Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 6,188,443 : : Positions : :3,823,285 1,217,778 495,978 4,151,874 280,710 731,505 5,992 192,985 311,791 9,804 314,737 : : : : Changes from: May 25, 2021 : : -123,756 -47,178 -40,650 -118,977 14,140 -9,198 4,163 -45,184 -13,641 -22,100 -6,203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 19.7 8.0 67.1 4.5 11.8 0.1 3.1 5.0 0.2 5.1 : : : : Number of Traders in Each Category Total Traders: 243 : : 122 106 15 17 21 19 . 15 39 12 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 308,448 : : Positions : : 24,882 27,871 93,735 55,734 66,124 0 52,127 64,791 52,085 34,862 6,831 : : : : Changes from: May 25, 2021 : : -4,169 -4,278 -924 8,302 -14,837 -9,700 424 -9,182 8,514 -9,909 -7,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 9.0 30.4 18.1 21.4 0.0 16.9 21.0 16.9 11.3 2.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 6 8 9 6 12 0 6 5 7 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 224,028 : : Positions : : 169,594 207,205 24,155 1,317 8,698 390 162 64 2,621 16 650 : : : : Changes from: May 25, 2021 : : 2,467 108 -1,157 63 345 0 162 64 -353 16 199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 92.5 10.8 0.6 3.9 0.2 0.1 0.0 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 16 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 160,634 : : Positions : : 140,302 98,908 63 45,844 1,913 0 345 478 4,265 0 246 : : : : Changes from: May 25, 2021 : : 829 1,504 63 190 -33 0 -323 298 1 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 61.6 0.0 28.5 1.2 0.0 0.2 0.3 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 13 . 7 5 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 271,505 : : Positions : : 174,268 129,921 65,684 120,681 8,974 2,294 3,623 384 5,437 992 491 : : : : Changes from: May 25, 2021 : : -929 2,502 6,642 6,284 -1,498 339 -1,099 -155 62 155 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 47.9 24.2 44.4 3.3 0.8 1.3 0.1 2.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 24 5 9 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 923,327 : : Positions : : 848,800 67,994 12,202 795,875 32,712 1,527 368 3,758 5,464 3,709 6,222 : : : : Changes from: May 25, 2021 : : 971 1,587 188 -7,422 856 -459 0 186 876 -1 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 7.4 1.3 86.2 3.5 0.2 0.0 0.4 0.6 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 17 . 10 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 340,570 : : Positions : : 208,010 241,811 83,411 61,961 24,563 5,156 0 62 5,702 0 1,659 : : : : Changes from: May 25, 2021 : : -883 -6,156 -1,063 3,568 -1,989 -153 0 62 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.0 24.5 18.2 7.2 1.5 0.0 0.0 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 25 5 9 9 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 650,575 : : Positions : : 544,537 462,821 28,479 145,957 36,593 15,153 0 27 15,173 151 2,213 : : : : Changes from: May 25, 2021 : : 3,211 9,153 150 -2,849 4,176 4,321 0 0 -641 25 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 71.1 4.4 22.4 5.6 2.3 0.0 0.0 2.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 23 4 10 8 . 0 . 12 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 465,569 : : Positions : : 377,464 143,980 41,163 252,168 33,563 0 14,437 1,121 0 1,609 741 : : : : Changes from: May 25, 2021 : : 7,799 3,254 -812 2,033 1,151 0 2,771 -29 0 -88 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 30.9 8.8 54.2 7.2 0.0 3.1 0.2 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 19 . 10 9 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 112,655 : : Positions : : 86,149 99,398 20,673 4,040 486 0 3,014 62 1,613 1,530 611 : : : : Changes from: May 25, 2021 : : 392 1,100 951 0 0 0 31 0 342 -61 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.2 18.4 3.6 0.4 0.0 2.7 0.1 1.4 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 16 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 44,786 : : Positions : : 32,675 38,873 6,757 4,461 31 0 0 0 1,132 294 310 : : : : Changes from: May 25, 2021 : : 30 906 0 0 0 0 0 0 0 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 86.8 15.1 10.0 0.1 0.0 0.0 0.0 2.5 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 359,372 : : Positions : : 332,088 63,885 2,051 275,073 14,204 0 29 753 0 1,616 149 : : : : Changes from: May 25, 2021 : : 2,655 1,776 305 119 152 0 29 753 -64 148 -738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 17.8 0.6 76.5 4.0 0.0 0.0 0.2 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 18 . 13 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 203,537 : : Positions : : 179,326 23,385 4,528 169,345 6,961 2,924 0 0 0 0 0 : : : : Changes from: May 25, 2021 : : -588 1,155 426 707 -66 2,118 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 11.5 2.2 83.2 3.4 1.4 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 June 1, 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 247,260 : : Positions : : 239,934 171,133 0 48,072 2,370 0 4,726 351 1,530 12,745 0 : : : : Changes from: May 25, 2021 : : 4,169 461 0 3,253 0 0 -351 351 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 69.2 0.0 19.4 1.0 0.0 1.9 0.1 0.6 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 12 0 6 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 41,188 : : Positions : : 18,042 29,479 12,131 3,443 240 4,676 0 1,287 1,278 2,949 2,267 : : : : Changes from: May 25, 2021 : : 1,030 2,052 -600 531 240 2,291 0 381 240 210 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 71.6 29.5 8.4 0.6 11.4 0.0 3.1 3.1 7.2 5.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 19 4 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 665,593 : : Positions : : 522,843 179,412 64,768 426,751 37,009 18,549 7,588 2,556 7,798 5,644 2,605 : : : : Changes from: May 25, 2021 : : 5,653 17,820 -137 -1,440 5,186 7,369 1,518 -482 1,003 -2,178 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 27.0 9.7 64.1 5.6 2.8 1.1 0.4 1.2 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 79 : : 48 31 4 11 12 . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 145,996 : : Positions : : 53,060 87,258 63,286 32,102 21,721 0 0 0 450 0 151 : : : : Changes from: May 25, 2021 : : 552 552 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 59.8 43.3 22.0 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 June 1, 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 214,969 : : Positions : : 190,638 93,051 7,822 113,233 5,054 2,604 0 1,430 620 0 464 : : : : Changes from: May 25, 2021 : : -3,359 -884 1,498 -215 -1,219 1,252 0 148 -400 0 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 43.3 3.6 52.7 2.4 1.2 0.0 0.7 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 8 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 176,728 : : Positions : : 88,943 131,864 56,408 27,957 5,074 16,255 3,240 0 8,040 4,116 0 : : : : Changes from: May 25, 2021 : : 4,020 11,250 -1,590 -300 630 7,223 1,800 0 4,320 960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 74.6 31.9 15.8 2.9 9.2 1.8 0.0 4.5 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 25 31 7 6 6 . . 0 5 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 213,132 : : Positions : : 92,344 163,005 62,373 31,120 5,972 25,344 3,465 2,041 23,941 5,612 543 : : : : Changes from: May 25, 2021 : : 2,518 9,600 -1,800 -390 420 6,660 1,145 655 4,469 1,257 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 76.5 29.3 14.6 2.8 11.9 1.6 1.0 11.2 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 83 : : 32 35 8 6 7 . . . 9 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 196,189 : : Positions : : 168,109 170,401 22,515 22,620 614 1,704 0 48 1,818 640 31 : : : : Changes from: May 25, 2021 : : 476 6,486 3,775 360 -120 1,704 0 48 0 153 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 86.9 11.5 11.5 0.3 0.9 0.0 0.0 0.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 31,332 : : Positions : : 17,940 27,661 9,402 0 1,812 0 0 0 360 0 0 : : : : Changes from: May 25, 2021 : : 60 300 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 88.3 30.0 0.0 5.8 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 222,282 : : Positions : : 152,890 126,648 47,418 76,588 13,206 0 1,747 0 312 0 615 : : : : Changes from: May 25, 2021 : : 814 -429 837 2,266 206 0 0 0 312 -86 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 57.0 21.3 34.5 5.9 0.0 0.8 0.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 31 4 7 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 82,417 : : Positions : : 52,280 47,712 10,766 20,284 7,566 1,279 0 29 0 0 0 : : : : Changes from: May 25, 2021 : : 514 -122 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 57.9 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 June 1, 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 203,982 : : Positions : : 188,636 131,064 3,209 62,596 749 3,348 0 1,950 0 1,024 0 : : : : Changes from: May 25, 2021 : : 1,787 2,233 0 301 29 1,707 0 -6 0 301 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 64.3 1.6 30.7 0.4 1.6 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 171,428 : : Positions : : 139,530 150,987 10,351 1,524 8,980 0 0 0 0 2,187 248 : : : : Changes from: May 25, 2021 : : -1,215 -2,036 0 0 0 0 0 0 0 267 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 88.1 6.0 0.9 5.2 0.0 0.0 0.0 0.0 1.3 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 June 1, 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 92,774 : : Positions : : 55,622 58,063 30,055 30,250 822 0 0 0 1,199 0 0 : : : : Changes from: May 25, 2021 : : 14 2,481 -2 -31 31 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 62.6 32.4 32.6 0.9 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 35,483 3,025 0 30 1,606 0 0 3,663 0 0 : : : : Changes from: May 25, 2021 : : 0 604 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 93.5 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: 23 : : 10 13 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 225,167 : : Positions : : 190,228 147,920 13,997 56,186 4,482 4,457 0 97 5,058 0 0 : : : : Changes from: May 25, 2021 : : 2,816 786 -582 992 642 -279 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 65.7 6.2 25.0 2.0 2.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 154,238 : : Positions : : 120,966 81,000 8,271 53,128 11,018 0 0 0 3,151 1,625 756 : : : : Changes from: May 25, 2021 : : 334 941 0 -1,029 870 0 0 0 303 30 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 52.5 5.4 34.4 7.1 0.0 0.0 0.0 2.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 . 10 9 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 June 1, 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 48,259 : : Positions : : 34,247 42,003 9,571 0 2,958 0 1,197 540 360 0 0 : : : : Changes from: May 25, 2021 : : 330 243 390 0 0 0 240 -240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.0 19.8 0.0 6.1 0.0 2.5 1.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 20 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 241,497 : : Positions : : 198,262 89,412 18,937 120,170 12,675 0 8,421 1,812 3,352 360 0 : : : : Changes from: May 25, 2021 : : 942 2,882 -756 -961 857 0 213 0 305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 37.0 7.8 49.8 5.2 0.0 3.5 0.8 1.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 22 5 5 5 0 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 138,173 : : Positions : : 117,827 75,383 9,736 53,600 5,857 612 372 0 0 0 0 : : : : Changes from: May 25, 2021 : : 773 2,403 -272 -456 730 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 54.6 7.0 38.8 4.2 0.4 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 16 5 4 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 105,375 : : Positions : : 79,568 88,750 11,825 11,645 1,634 4,593 0 0 360 0 0 : : : : Changes from: May 25, 2021 : : 136 570 0 0 0 1,380 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 84.2 11.2 11.1 1.6 4.4 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 June 1, 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 52,223 : : Positions : : 48,997 25,938 2,384 19,386 90 0 2,690 77 0 359 31 : : : : Changes from: May 25, 2021 : : 8,290 2,021 -151 3,020 90 0 2,690 77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 49.7 4.6 37.1 0.2 0.0 5.2 0.1 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 341,675 : : Positions : : 245,341 57,189 78,912 268,605 4,393 0 1,815 0 0 3,520 0 : : : : Changes from: May 25, 2021 : : 10,517 6,432 647 4,140 -473 0 1,815 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 16.7 23.1 78.6 1.3 0.0 0.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 16 . 6 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 101,361 : : Positions : : 69,017 33,851 16,927 56,260 8,685 758 0 450 0 0 0 : : : : Changes from: May 25, 2021 : : 62 0 334 184 31 -30 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 33.4 16.7 55.5 8.6 0.7 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 June 1, 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 58,432 : : Positions : : 52,539 31,073 0 22,038 3,029 0 0 0 1,158 0 0 : : : : Changes from: May 25, 2021 : : 0 0 0 151 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 53.2 0.0 37.7 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 June 1, 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 40,330 : : Positions : : 14,697 38,657 19,748 0 0 4,694 0 0 0 0 0 : : : : Changes from: May 25, 2021 : : 2,092 3,804 1,712 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 95.9 49.0 0.0 0.0 11.6 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 June 1, 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 227,693 : : Positions : : 202,408 183,692 11,902 32,572 6,899 0 0 0 0 548 0 : : : : Changes from: May 25, 2021 : : 4,394 3,822 -359 151 545 0 0 0 -32 548 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 80.7 5.2 14.3 3.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 28,930 : : Positions : : 22,996 27,861 4,558 0 0 0 0 0 0 0 0 : : : : Changes from: May 25, 2021 : : -360 -360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 96.3 15.8 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 June 1, 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 1,240,729 : : Positions : : 190,233 284,269 235,992 80,363 84,042 253,555 213,098 262,981 40,767 168,655 116,025 : : : : Changes from: May 25, 2021 : : 10,477 13,658 12,709 869 -2,120 10,762 -3,932 20,703 -2,687 23,410 5,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 22.9 19.0 6.5 6.8 20.4 17.2 21.2 3.3 13.6 9.4 : : : : Number of Traders in Each Category Total Traders: 296 : : 40 38 20 14 26 82 42 69 30 52 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 390,090 : : Positions : : 115,644 89,359 36,678 145,850 46,541 25,748 10,601 24,878 88,618 31,149 36,753 : : : : Changes from: May 25, 2021 : : -13,095 -11,801 -2,037 -4,629 -2,990 576 3,120 -14,203 936 3,519 -5,306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 22.9 9.4 37.4 11.9 6.6 2.7 6.4 22.7 8.0 9.4 : : : : Number of Traders in Each Category Total Traders: 92 : : 28 21 8 15 16 5 . 5 17 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 128,401 : : Positions : : 5,652 23,045 73,483 17,178 19,726 1,161 37,340 7,730 9,220 9,730 6,349 : : : : Changes from: May 25, 2021 : : -3,585 -883 -2,495 -2,874 -1,667 -3,458 5,632 -7,682 -1,098 -15,066 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.4 17.9 57.2 13.4 15.4 0.9 29.1 6.0 7.2 7.6 4.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 12 13 10 5 11 . 6 5 8 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 584,445 : : Positions : : 199,308 68,476 145,759 386,851 100,140 14,722 0 976 99,766 11,087 2,813 : : : : Changes from: May 25, 2021 : : -15,925 -4,044 -3,627 -16,872 713 0 -200 0 -2,425 -1,134 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 11.7 24.9 66.2 17.1 2.5 0.0 0.2 17.1 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 12 11 7 14 17 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 234,340 : : Positions : : 34,416 26,083 121,040 40,743 60,197 798 23,017 5,743 2,290 65,822 4,857 : : : : Changes from: May 25, 2021 : : -2,468 -5,138 -9,910 -1,798 -4,565 -240 -2,411 -5,326 -741 -2,181 -3,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 11.1 51.7 17.4 25.7 0.3 9.8 2.5 1.0 28.1 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 9 11 5 15 . 4 4 4 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 7,018 : : Positions : : 4,229 4,329 607 269 527 0 0 0 449 367 453 : : : : Changes from: May 25, 2021 : : 6 -88 -31 42 -11 0 0 0 21 -80 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 61.7 8.6 3.8 7.5 0.0 0.0 0.0 6.4 5.2 6.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 25 . . . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 34,391 : : Positions : : 25,733 27,389 1,848 3,757 1,072 560 0 0 3,197 90 1,869 : : : : Changes from: May 25, 2021 : : 836 1,167 -125 35 60 0 0 0 525 15 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 79.6 5.4 10.9 3.1 1.6 0.0 0.0 9.3 0.3 5.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 34 . 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 18,943 : : Positions : : 17,853 11,947 0 4,333 240 0 0 0 645 1,695 0 : : : : Changes from: May 25, 2021 : : 135 100 0 -71 0 0 0 0 10 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 63.1 0.0 22.9 1.3 0.0 0.0 0.0 3.4 8.9 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 June 1, 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 19,774 : : Positions : : 12,508 14,307 194 2,487 897 44 0 0 4,312 901 653 : : : : Changes from: May 25, 2021 : : 832 997 -25 -45 87 10 0 0 -70 -30 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 72.4 1.0 12.6 4.5 0.2 0.0 0.0 21.8 4.6 3.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 35 . . 4 . 0 0 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 8,453 : : Positions : : 6,446 5,559 232 1,279 974 0 0 0 0 55 70 : : : : Changes from: May 25, 2021 : : 571 386 -175 10 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 65.8 2.7 15.1 11.5 0.0 0.0 0.0 0.0 0.7 0.8 : : : : 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 June 1, 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 31,925 : : Positions : : 21,442 21,493 0 5,966 1,274 0 0 0 5,438 332 2,412 : : : : Changes from: May 25, 2021 : : -201 72 0 -55 -15 0 0 0 -537 145 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 67.3 0.0 18.7 4.0 0.0 0.0 0.0 17.0 1.0 7.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 26 0 7 . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 68,616 : : Positions : : 38,582 46,480 7,721 5,128 4,575 1,875 0 0 9,579 5,802 4,783 : : : : Changes from: May 25, 2021 : : -415 593 360 -493 26 255 0 0 -174 -192 249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 67.7 11.3 7.5 6.7 2.7 0.0 0.0 14.0 8.5 7.0 : : : : Number of Traders in Each Category Total Traders: 106 : : 57 62 6 9 10 . 0 0 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 2,604 : : Positions : : 1,423 1,681 191 0 166 40 0 0 38 62 74 : : : : Changes from: May 25, 2021 : : 116 73 14 0 2 8 0 0 0 47 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 64.6 7.3 0.0 6.4 1.5 0.0 0.0 1.5 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 4,733 : : Positions : : 2,837 3,584 120 41 367 56 0 0 390 0 68 : : : : Changes from: May 25, 2021 : : -428 -372 116 -43 -130 4 0 0 10 -39 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 75.7 2.5 0.9 7.8 1.2 0.0 0.0 8.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 52,381 : : Positions : : 44,289 14,409 161 36,308 768 0 0 0 6,839 407 60 : : : : Changes from: May 25, 2021 : : -4,935 -2,156 161 -3,614 -169 0 0 0 -931 286 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 27.5 0.3 69.3 1.5 0.0 0.0 0.0 13.1 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 21 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 132,949 : : Positions : : 105,231 88,153 8,965 23,098 6,011 3,324 620 1,057 3,082 9,356 4,404 : : : : Changes from: May 25, 2021 : : 2,767 3,706 437 145 -900 90 0 -25 30 -272 682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 66.3 6.7 17.4 4.5 2.5 0.5 0.8 2.3 7.0 3.3 : : : : Number of Traders in Each Category Total Traders: 132 : : 78 66 8 9 12 9 . . 11 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 43,451 : : Positions : : 31,471 28,636 5,546 12,625 1,742 3,497 0 0 982 0 0 : : : : Changes from: May 25, 2021 : : -1,265 -1,325 34 -569 -24 -192 0 0 -501 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 65.9 12.8 29.1 4.0 8.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 27 . 8 . 6 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 52,603 : : Positions : : 43,917 33,785 1,451 15,269 778 2,389 0 0 2,331 1,165 1,244 : : : : Changes from: May 25, 2021 : : -4,042 -2,319 -421 -2,108 1 -67 0 0 -82 -327 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 64.2 2.8 29.0 1.5 4.5 0.0 0.0 4.4 2.2 2.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 49 44 . 7 . 5 0 0 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 28,916 : : Positions : : 27,049 16,326 113 11,364 653 525 210 0 430 95 50 : : : : Changes from: May 25, 2021 : : -1,485 -897 1 -629 -107 -75 -30 0 -10 20 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 56.5 0.4 39.3 2.3 1.8 0.7 0.0 1.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 22 . 7 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 6,966 : : Positions : : 6,406 1,563 0 4,459 126 0 0 0 0 99 120 : : : : Changes from: May 25, 2021 : : -492 -179 0 -327 0 0 0 0 0 -12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 22.4 0.0 64.0 1.8 0.0 0.0 0.0 0.0 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 18,713 : : Positions : : 12,771 13,623 2,633 2,707 1,038 0 345 0 434 0 744 : : : : Changes from: May 25, 2021 : : -461 -306 -24 219 -239 0 0 0 363 0 -486 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 72.8 14.1 14.5 5.5 0.0 1.8 0.0 2.3 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 5 5 6 0 . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 04, 2021