Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 ICE LD1 - ICE FUTURES ENERGY DIV   2500 MMBtus                                                         :
CFTC Code #023391                                                    Open Interest is 6,659,928                :
: Positions                                                                                                    :
:3,871,107 1,240,473   549,207 3,351,035   266,281   371,251   176,376   809,577   137,053   185,173   612,503 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
: -256,316   -95,676   -17,354  -148,018     1,807    52,350     7,486   -57,331   -40,817   -30,325     8,536 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      18.6       8.2      50.3       4.0       5.6       2.6      12.2       2.1       2.8       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   244                     :
:      135       100        16        19        21        11        13        20        18        25        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 ICE PEN - ICE FUTURES ENERGY DIV   2500 mmbtu                                                          :
CFTC Code #023392                                                    Open Interest is   572,283                :
: Positions                                                                                                    :
:   37,261    80,800   217,482     7,301   133,351    19,671   203,116    40,422    80,472    64,610    42,264 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -9,909   -13,183   -10,811      -605    -6,552     4,740   -20,326   -18,352   -32,385   -13,118   -10,460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      14.1      38.0       1.3      23.3       3.4      35.5       7.1      14.1      11.3       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       15        13        11         5        14         5         4         8        13         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   177,339                :
: Positions                                                                                                    :
:  140,092   145,041     9,913     5,399    14,865     1,839         0       344         0     3,181       426 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,110     1,233      -125        29       -89       116         0         0         0      -224        64 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      81.8       5.6       3.0       8.4       1.0       0.0       0.2       0.0       1.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        18         5         .         7         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   173,203                :
: Positions                                                                                                    :
:  139,862   132,249     2,670    28,483     5,426         0       918         1     4,011       234        99 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,370      -650       152     2,319       344         0        60       -31        42         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      76.4       1.5      16.4       3.1       0.0       0.5       0.0       2.3       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        25         .         6         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   406,137                :
: Positions                                                                                                    :
:  312,146   287,150    62,510    82,115     9,421     7,893    17,650     1,648     2,190       973       347 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      637     5,596     3,440      -497       538       962       154      -995      -211       364       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      70.7      15.4      20.2       2.3       1.9       4.3       0.4       0.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        26         7         6         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   937,849                :
: Positions                                                                                                    :
:  819,199   193,422    52,881   684,024    21,880     6,580    29,121     1,830    19,697         0     3,560 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,062       782      -458     1,707       148      -255       353        31      -831         0        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      20.6       5.6      72.9       2.3       0.7       3.1       0.2       2.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        22         .         9         6         .         4         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   347,922                :
: Positions                                                                                                    :
:  220,434   303,163    88,839    19,904     9,123     3,976     2,854     2,416    14,155       956       392 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -1,599    -1,418       549    -1,375         0    -2,354         0     1,070        87         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      87.1      25.5       5.7       2.6       1.1       0.8       0.7       4.1       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       32        28         9         .         4         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   766,237                :
: Positions                                                                                                    :
:  461,448   629,442   256,772    55,371    23,693     1,170    33,961     8,181     1,378     1,767     3,060 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    9,536     6,870     1,736       -60      -348      -454     6,012        83      -213       145        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      82.1      33.5       7.2       3.1       0.2       4.4       1.1       0.2       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       37        37         9         7         8         .         5         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   413,093                :
: Positions                                                                                                    :
:  356,706   182,579    18,806   177,937    23,706     1,712    13,493     1,120     1,182     2,712     2,647 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    3,200     3,991       201    -2,107     2,192         0      -427        15       562       463       199 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      44.2       4.6      43.1       5.7       0.4       3.3       0.3       0.3       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        20         .        13         9         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                :
CFTC Code #02339E                                                    Open Interest is    88,108                :
: Positions                                                                                                    :
:   63,870    73,499    14,270         0         0         0     3,151         0         0       819         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      181       451       275         0         0         0        31         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      83.4      16.2       0.0       0.0       0.0       3.6       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         .         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV   Any multiple of 2,500 MMBtus                            :
CFTC Code #02339P                                                    Open Interest is    40,109                :
: Positions                                                                                                    :
:   35,831    37,886       310         0         0         0     1,820         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -589        62      -527         0         0      -319     1,820    -1,820         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      94.5       0.8       0.0       0.0       0.0       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         .         0         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    82,679                :
: Positions                                                                                                    :
:   58,210    74,390    10,004     3,749       453         0     1,302         0     9,131       217         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -268       106      -833         0         0      -837         0         0         0        31       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      90.0      12.1       4.5       0.5       0.0       1.6       0.0      11.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        21         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                        :
CFTC Code #02339U                                                    Open Interest is   347,053                :
: Positions                                                                                                    :
:  308,048    75,910         0   234,054     5,778    18,367    19,528       977       259         0       387 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,200       216         0     1,166      -725     1,311     2,604      -299       191         0       -67 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      21.9       0.0      67.4       1.7       5.3       5.6       0.3       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        20         0         9         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO Basis  - ICE FUTURES ENERGY DIV   2500 mm btu                                                              :
CFTC Code #02339W                                                    Open Interest is   180,714                :
: Positions                                                                                                    :
:  159,347    35,821        65   132,539     9,845         0         0         0         0       497         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      517       302       -62       359       -83         0         0         0         0       132         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      19.8       0.0      73.3       5.4       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        15         .        10         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CG Mainline Basis - ICE FUTURES ENERGY DIV   2500 mmbtu                                                        :
CFTC Code #02339Y                                                    Open Interest is   248,931                :
: Positions                                                                                                    :
:  242,165   103,976         0   129,930     1,367     1,926     1,602       969         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:       82        89         0       -38         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      41.8       0.0      52.2       0.5       0.8       0.6       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        17         0        10         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    80,870                :
: Positions                                                                                                    :
:   31,820    76,310    32,792     1,445     1,038     9,059       836         0     1,612       589        62 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -608      -794    -2,139       248       -12       -93        31         0         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      94.4      40.5       1.8       1.3      11.2       1.0       0.0       2.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       17        22         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   776,809                :
: Positions                                                                                                    :
:  612,246    68,372    47,941   647,429    41,694    44,102       402     9,818     8,735       590     3,743 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -763     4,282        31    -2,373     1,094     1,822      -214        42       648       114        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8       8.8       6.2      83.3       5.4       5.7       0.1       1.3       1.1       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       48        29         .        14         9         6         .         5         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                        :
CFTC Code #0233A8                                                    Open Interest is   194,670                :
: Positions                                                                                                    :
:  125,130   157,142    45,861    27,831     1,022     8,025         0       300         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      205       -35      -377       805       657       259         0      -290         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      80.7      23.6      14.3       0.5       4.1       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         5         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                          :
CFTC Code #0233AG                                                    Open Interest is   169,899                :
: Positions                                                                                                    :
:  128,667    88,174    16,294    33,461     6,600         0    19,791     6,036     9,533    11,570       992 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   13,798     6,504       332      -719     1,230      -168     4,100     1,572     1,023     4,991        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      51.9       9.6      19.7       3.9       0.0      11.6       3.6       5.6       6.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       26        29         5         5         6         0         5         .         .         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 INDEX - ICE FUTURES ENERGY DIV   2500 mmbtu                                                          :
CFTC Code #0233AH                                                    Open Interest is   223,788                :
: Positions                                                                                                    :
:  160,545   137,645    30,490    35,380     4,493       637    17,557    11,198     9,797    11,524     2,898 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    8,807     1,234    -1,218       186       589      -399     2,815     1,507     1,240     4,774         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      61.5      13.6      15.8       2.0       0.3       7.8       5.0       4.4       5.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       34        40         6         6         5         .         5         4         4         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   532,991                :
: Positions                                                                                                    :
:  217,593   469,266   303,802         0       856     1,662    53,215       461       728     7,035        11 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -591     5,043    -1,623         0         0       230    -4,557         0         0       528        11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.8      88.0      57.0       0.0       0.2       0.3      10.0       0.1       0.1       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       21        29         9         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    44,125                :
: Positions                                                                                                    :
:   28,029    42,789    11,500         0       406     2,857       806         0       434         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      812       149      -723         0       406        29         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      97.0      26.1       0.0       0.9       6.5       1.8       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        15         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233AQ                                                    Open Interest is   262,792                :
: Positions                                                                                                    :
:  202,462   141,899     9,153    93,159    18,566    10,281         0     1,387     5,177     1,555       735 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,162       223         0       174       213      -127         0       -29         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      54.0       3.5      35.4       7.1       3.9       0.0       0.5       2.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        26         .         8         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   147,706                :
: Positions                                                                                                    :
:  144,702   132,947       156     2,279       667         0     8,781         0         0       248         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      697       695         0         0         0         0        29         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.0      90.0       0.1       1.5       0.5       0.0       5.9       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        25         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                       :
CFTC Code #0233AY                                                    Open Interest is    79,404                :
: Positions                                                                                                    :
:   65,001    50,612     2,164     9,799     3,918       217     2,849     1,895       930         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      599       698         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      63.7       2.7      12.3       4.9       0.3       3.6       2.4       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                          :
CFTC Code #0233B1                                                    Open Interest is   314,733                :
: Positions                                                                                                    :
:  282,298   188,763     3,021    90,775     7,216     3,210    17,003     2,626     6,805       956        93 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    9,801     3,053       232     1,541      -700         0     5,350     2,085         0        -4        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      60.0       1.0      28.8       2.3       1.0       5.4       0.8       2.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       35        27         .        10         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                        :
CFTC Code #0233BB                                                    Open Interest is   124,587                :
: Positions                                                                                                    :
:   95,953   109,901    13,814     3,848     5,888         0       279         0       400       352       317 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      515       664         0       -31        31         0         0         0       114         0      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      88.2      11.1       3.1       4.7       0.0       0.2       0.0       0.3       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        17         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233BF                                                    Open Interest is    51,343                :
: Positions                                                                                                    :
:   37,348    22,470     3,276    18,741     4,325         0         0         0     1,926         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,534     1,146       290        24      -290         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      43.8       6.4      36.5       8.4       0.0       0.0       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BH                                                    Open Interest is   138,807                :
: Positions                                                                                                    :
:  110,911   119,263    13,232     1,403     7,867         0         0         0       754       711         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,983       822        74        45       -13         0         0         0        62        62       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      85.9       9.5       1.0       5.7       0.0       0.0       0.0       0.5       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                                          :
CFTC Code #0233BL                                                    Open Interest is   124,091                :
: Positions                                                                                                    :
:   76,186    42,720    19,970    56,673     8,169     5,166         0       394         0       518         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      248       637         0       861      -889        27         0         0         0      -637         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      34.4      16.1      45.7       6.6       4.2       0.0       0.3       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        13         4         7         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    58,412                :
: Positions                                                                                                    :
:   55,888    55,778       674     1,708         0       456         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      95.5       1.2       2.9       0.0       0.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        12         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233C1                                                    Open Interest is    78,877                :
: Positions                                                                                                    :
:   66,650    60,713       248    15,906     1,067         0         0         0     2,621         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      296       352         0      -151        28         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      77.0       0.3      20.2       1.4       0.0       0.0       0.0       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M3 INDEX - ICE FUTURES ENERGY DIV   2500 mmbtu                                                           :
CFTC Code #0233CG                                                    Open Interest is    68,789                :
: Positions                                                                                                    :
:   27,182    64,482    36,246         0       310       496     2,263         0     1,969         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:       89      -134       -99         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      93.7      52.7       0.0       0.5       0.7       3.3       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        17         5         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M3 BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                          :
CFTC Code #0233CH                                                    Open Interest is   185,324                :
: Positions                                                                                                    :
:  112,898   151,612    44,605     4,443    12,686       184     5,166       524     3,096     4,245       285 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,050       725        82         0       -29         0      -277         0       -62       697        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      81.8      24.1       2.4       6.8       0.1       2.8       0.3       1.7       2.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       18        25         8         .         8         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV   2500 MMBtus                                                        :
CFTC Code #0233CM                                                    Open Interest is   189,854                :
: Positions                                                                                                    :
:  171,592    57,705     3,949   119,838     6,366         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,498     1,926       347       -81        81         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      30.4       2.1      63.1       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        16         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CS                                                    Open Interest is    32,760                :
: Positions                                                                                                    :
:   27,809    30,393     4,083     1,778         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,457     1,302         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      92.8      12.5       5.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   265,398                :
: Positions                                                                                                    :
:  208,853   174,126    14,506    61,399    11,803     4,451     5,367     1,753     8,677     2,374     5,908 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    4,479     4,875       172      -162     1,988        31     1,998       499       334       -68       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      65.6       5.5      23.1       4.4       1.7       2.0       0.7       3.3       0.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        23         4         6         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CV                                                    Open Interest is    92,587                :
: Positions                                                                                                    :
:   60,128    85,874    24,006     4,002     1,460     2,634         0         0     2,364       308       124 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    6,236     8,993     2,691       155       -31        93         0         0        31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      92.7      25.9       4.3       1.6       2.8       0.0       0.0       2.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        18         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV   2500 mm btu                                          :
CFTC Code #0233CW                                                    Open Interest is   215,151                :
: Positions                                                                                                    :
:  156,171   188,484    30,099    11,784     7,776     6,226         0         0       758     2,894       266 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,476     1,369       682       453      -395    -2,415         0         0       151         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      87.6      14.0       5.5       3.6       2.9       0.0       0.0       0.4       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        32         7         .         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA INDEX  - ICE FUTURES ENERGY DIV   2500 mm btu                                                             :
CFTC Code #0233D4                                                    Open Interest is    76,220                :
: Positions                                                                                                    :
:   65,979    69,971     6,196         0        60         0     3,464         0         0     1,007       589 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      697         0        31         0         0         0         0         0         0       728         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      91.8       8.1       0.0       0.1       0.0       4.5       0.0       0.0       1.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        16         5         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   363,426                :
: Positions                                                                                                    :
:  327,533    40,153    16,966   307,062     8,549       910     1,766         0         0     1,000         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    3,148     2,568      -138       442       174         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      11.0       4.7      84.5       2.4       0.3       0.5       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        11         .         8         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    79,267                :
: Positions                                                                                                    :
:   50,313    27,773     4,754    32,578    12,184     2,769         0       428         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      186         0         0       248      -155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      35.0       6.0      41.1      15.4       3.5       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         6         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    23,703                :
: Positions                                                                                                    :
:   14,883    22,404     7,282         0         0       248         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      94.5      30.7       0.0       0.0       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   222,876                :
: Positions                                                                                                    :
:  184,142   106,045     3,228    91,402     6,750    12,787     9,670       151     3,400       335       798 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,067     2,571         0     1,015      -642     1,101         0      -887     2,123         0       310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      47.6       1.4      41.0       3.0       5.7       4.3       0.1       1.5       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        22         .         8         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    26,332                :
: Positions                                                                                                    :
:   15,622    24,106     9,238     1,209         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      186       193       348       496         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      91.5      35.1       4.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 5 South Basis - ICE FUTURES ENERGY DIV   2500 MMBtus                                              :
CFTC Code #0233FJ                                                    Open Interest is   117,156                :
: Positions                                                                                                    :
:   82,909    92,273    19,114    17,284       120         0     2,323       459     4,553         0        31 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,828     2,151      -141       245         0         0         0         0       210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      78.8      16.3      14.8       0.1       0.0       2.0       0.4       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        21         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 NYME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                    :
CFTC Code #023651                                                    Open Interest is 1,396,907                :
: Positions                                                                                                    :
:  214,401   311,174   185,562    11,140   106,774   216,686   295,176   372,639    65,044    78,201   177,798 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -1,647    14,527     5,452      -446    10,806     8,519   -17,982    17,812    -9,516     2,512    16,833 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      22.3      13.3       0.8       7.6      15.5      21.1      26.7       4.7       5.6      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   313                     :
:       37        36        28        11        30        54        84        84        51        34        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   366,245                :
: Positions                                                                                                    :
:  155,741   100,837    18,201    86,989    27,615    21,780     7,755    37,444    39,253    45,140    49,189 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:  -14,312    -4,301      -838    -7,659    -1,195    -1,950    -3,141    -3,025    -6,396    -8,401    -1,557 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      27.5       5.0      23.8       7.5       5.9       2.1      10.2      10.7      12.3      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       28        24         6        10        15         4         4         7        16         9        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   179,878                :
: Positions                                                                                                    :
:   27,200    22,742    80,906    62,954    17,336     7,576    23,518    15,367    11,312    15,402    14,209 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -3,848    -5,436   -14,484     2,363    -2,763    -1,255    -3,724    -6,135    -5,055   -17,528    -1,842 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.1      12.6      45.0      35.0       9.6       4.2      13.1       8.5       6.3       8.6       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       13        10        10         6        11         .         9        11         7        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   382,555                :
: Positions                                                                                                    :
:   55,119    34,658    40,400   270,651    51,384       638         0         0   208,409    11,139     4,864 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -5,981    -1,619    -1,836   -13,786      -137         0         0         0    -8,085    -1,521      -944 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.4       9.1      10.6      70.7      13.4       0.2       0.0       0.0      54.5       2.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       10         8         4        16        11         .         0         0         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   132,940                :
: Positions                                                                                                    :
:   21,027    14,834    46,537    26,436    35,098     5,873    22,939     5,145     3,270    13,459     8,129 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -527    -1,661    -1,065    -7,875       418       843     7,181      -842      -778      -173      -428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      11.2      35.0      19.9      26.4       4.4      17.3       3.9       2.5      10.1       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        7         7        10         7        13         5         .         .         7         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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 FAR EAST MINI - ICE FUTURES ENERGY DIV   100  metric tonnes                                      :
CFTC Code #066393                                                    Open Interest is     4,167                :
: Positions                                                                                                    :
:    1,525     1,544       240       448       640         0         0         0       415       830       263 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:       40        55       -30       -10        10         0         0         0       -52       242       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.6      37.1       5.8      10.8      15.4       0.0       0.0       0.0      10.0      19.9       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        18         .         .         .         0         0         0         .         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    10,579                :
: Positions                                                                                                    :
:    5,915     6,127     1,159       960       505         0         0         0       501       711     1,171 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:       -5        71       -60        38         1         0         0         0        24       107       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      57.9      11.0       9.1       4.8       0.0       0.0       0.0       4.7       6.7      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        36         .         .         .         0         0         0         7         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    41,009                :
: Positions                                                                                                    :
:   21,721    27,688     5,538     2,138     2,171         0       300         0     7,470     4,179     3,949 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      514       104         0       403      -343         0       -15         0       -85      -150       365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      67.5      13.5       5.2       5.3       0.0       0.7       0.0      18.2      10.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        26         .         6         5         0         .         0         6         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    18,780                :
: Positions                                                                                                    :
:   15,173    10,587       255     2,817       449         0         0         0       138     1,973     2,651 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      288       208        25        35        -3         0         0         0        50       110       174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      56.4       1.4      15.0       2.4       0.0       0.0       0.0       0.7      10.5      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        15         .         4         5         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    30,443                :
: Positions                                                                                                    :
:   16,225    14,746       701     6,870     2,827        85         0         0     7,519     3,143     2,486 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      381       228        35       230        -2         5         0         0       260       140        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      48.4       2.3      22.6       9.3       0.3       0.0       0.0      24.7      10.3       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       37        40         4         9         8         .         0         0         9         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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     8,948                :
: Positions                                                                                                    :
:    7,083     6,124       286     1,486       730         0         0         0       236       180       343 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:       10       -40         0        45       -45         0         0         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      68.4       3.2      16.6       8.2       0.0       0.0       0.0       2.6       2.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    58,380                :
: Positions                                                                                                    :
:    9,010    40,117     1,300    16,306       278         0         0         0    46,857       665       698 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:     -144      -149       -12       235         0         0         0         0        17         0        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      68.7       2.2      27.9       0.5       0.0       0.0       0.0      80.3       1.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       19        31         .         8         .         0         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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   118,870                :
: Positions                                                                                                    :
:   72,426    41,571    16,275     6,493     6,235     1,149     1,290        20    17,298    55,491     4,945 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    1,492       949       823       393       310       120      -165         0       433      -495      -638 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      35.0      13.7       5.5       5.2       1.0       1.1       0.0      14.6      46.7       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   119                     :
:       67        58        12         4        13         .         .         .        11        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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     3,739                :
: Positions                                                                                                    :
:    1,659     1,994       150         0       435        46         0         0       252       122       388 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:      -39      -108        14         0         7        14         0         0        -2         8        51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.4      53.3       4.0       0.0      11.6       1.2       0.0       0.0       6.7       3.3      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        17         .         0         .         .         0         0         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     5,833                :
: Positions                                                                                                    :
:    3,116     4,042       307       207       293         0         0       126       410        73       379 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -1,067      -913       -37       -19        -6         0         0         0        59      -132      -194 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      69.3       5.3       3.5       5.0       0.0       0.0       2.2       7.0       1.3       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        25         .         .         .         0         0         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    38,947                :
: Positions                                                                                                    :
:   18,684    27,481       972     9,773       601         0         0         0    18,417       386       240 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -5,224   -10,741       135    -1,075      -434         0         0         0    -6,362        82       -96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      70.6       2.5      25.1       1.5       0.0       0.0       0.0      47.3       1.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       21        26         .        12         7         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                                         :
CFTC Code #06665O                                                    Open Interest is   146,234                :
: Positions                                                                                                    :
:  108,049    84,663    14,182     6,236     9,452       420     8,386     2,580     5,470    28,950     5,618 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:    2,687     3,237       398     1,358      -201       120    -1,444         0      -350      -221       471 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      57.9       9.7       4.3       6.5       0.3       5.7       1.8       3.7      19.8       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       82        74        11         8        16         .        12         4        16         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    44,213                :
: Positions                                                                                                    :
:   37,074    29,197     1,084     5,970     3,280     1,431     4,076        60       325       646       570 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -3,544    -3,417       273      -105      -586       -70       -50        -9        80       288      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      66.0       2.5      13.5       7.4       3.2       9.2       0.1       0.7       1.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       27        28         4         5         5         .         8         .         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    45,669                :
: Positions                                                                                                    :
:   34,017    32,983       971     6,459     3,222     3,874        40        10     2,263       780     1,007 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -8,507    -7,685       135      -297      -725       510       -60         0      -228      -535      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      72.2       2.1      14.1       7.1       8.5       0.1       0.0       5.0       1.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       50        45         4        10        11        10         .         .        10         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             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    24,408                :
: Positions                                                                                                    :
:   23,084    14,777       213     7,478       418         0         0         0       290       626       192 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -3,775    -2,616       213      -517      -241         0         0         0       165      -297      -170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      60.5       0.9      30.6       1.7       0.0       0.0       0.0       1.2       2.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        26         .         7         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2024            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    19,964                :
: Positions                                                                                                    :
:   15,219    16,374     1,837     1,268     1,630         0         0         0       128        74       410 :
:                                                                                                              :
: Changes from:     December 26, 2023                                                                          :
:   -3,034    -3,697      -425       261      -335         0         0         0       -37        46         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      82.0       9.2       6.4       8.2       0.0       0.0       0.0       0.6       0.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        25         5         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 05, 2024