Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 6,551,770 : : Positions : :3,886,863 1,229,605 659,170 4,269,004 457,880 840,598 11,263 221,619 138,997 33,713 309,177 : : : : Changes from: December 15, 2020 : : 48,180 27,883 -1,401 38,093 17,893 -19,051 -663 -6,278 2,153 -34,230 13,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 18.8 10.1 65.2 7.0 12.8 0.2 3.4 2.1 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 251 : : 132 108 15 17 21 18 . 17 33 17 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 1,499,992 : : Positions : : 120,750 112,884 7,324 53,372 799,659 39,798 9,531 360,277 18,236 17,171 144,423 : : : : Changes from: December 15, 2020 : : -1,817 -474 3,366 -5,648 -6,590 -6,574 6,673 -797 4,873 -3,793 -4,948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 7.5 0.5 3.6 53.3 2.7 0.6 24.0 1.2 1.1 9.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 35 34 4 12 16 4 6 7 12 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 203,289 : : Positions : : 150,568 179,437 17,876 4,716 12,226 0 524 0 1,284 1,199 124 : : : : Changes from: December 15, 2020 : : 3,271 2,828 -429 1,271 1,531 0 254 0 276 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 88.3 8.8 2.3 6.0 0.0 0.3 0.0 0.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 140,402 : : Positions : : 126,903 66,956 0 57,375 2,254 0 0 0 3,176 0 267 : : : : Changes from: December 15, 2020 : : -162 795 0 -152 372 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 47.7 0.0 40.9 1.6 0.0 0.0 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 0 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 280,451 : : Positions : : 212,804 126,857 38,766 129,558 9,585 3,058 0 0 5,089 3,158 403 : : : : Changes from: December 15, 2020 : : -98 1,712 -529 -1,340 518 99 0 0 -127 -320 -1,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 45.2 13.8 46.2 3.4 1.1 0.0 0.0 1.8 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 19 5 9 4 4 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 1,075,176 : : Positions : :1,020,373 47,689 12,709 987,203 28,440 956 0 34 2,184 7,174 2,028 : : : : Changes from: December 15, 2020 : : 6,466 9,995 69 -4,239 -460 -1,007 0 34 -42 -12 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 4.4 1.2 91.8 2.6 0.1 0.0 0.0 0.2 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 14 . 10 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 377,960 : : Positions : : 260,891 260,147 59,927 70,131 28,802 4,066 2,924 0 7,690 1,260 600 : : : : Changes from: December 15, 2020 : : 5,584 5,514 264 -1,414 -1 0 94 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 68.8 15.9 18.6 7.6 1.1 0.8 0.0 2.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 23 4 8 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 618,096 : : Positions : : 545,226 428,372 23,013 150,223 36,447 3,670 0 0 1,336 0 1,172 : : : : Changes from: December 15, 2020 : : 1,191 2,501 867 9 -612 256 0 0 -112 0 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 69.3 3.7 24.3 5.9 0.6 0.0 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 25 27 . 12 11 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 486,149 : : Positions : : 403,996 137,743 54,437 312,837 19,326 0 512 0 0 333 70 : : : : Changes from: December 15, 2020 : : 3,067 237 94 1,961 182 0 32 0 0 56 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 28.3 11.2 64.4 4.0 0.0 0.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 19 . 10 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 97,135 : : Positions : : 73,778 87,801 16,020 4,066 1,709 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 2,392 2,018 -86 0 90 0 0 0 0 -345 -449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.4 16.5 4.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 22,923 : : Positions : : 17,758 21,838 3,367 806 0 0 0 0 1,333 0 0 : : : : Changes from: December 15, 2020 : : 3,534 3,286 0 341 0 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 95.3 14.7 3.5 0.0 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 348,012 : : Positions : : 330,120 57,852 1,679 279,101 3,960 0 0 0 2,180 2,599 1,016 : : : : Changes from: December 15, 2020 : : 4,323 1,162 -276 -763 91 0 0 0 -850 951 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 16.6 0.5 80.2 1.1 0.0 0.0 0.0 0.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 14 . 13 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 180,842 : : Positions : : 154,161 20,332 5,274 142,060 11,671 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 2,665 509 554 2,628 -650 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 11.2 2.9 78.6 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 256,664 : : Positions : : 249,559 207,240 512 34,767 3,375 0 2,130 0 0 5,396 0 : : : : Changes from: December 15, 2020 : : 1,772 1,797 512 -397 428 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 80.7 0.2 13.5 1.3 0.0 0.8 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 29,496 : : Positions : : 10,573 26,265 11,316 2,394 0 3,569 0 0 2,809 0 0 : : : : Changes from: December 15, 2020 : : 1,302 2,356 -620 372 0 1,887 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 89.0 38.4 8.1 0.0 12.1 0.0 0.0 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 10 16 . . 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 611,282 : : Positions : : 495,645 159,795 59,947 397,679 33,745 2,186 2,326 4,082 6,286 6,217 1,027 : : : : Changes from: December 15, 2020 : : 12,033 5,416 812 5,547 -805 18 151 -126 -36 337 247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 26.1 9.8 65.1 5.5 0.4 0.4 0.7 1.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 43 29 4 12 9 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 213,581 : : Positions : : 196,069 74,248 6,545 133,243 5,128 0 0 0 1,129 0 344 : : : : Changes from: December 15, 2020 : : 2,388 277 62 1,347 -368 0 0 0 -327 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 34.8 3.1 62.4 2.4 0.0 0.0 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 10 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 179,690 : : Positions : : 93,004 139,024 70,211 30,866 5,615 1,240 0 0 2,962 1,600 0 : : : : Changes from: December 15, 2020 : : 5,425 4,608 1,732 786 682 1,240 0 0 0 1,054 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 77.4 39.1 17.2 3.1 0.7 0.0 0.0 1.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 20 7 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 185,686 : : Positions : : 93,367 142,639 71,574 32,282 3,988 11,922 0 0 4,202 5,816 0 : : : : Changes from: December 15, 2020 : : 5,735 5,662 1,023 1,158 186 1,240 0 0 0 1,054 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 76.8 38.5 17.4 2.1 6.4 0.0 0.0 2.3 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 28 34 10 4 . . 0 0 . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 111,169 : : Positions : : 95,057 74,313 11,737 34,701 1,101 2,015 0 0 341 0 0 : : : : Changes from: December 15, 2020 : : 10,583 7,973 372 2,672 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 66.8 10.6 31.2 1.0 1.8 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 21,298 : : Positions : : 6,393 19,074 12,672 0 0 930 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 670 1,209 0 0 0 930 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 89.6 59.5 0.0 0.0 4.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 239,107 : : Positions : : 148,797 154,343 63,435 66,361 11,814 7,526 0 762 0 1,763 800 : : : : Changes from: December 15, 2020 : : 4,385 1,791 -518 1,038 -177 -807 0 449 0 49 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 64.5 26.5 27.8 4.9 3.1 0.0 0.3 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 29 5 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 125,518 : : Positions : : 124,352 124,154 310 434 0 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 4,579 4,734 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 98.9 0.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 22 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 90,034 : : Positions : : 64,298 50,376 4,146 17,876 9,076 0 0 0 0 481 0 : : : : Changes from: December 15, 2020 : : 537 1,366 366 -124 0 0 0 0 0 481 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 56.0 4.6 19.9 10.1 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 200,524 : : Positions : : 192,597 132,791 0 59,496 592 0 0 0 0 880 604 : : : : Changes from: December 15, 2020 : : 795 1,641 0 1,905 592 0 0 0 0 -316 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 66.2 0.0 29.7 0.3 0.0 0.0 0.0 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 0 7 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 188,672 : : Positions : : 146,441 175,210 22,806 131 7,826 0 416 0 0 0 0 : : : : Changes from: December 15, 2020 : : 6,897 3,955 -856 0 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 92.9 12.1 0.1 4.1 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 86,293 : : Positions : : 57,687 50,356 21,679 31,472 1,264 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 1,117 -121 -62 730 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 58.4 25.1 36.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 29,311 : : Positions : : 20,342 26,856 2,476 0 0 0 0 0 4,002 0 177 : : : : Changes from: December 15, 2020 : : 524 682 -248 0 0 0 0 0 0 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 91.6 8.4 0.0 0.0 0.0 0.0 0.0 13.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 . 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 222,013 : : Positions : : 191,215 141,424 15,311 59,040 2,024 0 0 0 5,761 0 174 : : : : Changes from: December 15, 2020 : : 9,247 -144 0 0 0 0 0 0 -37 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 63.7 6.9 26.6 0.9 0.0 0.0 0.0 2.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 . 4 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 166,823 : : Positions : : 136,449 79,789 5,495 67,929 11,638 1,310 0 0 4,399 1,240 763 : : : : Changes from: December 15, 2020 : : -895 -1,232 25 123 -302 638 0 0 0 1,240 763 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 47.8 3.3 40.7 7.0 0.8 0.0 0.0 2.6 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 21 . 10 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 55,405 : : Positions : : 36,871 49,016 12,740 403 2,928 0 0 0 1,309 0 0 : : : : Changes from: December 15, 2020 : : 211 2,164 1,798 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 88.5 23.0 0.7 5.3 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 239,244 : : Positions : : 198,981 109,530 18,830 105,790 11,925 0 3,563 0 3,472 0 214 : : : : Changes from: December 15, 2020 : : 3,690 2,264 -220 1,364 655 0 149 0 329 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 45.8 7.9 44.2 5.0 0.0 1.5 0.0 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 24 4 8 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 113,678 : : Positions : : 83,903 61,170 12,862 33,335 14,403 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 2,432 16 -33 565 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 53.8 11.3 29.3 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 121,130 : : Positions : : 106,285 98,534 5,555 17,348 571 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 526 1,253 696 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 81.3 4.6 14.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 38,043 : : Positions : : 34,833 18,764 0 17,193 0 0 0 0 248 0 0 : : : : Changes from: December 15, 2020 : : 1,643 1,519 0 248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 49.3 0.0 45.2 0.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 0 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 344,000 : : Positions : : 248,089 39,680 75,039 289,268 8,152 426 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 4,213 549 -247 3,998 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 11.5 21.8 84.1 2.4 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 15 . 6 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 99,376 : : Positions : : 73,281 44,432 14,301 49,097 3,685 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 1,074 372 0 274 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.7 14.4 49.4 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 13,259 : : Positions : : 8,731 13,135 3,195 0 0 496 0 0 372 0 0 : : : : Changes from: December 15, 2020 : : 152 400 0 0 0 124 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 99.1 24.1 0.0 0.0 3.7 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 178,626 : : Positions : : 148,467 141,395 19,868 26,482 4,233 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 1,560 1,275 1,219 62 -1,128 0 0 0 0 -307 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 79.2 11.1 14.8 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 1,202,920 : : Positions : : 204,986 275,578 180,914 151,059 84,021 226,346 180,815 258,286 68,445 96,553 115,003 : : : : Changes from: December 15, 2020 : : -3,641 -8,339 2,200 -6,264 4,375 -8,248 -5,468 7,664 -8,553 -1,749 1,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 22.9 15.0 12.6 7.0 18.8 15.0 21.5 5.7 8.0 9.6 : : : : Number of Traders in Each Category Total Traders: 309 : : 46 42 18 16 24 63 56 83 50 32 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 669,471 : : Positions : : 91,046 57,601 12,849 188,454 231,951 139,018 278 86,353 19,490 18,551 81,429 : : : : Changes from: December 15, 2020 : : -1,778 -1,075 20 92 -1,549 -1,369 -11 -471 2,416 298 -5,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 8.6 1.9 28.1 34.6 20.8 0.0 12.9 2.9 2.8 12.2 : : : : Number of Traders in Each Category Total Traders: 136 : : 37 30 6 16 21 28 . 23 25 20 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 412,062 : : Positions : : 107,543 93,670 41,005 173,003 56,128 27,640 980 30,105 97,841 15,464 32,253 : : : : Changes from: December 15, 2020 : : 299 4,068 69 -1,062 2,399 7,308 0 -5,089 -5,768 1,049 -888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 22.7 10.0 42.0 13.6 6.7 0.2 7.3 23.7 3.8 7.8 : : : : Number of Traders in Each Category Total Traders: 89 : : 30 22 7 14 17 10 . 5 17 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 142,866 : : Positions : : 6,637 20,876 73,907 27,401 17,249 3,409 43,059 11,527 15,309 8,431 9,340 : : : : Changes from: December 15, 2020 : : 1,065 -372 720 3,579 -264 0 -1,038 726 296 -210 744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.6 14.6 51.7 19.2 12.1 2.4 30.1 8.1 10.7 5.9 6.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 11 10 5 15 . 6 5 15 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 26,602 : : Positions : : 106 613 3,258 66 318 5,488 2,269 10,170 11 5,534 7,239 : : : : Changes from: December 15, 2020 : : -20 82 341 -46 -105 -619 148 441 11 -429 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.4 2.3 12.2 0.2 1.2 20.6 8.5 38.2 0.0 20.8 27.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 . . . . 6 6 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 674,687 : : Positions : : 292,845 97,721 139,087 412,578 115,607 14,782 0 11,167 64,896 16,822 8,763 : : : : Changes from: December 15, 2020 : : 0 276 -1,944 -2,244 958 496 0 -496 -520 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 14.5 20.6 61.2 17.1 2.2 0.0 1.7 9.6 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 15 15 8 13 17 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 276,070 : : Positions : : 25,060 16,275 145,807 53,371 69,071 6,039 25,634 22,045 420 78,603 3,834 : : : : Changes from: December 15, 2020 : : 0 0 758 -2,143 8,526 -384 682 -356 -16 1,723 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 5.9 52.8 19.3 25.0 2.2 9.3 8.0 0.2 28.5 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 8 11 7 15 . 4 5 . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 7,321 : : Positions : : 4,728 4,710 625 268 743 0 0 0 266 456 233 : : : : Changes from: December 15, 2020 : : 161 113 -13 38 -28 0 0 0 -18 47 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 64.3 8.5 3.7 10.1 0.0 0.0 0.0 3.6 6.2 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 29 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 34,142 : : Positions : : 26,433 30,336 4,059 1,731 1,735 552 0 0 1,120 63 160 : : : : Changes from: December 15, 2020 : : 1,097 1,026 76 197 -250 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.9 11.9 5.1 5.1 1.6 0.0 0.0 3.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 34 32 5 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 22,331 : : Positions : : 20,298 17,117 155 4,493 492 0 0 0 1,341 0 15 : : : : Changes from: December 15, 2020 : : -48 250 0 154 -14 0 0 0 206 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 76.7 0.7 20.1 2.2 0.0 0.0 0.0 6.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 . 5 5 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 12,800 : : Positions : : 9,803 9,561 959 743 1,006 39 0 0 148 56 430 : : : : Changes from: December 15, 2020 : : 453 350 18 -7 130 10 0 0 -32 -5 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 74.7 7.5 5.8 7.9 0.3 0.0 0.0 1.2 0.4 3.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 30 . 4 5 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 7,014 : : Positions : : 6,006 4,480 75 1,584 440 0 0 0 20 197 93 : : : : Changes from: December 15, 2020 : : 170 155 30 -15 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 63.9 1.1 22.6 6.3 0.0 0.0 0.0 0.3 2.8 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 30,084 : : Positions : : 28,743 19,771 225 8,141 457 0 0 0 585 1,599 60 : : : : Changes from: December 15, 2020 : : 2,533 1,284 0 1,112 -18 0 0 0 0 122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 65.7 0.7 27.1 1.5 0.0 0.0 0.0 1.9 5.3 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 36 . 8 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 62,605 : : Positions : : 40,829 51,705 6,140 3,856 4,248 1,360 0 0 8,475 1,293 1,337 : : : : Changes from: December 15, 2020 : : 1,812 2,079 963 779 45 -105 0 0 497 309 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 82.6 9.8 6.2 6.8 2.2 0.0 0.0 13.5 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 104 : : 59 59 9 7 10 . 0 0 7 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 2,741 : : Positions : : 1,283 1,922 180 0 241 40 0 0 128 51 38 : : : : Changes from: December 15, 2020 : : 128 217 35 0 39 -6 0 0 0 14 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 70.1 6.6 0.0 8.8 1.5 0.0 0.0 4.7 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,734 : : Positions : : 931 1,058 0 85 135 0 0 0 131 0 69 : : : : Changes from: December 15, 2020 : : 146 64 0 8 0 0 0 0 -28 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 61.0 0.0 4.9 7.8 0.0 0.0 0.0 7.6 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 4,713 : : Positions : : 3,451 3,552 73 17 373 0 0 0 1 101 247 : : : : Changes from: December 15, 2020 : : -16 67 15 15 -19 -28 0 0 0 12 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 75.4 1.5 0.4 7.9 0.0 0.0 0.0 0.0 2.1 5.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 33 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 56,935 : : Positions : : 52,204 25,274 1,371 30,566 216 0 0 0 2,614 160 447 : : : : Changes from: December 15, 2020 : : 3,235 384 95 2,904 -45 0 0 0 -64 20 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 44.4 2.4 53.7 0.4 0.0 0.0 0.0 4.6 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 34 . 9 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 128,973 : : Positions : : 95,979 100,695 11,591 14,979 6,013 4,771 848 546 5,437 2,403 3,137 : : : : Changes from: December 15, 2020 : : -1,627 -858 757 1,748 387 207 -1 43 1,415 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 78.1 9.0 11.6 4.7 3.7 0.7 0.4 4.2 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 125 : : 67 68 11 6 9 10 . . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 58,570 : : Positions : : 40,525 38,427 8,834 15,573 3,149 4,200 595 0 1,590 0 160 : : : : Changes from: December 15, 2020 : : 1,375 947 -11 529 -29 0 270 0 214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 65.6 15.1 26.6 5.4 7.2 1.0 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 27 . 8 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 63,600 : : Positions : : 53,696 46,471 1,276 13,158 681 4,384 0 33 1,321 1,356 1,563 : : : : Changes from: December 15, 2020 : : 1,683 774 -113 877 -309 195 0 0 129 -12 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 73.1 2.0 20.7 1.1 6.9 0.0 0.1 2.1 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 104 : : 56 54 . 9 6 8 0 . 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 31,549 : : Positions : : 28,254 19,802 459 9,969 916 900 380 0 861 219 15 : : : : Changes from: December 15, 2020 : : 845 110 0 798 -186 0 0 0 94 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 62.8 1.5 31.6 2.9 2.9 1.2 0.0 2.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 24 . 6 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665S Open Interest is 6,212 : : Positions : : 5,350 1,540 0 4,118 132 0 0 0 0 33 27 : : : : Changes from: December 15, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 24.8 0.0 66.3 2.1 0.0 0.0 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 20,402 : : Positions : : 14,679 16,384 3,640 1,572 1,005 0 405 0 111 555 222 : : : : Changes from: December 15, 2020 : : 69 -276 -35 320 -188 0 0 0 0 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 80.3 17.8 7.7 4.9 0.0 2.0 0.0 0.5 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 20 7 4 6 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2020