Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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 6,411,571                :
: Positions                                                                                                    :
:3,947,041 1,264,956   536,628 4,270,851   266,570   740,703     1,829   238,169   325,432    31,904   320,940 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   78,191     5,203    22,626    26,575    -8,994   -21,890     1,829    52,821   -23,732    18,658   -11,446 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      19.7       8.4      66.6       4.2      11.6       0.0       3.7       5.1       0.5       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   249                     :
:      127       107        15        17        21        18         .        15        43        11        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   346,720                :
: Positions                                                                                                    :
:   29,051    32,149    94,659    47,432    80,961     9,700    51,703    73,973    43,571    44,771    14,788 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,485     3,408    -7,457     2,659    11,180     8,677    27,576   -13,118    13,040   -17,908     3,983 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.4       9.3      27.3      13.7      23.4       2.8      14.9      21.3      12.6      12.9       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       11        10         9         6        12         .         6         5         7        12        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   222,985                :
: Positions                                                                                                    :
:  167,127   207,097    25,312     1,254     8,353       390         0         0     2,974         0       451 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    5,350     4,539      -730      -699       957         0         0         0       113         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      92.9      11.4       0.6       3.7       0.2       0.0       0.0       1.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        16         6         .         7         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   159,597                :
: Positions                                                                                                    :
:  139,473    97,404         0    45,654     1,946         0       668       180     4,264         0       277 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      746     1,620         0        94        30         0         0         0     1,197         0       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      61.0       0.0      28.6       1.2       0.0       0.4       0.1       2.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        12         0         8         5         0         .         .         5         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   265,824                :
: Positions                                                                                                    :
:  175,197   127,419    59,042   114,397    10,472     1,955     4,722       539     5,375       837       400 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    3,038     4,624     5,034     4,182      -882       158         0      -155      -756       372       287 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      47.9      22.2      43.0       3.9       0.7       1.8       0.2       2.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       22        24         5         9         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   921,128                :
: Positions                                                                                                    :
:  847,829    66,407    12,014   803,297    31,856     1,986       368     3,572     4,588     3,710     6,672 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   -3,210     1,067       212    -1,115       672       267         0       520     2,844       -11       792 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0       7.2       1.3      87.2       3.5       0.2       0.0       0.4       0.5       0.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       34        16         .        10         9         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   343,551                :
: Positions                                                                                                    :
:  208,893   247,967    84,474    58,393    26,552     5,309         0         0     5,522         0     1,659 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:       13    -2,481       112     4,036       930       553         0         0       572         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      72.2      24.6      17.0       7.7       1.5       0.0       0.0       1.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        25         5         9         9         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   639,767                :
: Positions                                                                                                    :
:  541,326   453,668    28,329   148,806    32,417    10,832         0        27    15,814       126     2,214 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    8,508    11,858     1,193     3,625    -1,873       451         0         0     4,808       126       811 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      70.9       4.4      23.3       5.1       1.7       0.0       0.0       2.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       33        24         4        10         8         .         0         .        14         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   457,306                :
: Positions                                                                                                    :
:  369,665   140,726    41,975   250,135    32,412         0    11,666     1,150         0     1,697       802 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   -1,980    -4,197      -661     3,710      -884         0       469      -116         0       716       283 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      30.8       9.2      54.7       7.1       0.0       2.6       0.3       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       28        19         .        10         8         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   111,432                :
: Positions                                                                                                    :
:   85,757    98,298    19,722     4,040       486         0     2,983        62     1,271     1,591       581 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,611       992       334       -62        62         0       479      -419         0      -208        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      88.2      17.7       3.6       0.4       0.0       2.7       0.1       1.1       1.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        16         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    43,880                :
: Positions                                                                                                    :
:   32,645    37,967     6,757     4,461        31         0         0         0     1,132       264       340 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    3,304     2,997        90       759        31         0         0         0       172       264        38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      86.5      15.4      10.2       0.1       0.0       0.0       0.0       2.6       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        15         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   356,228                :
: Positions                                                                                                    :
:  329,433    62,109     1,746   274,954    14,052         0         0         0        64     1,468       887 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    7,382     1,297      -186     5,697      -215         0         0         0      -397       824        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      17.4       0.5      77.2       3.9       0.0       0.0       0.0       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        18         .        13         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   201,585                :
: Positions                                                                                                    :
:  179,914    22,230     4,102   168,638     7,027       806         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,000        97       221       975        58         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      11.0       2.0      83.7       3.5       0.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        13         .         9         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   242,973                :
: Positions                                                                                                    :
:  235,765   170,672         0    44,819     2,370         0     5,077         0     1,530    12,745         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,952       606         0       518         0         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      70.2       0.0      18.4       1.0       0.0       2.1       0.0       0.6       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        12         0         6         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    37,696                :
: Positions                                                                                                    :
:   17,012    27,427    12,731     2,912         0     2,385         0       906     1,038     2,739     2,177 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,950     2,221       600       510         0       282         0       678       480       986       574 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      72.8      33.8       7.7       0.0       6.3       0.0       2.4       2.8       7.3       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       10        17         4         .         0         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   644,790                :
: Positions                                                                                                    :
:  517,190   161,592    64,905   428,191    31,823    11,180     6,070     3,038     6,795     7,822     2,825 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    9,155     5,733     2,027    13,935       691     3,141    -2,871       683       439    -1,866    -1,542 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      25.1      10.1      66.4       4.9       1.7       0.9       0.5       1.1       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       49        32         4        11        12         .         .         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   145,444                :
: Positions                                                                                                    :
:   52,508    86,706    63,286    32,102    21,721         0         0         0       450         0       151 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      59.6      43.5      22.1      14.9       0.0       0.0       0.0       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         4         .         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   216,438                :
: Positions                                                                                                    :
:  193,997    93,935     6,324   113,448     6,273     1,352         0     1,282     1,020         0       247 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      724       412      -427      -478       441      -825         0       821     1,020         0       247 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      43.4       2.9      52.4       2.9       0.6       0.0       0.6       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16         8         .         9         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   162,118                :
: Positions                                                                                                    :
:   84,923   120,614    57,998    28,257     4,444     9,032     1,440         0     3,720     3,156         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   14,942    21,928     2,514     5,240      -305     8,642     1,440         0     3,720       870         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      74.4      35.8      17.4       2.7       5.6       0.9       0.0       2.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       21        26         7         6         4         .         .         0         4         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   200,082                :
: Positions                                                                                                    :
:   89,826   153,405    64,173    31,510     5,552    18,684     2,320     1,386    19,472     4,355       360 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   18,283    24,043        56     4,341       959     7,320        54     1,386     3,391       240       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      76.7      32.1      15.7       2.8       9.3       1.2       0.7       9.7       2.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       31        33         8         6         7         .         .         .         9         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   189,914                :
: Positions                                                                                                    :
:  167,633   163,915    18,740    22,260       734         0         0         0     1,818       487        31 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   11,740    12,997       128      -534         0         0         0         0       239      -582        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      86.3       9.9      11.7       0.4       0.0       0.0       0.0       1.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        21         5         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    31,152                :
: Positions                                                                                                    :
:   17,880    27,361     9,492         0     1,812         0         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,116       962      -300         0         0         0         0         0       360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      87.8      30.5       0.0       5.8       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   220,059                :
: Positions                                                                                                    :
:  152,076   127,077    46,581    74,322    13,000         0     1,747         0         0        86       469 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   11,884     1,736    -9,000     1,092     3,435         0         0         0         0        86       469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      57.7      21.2      33.8       5.9       0.0       0.8       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        31         5         6         5         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    82,479                :
: Positions                                                                                                    :
:   51,766    47,834    10,766    20,284     7,566     1,279         0        29         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:     -211      -316       694     3,112       164         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      58.0      13.1      24.6       9.2       1.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         4         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   201,056                :
: Positions                                                                                                    :
:  186,849   128,831     3,209    62,295       720     1,641         0     1,956         0       723         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    3,786     3,512       184      -124       118       890         0         0         0       723         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      64.1       1.6      31.0       0.4       0.8       0.0       1.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        21         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   172,669                :
: Positions                                                                                                    :
:  140,745   153,023    10,351     1,524     8,980         0         0         0         0     1,920       186 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   -2,571     2,614     6,373         0    -1,436         0         0         0         0     1,824      -183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      88.6       6.0       0.9       5.2       0.0       0.0       0.0       0.0       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    92,807                :
: Positions                                                                                                    :
:   55,608    55,582    30,057    30,281       791         0         0         0     1,075         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      -11     1,715     1,194    -1,435         0         0         0         0      -394         0       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      59.9      32.4      32.6       0.9       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         5         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    37,952                :
: Positions                                                                                                    :
:   25,667    34,879     3,025         0        30     1,606         0         0     3,663         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,494     1,730      -480         0        30       300         0         0      -362         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      91.9       8.0       0.0       0.1       4.2       0.0       0.0       9.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   222,871                :
: Positions                                                                                                    :
:  187,412   147,134    14,579    55,194     3,840     4,736         0        97     5,058         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   -1,031       943      -457       487       155         0         0         0     2,920         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      66.0       6.5      24.8       1.7       2.1       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        14         .         4         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   152,852                :
: Positions                                                                                                    :
:  120,632    80,059     8,271    54,157    10,148         0         0         0     2,848     1,595       727 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,289     1,391      -120    -1,310        -7         0         0         0      -150       395        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      52.4       5.4      35.4       6.6       0.0       0.0       0.0       1.9       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        19         .        10         9         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    21,620                :
: Positions                                                                                                    :
:   18,786    16,399     2,162     3,154         0         0       563         0         0       371         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,950     1,396       180     1,224       -30         0         0         0      -210       210      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      75.9      10.0      14.6       0.0       0.0       2.6       0.0       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         7         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    47,899                :
: Positions                                                                                                    :
:   33,917    41,760     9,181         0     2,958         0       957       780       360         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,048     3,990       780         0        30         0      -780       780       360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      87.2      19.2       0.0       6.2       0.0       2.0       1.6       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        19         4         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   240,121                :
: Positions                                                                                                    :
:  197,320    86,530    19,693   121,131    11,818         0     8,208     1,812     3,047       360         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      292    -2,536       120    -1,035      -135         0     3,843         0       329       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      36.0       8.2      50.4       4.9       0.0       3.4       0.8       1.3       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        19         5         5         5         0         5         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   136,361                :
: Positions                                                                                                    :
:  117,054    72,980    10,008    54,056     5,127       612       372         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,834     2,193       632       730       -29       -60         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      53.5       7.3      39.6       3.8       0.4       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        16         5         4         4         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   103,859                :
: Positions                                                                                                    :
:   79,432    88,180    11,825    11,645     1,634     3,213         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   -1,028        60        28      -490         0         0         0         0       360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      84.9      11.4      11.2       1.6       3.1       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        13         5         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    43,994                :
: Positions                                                                                                    :
:   40,707    23,917     2,535    16,366         0         0         0         0         0       359        31 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    3,682     4,252       810         0         0         0         0         0         0       359        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      54.4       5.8      37.2       0.0       0.0       0.0       0.0       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   330,097                :
: Positions                                                                                                    :
:  234,824    50,757    78,265   264,465     4,866         0         0         0         0     3,582         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      926     1,841        31    -3,487      -104         0         0         0         0     2,553         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      15.4      23.7      80.1       1.5       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       28        15         .         6         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   101,056                :
: Positions                                                                                                    :
:   68,955    33,851    16,593    56,076     8,654       788         0       420         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,759       460    -1,320        98       955        60         0       -60         0      -297       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      33.5      16.4      55.5       8.6       0.8       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV   2,500 MMBtus                                            :
CFTC Code #0233DU                                                    Open Interest is    58,281                :
: Positions                                                                                                    :
:   52,539    31,073         0    21,887     3,029         0         0         0     1,158         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      240       180         0        60         2         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      53.3       0.0      37.6       5.2       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    36,526                :
: Positions                                                                                                    :
:   12,605    34,853    18,036         0         0     4,694         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,854     4,170        60         0         0     1,320         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      95.4      49.4       0.0       0.0      12.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        12         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   223,084                :
: Positions                                                                                                    :
:  198,014   179,870    12,261    32,421     6,354         0         0         0        32         0       245 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:   11,980     5,581      -164     6,998      -693         0         0         0        32         0       245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      80.6       5.5      14.5       2.8       0.0       0.0       0.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        20         .         6         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    29,290                :
: Positions                                                                                                    :
:   23,356    28,221     4,558         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      96.4      15.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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 1,183,543                :
: Positions                                                                                                    :
:  179,756   270,611   223,283    79,494    86,162   242,793   217,030   242,278    43,454   145,245   110,034 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    3,535    -1,206      -877    -7,320    -6,765   -13,105    20,855    -4,847    -2,460   -29,144     2,028 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      22.9      18.9       6.7       7.3      20.5      18.3      20.5       3.7      12.3       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   289                     :
:       41        37        21        13        26        78        43        74        34        44        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   422,170                :
: Positions                                                                                                    :
:  128,739   101,160    38,715   150,479    49,531    25,172     7,481    39,081    87,682    27,630    42,059 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    7,528    17,427     2,838     6,555     4,859     7,768    -4,137     5,895    -1,397    -6,130     2,137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      24.0       9.2      35.6      11.7       6.0       1.8       9.3      20.8       6.5      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       35        26        10        15        18         7         .         5        19        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   148,724                :
: Positions                                                                                                    :
:    9,237    23,928    75,978    20,052    21,393     4,619    31,708    15,412    10,318    24,796     6,160 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,590    -1,232    -1,905    -1,572     2,220     3,139    -4,902     4,565       739    11,620      -610 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.2      16.1      51.1      13.5      14.4       3.1      21.3      10.4       6.9      16.7       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       14        13        10         7        13         4         5         5         6        12        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   607,301                :
: Positions                                                                                                    :
:  215,233    72,520   149,386   403,723    99,427    14,722       200       976   102,191    12,221     3,321 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:        0         0     4,037     5,886    -1,006    -2,100       200         0     7,746      -400       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      11.9      24.6      66.5      16.4       2.4       0.0       0.2      16.8       2.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       12        11         7        14        17         .         .         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   259,556                :
: Positions                                                                                                    :
:   36,884    31,221   130,950    42,541    64,762     1,038    25,428    11,069     3,031    68,003     8,259 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      329       -30      -107      -653       109       470     3,826       186       872    -1,955      -344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      12.0      50.5      16.4      25.0       0.4       9.8       4.3       1.2      26.2       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:        9        11        10         7        15         .         5         5         4         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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     6,860                :
: Positions                                                                                                    :
:    4,223     4,417       638       227       538         0         0         0       428       447       416 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      199       110        14        27       -34         0         0         0         2        24        57 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      64.4       9.3       3.3       7.8       0.0       0.0       0.0       6.2       6.5       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        26         .         .         .         0         0         0         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                             :
CFTC Code #066416                                                    Open Interest is    33,171                :
: Positions                                                                                                    :
:   24,897    26,222     1,973     3,722     1,012       560         0         0     2,672        75     1,979 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      123       159       -45       120        15       -50         0         0       272        15       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      79.1       5.9      11.2       3.1       1.7       0.0       0.0       8.1       0.2       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       31        33         4         4         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    18,733                :
: Positions                                                                                                    :
:   17,718    11,847         0     4,404       240         0         0         0       635     1,710         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:       65       346         0        15         0         0         0         0       100      -235       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      63.2       0.0      23.5       1.3       0.0       0.0       0.0       3.4       9.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         0         6         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    18,770                :
: Positions                                                                                                    :
:   11,676    13,310       219     2,532       810        34         0         0     4,382       931       693 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,216     1,088         1        41       -37         0         0         0       164        34       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      70.9       1.2      13.5       4.3       0.2       0.0       0.0      23.3       5.0       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        33         .         .         4         .         0         0         4         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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     7,962                :
: Positions                                                                                                    :
:    5,875     5,173       407     1,269       879         0         0         0         0        55        70 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:       27       339       361         3       -72         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      65.0       5.1      15.9      11.0       0.0       0.0       0.0       0.0       0.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV   42000 gallons(1000 barrels)                          :
CFTC Code #06641F                                                    Open Interest is    31,607                :
: Positions                                                                                                    :
:   21,643    21,421         0     6,021     1,289         0         0         0     5,975       187     2,392 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      594        27         0      -334       583         0         0         0    -1,003        22     1,280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      67.8       0.0      19.0       4.1       0.0       0.0       0.0      18.9       0.6       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        27         0         7         .         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    67,182                :
: Positions                                                                                                    :
:   38,997    45,887     7,361     5,621     4,549     1,620         0         0     9,753     5,994     4,534 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    2,110     3,596       363       733      -202       125         0         0       691    -1,236     2,003 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      68.3      11.0       8.4       6.8       2.4       0.0       0.0      14.5       8.9       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   106                     :
:       58        62         6         9         9         .         0         0        12         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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     2,438                :
: Positions                                                                                                    :
:    1,307     1,608       177         0       164        32         0         0        38        15        73 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      152       111       -12         0        11        32         0         0       -27        15         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      66.0       7.3       0.0       6.7       1.3       0.0       0.0       1.6       0.6       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        14         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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     5,371                :
: Positions                                                                                                    :
:    3,265     3,956         4        84       497        52         0         0       380        39       128 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      226       178         4        25        42        52         0         0       -43         5       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      73.7       0.1       1.6       9.3       1.0       0.0       0.0       7.1       0.7       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        25         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665G                                                    Open Interest is    58,425                :
: Positions                                                                                                    :
:   49,224    16,565         0    39,922       937         0         0         0     7,770       121       413 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      358       128         0        48       -22         0         0         0      -105        37        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      28.4       0.0      68.3       1.6       0.0       0.0       0.0      13.3       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       36        28         0        10         .         0         0         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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   129,747                :
: Positions                                                                                                    :
:  102,464    84,447     8,528    22,953     6,911     3,234       620     1,082     3,052     9,628     3,722 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,459       794      -290       406     1,186         5         0        -5       314       108        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      65.1       6.6      17.7       5.3       2.5       0.5       0.8       2.4       7.4       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   130                     :
:       78        66         8         9        12         9         .         .        10         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    45,352                :
: Positions                                                                                                    :
:   32,736    29,961     5,512    13,194     1,766     3,689         0         0     1,483         0         0 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      812       881       -15       -14         9        55         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      66.1      12.2      29.1       3.9       8.1       0.0       0.0       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        30         .         8         4         6         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    57,633                :
: Positions                                                                                                    :
:   47,959    36,104     1,872    17,377       777     2,456         0         0     2,413     1,492     1,488 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:    1,204       978      -222        25       127        90         0         0        26       100       -71 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      62.6       3.2      30.2       1.3       4.3       0.0       0.0       4.2       2.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       50        44         .         8         4         5         0         0        10         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    30,677                :
: Positions                                                                                                    :
:   28,534    17,223       112    11,993       760       600       240         0       440        75       115 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:       78       188         0         5        10         0         0         0        90        -5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      56.1       0.4      39.1       2.5       2.0       0.8       0.0       1.4       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        23         .         7         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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     7,527                :
: Positions                                                                                                    :
:    6,898     1,742         0     4,786       126         0         0         0         0       111       120 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      23.1       0.0      63.6       1.7       0.0       0.0       0.0       0.0       1.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         7         0         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2021               
:                                             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    19,589                :
: Positions                                                                                                    :
:   13,232    13,929     2,657     2,488     1,277         0       345         0        71         0     1,230 :
:                                                                                                              :
: Changes from:     May 18, 2021                                                                               :
:      982       975       231       356        90         0         0         0      -157         0       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      71.1      13.6      12.7       6.5       0.0       1.8       0.0       0.4       0.0       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        25         5         5         6         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated May 28, 2021