Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 6,227,975 : : Positions : :3,665,797 1,169,929 628,480 4,129,043 419,097 835,679 11,413 193,474 166,592 11,477 272,920 : : : : Changes from: December 29, 2020 : : -255,031 -64,759 -23,635 -141,644 -39,593 -8,295 -493 -30,086 34,768 -25,963 -34,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 18.8 10.1 66.3 6.7 13.4 0.2 3.1 2.7 0.2 4.4 : : : : Number of Traders in Each Category Total Traders: 239 : : 120 99 15 17 20 18 . 16 36 14 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 1,392,064 : : Positions : : 116,701 112,390 17,281 48,616 740,761 35,105 4,648 334,421 7,518 11,640 136,932 : : : : Changes from: December 29, 2020 : : 11,388 14,308 17,120 -4,690 -6,562 -14,522 965 -1,777 -3,186 -1,510 6,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 8.1 1.2 3.5 53.2 2.5 0.3 24.0 0.5 0.8 9.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 34 32 4 12 16 . 4 7 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 205,599 : : Positions : : 151,290 180,044 20,811 4,648 10,108 0 650 0 1,284 1,316 124 : : : : Changes from: December 29, 2020 : : -840 -3,580 -217 -26 207 0 62 0 0 68 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 87.6 10.1 2.3 4.9 0.0 0.3 0.0 0.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 145,447 : : Positions : : 133,078 68,459 0 57,874 2,818 0 0 0 1,763 1,656 610 : : : : Changes from: December 29, 2020 : : 6,110 1,813 0 27 104 0 0 0 -1,615 1,656 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 47.1 0.0 39.8 1.9 0.0 0.0 0.0 1.2 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 0 7 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 290,135 : : Positions : : 212,063 132,105 45,267 128,986 9,844 3,018 0 0 4,601 3,045 2,759 : : : : Changes from: December 29, 2020 : : -2,545 4,754 6,835 -2,470 -45 24 0 0 -1,232 231 1,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 45.5 15.6 44.5 3.4 1.0 0.0 0.0 1.6 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 21 5 9 4 4 0 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 1,033,346 : : Positions : : 983,050 46,789 12,530 948,544 25,746 1,603 0 0 140 7,236 1,127 : : : : Changes from: December 29, 2020 : : -48,115 -3,052 -757 -48,550 -644 156 0 0 -3,810 -88 -684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 4.5 1.2 91.8 2.5 0.2 0.0 0.0 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 13 . 10 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 381,757 : : Positions : : 262,941 265,975 59,764 66,438 28,849 3,852 3,994 0 8,373 1,465 492 : : : : Changes from: December 29, 2020 : : 1,473 2,161 -486 -859 47 -214 486 0 479 118 -238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 69.7 15.7 17.4 7.6 1.0 1.0 0.0 2.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 23 4 8 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 621,692 : : Positions : : 547,518 424,920 25,515 155,617 34,066 3,700 0 0 1,143 0 1,029 : : : : Changes from: December 29, 2020 : : 2,731 -784 185 625 -586 30 0 0 -565 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 68.3 4.1 25.0 5.5 0.6 0.0 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 29 4 11 11 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 483,669 : : Positions : : 400,766 140,981 54,351 304,645 19,742 0 1,176 0 0 0 0 : : : : Changes from: December 29, 2020 : : -5,155 1,649 -411 -9,193 431 0 32 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 29.1 11.2 63.0 4.1 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 19 . 10 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 98,027 : : Positions : : 73,033 88,115 17,220 4,066 1,467 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : -715 471 288 0 -211 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 89.9 17.6 4.1 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 24,380 : : Positions : : 19,215 22,551 3,367 1,550 0 0 0 0 1,364 0 0 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 92.5 13.8 6.4 0.0 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 351,289 : : Positions : : 327,614 61,840 1,220 276,882 4,264 0 0 0 2,180 3,057 1,238 : : : : Changes from: December 29, 2020 : : -4,820 -768 -459 -318 304 0 0 0 0 977 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 17.6 0.3 78.8 1.2 0.0 0.0 0.0 0.6 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 16 . 13 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 181,965 : : Positions : : 154,202 20,906 5,548 142,026 11,789 0 0 0 0 341 0 : : : : Changes from: December 29, 2020 : : -389 87 335 428 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 11.5 3.0 78.1 6.5 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 8 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 259,999 : : Positions : : 251,533 210,345 512 34,823 3,375 0 2,490 0 0 5,334 0 : : : : Changes from: December 29, 2020 : : 389 1,058 0 56 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 80.9 0.2 13.4 1.3 0.0 1.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 34,270 : : Positions : : 14,510 30,636 11,967 2,394 0 2,862 0 0 2,592 0 0 : : : : Changes from: December 29, 2020 : : -62 0 0 0 0 -596 0 0 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 89.4 34.9 7.0 0.0 8.4 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 18 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 621,599 : : Positions : : 500,945 173,390 60,299 391,868 34,362 2,541 2,361 4,301 6,666 8,689 1,506 : : : : Changes from: December 29, 2020 : : -731 5,564 983 -1,567 729 213 -505 453 226 1,019 447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 27.9 9.7 63.0 5.5 0.4 0.4 0.7 1.1 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 44 30 4 12 9 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 217,959 : : Positions : : 196,140 72,095 5,241 137,586 4,821 0 0 0 2,200 0 581 : : : : Changes from: December 29, 2020 : : 1,027 0 -662 3,053 61 0 0 0 -1,014 0 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 33.1 2.4 63.1 2.2 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 10 . 10 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 198,766 : : Positions : : 94,989 152,973 76,874 30,674 6,266 7,471 0 0 2,881 3,677 0 : : : : Changes from: December 29, 2020 : : -2,984 -575 -664 428 -428 0 0 0 -527 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 77.0 38.7 15.4 3.2 3.8 0.0 0.0 1.4 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 25 27 8 . 4 . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 209,471 : : Positions : : 103,372 158,525 76,860 34,136 4,205 16,495 0 0 4,121 7,645 248 : : : : Changes from: December 29, 2020 : : 178 -1,691 574 428 0 -1,658 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 75.7 36.7 16.3 2.0 7.9 0.0 0.0 2.0 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 36 38 10 4 4 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 121,046 : : Positions : : 101,951 82,430 12,519 35,717 1,101 2,015 0 0 1,891 0 155 : : : : Changes from: December 29, 2020 : : 1,308 745 360 396 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 68.1 10.3 29.5 0.9 1.7 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 22,998 : : Positions : : 7,013 20,951 15,005 0 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 0 677 708 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 91.1 65.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 5 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 240,931 : : Positions : : 153,367 154,086 61,659 67,606 11,651 7,673 0 570 0 1,892 368 : : : : Changes from: December 29, 2020 : : 512 -1,866 -460 487 93 315 -14 -283 0 83 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 64.0 25.6 28.1 4.8 3.2 0.0 0.2 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 28 5 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 132,480 : : Positions : : 131,004 129,389 620 1,488 186 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 1,645 1,490 310 0 186 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 97.7 0.5 1.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 90,158 : : Positions : : 65,027 50,097 4,391 17,783 9,076 0 0 0 0 394 0 : : : : Changes from: December 29, 2020 : : 946 -527 428 0 0 0 0 0 0 -56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 55.6 4.9 19.7 10.1 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 208,066 : : Positions : : 198,895 139,088 1,351 59,670 950 0 0 0 217 1,391 0 : : : : Changes from: December 29, 2020 : : 2,828 5,021 1,351 236 172 0 0 0 0 511 -604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 66.8 0.6 28.7 0.5 0.0 0.0 0.0 0.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . 7 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 35,875 : : Positions : : 27,619 26,430 2,088 6,006 1,284 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 235 -44 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 73.7 5.8 16.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 192,313 : : Positions : : 149,628 176,291 26,819 131 10,186 0 416 0 0 679 0 : : : : Changes from: December 29, 2020 : : 1,351 1,022 -310 0 0 0 0 0 0 -28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 91.7 13.9 0.1 5.3 0.0 0.2 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 88,500 : : Positions : : 58,983 50,714 22,465 32,589 1,174 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 429 -155 3 236 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 57.3 25.4 36.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 32,847 : : Positions : : 23,490 29,294 2,507 0 0 0 0 0 3,807 450 264 : : : : Changes from: December 29, 2020 : : 2,838 1,948 0 0 0 0 0 0 -465 450 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 89.2 7.6 0.0 0.0 0.0 0.0 0.0 11.6 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 . 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 223,772 : : Positions : : 192,501 143,284 15,448 58,549 2,024 0 0 0 5,523 0 0 : : : : Changes from: December 29, 2020 : : -322 957 137 -615 0 0 0 0 -527 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 64.0 6.9 26.2 0.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 166,409 : : Positions : : 133,878 78,916 6,137 67,529 11,266 1,310 0 0 4,399 1,452 763 : : : : Changes from: December 29, 2020 : : -563 -318 366 -551 180 0 0 0 0 19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 47.4 3.7 40.6 6.8 0.8 0.0 0.0 2.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 18 . 11 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 57,947 : : Positions : : 37,150 48,892 13,329 279 3,052 0 0 0 1,185 0 124 : : : : Changes from: December 29, 2020 : : -1,612 -2,604 -93 0 0 0 0 0 -62 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 84.4 23.0 0.5 5.3 0.0 0.0 0.0 2.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 15 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 245,697 : : Positions : : 201,325 105,003 18,693 114,287 11,894 0 3,541 0 3,205 834 0 : : : : Changes from: December 29, 2020 : : -3,852 -1,383 -497 692 60 0 -22 0 0 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 42.7 7.6 46.5 4.8 0.0 1.4 0.0 1.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 23 4 8 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 119,484 : : Positions : : 88,924 65,024 11,827 34,162 14,917 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 2,529 1,168 -152 742 -28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 54.4 9.9 28.6 12.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 121,094 : : Positions : : 106,397 98,647 5,001 17,562 540 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : -161 330 -340 214 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 81.5 4.1 14.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 39,982 : : Positions : : 36,462 19,122 0 17,503 0 0 0 0 248 0 0 : : : : Changes from: December 29, 2020 : : 358 -665 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 47.8 0.0 43.8 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 0 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 347,943 : : Positions : : 251,704 39,420 74,397 291,269 8,246 426 0 0 0 2,027 112 : : : : Changes from: December 29, 2020 : : 1,014 -74 -427 1,019 32 0 0 0 0 62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 11.3 21.4 83.7 2.4 0.1 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 14 . 6 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 102,993 : : Positions : : 76,176 44,190 14,844 53,205 3,436 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 2,895 -242 0 3,137 -249 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 42.9 14.4 51.7 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 16,328 : : Positions : : 10,780 15,150 3,784 0 0 558 0 0 589 0 0 : : : : Changes from: December 29, 2020 : : -28 -899 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 92.8 23.2 0.0 0.0 3.4 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 182,056 : : Positions : : 150,840 137,515 20,228 32,885 3,873 0 0 0 0 580 0 : : : : Changes from: December 29, 2020 : : 1,781 -2,772 236 4,955 -236 0 0 0 0 56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 75.5 11.1 18.1 2.1 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 1,173,521 : : Positions : : 192,448 267,158 189,298 131,713 90,890 218,430 173,538 261,949 60,047 109,633 98,315 : : : : Changes from: December 29, 2020 : : -13,564 -8,956 4,796 -9,985 7,616 -9,031 -22,270 25,467 -8,339 17,337 -4,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 22.8 16.1 11.2 7.7 18.6 14.8 22.3 5.1 9.3 8.4 : : : : Number of Traders in Each Category Total Traders: 311 : : 47 43 19 15 25 64 58 82 48 39 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 602,049 : : Positions : : 84,194 52,454 11,682 184,360 213,741 130,581 259 74,884 16,069 7,147 63,761 : : : : Changes from: December 29, 2020 : : 7,012 120 -115 18,832 -1,131 7,246 210 5,558 3,611 -1,597 238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 8.7 1.9 30.6 35.5 21.7 0.0 12.4 2.7 1.2 10.6 : : : : Number of Traders in Each Category Total Traders: 133 : : 35 28 6 16 22 27 4 23 28 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 385,764 : : Positions : : 102,305 84,022 41,138 168,924 49,453 32,959 732 24,077 86,378 17,570 29,924 : : : : Changes from: December 29, 2020 : : -7,071 -18,396 -948 -13,430 -5,808 -11,095 -151 -2,609 -11,867 -105 -3,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 21.8 10.7 43.8 12.8 8.5 0.2 6.2 22.4 4.6 7.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 29 19 7 13 17 8 . 5 14 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 131,095 : : Positions : : 2,989 19,812 75,402 25,421 16,251 3,922 41,951 8,726 8,793 5,523 8,633 : : : : Changes from: December 29, 2020 : : 9 1,142 2,543 -1,821 440 -785 3,608 -481 745 -404 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 15.1 57.5 19.4 12.4 3.0 32.0 6.7 6.7 4.2 6.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 8 10 10 5 14 . 5 5 10 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 660,729 : : Positions : : 282,868 82,475 147,627 418,943 112,574 12,100 0 10,928 60,151 16,261 8,081 : : : : Changes from: December 29, 2020 : : -17,391 -5,140 -2,148 -19,104 188 -2,682 0 -239 -3,543 -555 -861 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 12.5 22.3 63.4 17.0 1.8 0.0 1.7 9.1 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 14 7 15 18 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 263,828 : : Positions : : 29,499 16,674 137,289 51,817 65,060 3,367 25,397 20,819 270 72,953 4,125 : : : : Changes from: December 29, 2020 : : 0 730 291 -716 312 -632 140 716 0 -451 486 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 6.3 52.0 19.6 24.7 1.3 9.6 7.9 0.1 27.7 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 7 11 7 15 . 5 5 . 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 6,348 : : Positions : : 3,896 3,937 505 56 764 0 0 0 187 435 200 : : : : Changes from: December 29, 2020 : : -983 -812 -99 -246 67 0 0 0 -44 -29 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 62.0 8.0 0.9 12.0 0.0 0.0 0.0 2.9 6.9 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 30,216 : : Positions : : 23,399 26,896 3,733 1,523 1,523 552 0 0 775 38 160 : : : : Changes from: December 29, 2020 : : -3,589 -4,076 -386 -283 -268 0 0 0 -445 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 89.0 12.4 5.0 5.0 1.8 0.0 0.0 2.6 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 30 6 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 19,299 : : Positions : : 17,590 14,453 105 4,015 453 0 0 0 1,091 0 15 : : : : Changes from: December 29, 2020 : : -2,576 -2,497 -50 -478 -39 0 0 0 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 74.9 0.5 20.8 2.3 0.0 0.0 0.0 5.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 11,140 : : Positions : : 8,307 8,103 1,225 1,095 887 39 0 0 130 80 376 : : : : Changes from: December 29, 2020 : : -1,591 -1,500 266 -10 -121 0 0 0 -40 44 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 72.7 11.0 9.8 8.0 0.4 0.0 0.0 1.2 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 26 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 6,298 : : Positions : : 5,413 4,024 80 1,339 430 0 0 0 15 200 75 : : : : Changes from: December 29, 2020 : : -753 -481 35 -335 -5 0 0 0 -5 3 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 63.9 1.3 21.3 6.8 0.0 0.0 0.0 0.2 3.2 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 23,398 : : Positions : : 22,955 13,720 0 8,222 276 0 0 0 0 1,011 159 : : : : Changes from: December 29, 2020 : : -6,940 -6,372 0 -535 -406 0 0 0 -585 -578 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 58.6 0.0 35.1 1.2 0.0 0.0 0.0 0.0 4.3 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 30 0 9 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 54,144 : : Positions : : 35,066 44,528 5,576 3,332 3,775 1,195 0 0 7,131 1,119 1,151 : : : : Changes from: December 29, 2020 : : -5,494 -7,294 -420 -248 -768 -165 0 0 -1,826 -390 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 82.2 10.3 6.2 7.0 2.2 0.0 0.0 13.2 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 96 : : 57 53 10 6 9 . 0 0 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 2,201 : : Positions : : 903 1,467 356 0 133 0 0 0 129 0 0 : : : : Changes from: December 29, 2020 : : -547 -646 102 0 -121 -36 0 0 -44 -68 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 66.7 16.2 0.0 6.0 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 4,325 : : Positions : : 3,005 3,141 136 0 360 0 0 0 126 44 151 : : : : Changes from: December 29, 2020 : : -381 -472 20 -23 5 -26 0 0 115 -60 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 72.6 3.1 0.0 8.3 0.0 0.0 0.0 2.9 1.0 3.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 27 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 51,114 : : Positions : : 47,470 20,355 1,504 29,770 135 0 0 0 1,768 445 105 : : : : Changes from: December 29, 2020 : : -6,144 -6,076 49 -1,243 -81 0 0 0 -935 260 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 39.8 2.9 58.2 0.3 0.0 0.0 0.0 3.5 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 31 . 8 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 136,404 : : Positions : : 100,973 106,402 11,386 15,526 6,385 5,376 848 1,657 6,302 2,464 2,809 : : : : Changes from: December 29, 2020 : : 903 2,649 284 -456 457 415 0 1,191 820 71 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 78.0 8.3 11.4 4.7 3.9 0.6 1.2 4.6 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 129 : : 72 69 10 7 10 10 . . 9 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 53,360 : : Positions : : 36,875 35,553 7,169 13,247 3,089 4,202 685 10 1,770 0 160 : : : : Changes from: December 29, 2020 : : -4,145 -3,396 -1,665 -2,611 -15 0 430 10 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 66.6 13.4 24.8 5.8 7.9 1.3 0.0 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 23 . 7 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 53,527 : : Positions : : 44,733 38,116 1,356 13,155 378 4,262 0 33 914 415 1,020 : : : : Changes from: December 29, 2020 : : -10,024 -9,444 -40 -177 -285 -77 0 0 -444 -851 -555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 71.2 2.5 24.6 0.7 8.0 0.0 0.1 1.7 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 97 : : 52 45 . 10 5 8 0 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 27,951 : : Positions : : 25,001 16,477 408 9,919 784 900 360 0 656 168 15 : : : : Changes from: December 29, 2020 : : -2,653 -2,691 -51 -50 -132 0 -20 0 -205 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 58.9 1.5 35.5 2.8 3.2 1.3 0.0 2.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 20 . 6 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 16,877 : : Positions : : 12,184 13,316 2,777 1,339 1,035 0 405 0 104 359 274 : : : : Changes from: December 29, 2020 : : -2,667 -2,989 -833 -328 15 0 0 0 -7 -201 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 78.9 16.5 7.9 6.1 0.0 2.4 0.0 0.6 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 20 7 4 6 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 08, 2021