : : Changes from: October 13, 2020 : : 967 1,967 -151 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 80.4 4.2 14.2 1.0 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 37,777 : : Positions : : 34,209 16,601 300 19,156 550 0 0 0 0 401 0 : : : : Changes from: October 13, 2020 : : 3,246 965 0 3,656 0 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 43.9 0.8 50.7 1.5 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 15 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 286,838 : : Positions : : 245,548 30,337 23,885 244,073 7,971 0 0 0 300 0 0 : : : : Changes from: October 13, 2020 : : 10,732 251 -5 7,699 -156 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 10.6 8.3 85.1 2.8 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 16 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 88,880 : : Positions : : 64,035 46,281 14,988 33,403 1,679 0 0 0 0 469 815 : : : : Changes from: October 13, 2020 : : 963 1,177 61 148 0 0 0 0 0 -210 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 52.1 16.9 37.6 1.9 0.0 0.0 0.0 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 15,527 : : Positions : : 12,470 15,217 1,941 0 0 0 0 0 496 0 0 : : : : Changes from: October 13, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 98.0 12.5 0.0 0.0 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 167,549 : : Positions : : 137,780 131,040 15,707 25,115 8,249 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : -862 3,781 1,822 -60 -861 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 78.2 9.4 15.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 22 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13,744 : : Positions : : 12,876 10,381 0 1,984 0 0 0 0 0 0 0 : : : : Changes from: October 13, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 75.5 0.0 14.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,233,472 : : Positions : : 164,100 212,832 183,342 232,627 122,450 279,502 125,386 239,058 63,617 146,393 118,718 : : : : Changes from: October 13, 2020 : : -11,491 6,470 5,094 -7,510 -2,349 4,765 -11,558 -7,937 -483 14,634 -6,254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 17.3 14.9 18.9 9.9 22.7 10.2 19.4 5.2 11.9 9.6 : : : : Number of Traders in Each Category Total Traders: 300 : : 39 36 20 18 28 68 49 81 39 50 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 755,665 : : Positions : : 123,936 72,612 7,917 187,063 268,728 117,413 3,796 123,196 17,525 4,095 91,641 : : : : Changes from: October 13, 2020 : : 5,749 1,858 -4,021 14,220 16,563 11,971 838 11,966 2,140 -319 5,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 9.6 1.0 24.8 35.6 15.5 0.5 16.3 2.3 0.5 12.1 : : : : Number of Traders in Each Category Total Traders: 138 : : 40 32 . 20 21 29 6 28 24 16 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 387,136 : : Positions : : 111,218 85,489 41,819 168,498 58,124 19,218 268 21,088 89,974 12,276 29,225 : : : : Changes from: October 13, 2020 : : 2,767 2,497 -9,024 5,972 9,900 390 268 1,931 14,551 3,247 -434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 22.1 10.8 43.5 15.0 5.0 0.1 5.4 23.2 3.2 7.5 : : : : Number of Traders in Each Category Total Traders: 88 : : 29 24 8 14 17 6 . 5 15 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 135,617 : : Positions : : 6,892 24,865 67,787 9,021 24,304 4,527 41,234 9,964 7,083 10,770 7,936 : : : : Changes from: October 13, 2020 : : 2,071 1,753 293 628 1,785 1,589 2,944 423 1,629 1,969 2,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 18.3 50.0 6.7 17.9 3.3 30.4 7.3 5.2 7.9 5.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 12 12 11 4 14 . 6 6 7 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 52,937 : : Positions : : 792 304 3,010 2 1,945 20,095 13,717 16,387 238 10,036 10,155 : : : : Changes from: October 13, 2020 : : 99 9 1,061 -133 -656 2,278 1,548 1,182 -182 2,037 1,661 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 0.6 5.7 0.0 3.7 38.0 25.9 31.0 0.4 19.0 19.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 5 . . . 4 . 7 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 713,421 : : Positions : : 313,301 100,232 147,663 466,756 98,583 14,016 0 12,135 97,488 14,852 9,464 : : : : Changes from: October 13, 2020 : : 2,190 360 -1,833 -908 546 0 0 0 -713 0 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 14.0 20.7 65.4 13.8 2.0 0.0 1.7 13.7 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 18 16 10 12 19 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 205,304 : : Positions : : 25,349 19,559 113,313 76,273 44,638 7,693 18,740 6,135 1,113 29,179 2,667 : : : : Changes from: October 13, 2020 : : 381 419 3,064 -5,140 1,212 0 30 0 0 7,387 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 9.5 55.2 37.2 21.7 3.7 9.1 3.0 0.5 14.2 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 8 9 11 8 15 . . 5 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 6,941 : : Positions : : 4,086 4,462 809 52 715 0 0 0 522 217 290 : : : : Changes from: October 13, 2020 : : 571 233 -38 -22 2 0 0 0 -15 37 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 64.3 11.7 0.7 10.3 0.0 0.0 0.0 7.5 3.1 4.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . . 4 0 0 0 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 31,969 : : Positions : : 23,890 25,214 3,597 3,261 3,104 360 0 0 275 0 210 : : : : Changes from: October 13, 2020 : : 388 863 95 -114 -96 0 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 78.9 11.3 10.2 9.7 1.1 0.0 0.0 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 31 5 4 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 18,433 : : Positions : : 17,851 14,791 0 2,785 336 0 0 0 0 58 85 : : : : Changes from: October 13, 2020 : : -10 58 0 5 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 80.2 0.0 15.1 1.8 0.0 0.0 0.0 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 23 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 12,637 : : Positions : : 9,630 9,851 929 424 1,102 29 0 0 0 252 518 : : : : Changes from: October 13, 2020 : : 38 503 180 -290 103 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.0 7.4 3.4 8.7 0.2 0.0 0.0 0.0 2.0 4.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 28 . . 4 . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 30,839 : : Positions : : 28,421 21,296 362 7,949 170 0 0 0 1,265 670 606 : : : : Changes from: October 13, 2020 : : 1,943 1,596 0 173 87 0 0 0 -125 49 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 69.1 1.2 25.8 0.6 0.0 0.0 0.0 4.1 2.2 2.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 32 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 61,652 : : Positions : : 42,308 51,877 6,314 855 5,098 916 0 0 4,701 1,455 1,876 : : : : Changes from: October 13, 2020 : : 1,005 1,634 332 -267 378 236 0 0 -111 80 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 84.1 10.2 1.4 8.3 1.5 0.0 0.0 7.6 2.4 3.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 55 50 10 . 8 . 0 0 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 2,814 : : Positions : : 1,366 1,770 79 19 329 44 0 0 89 0 48 : : : : Changes from: October 13, 2020 : : 285 236 -12 0 27 0 0 0 23 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 62.9 2.8 0.7 11.7 1.6 0.0 0.0 3.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 2,187 : : Positions : : 1,000 1,546 19 0 125 0 0 0 82 0 182 : : : : Changes from: October 13, 2020 : : 74 194 19 -7 26 0 0 0 20 -20 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 70.7 0.9 0.0 5.7 0.0 0.0 0.0 3.7 0.0 8.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 4,760 : : Positions : : 3,313 3,290 193 10 319 0 0 0 45 220 321 : : : : Changes from: October 13, 2020 : : 206 244 -32 0 -44 0 0 0 4 62 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 69.1 4.1 0.2 6.7 0.0 0.0 0.0 0.9 4.6 6.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 26 . . . 0 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 56,376 : : Positions : : 51,469 27,578 405 25,742 965 0 0 0 2,196 73 1,093 : : : : Changes from: October 13, 2020 : : -59 876 -38 70 50 0 0 0 923 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 48.9 0.7 45.7 1.7 0.0 0.0 0.0 3.9 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 35 . 8 . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 139,391 : : Positions : : 106,857 114,179 10,370 7,899 7,481 2,553 896 543 7,072 4,299 3,049 : : : : Changes from: October 13, 2020 : : 3,260 3,240 12 217 947 368 -9 15 552 611 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 81.9 7.4 5.7 5.4 1.8 0.6 0.4 5.1 3.1 2.2 : : : : Number of Traders in Each Category Total Traders: 124 : : 70 62 11 4 10 7 4 . 10 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 61,532 : : Positions : : 42,564 38,285 8,981 18,909 3,260 5,214 0 30 840 0 258 : : : : Changes from: October 13, 2020 : : 873 1,409 110 829 -110 550 0 30 330 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 62.2 14.6 30.7 5.3 8.5 0.0 0.0 1.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 27 . 8 4 6 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 64,301 : : Positions : : 53,613 48,882 1,734 9,125 1,760 3,008 0 0 1,661 2,593 1,642 : : : : Changes from: October 13, 2020 : : 2,210 1,981 -437 95 552 301 0 0 -93 159 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 76.0 2.7 14.2 2.7 4.7 0.0 0.0 2.6 4.0 2.6 : : : : Number of Traders in Each Category Total Traders: 99 : : 47 47 6 7 6 6 0 0 10 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 32,225 : : Positions : : 27,683 22,597 1,008 7,624 1,290 900 0 0 1,116 266 84 : : : : Changes from: October 13, 2020 : : 56 100 34 51 14 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 70.1 3.1 23.7 4.0 2.8 0.0 0.0 3.5 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 26 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 25,350 : : Positions : : 18,536 20,986 4,256 1,672 1,190 0 405 0 196 508 285 : : : : Changes from: October 13, 2020 : : 297 542 95 -95 173 0 0 0 5 15 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 82.8 16.8 6.6 4.7 0.0 1.6 0.0 0.8 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 22 6 4 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2020